/* * Copyright (C) 2003-2018 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 using namespace std; #include "ComputingTasks.hh" #include "Statement.hh" #include #include #include #include SteadyStatement::SteadyStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void SteadyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.steady_present = true; } void SteadyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "steady;" << endl; } void SteadyStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"steady\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } CheckStatement::CheckStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void CheckStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "oo_.dr.eigval = check(M_,options_,oo_);" << endl; } void CheckStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.check_present = true; } void CheckStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"check\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } ModelInfoStatement::ModelInfoStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void ModelInfoStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { //mod_file_struct.model_info_present = true; } void ModelInfoStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "model_info();" << endl; } void ModelInfoStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"model_info\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } SimulStatement::SimulStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.perfect_foresight_solver_present = true; } void SimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "perfect_foresight_setup;" << endl << "perfect_foresight_solver;" << endl; } void SimulStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"simul\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PerfectForesightSetupStatement::PerfectForesightSetupStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "perfect_foresight_setup;" << endl; } void PerfectForesightSetupStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"perfect_foresight_setup\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PerfectForesightSolverStatement::PerfectForesightSolverStatement(OptionsList options_list_arg) : options_list(move(options_list_arg)) { } void PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.perfect_foresight_solver_present = true; // Fill in option_occbin of mod_file_struct if (options_list.num_options.find("occbin") != options_list.num_options.end()) mod_file_struct.occbin_option = true; } void PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "perfect_foresight_solver;" << endl; } void PerfectForesightSolverStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"perfect_foresight_solver\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg, OptionsList options_list_arg) : prior_func{prior_func_arg}, options_list{move(options_list_arg)} { } void PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { auto it2 = options_list.string_options.find("function"); if (it2 == options_list.string_options.end() || it2->second.empty()) { cerr << "ERROR: both the prior_function and posterior_function commands require the 'function' argument" << endl; exit(EXIT_FAILURE); } } void PriorPosteriorFunctionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); string type = "posterior"; if (prior_func) type = "prior"; output << "oo_ = execute_prior_posterior_function(" << "'" << options_list.string_options.find("function")->second << "', " << "M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, " << "'" << type << "');" << endl; } void PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const { string type = "posterior"; if (prior_func) type = "prior"; output << "{\"statementName\": \"prior_posterior_function\", \"type\": \"" << type << "\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PacModelStatement::PacModelStatement(string name_arg, string aux_model_name_arg, string discount_arg, string growth_arg, const SymbolTable &symbol_table_arg) : name{move(name_arg)}, aux_model_name{move(aux_model_name_arg)}, discount{move(discount_arg)}, growth{move(growth_arg)}, symbol_table{symbol_table_arg} { } void PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.pac_params.insert(symbol_table.getID(discount)); if (!growth.empty()) mod_file_struct.pac_params.insert(symbol_table.getID(growth)); } void PacModelStatement::fillUndiffedLHS(vector &lhs_arg) { lhs = lhs_arg; } void PacModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "M_.pac." << name << ".auxiliary_model_name = '" << aux_model_name << "';" << endl << "M_.pac." << name << ".discount_index = " << symbol_table.getTypeSpecificID(discount) + 1 << ";" << endl; if (!growth.empty()) { output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(growth) + 1 << ";" << endl << "M_.pac." << name << ".growth_type = "; switch(symbol_table.getType(growth)) { case SymbolType::endogenous: output << "'endogenous';" << endl; break; case SymbolType::exogenous: output << "'exogenous';" << endl; break; case SymbolType::parameter: output << "'parameter';" << endl; break; default: cerr << "pac_model: error encountered in growth type" << endl; exit(EXIT_FAILURE); } } output << "M_.pac." << name << ".lhs = ["; for (auto it = lhs.begin(); it !=lhs.end(); it++) { if (it != lhs.begin()) output << " "; output << *it + 1; } output << "];" << endl; /* << "M_.pac." << name << ".undiff_eqtags = {"; for (auto it = undiff.begin(); it != undiff.end(); it++) { if (it != undiff.begin()) output << "; "; output << "'" << it->first << "'"; } output << "};" << endl << "M_.pac." << name << ".undiff_num = ["; for (auto it = undiff.begin(); it != undiff.end(); it++) { if (it != undiff.begin()) output << " "; output << it->second; } output << "];" << endl; */ } void PacModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"pac_model\"," << "\"model_name\": \"" << name << "\"," << "\"auxiliary_model_name\": \"" << aux_model_name << "\"," << "\"discount_index\": " << symbol_table.getTypeSpecificID(discount) + 1; if (!growth.empty()) { output << "," << "\"growth_index\": " << symbol_table.getTypeSpecificID(growth) + 1 << "," << "\"growth_type\": "; switch(symbol_table.getType(growth)) { case SymbolType::endogenous: output << "\"endogenous\"" << endl; break; case SymbolType::exogenous: output << "\"exogenous\"" << endl; break; case SymbolType::parameter: output << "\"parameter\"" << endl; break; default: cerr << "pac_model: error encountered in growth type" << endl; exit(EXIT_FAILURE); } } output << "}"; } tuple PacModelStatement::getPacModelInfoForPacExpectation() const { int growth_symb_id = -1; if (!growth.empty()) growth_symb_id = symbol_table.getID(growth); return { name, aux_model_name, growth_symb_id }; } VarEstimationStatement::VarEstimationStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void VarEstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { auto it = options_list.string_options.find("var_estimation.model_name"); if (it == options_list.string_options.end()) { cerr << "ERROR: You must provide the model name to the var_estimation statement." << endl; exit(EXIT_FAILURE); } } void VarEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "oo_ = var_estimation(M_, options_, oo_);" << endl; } VarRestrictionsStatement::VarRestrictionsStatement(string var_model_name_arg, map> var_map_arg, map> exclusion_restrictions_arg, equation_restrictions_t equation_restrictions_arg, crossequation_restrictions_t crossequation_restrictions_arg, map, double> covariance_number_restriction_arg, map, pair> covariance_pair_restriction_arg, const SymbolTable &symbol_table_arg) : var_model_name{move(var_model_name_arg)}, var_map{move(var_map_arg)}, exclusion_restrictions{move(exclusion_restrictions_arg)}, equation_restrictions{move(equation_restrictions_arg)}, crossequation_restrictions{move(crossequation_restrictions_arg)}, covariance_number_restriction{move(covariance_number_restriction_arg)}, covariance_pair_restriction{move(covariance_pair_restriction_arg)}, symbol_table{symbol_table_arg} { } int VarRestrictionsStatement::findIdxInVector(const vector &vecvars, const string &var) const { int idx = 0; bool setflag = false; for (auto itvs = vecvars.begin(); itvs != vecvars.end(); itvs++, idx++) if (*itvs == var) { setflag = true; break; } if (!setflag) { cerr << "ERROR: you are imposing an exclusion restriction on an equation or variable " << var << " that is not contained in VAR " << var_model_name; exit(EXIT_FAILURE); } return idx; } void VarRestrictionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { auto itvs = var_map.find(var_model_name); if (itvs == var_map.end()) { cerr << "ERROR: you are imposing restrictions on a VAR named " << var_model_name << " but this VAR has not been declared via thevar_model statement." << endl; exit(EXIT_FAILURE); } vector vars = itvs->second; string Mstr("M_.var." + var_model_name + ".restrictions."); int nrestrictions = 0; // Exclusion Restrictions int idx = 1; for (auto it = exclusion_restrictions.begin(); it != exclusion_restrictions.end(); it++, idx++) { output << Mstr << "exclusion_restrictions{" << idx<< "}.lag = " << it->first << ";" << endl << Mstr << "exclusion_restrictions{" << idx << "}.restrictions = ["; for (auto it1 = it->second.begin(); it1 != it->second.end(); it1++) { if (it1 != it->second.begin()) output << " "; output << "struct('eq', " << findIdxInVector(vars, symbol_table.getName(it1->first)) + 1 << ", 'vars', ["; vector excvars = it1->second.getSymbols(); for (vector::const_iterator itvs1 = excvars.begin(); itvs1 != excvars.end(); itvs1++) output << findIdxInVector(vars, *itvs1) + 1 << " "; output << "])"; nrestrictions += it1->second.getSize(); } output << "];" << endl; } // Equation Restrictions idx = 1; for (auto it = equation_restrictions.begin(); it != equation_restrictions.end(); it++, idx++, nrestrictions++) { output << Mstr << "equation_restriction{" << idx << "}.eq = '" << symbol_table.getName(it->first) << "';" << endl << Mstr << "equation_restriction{" << idx << "}.val = " << it->second.second << ";" << endl; var_restriction_eq_crosseq_t ls = it->second.first.first; output << Mstr << "equation_restriction{" << idx << "}.ls = '" << symbol_table.getName(ls.first.first) << "';" << endl << Mstr << "equation_restriction{" << idx << "}.lslag = " << ls.first.second.second << ";" << endl << Mstr << "equation_restriction{" << idx << "}.lscoeff = "; ls.second->writeOutput(output); output << ";" << endl; var_restriction_eq_crosseq_t rs = it->second.first.second; if (rs.first.first >= 0) { output << Mstr << "equation_restriction{" << idx << "}.rs = '" << symbol_table.getName(rs.first.first) << "';" << endl << Mstr << "equation_restriction{" << idx << "}.rslag = " << rs.first.second.second << ";" << endl << Mstr << "equation_restriction{" << idx << "}.rscoeff = "; rs.second->writeOutput(output); output << ";" << endl; } } // Cross Equation Restrictions idx = 1; for (auto it = crossequation_restrictions.begin(); it != crossequation_restrictions.end(); it++, idx++, nrestrictions++) { output << Mstr << "crossequation_restriction{" << idx << "}.val = " << it->second << ";" << endl; var_restriction_eq_crosseq_t ls = it->first.first; output << Mstr << "crossequation_restriction{" << idx << "}.lseq = " << findIdxInVector(vars, symbol_table.getName(ls.first.first)) + 1 << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.lsvar = " << findIdxInVector(vars, symbol_table.getName(ls.first.second.first)) + 1 << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.lslag = " << ls.first.second.second << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.lscoeff = "; ls.second->writeOutput(output); output << ";" << endl; var_restriction_eq_crosseq_t rs = it->first.second; if (rs.first.first >= 0) { output << Mstr << "crossequation_restriction{" << idx << "}.rseq = " << findIdxInVector(vars, symbol_table.getName(rs.first.first)) + 1 << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.rsvar = " << findIdxInVector(vars, symbol_table.getName(rs.first.second.first)) + 1 << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.rslag = " << rs.first.second.second << ";" << endl << Mstr << "crossequation_restriction{" << idx << "}.rscoeff = "; rs.second->writeOutput(output); output << ";" << endl; } } // Covariance Const Restrictions idx = 1; for (auto it = covariance_number_restriction.begin(); it != covariance_number_restriction.end(); it++, idx++) output << Mstr << "covariance_const_restriction{" << idx << "}.var1 = '" << symbol_table.getName(it->first.first) << "';" << endl << Mstr << "covariance_const_restriction{" << idx << "}.var2 = '" << symbol_table.getName(it->first.second) << "';" << endl << Mstr << "covariance_const_restriction{" << idx << "}.val = " << it->second << ";" << endl; // Covariance Pair Restrictions idx = 1; for (auto it = covariance_pair_restriction.begin(); it != covariance_pair_restriction.end(); it++, idx++) output << Mstr << "covariance_pair_restriction{" << idx << "}.var11 = '" << symbol_table.getName(it->first.first) << "';" << endl << Mstr << "covariance_pair_restriction{" << idx << "}.var12 = '" << symbol_table.getName(it->first.second) << "';" << endl << Mstr << "covariance_pair_restriction{" << idx << "}.var21 = '" << symbol_table.getName(it->second.first) << "';" << endl << Mstr << "covariance_pair_restriction{" << idx << "}.var22 = '" << symbol_table.getName(it->second.second) << "';" << endl; output << Mstr << "N = " << nrestrictions << ";" << endl; } StochSimulStatement::StochSimulStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.stoch_simul_present = true; // Fill in option_order of mod_file_struct auto 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, stoi(it->second)); // 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; it = options_list.num_options.find("hp_filter"); auto it1 = options_list.num_options.find("bandpass.indicator"); auto it2 = options_list.num_options.find("one_sided_hp_filter"); if ((it != options_list.num_options.end() && it1 != options_list.num_options.end()) || (it != options_list.num_options.end() && it2 != options_list.num_options.end()) || (it1 != options_list.num_options.end() && it2 != options_list.num_options.end())) { cerr << "ERROR: stoch_simul: can only use one of hp, one-sided hp, and bandpass filters" << endl; exit(EXIT_FAILURE); } } void StochSimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { // Ensure that order 3 implies k_order (#844) auto it = options_list.num_options.find("order"); auto it1 = options_list.num_options.find("k_order_solver"); if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && stoi(it->second) >= 3)) output << "options_.k_order_solver = 1;" << endl; options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "info = stoch_simul(var_list_);" << endl; } void StochSimulStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"stoch_simul\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } ForecastStatement::ForecastStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void ForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "[oo_.forecast,info] = dyn_forecast(var_list_,M_,options_,oo_,'simul');" << endl; } void ForecastStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"forecast\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } DetCondForecast::DetCondForecast(const SymbolList &symbol_list_arg, OptionsList options_list_arg, const bool linear_decomposition_arg) : options_list{move(options_list_arg)}, symbol_list{symbol_list_arg}, linear_decomposition{linear_decomposition_arg} { } void DetCondForecast::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); if (linear_decomposition) { output << "first_order_solution_to_compute = 1;" << endl; output << "if exist('oo_')" << endl; output << " if isfield(oo_, 'dr')" << endl; output << " if isfield(oo_.dr, 'ghx') && isfield(oo_.dr, 'ghu') && isfield(oo_.dr, 'state_var') && isfield(oo_.dr, 'order_var')" << endl; output << " first_order_solution_to_compute = 0;" << endl; output << " end;" << endl; output << " end;" << endl; output << "end;" << endl; output << "if first_order_solution_to_compute" << endl; output << " fprintf('%s','Computing the first order solution ...');" << endl; output << " options_.nograph = 1;" << endl; output << " options_.order = 1;" << endl; output << " options_.noprint = 1;" << endl; output << " options_.nocorr = 1;" << endl; output << " options_.nomoments = 1;" << endl; output << " options_.nodecomposition = 1;" << endl; output << " options_.nofunctions = 1;" << endl; output << " options_.irf = 0;" << endl; output << " tmp_periods = options_.periods;" << endl; output << " options_.periods = 0;" << endl; output << " var_list_ = char();" << endl; output << " info = stoch_simul(var_list_);" << endl; output << " fprintf('%s\\n','done');" << endl; output << " options_.periods = tmp_periods;" << endl; output << "end;" << endl; } vector symbols = symbol_list.get_symbols(); if (symbols.size() > 0) output << symbols[1] << " = det_cond_forecast(" ; for (unsigned int i = 0; i < symbols.size() - 1; i++) output << symbols[i] << ", "; if (symbols.size() > 0) output << symbols[symbols.size() - 1]; output << ");" << endl; } RamseyModelStatement::RamseyModelStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void RamseyModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.ramsey_model_present = true; /* Fill in option_order of mod_file_struct Since ramsey model 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 */ auto it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) { int order = stoi(it->second); if (order > 2) { cerr << "ERROR: ramsey_model: order > 2 is not 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 RamseyModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { // options_.ramsey_policy indicates that a Ramsey model is present in the *.mod file // this affects the computation of the steady state that uses a special algorithm // It should probably rather be a M_ field, but we leave it in options_ for historical reason // Ensure that order 3 implies k_order (#844) auto it = options_list.num_options.find("order"); auto it1 = options_list.num_options.find("k_order_solver"); if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && stoi(it->second) >= 3)) output << "options_.k_order_solver = 1;" << endl; output << "options_.ramsey_policy = 1;" << endl; options_list.writeOutput(output); } void RamseyModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ramsey_model\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } RamseyConstraintsStatement::RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg) : symbol_table{symbol_table_arg}, constraints{move(constraints_arg)} { } void RamseyConstraintsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if ((mod_file_struct.ramsey_model_present != true) || (mod_file_struct.ramsey_policy_present != true)) cerr << "ramsey_constraints: can only be used with ramsey_model or ramsey_policy" << endl; } void RamseyConstraintsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "M_.ramsey_model_constraints = {" << endl; for (auto it = constraints.begin(); it != constraints.end(); ++it) { if (it != constraints.begin()) output << ", "; output << "{" << it->endo + 1 << ", '"; switch (it->code) { case BinaryOpcode::less: output << '<'; break; case BinaryOpcode::greater: output << '>'; break; case BinaryOpcode::lessEqual: output << "<="; break; case BinaryOpcode::greaterEqual: output << ">="; break; default: cerr << "Ramsey constraints: this shouldn't happen." << endl; exit(EXIT_FAILURE); } output << "', '"; it->expression->writeOutput(output); output << "'}" << endl; } output << "};" << endl; } void RamseyConstraintsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ramsey_constraints\"" << ", \"ramsey_model_constraints\": [" << endl; for (auto it = constraints.begin(); it != constraints.end(); ++it) { if (it != constraints.begin()) output << ", "; output << "{\"constraint\": \"" << symbol_table.getName(it->endo) << " "; switch (it->code) { case BinaryOpcode::less: output << '<'; break; case BinaryOpcode::greater: output << '>'; break; case BinaryOpcode::lessEqual: output << "<="; break; case BinaryOpcode::greaterEqual: output << ">="; break; default: cerr << "Ramsey constraints: this shouldn't happen." << endl; exit(1); } output << " "; it->expression->writeJsonOutput(output, {}, {}); output << "\"}" << endl; } output << "]" << endl; output << "}"; } RamseyPolicyStatement::RamseyPolicyStatement(const SymbolTable &symbol_table_arg, vector ramsey_policy_list_arg, OptionsList options_list_arg) : symbol_table{symbol_table_arg}, ramsey_policy_list{move(ramsey_policy_list_arg)}, options_list{move(options_list_arg)} { } void RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { // ramsey_model_present indicates that the model is augmented with the FOC of the planner problem mod_file_struct.ramsey_model_present = true; // ramsey_policy_present indicates that ramsey_policy instruction for computation of first order approximation // of a stochastic Ramsey problem if present in the *.mod file 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 */ auto it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) { int order = stoi(it->second); if (order > 2) { cerr << "ERROR: ramsey_policy: order > 2 is not 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::checkRamseyPolicyList() { for (const auto & it : ramsey_policy_list) { if (!symbol_table.exists(it)) { cerr << "ERROR: ramsey_policy: " << it << " was not declared." << endl; exit(EXIT_FAILURE); } if (symbol_table.getType(it) != SymbolType::endogenous) { cerr << "ERROR: ramsey_policy: " << it << " is not endogenous." << endl; exit(EXIT_FAILURE); } } } void RamseyPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { // Ensure that order 3 implies k_order (#844) auto it = options_list.num_options.find("order"); auto it1 = options_list.num_options.find("k_order_solver"); if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && stoi(it->second) >= 3)) output << "options_.k_order_solver = 1;" << endl; options_list.writeOutput(output); output << "var_list_ = {"; for (auto it = ramsey_policy_list.begin(); it != ramsey_policy_list.end(); ++it) { if (it != ramsey_policy_list.begin()) output << ";"; output << "'" << *it << "'"; } output << "};" << endl << "ramsey_policy(var_list_);" << endl; } void RamseyPolicyStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ramsey_policy\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << ", \"ramsey_policy_list\": ["; for (auto it = ramsey_policy_list.begin(); it != ramsey_policy_list.end(); ++it) { if (it != ramsey_policy_list.begin()) output << ","; output << "\"" << *it << "\""; } output << "]" << "}"; } DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.discretionary_policy_present = true; if (options_list.symbol_list_options.find("instruments") == options_list.symbol_list_options.end()) { cerr << "ERROR: discretionary_policy: the instruments option is required." << endl; exit(EXIT_FAILURE); } /* Fill in option_order of mod_file_struct Since discretionary 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 */ auto it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) { int order = stoi(it->second); if (order > 1) { cerr << "ERROR: discretionary_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 DiscretionaryPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { // Ensure that order 3 implies k_order (#844) auto it = options_list.num_options.find("order"); auto it1 = options_list.num_options.find("k_order_solver"); if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && stoi(it->second) >= 3)) output << "options_.k_order_solver = 1;" << endl; options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "discretionary_policy(var_list_);" << endl; } void DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"discretionary_policy\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } EstimationStatement::EstimationStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.estimation_present = true; // Fill in option_order of mod_file_struct auto it = options_list.num_options.find("order"); if (it != options_list.num_options.end()) { int order = stoi(it->second); if (order > 2) { cerr << "ERROR: order > 2 is not supported in estimation" << endl; exit(EXIT_FAILURE); } mod_file_struct.order_option = max(mod_file_struct.order_option, order); } // 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.estimation_analytic_derivation it = options_list.num_options.find("analytic_derivation"); if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.estimation_analytic_derivation = true; it = options_list.num_options.find("dsge_var"); if (it != options_list.num_options.end()) // Fill in mod_file_struct.dsge_var_calibrated mod_file_struct.dsge_var_calibrated = it->second; // Fill in mod_file_struct.dsge_var_estimated auto 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); } if (options_list.string_options.find("datafile") == options_list.string_options.end() && !mod_file_struct.estimation_data_statement_present) { cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl; exit(EXIT_FAILURE); } if (options_list.string_options.find("mode_file") != options_list.string_options.end() && mod_file_struct.estim_params_use_calib) { cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the use_calibration option of the estimated_params_init block." << endl; exit(EXIT_FAILURE); } } void EstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); // Special treatment for order option and particle filter auto it = options_list.num_options.find("order"); if (it == options_list.num_options.end()) output << "options_.order = 1;" << endl; else if (stoi(it->second) == 2) output << "options_.particle.status = 1;" << endl; // Do not check for the steady state in diffuse filter mode (#400) it = options_list.num_options.find("diffuse_filter"); if (it != options_list.num_options.end() && it->second == "1") output << "options_.steadystate.nocheck = 1;" << endl; symbol_list.writeOutput("var_list_", output); output << "oo_recursive_=dynare_estimation(var_list_);" << endl; } void EstimationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"estimation\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } DynareSensitivityStatement::DynareSensitivityStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { auto 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, bool minimal_workspace) const { options_list.writeOutput(output, "options_gsa"); /* Ensure that nograph, nodisplay and graph_format are also set in top-level options_. \todo factorize this code between identification and dynare_sensitivity, and provide a generic mechanism for this situation (maybe using regexps) */ auto it = options_list.num_options.find("nodisplay"); if (it != options_list.num_options.end()) output << "options_.nodisplay = " << it->second << ";" << endl; it = options_list.num_options.find("nograph"); if (it != options_list.num_options.end()) output << "options_.nograph = " << it->second << ";" << endl; auto it2 = options_list.string_options.find("graph_format"); if (it2 != options_list.string_options.end()) output << "options_.graph_format = '" << it2->second << "';" << endl; output << "dynare_sensitivity(options_gsa);" << endl; } void DynareSensitivityStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"dynare_sensitivity\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } RplotStatement::RplotStatement(SymbolList symbol_list_arg) : symbol_list{move(symbol_list_arg)} { } void RplotStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); output << "rplot(var_list_);" << endl; } void RplotStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"rplot\""; if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } void UnitRootVarsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_.diffuse_filter = 1;" << endl << "options_.steadystate.nocheck = 1;" << endl; } void UnitRootVarsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"unit_root_vars\", " << "\"diffuse_filter\": 1, " << "\"steady_state.nocheck\": 1}"; } PeriodsStatement::PeriodsStatement(int periods_arg) : periods{periods_arg} { } void PeriodsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_.periods = " << periods << ";" << endl; } void PeriodsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"periods\", " << "\"periods\": " << periods << "}"; } 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, bool minimal_workspace) const { if (val2 < 0) output << "dsample(" << val1 << ");" << endl; else output << "dsample(" << val1 << ", " << val2 << ");" << endl; } void DsampleStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"dsample\", " << "\"value1\": " << val1 << ", " << "\"value2\": " << val2 << "}"; } EstimatedParamsStatement::EstimatedParamsStatement(vector estim_params_list_arg, const SymbolTable &symbol_table_arg) : estim_params_list{move(estim_params_list_arg)}, symbol_table{symbol_table_arg} { } void EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { for (const auto & it : estim_params_list) { 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 == PriorDistributions::beta) 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 } } // Check that no parameter/endogenous is declared twice in the block set already_declared; set> already_declared_corr; for (const auto & it : estim_params_list) { if (it.type == 3) // Correlation { // Use lexical ordering for the pair of symbols pair x = it.name < it.name2 ? make_pair(it.name, it.name2) : make_pair(it.name2, it.name); if (already_declared_corr.find(x) == already_declared_corr.end()) already_declared_corr.insert(x); else { cerr << "ERROR: in `estimated_params' block, the correlation between " << it.name << " and " << it.name2 << " is declared twice." << endl; exit(EXIT_FAILURE); } } else { if (already_declared.find(it.name) == already_declared.end()) already_declared.insert(it.name); else { cerr << "ERROR: in `estimated_params' block, the symbol " << it.name << " is declared twice." << endl; exit(EXIT_FAILURE); } } } // Fill in mod_file_struct.estimated_parameters (related to #469) for (const auto & it : estim_params_list) if (it.type == 2 && it.name != "dsge_prior_weight") mod_file_struct.estimated_parameters.insert(symbol_table.getID(it.name)); } void EstimatedParamsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "estim_params_.var_exo = [];" << endl << "estim_params_.var_endo = [];" << endl << "estim_params_.corrx = [];" << endl << "estim_params_.corrn = [];" << endl << "estim_params_.param_vals = [];" << endl; for (const auto & it : estim_params_list) { 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 == SymbolType::exogenous) output << "estim_params_.var_exo = [estim_params_.var_exo; "; else if (symb_type == SymbolType::endogenous) 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 == SymbolType::exogenous) output << "estim_params_.corrx = [estim_params_.corrx; "; else if (symb_type == SymbolType::endogenous) 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 << ", " << static_cast(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; } } void EstimatedParamsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"estimated_params\", " << "\"params\": ["; for (auto it = estim_params_list.begin(); it != estim_params_list.end(); it++) { if (it != estim_params_list.begin()) output << ", "; output << "{"; switch (it->type) { case 1: output << "\"var\": \"" << it->name << "\""; break; case 2: output << "\"param\": \"" << it->name << "\""; break; case 3: output << "\"var1\": \"" << it->name << "\"," << "\"var2\": \"" << it->name2 << "\""; break; } output << ", \"init_val\": \""; it->init_val->writeJsonOutput(output, {}, {}); output << "\", \"lower_bound\": \""; it->low_bound->writeJsonOutput(output, {}, {}); output << "\", \"upper_bound\": \""; it->up_bound->writeJsonOutput(output, {}, {}); output << "\", \"prior_distribution\": " << static_cast(it->prior) << ", \"mean\": \""; it->mean->writeJsonOutput(output, {}, {}); output << "\", \"std\": \""; it->std->writeJsonOutput(output, {}, {}); output << "\", \"p3\": \""; it->p3->writeJsonOutput(output, {}, {}); output << "\", \"p4\": \""; it->p4->writeJsonOutput(output, {}, {}); output << "\", \"jscale\": \""; it->jscale->writeJsonOutput(output, {}, {}); output << "\"}" << endl; } output << "]" << "}"; } EstimatedParamsInitStatement::EstimatedParamsInitStatement(vector estim_params_list_arg, const SymbolTable &symbol_table_arg, const bool use_calibration_arg) : estim_params_list{move(estim_params_list_arg)}, symbol_table{symbol_table_arg}, use_calibration{use_calibration_arg} { } void EstimatedParamsInitStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (use_calibration) mod_file_struct.estim_params_use_calib = true; } void EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { if (use_calibration) output << "options_.use_calibration_initialization = 1;" << endl; for (const auto & it : estim_params_list) { int symb_id = symbol_table.getTypeSpecificID(it.name) + 1; SymbolType symb_type = symbol_table.getType(it.name); if (it.type < 3) { if (symb_type == SymbolType::exogenous) { 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 == SymbolType::endogenous) { 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 == SymbolType::parameter) { 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 == SymbolType::exogenous) { output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | " << "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl; output << "estim_params_.corrx(tmp1,3) = "; it.init_val->writeOutput(output); output << ";" << endl; } else if (symb_type == SymbolType::endogenous) { output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | " << "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl; output << "estim_params_.corrn(tmp1,3) = "; it.init_val->writeOutput(output); output << ";" << endl; } } } } void EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"estimated_params_init\""; if (use_calibration) output << ", \"use_calibration_initialization\": 1"; output << ", \"params\": ["; for (auto it = estim_params_list.begin(); it != estim_params_list.end(); it++) { if (it != estim_params_list.begin()) output << ", "; output << "{"; switch (it->type) { case 1: output << "\"var\": \"" << it->name << "\""; break; case 2: output << "\"param\": \"" << it->name << "\""; break; case 3: output << "\"var1\": \"" << it->name << "\"," << "\"var2\": \"" << it->name2 << "\""; break; } output << ", \"init_val\": \""; it->init_val->writeJsonOutput(output, {}, {}); output << "\"}"; } output << "]" << "}"; } EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(vector estim_params_list_arg, const SymbolTable &symbol_table_arg) : estim_params_list{move(estim_params_list_arg)}, symbol_table{symbol_table_arg} { } void EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { for (const auto & it : estim_params_list) { int symb_id = symbol_table.getTypeSpecificID(it.name) + 1; SymbolType symb_type = symbol_table.getType(it.name); if (it.type < 3) { if (symb_type == SymbolType::exogenous) { 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 == SymbolType::endogenous) { 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 == SymbolType::parameter) { 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 == SymbolType::exogenous) { output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | " << "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << 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 == SymbolType::endogenous) { output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | " << "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << 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; } } } } void EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"estimated_params_bounds\", " << "\"params\": ["; for (auto it = estim_params_list.begin(); it != estim_params_list.end(); it++) { if (it != estim_params_list.begin()) output << ", "; output << "{"; switch (it->type) { case 1: output << "\"var\": \"" << it->name << "\""; case 2: output << "\"param\": \"" << it->name << "\""; break; case 3: output << "\"var1\": \"" << it->name << "\"," << "\"var2\": \"" << it->name2 << "\""; break; } output << ", \"lower_bound\": "; it->low_bound->writeJsonOutput(output, {}, {}); output << ", \"upper_bound\": "; it->up_bound->writeJsonOutput(output, {}, {}); output << "}"; } output << "]" << "}"; } ObservationTrendsStatement::ObservationTrendsStatement(trend_elements_t trend_elements_arg, const SymbolTable &symbol_table_arg) : trend_elements{move(trend_elements_arg)}, symbol_table{symbol_table_arg} { } void ObservationTrendsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_.trend_coeff = {};" << endl; for (const auto & trend_element : trend_elements) { SymbolType type = symbol_table.getType(trend_element.first); if (type == SymbolType::endogenous) { output << "tmp1 = strmatch('" << trend_element.first << "',options_.varobs,'exact');" << endl; output << "options_.trend_coeffs{tmp1} = '"; trend_element.second->writeOutput(output); output << "';" << endl; } else cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl; } } void ObservationTrendsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"observation_trends\", " << "\"trends\" : {"; bool printed = false; for (const auto & trend_element : trend_elements) { if (symbol_table.getType(trend_element.first) == SymbolType::endogenous) { if (printed) output << ", "; output << "\"" << trend_element.first << "\": \""; trend_element.second->writeJsonOutput(output, {}, {}); output << "\"" << endl; printed = true; } else cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl; } output << "}" << "}"; } OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable &symbol_table_arg) : symbol_list{move(symbol_list_arg)}, symbol_table{symbol_table_arg} { } void OsrParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (mod_file_struct.osr_params_present) cerr << "WARNING: You have more than one osr_params statement in the .mod file." << endl; mod_file_struct.osr_params_present = true; } void OsrParamsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("M_.osr.param_names", output); output << "M_.osr.param_names = cellstr(M_.osr.param_names);" << endl << "M_.osr.param_indices = zeros(length(M_.osr.param_names), 1);" << endl; int i = 0; vector symbols = symbol_list.get_symbols(); for (vector::const_iterator it = symbols.begin(); it != symbols.end(); it++) output << "M_.osr.param_indices(" << ++i <<") = " << symbol_table.getTypeSpecificID(*it) + 1 << ";" << endl; } void OsrParamsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"osr_params\""; if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } OsrStatement::OsrStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } OsrParamsBoundsStatement::OsrParamsBoundsStatement(vector osr_params_list_arg) : osr_params_list{move(osr_params_list_arg)} { } void OsrParamsBoundsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (!mod_file_struct.osr_params_present) { cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block." << endl; exit(EXIT_FAILURE); } } void OsrParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "M_.osr.param_bounds = [-inf(length(M_.osr.param_names), 1), inf(length(M_.osr.param_names), 1)];" << endl; for (const auto & it : osr_params_list) { output << "M_.osr.param_bounds(strcmp(M_.osr.param_names, '" << it.name << "'), :) = ["; it.low_bound->writeOutput(output); output << ", "; it.up_bound->writeOutput(output); output << "];" << endl; } } void OsrParamsBoundsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"osr_params_bounds\"" << ", \"bounds\": ["; for (auto it = osr_params_list.begin(); it != osr_params_list.end(); it++) { if (it != osr_params_list.begin()) output << ", "; output << "{\"parameter\": \"" << it->name << "\"," << "\"bounds\": [\""; it->low_bound->writeJsonOutput(output, {}, {}); output << "\", \""; it->up_bound->writeJsonOutput(output, {}, {}); output << "\"]" << "}"; } output << "]" << "}"; } void OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.osr_present = true; // Fill in option_order of mod_file_struct auto 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, stoi(it->second)); // 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, bool minimal_workspace) const { // Ensure that order 3 implies k_order (#844) auto it = options_list.num_options.find("order"); auto it1 = options_list.num_options.find("k_order_solver"); if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && stoi(it->second) >= 3)) output << "options_.k_order_solver = 1;" << endl; options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "oo_.osr = osr(var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);" << endl; } void OsrStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"osr\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } OptimWeightsStatement::OptimWeightsStatement(var_weights_t var_weights_arg, covar_weights_t covar_weights_arg, const SymbolTable &symbol_table_arg) : var_weights{move(var_weights_arg)}, covar_weights{move(covar_weights_arg)}, symbol_table{symbol_table_arg} { } void OptimWeightsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.optim_weights_present = true; } void OptimWeightsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "%" << endl << "% OPTIM_WEIGHTS" << endl << "%" << endl << "M_.osr.variable_weights = sparse(M_.endo_nbr,M_.endo_nbr);" << endl << "M_.osr.variable_indices = [];" << endl << endl; for (const auto & var_weight : var_weights) { const string &name = var_weight.first; const expr_t value = var_weight.second; int id = symbol_table.getTypeSpecificID(name) + 1; output << "M_.osr.variable_weights(" << id << "," << id << ") = "; value->writeOutput(output); output << ";" << endl; output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id << "];" << endl; } for (const auto & covar_weight : covar_weights) { const string &name1 = covar_weight.first.first; const string &name2 = covar_weight.first.second; const expr_t value = covar_weight.second; int id1 = symbol_table.getTypeSpecificID(name1) + 1; int id2 = symbol_table.getTypeSpecificID(name2) + 1; output << "M_.osr.variable_weights(" << id1 << "," << id2 << ") = "; value->writeOutput(output); output << ";" << endl; output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];" << endl; } } void OptimWeightsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"optim_weights\", " << "\"weights\": ["; for (auto it = var_weights.begin(); it != var_weights.end(); it++) { if (it != var_weights.begin()) output << ", "; output << "{\"name\": \"" << it->first << "\"" << ", \"value\": \""; it->second->writeJsonOutput(output, {}, {}); output << "\"}"; } for (auto it = covar_weights.begin(); it != covar_weights.end(); it++) { if (it != covar_weights.begin() || !var_weights.empty()) output << ", "; output << "{\"name1\": \"" << it->first.first << "\"" << ", \"name2\": \"" << it->first.second << "\"" << ", \"value\": \""; it->second->writeJsonOutput(output, {}, {}); output << "\"}"; } output << "]" << "}"; } DynaSaveStatement::DynaSaveStatement(SymbolList symbol_list_arg, string filename_arg) : symbol_list{move(symbol_list_arg)}, filename{move(filename_arg)} { } void DynaSaveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); output << "dynasave('" << filename << "',var_list_);" << endl; } void DynaSaveStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"dynasave\", " << "\"filename\": \"" << filename << "\""; if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } DynaTypeStatement::DynaTypeStatement(SymbolList symbol_list_arg, string filename_arg) : symbol_list(move(symbol_list_arg)), filename(move(filename_arg)) { } void DynaTypeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); output << "dynatype('" << filename << "',var_list_);" << endl; } void DynaTypeStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"dynatype\", " << "\"filename\": \"" << filename << "\""; if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } ModelComparisonStatement::ModelComparisonStatement(filename_list_t filename_list_arg, OptionsList options_list_arg) : filename_list{move(filename_list_arg)}, options_list{move(options_list_arg)} { } void ModelComparisonStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "ModelNames_ = {};" << endl; output << "ModelPriors_ = [];" << endl; for (const auto & it : filename_list) { output << "ModelNames_ = { ModelNames_{:} '" << it.first << "'};" << endl; output << "ModelPriors_ = [ ModelPriors_ ; " << it.second << "];" << endl; } output << "oo_ = model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl; } void ModelComparisonStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"model_comparison\""; if (!filename_list.empty()) output << ", \"filename_list\": {"; for (auto it = filename_list.begin(); it != filename_list.end(); it++) { if (it != filename_list.begin()) output << ", "; output << "\"name\": \"" << it->first << "\"" << "\"prior\": \"" << it->second << "\""; } if (!filename_list.empty()) output << "}"; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PlannerObjectiveStatement::PlannerObjectiveStatement(const StaticModel &model_tree_arg) : model_tree {model_tree_arg} { } void PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { assert(model_tree.equation_number() == 1); if (model_tree.exoPresentInEqs()) { cerr << "ERROR: You cannot include exogenous variables in the planner objective. Please " << "define an auxiliary endogenous variable like eps_aux=epsilon and use it instead " << "of the varexo." << endl; exit(EXIT_FAILURE); } mod_file_struct.planner_objective_present = true; } const StaticModel & PlannerObjectiveStatement::getPlannerObjective() const { return model_tree; } void PlannerObjectiveStatement::computingPass() { model_tree.computingPass({}, false, true, true, 0, false, false, false); computing_pass_called = true; } void PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { model_tree.writeStaticFile(basename + ".objective", false, false, false, false); } void PlannerObjectiveStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"planner_objective\"" << ", "; if (computing_pass_called) model_tree.writeJsonComputingPassOutput(output, false); else model_tree.writeJsonOutput(output); output << "}"; } BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg) : maxnlags{maxnlags_arg}, options_list{move(options_list_arg)} { } void BVARDensityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; } void BVARDensityStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "bvar_density(" << maxnlags << ");" << endl; } void BVARDensityStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"bvar_density\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } BVARForecastStatement::BVARForecastStatement(int nlags_arg, OptionsList options_list_arg) : nlags{nlags_arg}, options_list{move(options_list_arg)} { } void BVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; } void BVARForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "bvar_forecast(" << nlags << ");" << endl; } void BVARForecastStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"bvar_forecast\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } SBVARStatement::SBVARStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void SBVARStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; } void SBVARStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); output << "sbvar(M_,options_);" << endl; } void SBVARStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"sbvar\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVAREstimationStatement::MSSBVAREstimationStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; if (options_list.num_options.find("ms.create_init") == options_list.num_options.end()) if (options_list.string_options.find("datafile") == options_list.string_options.end() || options_list.num_options.find("ms.initial_year") == options_list.num_options.end()) { cerr << "ERROR: If you do not pass no_create_init to ms_estimation, " << "you must pass the datafile and initial_year options." << endl; exit(EXIT_FAILURE); } } void MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl << "options_.datafile = '';" << endl; options_list.writeOutput(output); output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl; } void MSSBVAREstimationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_estimation\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVARSimulationStatement::MSSBVARSimulationStatement(OptionsList options_list_arg) : options_list(move(options_list_arg)) { } void MSSBVARSimulationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; } void MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; options_list.writeOutput(output); // Redeclare drop option if necessary auto mh_replic_it = options_list.num_options.find("ms.mh_replic"); auto thinning_factor_it = options_list.num_options.find("ms.thinning_factor"); auto drop_it = options_list.num_options.find("ms.drop"); if (mh_replic_it != options_list.num_options.end() || thinning_factor_it != options_list.num_options.end()) if (drop_it == options_list.num_options.end()) output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl; output << "[options_, oo_] = ms_simulation(M_, options_, oo_);" << endl; } void MSSBVARSimulationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_simulation\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVARComputeMDDStatement::MSSBVARComputeMDDStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void MSSBVARComputeMDDStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; } void MSSBVARComputeMDDStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; options_list.writeOutput(output); output << "[options_, oo_] = ms_compute_mdd(M_, options_, oo_);" << endl; } void MSSBVARComputeMDDStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_compute_mdd\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void MSSBVARComputeProbabilitiesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; if (options_list.num_options.find("ms.real_time_smoothed_probabilities") != options_list.num_options.end()) if (options_list.num_options.find("ms.filtered_probabilities") != options_list.num_options.end()) { cerr << "ERROR: You may only pass one of real_time_smoothed " << "and filtered_probabilities to ms_compute_probabilities." << endl; exit(EXIT_FAILURE); } } void MSSBVARComputeProbabilitiesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; options_list.writeOutput(output); output << "[options_, oo_] = ms_compute_probabilities(M_, options_, oo_);" << endl; } void MSSBVARComputeProbabilitiesStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_compute_probabilities\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVARIrfStatement::MSSBVARIrfStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; bool regime_present = false; bool regimes_present = false; bool filtered_probabilities_present = false; auto it = options_list.num_options.find("ms.regimes"); if (it != options_list.num_options.end()) regimes_present = true; it = options_list.num_options.find("ms.regime"); if (it != options_list.num_options.end()) regime_present = true; it = options_list.num_options.find("ms.filtered_probabilities"); if (it != options_list.num_options.end()) filtered_probabilities_present = true; if ((filtered_probabilities_present && regime_present) || (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present)) { cerr << "ERROR: You may only pass one of regime, regimes and " << "filtered_probabilities to ms_irf" << endl; exit(EXIT_FAILURE); } } void MSSBVARIrfStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; symbol_list.writeOutput("var_list_", output); options_list.writeOutput(output); output << "[options_, oo_] = ms_irf(var_list_,M_, options_, oo_);" << endl; } void MSSBVARIrfStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_irf\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } MSSBVARForecastStatement::MSSBVARForecastStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void MSSBVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; if (options_list.num_options.find("ms.regimes") != options_list.num_options.end()) if (options_list.num_options.find("ms.regime") != options_list.num_options.end()) { cerr << "ERROR: You may only pass one of regime and regimes to ms_forecast" << endl; exit(EXIT_FAILURE); } } void MSSBVARForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; options_list.writeOutput(output); output << "[options_, oo_] = ms_forecast(M_, options_, oo_);" << endl; } void MSSBVARForecastStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_forecast\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.bvar_present = true; bool regime_present = false; bool regimes_present = false; bool filtered_probabilities_present = false; auto it = options_list.num_options.find("ms.regimes"); if (it != options_list.num_options.end()) regimes_present = true; it = options_list.num_options.find("ms.regime"); if (it != options_list.num_options.end()) regime_present = true; it = options_list.num_options.find("ms.filtered_probabilities"); if (it != options_list.num_options.end()) filtered_probabilities_present = true; if ((filtered_probabilities_present && regime_present) || (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present)) { cerr << "ERROR: You may only pass one of regime, regimes and " << "filtered_probabilities to ms_variance_decomposition" << endl; exit(EXIT_FAILURE); } } void MSSBVARVarianceDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl; options_list.writeOutput(output); output << "[options_, oo_] = ms_variance_decomposition(M_, options_, oo_);" << endl; } void MSSBVARVarianceDecompositionStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"ms_sbvar_variance_decomposition\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } IdentificationStatement::IdentificationStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { if (options_list.num_options.find("max_dim_cova_group") != options_list.num_options.end()) if (stoi(options_list.num_options["max_dim_cova_group"]) == 0) { cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0." << endl; exit(EXIT_FAILURE); } } void IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.identification_present = true; } void IdentificationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output, "options_ident"); /* Ensure that nograph, nodisplay and graph_format are also set in top-level options_. \todo factorize this code between identification and dynare_sensitivity, and provide a generic mechanism for this situation (maybe using regexps) */ auto it = options_list.num_options.find("nodisplay"); if (it != options_list.num_options.end()) output << "options_.nodisplay = " << it->second << ";" << endl; it = options_list.num_options.find("nograph"); if (it != options_list.num_options.end()) output << "options_.nograph = " << it->second << ";" << endl; auto it2 = options_list.string_options.find("graph_format"); if (it2 != options_list.string_options.end()) output << "options_.graph_format = '" << it2->second << "';" << endl; output << "dynare_identification(options_ident);" << endl; } void IdentificationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"identification\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg) : dynamic_model{dynamic_model_arg}, write_equation_tags{write_equation_tags_arg} { } void WriteLatexDynamicModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { dynamic_model.writeLatexFile(basename, write_equation_tags); } void WriteLatexDynamicModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"write_latex_dynamic_model\"}"; } WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg, bool write_equation_tags_arg) : static_model(static_model_arg), write_equation_tags(write_equation_tags_arg) { } void WriteLatexStaticModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { static_model.writeLatexFile(basename, write_equation_tags); } void WriteLatexStaticModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"write_latex_static_model\"}"; } WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg) : original_model{original_model_arg}, write_equation_tags{write_equation_tags_arg} { } void WriteLatexOriginalModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { original_model.writeLatexOriginalFile(basename, write_equation_tags); } void WriteLatexOriginalModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"write_latex_original_model\"}"; } WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(const SteadyStateModel &steady_state_model_arg) : steady_state_model{steady_state_model_arg} { } void WriteLatexSteadyStateModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.write_latex_steady_state_model_present = true; } void WriteLatexSteadyStateModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { steady_state_model.writeLatexSteadyStateFile(basename); } void WriteLatexSteadyStateModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"write_latex_steady_state_model\"}"; } ShockDecompositionStatement::ShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void ShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl; } void ShockDecompositionStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"shock_decomposition\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl; } PlotShockDecompositionStatement::PlotShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void PlotShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl; options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl; } InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void InitialConditionDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl; options_list.writeOutput(output); symbol_list.writeOutput("var_list_", output); output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl; } ConditionalForecastStatement::ConditionalForecastStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void ConditionalForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output, "options_cond_fcst_"); output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl; } void ConditionalForecastStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"conditional_forecast\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_arg, SymbolList symbol_list_arg) : periods{periods_arg}, symbol_list{move(symbol_list_arg)} { } void PlotConditionalForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); if (periods == -1) output << "plot_icforecast(var_list_,[],options_);" << endl; else output << "plot_icforecast(var_list_, " << periods << ",options_);" << endl; } void PlotConditionalForecastStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"plot_conditional_forecast\", " << "\"periods\": " << periods; if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } SvarIdentificationStatement::SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg, bool upper_cholesky_present_arg, bool lower_cholesky_present_arg, bool constants_exclusion_present_arg, const SymbolTable &symbol_table_arg) : restrictions{move(restrictions_arg)}, upper_cholesky_present{upper_cholesky_present_arg}, lower_cholesky_present{lower_cholesky_present_arg}, constants_exclusion_present{constants_exclusion_present_arg}, symbol_table{symbol_table_arg} { } int SvarIdentificationStatement::getMaxLag() const { int max_lag = 0; for (const auto & restriction : restrictions) if (restriction.lag > max_lag) max_lag = restriction.lag; return max_lag; } void SvarIdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { // no equations OK with Svar Identification mod_file_struct.bvar_present = true; 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); } if (upper_cholesky_present && lower_cholesky_present) { cerr << "ERROR: Within the svar_identification statement, you may only have one of " << "upper_cholesky and lower_cholesky." << endl; exit(EXIT_FAILURE); } } void SvarIdentificationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { assert(!(upper_cholesky_present && lower_cholesky_present)); 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 (constants_exclusion_present) output << "options_.ms.constants_exclusion=1;" << endl; if (!upper_cholesky_present && !lower_cholesky_present) { int n = symbol_table.endo_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 = cell(" << n << ",1);" << endl; output << "options_.ms.Ri = cell(" << n << ",1);" << endl; for (auto it = restrictions.begin(); it != restrictions.end(); it++) { assert(it->lag >= 0); if (it->lag == 0) output << "options_.ms.Qi{" << it->equation << "}(" << it->restriction_nbr << ", " << it->variable + 1 << ") = "; else { int col = (it->lag-1)*n+it->variable+1; if (col > k) { cerr << "ERROR: lag =" << it->lag << ", num endog vars = " << n << "current endog var index = " << it->variable << ". Index " << "out of bounds. If the above does not represent a logical error, please report this to the Dyanre Team." << endl; exit(EXIT_FAILURE); } output << "options_.ms.Ri{" << it->equation << "}(" << it->restriction_nbr << ", " << col << ") = "; } it->value->writeOutput(output); output << ";" << endl; } output << "options_.ms.nlags = " << r << ";" << endl; } } void SvarIdentificationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"svar_identification\""; if (upper_cholesky_present) output << ", \"upper_cholesky\": 1"; if (lower_cholesky_present) output << ", \"lower_cholesky\": 1"; if (constants_exclusion_present) output << ", \"constants_exclusion\": 1"; if (!upper_cholesky_present && !lower_cholesky_present) { output << ", \"nlags\": " << getMaxLag() << ", \"restrictions\": ["; for (auto it = restrictions.begin(); it != restrictions.end(); it++) { if (it != restrictions.begin()) output << ", "; output << "{" << "\"equation_number\": " << it->equation << ", " << "\"restriction_number\": " << it->restriction_nbr << ", " << "\"variable\": \"" << symbol_table.getName(it->variable) << "\", " << "\"expression\": \""; it->value->writeOutput(output); output << "\"}"; } output << "]"; } output << "}"; } MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { auto it_num = options_list.num_options.find("ms.restrictions"); if (it_num != options_list.num_options.end()) { using namespace boost; auto it_num_regimes = options_list.num_options.find("ms.number_of_regimes"); assert(it_num_regimes != options_list.num_options.end()); auto num_regimes = stoi(it_num_regimes->second); vector tokenizedRestrictions; split(tokenizedRestrictions, it_num->second, is_any_of("["), token_compress_on); for (auto & tokenizedRestriction : tokenizedRestrictions) if (tokenizedRestriction.size() > 0) { vector restriction; split(restriction, tokenizedRestriction, is_any_of("], ")); for (auto it1 = restriction.begin(); it1 != restriction.end();) if (it1->empty()) restriction.erase(it1); else it1++; if (restriction.size() != 3) { cerr << "ERROR: restrictions in the subsample statement must be specified in the form " << "[current_period_regime, next_period_regime, transition_probability]" << endl; exit(EXIT_FAILURE); } try { auto from_regime = stoi(restriction[0]); auto to_regime = stoi(restriction[1]); if (from_regime > num_regimes || to_regime > num_regimes) { cerr << "ERROR: the regimes specified in the restrictions option must be " << "<= the number of regimes specified in the number_of_regimes option" << endl; exit(EXIT_FAILURE); } if (restriction_map.find({ from_regime, to_regime }) != restriction_map.end()) { cerr << "ERROR: two restrictions were given for: " << from_regime << ", " << to_regime << endl; exit(EXIT_FAILURE); } auto transition_probability = stod(restriction[2]); if (transition_probability > 1.0) { cerr << "ERROR: the transition probability, " << transition_probability << " must be less than 1" << endl; exit(EXIT_FAILURE); } restriction_map[{ from_regime, to_regime }] = transition_probability; } catch (const invalid_argument &) { cerr << "ERROR: The first two arguments for a restriction must be integers " << "specifying the regime and the last must be a double specifying the " << "transition probability. You wrote [" << tokenizedRestriction << endl; exit(EXIT_FAILURE); } } } } void MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { auto itChain = options_list.num_options.find("ms.chain"); assert(itChain != options_list.num_options.end()); int chainNumber = stoi(itChain->second); if (++mod_file_struct.last_markov_switching_chain != chainNumber) { cerr << "ERROR: The markov_switching chain option takes consecutive integers " << "beginning at 1." << endl; exit(EXIT_FAILURE); } auto it_num = options_list.num_options.find("ms.restrictions"); if (it_num != options_list.num_options.end()) { using namespace boost; auto it_num_regimes = options_list.num_options.find("ms.number_of_regimes"); assert(it_num_regimes != options_list.num_options.end()); auto num_regimes = stoi(it_num_regimes->second); vector col_trans_prob_sum(num_regimes, 0); vector row_trans_prob_sum(num_regimes, 0); vector all_restrictions_in_row(num_regimes, true); vector all_restrictions_in_col(num_regimes, true); for (int row = 0; row < num_regimes; row++) for (int col = 0; col < num_regimes; col++) if (restriction_map.find({ row+1, col+1 }) != restriction_map.end()) { row_trans_prob_sum[row] += restriction_map[{ row+1, col+1 }]; col_trans_prob_sum[col] += restriction_map[{ row+1, col+1 }]; } else { all_restrictions_in_row[row] = false; all_restrictions_in_col[col] = false; } for (int i = 0; i < num_regimes; i++) { if (all_restrictions_in_row[i]) { if (row_trans_prob_sum[i] != 1.0) { cerr << "ERROR: When all transitions probabilities are specified for a certain " << "regime, they must sum to 1" << endl; exit(EXIT_FAILURE); } } else if (row_trans_prob_sum[i] >= 1.0) { cerr << "ERROR: When transition probabilites are not specified for every regime, " << "their sum must be < 1" << endl; exit(EXIT_FAILURE); } if (all_restrictions_in_col[i]) { if (col_trans_prob_sum[i] != 1.0) { cerr << "ERROR: When all transitions probabilities are specified for a certain " << "regime, they must sum to 1" << endl; exit(EXIT_FAILURE); } } else if (col_trans_prob_sum[i] >= 1.0) { cerr << "ERROR: When transition probabilites are not specified for every regime, " << "their sum must be < 1" << endl; exit(EXIT_FAILURE); } } } if (options_list.symbol_list_options.find("ms.parameters") != options_list.symbol_list_options.end()) mod_file_struct.ms_dsge_present = true; } void MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { bool isDurationAVec = true; string infStr("Inf"); OptionsList::num_options_t::const_iterator itChain, itNOR, itDuration; map, double >::const_iterator itR; itChain = options_list.num_options.find("ms.chain"); assert(itChain != options_list.num_options.end()); itDuration = options_list.num_options.find("ms.duration"); assert(itDuration != options_list.num_options.end()); if (stod(itDuration->second) || infStr.compare(itDuration->second) == 0) isDurationAVec = false; output << "options_.ms.duration = " << itDuration->second << ";" << endl; itNOR = options_list.num_options.find("ms.number_of_regimes"); assert(itNOR != options_list.num_options.end()); for (int i = 0; i < stoi(itNOR->second); i++) { output << "options_.ms.ms_chain(" << itChain->second << ").regime(" << i+1 << ").duration = options_.ms.duration"; if (isDurationAVec) output << "(" << i+1 << ")"; output << ";" << endl; } int restrictions_index = 0; for (itR = restriction_map.begin(); itR != restriction_map.end(); itR++) output << "options_.ms.ms_chain(" << itChain->second << ").restrictions(" << ++restrictions_index << ") = {[" << itR->first.first << ", " << itR->first.second << ", " << itR->second << "]};" << endl; } void MarkovSwitchingStatement::writeCOutput(ostream &output, const string &basename) { output << endl; auto it = options_list.num_options.find("ms.chain"); assert(it != options_list.num_options.end()); output << "chain = " << it->second << ";" << endl; it = options_list.num_options.find("ms.number_of_regimes"); assert(it != options_list.num_options.end()); output << "number_of_regimes = " << it->second << ";" << endl; it = options_list.num_options.find("ms.number_of_lags"); if (it != options_list.num_options.end()) output << "number_of_lags = " << it->second << ";" << endl << "number_of_lags_was_passed = true;" << endl; else output << "number_of_lags_was_passed = false;" << endl; it = options_list.num_options.find("ms.duration"); assert(it != options_list.num_options.end()); output << "duration.clear();" << endl; using namespace boost; vector tokenizedDomain; split(tokenizedDomain, it->second, is_any_of("[ ]"), token_compress_on); for (auto & itvs : tokenizedDomain) if (!itvs.empty()) output << "duration.push_back(" << itvs << ");" << endl; auto itsl = options_list.symbol_list_options.find("ms.parameters"); assert(itsl != options_list.symbol_list_options.end()); vector parameters = itsl->second.get_symbols(); output << "parameters.clear();" << endl; for (auto & parameter : parameters) output << "parameters.push_back(param_names[\"" << parameter << "\"]);" << endl; output << "restriction_map.clear();" << endl; for (auto & itrm : restriction_map) output << "restriction_map[make_pair(" << itrm.first.first << "," << itrm.first.second << ")] = " << itrm.second << ";" << endl; output << "msdsgeinfo->addMarkovSwitching(new MarkovSwitching(" << endl << " chain, number_of_regimes, number_of_lags, number_of_lags_was_passed, parameters, duration, restriction_map));" << endl; } void MarkovSwitchingStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"markov_switching\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!restriction_map.empty()) output << ", {"; for (auto it = restriction_map.begin(); it != restriction_map.end(); it++) { if (it != restriction_map.begin()) output << ", "; output << "{\"current_period_regime\": " << it->first.first << ", \"next_period_regime\": " << it->first.second << ", \"transition_probability\": "<< it->second << "}"; } if (!restriction_map.empty()) output << "}"; output << "}"; } SvarStatement::SvarStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void SvarStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { OptionsList::num_options_t::const_iterator it0, it1, it2; it0 = options_list.string_options.find("ms.coefficients"); it1 = options_list.string_options.find("ms.variances"); it2 = options_list.string_options.find("ms.constants"); assert((it0 != options_list.string_options.end() && it1 == options_list.string_options.end() && it2 == options_list.string_options.end()) || (it0 == options_list.string_options.end() && it1 != options_list.string_options.end() && it2 == options_list.string_options.end()) || (it0 == options_list.string_options.end() && it1 == options_list.string_options.end() && it2 != options_list.string_options.end())); } void SvarStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) 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"); assert(it0 != options_list.num_options.end()); output << "options_.ms.ms_chain(" << it0->second << ")"; 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()) output << "." << it0->second; else if (it1 != options_list.string_options.end()) output << "." << it1->second; else output << "." << it2->second; itv = options_list.vector_int_options.find("ms.equations"); output << ".equations = "; if (itv != options_list.vector_int_options.end()) { assert(itv->second.size() >= 1); if (itv->second.size() > 1) { output << "["; for (int viit : itv->second) output << viit << ";"; output << "];" << endl; } else output << itv->second.front() << ";" << endl; } else output << "'ALL';" << endl; } void SvarStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"svar\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } void SvarGlobalIdentificationCheckStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "svar_global_identification_check(options_);" << std::endl; } void SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"svar_global_identification\"}"; } SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void SetTimeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); } void SetTimeStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"set_time\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.estimation_data_statement_present = true; auto it = options_list.num_options.find("nobs"); if (it != options_list.num_options.end()) if (stoi(it->second) <= 0) { cerr << "ERROR: The nobs option of the data statement only accepts positive integers." << endl; exit(EXIT_FAILURE); } if ((options_list.string_options.find("file") == options_list.string_options.end()) && (options_list.string_options.find("series") == options_list.string_options.end())) { cerr << "ERROR: The file or series option must be passed to the data statement." << endl; exit(EXIT_FAILURE); } if ((options_list.string_options.find("file") != options_list.string_options.end()) && (options_list.string_options.find("series") != options_list.string_options.end())) { cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl; exit(EXIT_FAILURE); } } void EstimationDataStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output, "options_.dataset"); } void EstimationDataStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"estimation_data\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } SubsamplesStatement::SubsamplesStatement(string name1_arg, string name2_arg, subsample_declaration_map_t subsample_declaration_map_arg, const SymbolTable &symbol_table_arg) : name1{move(name1_arg)}, name2{move(name2_arg)}, subsample_declaration_map{subsample_declaration_map_arg}, symbol_table{symbol_table_arg} { } void SubsamplesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { } void SubsamplesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '" << name1 << "','" << name2 << "');" << endl << "estimation_info.subsamples_index(subsamples_indx) = {'" << name1; if (!name2.empty()) output << ":" << name2; output << "'};" << endl << "estimation_info.subsamples(subsamples_indx).range = {};" << endl << "estimation_info.subsamples(subsamples_indx).range_index = {};" << endl; int map_indx = 1; for (auto it = subsample_declaration_map.begin(); it != subsample_declaration_map.end(); it++, map_indx++) output << "estimation_info.subsamples(subsamples_indx).range_index(" << map_indx << ") = {'" << it->first << "'};" << endl << "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date1 = " << it->second.first << ";" << endl << "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date2 = " << it->second.second << ";" << endl; // Initialize associated subsample substructures in estimation_info const SymbolType symb_type = symbol_table.getType(name1); string lhs_field; if (symb_type == SymbolType::parameter) lhs_field = "parameter"; else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; output << "eifind = get_new_or_existing_ei_index('" << lhs_field; if (!name2.empty()) output << "_corr"; output << "_prior_index', '" << name1 << "', '"; if (!name2.empty()) output << name2; output << "');" << endl; lhs_field = "estimation_info." + lhs_field; if (!name2.empty()) lhs_field += "_corr"; output << lhs_field << "_prior_index(eifind) = {'" << name1; if (!name2.empty()) output << ":" << name2; output << "'};" << endl; output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl << lhs_field << "(eifind).subsample_prior(1:" << subsample_declaration_map.size() << ") = estimation_info.empty_prior;" << endl << lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;" << endl; } void SubsamplesStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"subsamples\"" << ", \"name1\": \"" << name1 << "\""; if (!name2.empty()) output << ", \"name2\": \"" << name2 << "\""; output << ", \"declarations\": {"; for (auto it = subsample_declaration_map.begin(); it != subsample_declaration_map.end(); it++) { if (it != subsample_declaration_map.begin()) output << ","; output << "{" << "\"range_index\": \"" << it->first << "\"" << ", \"date1\": \"" << it->second.first << "\"" << ", \"date2\": \"" << it->second.second << "\"" << "}"; } output << "}" << "}"; } SubsamplesEqualStatement::SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg, string from_name1_arg, string from_name2_arg, const SymbolTable &symbol_table_arg) : to_name1{move(to_name1_arg)}, to_name2{move(to_name2_arg)}, from_name1{move(from_name1_arg)}, from_name2{move(from_name2_arg)}, symbol_table{symbol_table_arg} { } void SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '" << to_name1 << "','" << to_name2 << "');" << endl << "estimation_info.subsamples_index(subsamples_to_indx) = {'" << to_name1; if (!to_name2.empty()) output << ":" << to_name2; output << "'};" << endl << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl << "estimation_info.subsamples(subsamples_to_indx) = estimation_info.subsamples(subsamples_from_indx);" << endl; // Initialize associated subsample substructures in estimation_info const SymbolType symb_type = symbol_table.getType(to_name1); string lhs_field; if (symb_type == SymbolType::parameter) lhs_field = "parameter"; else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; output << "eifind = get_new_or_existing_ei_index('" << lhs_field; if (!to_name2.empty()) output << "_corr"; output << "_prior_index', '" << to_name1 << "', '"; if (!to_name2.empty()) output << to_name2; output << "');" << endl; lhs_field = "estimation_info." + lhs_field; if (!to_name2.empty()) lhs_field += "_corr"; output << lhs_field << "_prior_index(eifind) = {'" << to_name1; if (!to_name2.empty()) output << ":" << to_name2; output << "'};" << endl; output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl << lhs_field << "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_index,2)) = estimation_info.empty_prior;" << endl << lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;" << endl; } void SubsamplesEqualStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"subsamples_equal\"" << ", \"to_name1\": \"" << to_name1 << "\""; if (!to_name2.empty()) output << ", \"to_name2\": \"" << to_name2 << "\""; output << ", \"from_name1\": \"" << from_name1 << "\""; if (!from_name2.empty()) output << ", \"from_name2\": \"" << from_name2 << "\""; output << "}"; } JointPriorStatement::JointPriorStatement(vector joint_parameters_arg, PriorDistributions prior_shape_arg, OptionsList options_list_arg) : joint_parameters{move(joint_parameters_arg)}, prior_shape{prior_shape_arg}, options_list{move(options_list_arg)} { } void JointPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (joint_parameters.size() < 2) { cerr << "ERROR: you must pass at least two parameters to the joint prior statement" << endl; exit(EXIT_FAILURE); } if (prior_shape == PriorDistributions::noShape) { cerr << "ERROR: You must pass the shape option to the prior statement." << endl; exit(EXIT_FAILURE); } if (options_list.num_options.find("mean") == options_list.num_options.end() && options_list.num_options.find("mode") == options_list.num_options.end()) { cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl; exit(EXIT_FAILURE); } auto it_num = options_list.num_options.find("domain"); if (it_num != options_list.num_options.end()) { using namespace boost; vector tokenizedDomain; split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on); if (tokenizedDomain.size() != 4) { cerr << "ERROR: You must pass exactly two values to the domain option." << endl; exit(EXIT_FAILURE); } } } void JointPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { for (const auto & joint_parameter : joint_parameters) output << "eifind = get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter << "', '');" << endl << "estimation_info.joint_parameter_prior_index(eifind) = {'" << joint_parameter << "'};" << endl; output << "key = {["; for (const auto & joint_parameter : joint_parameters) output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter << "', '') ..." << endl << " "; output << "]};" << endl; string lhs_field("estimation_info.joint_parameter_tmp"); writeOutputHelper(output, "domain", lhs_field); writeOutputHelper(output, "interval", lhs_field); writeOutputHelper(output, "mean", lhs_field); writeOutputHelper(output, "median", lhs_field); writeOutputHelper(output, "mode", lhs_field); assert(prior_shape != PriorDistributions::noShape); output << lhs_field << ".shape = " << static_cast(prior_shape) << ";" << endl; writeOutputHelper(output, "shift", lhs_field); writeOutputHelper(output, "stdev", lhs_field); writeOutputHelper(output, "truncate", lhs_field); writeOutputHelper(output, "variance", lhs_field); output << "estimation_info.joint_parameter_tmp = [key, ..." << endl << " " << lhs_field << ".domain , ..." << endl << " " << lhs_field << ".interval , ..." << endl << " " << lhs_field << ".mean , ..." << endl << " " << lhs_field << ".median , ..." << endl << " " << lhs_field << ".mode , ..." << endl << " " << lhs_field << ".shape , ..." << endl << " " << lhs_field << ".shift , ..." << endl << " " << lhs_field << ".stdev , ..." << endl << " " << lhs_field << ".truncate , ..." << endl << " " << lhs_field << ".variance];" << endl << "estimation_info.joint_parameter = [estimation_info.joint_parameter; estimation_info.joint_parameter_tmp];" << endl << "estimation_info=rmfield(estimation_info, 'joint_parameter_tmp');" << endl; } void JointPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const { auto itn = options_list.num_options.find(field); output << lhs_field << "." << field << " = {"; if (field == "variance") output << "{"; if (itn != options_list.num_options.end()) output << itn->second; else output << "{}"; if (field == "variance") output << "}"; output << "};" << endl; } void JointPriorStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"joint_prior\"" << ", \"key\": ["; for (auto it = joint_parameters.begin(); it != joint_parameters.end(); it++) { if (it != joint_parameters.begin()) output << ", "; output << "\"" << *it << "\""; } output << "]"; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << ", \"shape\": "; switch (prior_shape) { case PriorDistributions::beta: output << "\"beta\""; break; case PriorDistributions::gamma: output << "\"gamma\""; break; case PriorDistributions::normal: output << "\"normal\""; break; case PriorDistributions::invGamma: output << "\"inv_gamma\""; break; case PriorDistributions::uniform: output << "\"uniform\""; break; case PriorDistributions::invGamma2: output << "\"inv_gamma2\""; break; case PriorDistributions::dirichlet: output << "\"dirichlet\""; break; case PriorDistributions::weibull: output << "\"weibull\""; break; case PriorDistributions::noShape: cerr << "Impossible case." << endl; exit(EXIT_FAILURE); } output << "}"; } BasicPriorStatement::BasicPriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg, expr_t variance_arg, OptionsList options_list_arg) : name{move(name_arg)}, subsample_name{move(subsample_name_arg)}, prior_shape{prior_shape_arg}, variance{variance_arg}, options_list{move(options_list_arg)} { } void BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (prior_shape == PriorDistributions::noShape) { cerr << "ERROR: You must pass the shape option to the prior statement." << endl; exit(EXIT_FAILURE); } if (options_list.num_options.find("mean") == options_list.num_options.end() && options_list.num_options.find("mode") == options_list.num_options.end()) { cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl; exit(EXIT_FAILURE); } auto it_stdev = options_list.num_options.find("stdev"); if ((it_stdev == options_list.num_options.end() && variance == nullptr) || (it_stdev != options_list.num_options.end() && variance != nullptr)) { cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl; exit(EXIT_FAILURE); } auto it_num = options_list.num_options.find("domain"); if (it_num != options_list.num_options.end()) { using namespace boost; vector tokenizedDomain; split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on); if (tokenizedDomain.size() != 4) { cerr << "ERROR: You must pass exactly two values to the domain option." << endl; exit(EXIT_FAILURE); } } } bool BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) return true; return false; } void BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; } void BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field) const { output << lhs_field << " = estimation_info.empty_prior;" << endl; writeCommonOutputHelper(output, "domain", lhs_field); writeCommonOutputHelper(output, "interval", lhs_field); writeCommonOutputHelper(output, "mean", lhs_field); writeCommonOutputHelper(output, "median", lhs_field); writeCommonOutputHelper(output, "mode", lhs_field); assert(prior_shape != PriorDistributions::noShape); output << lhs_field << ".shape = " << static_cast(prior_shape) << ";" << endl; writeCommonOutputHelper(output, "shift", lhs_field); writeCommonOutputHelper(output, "stdev", lhs_field); writeCommonOutputHelper(output, "truncate", lhs_field); if (variance) { output << lhs_field << ".variance = "; variance->writeOutput(output); output << ";" << endl; } } void BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const { auto itn = options_list.num_options.find(field); if (itn != options_list.num_options.end()) output << lhs_field << "." << field << " = "<< itn->second << ";" << endl; } void BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const string &name2) const { if (subsample_name.empty()) lhs_field += ".prior(1)"; else { output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl; lhs_field += ".subsample_prior(eisind)"; } writeCommonOutput(output, lhs_field); } void BasicPriorStatement::writeJsonPriorOutput(ostream &output) const { output << ", \"name\": \"" << name << "\"" << ", \"subsample\": \"" << subsample_name << "\"" << ", "; writeJsonShape(output); if (variance != nullptr) { output << ", \"variance\": \""; variance->writeJsonOutput(output, {}, {}); output << "\""; } if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } } void BasicPriorStatement::writeCVarianceOption(ostream &output) const { output << "variance = "; if (variance) variance->writeOutput(output); else output << "numeric_limits::quiet_NaN()"; output << ";" << endl; } void BasicPriorStatement::writeCDomain(ostream &output) const { output << "domain.clear();" << endl; auto it_num = options_list.num_options.find("domain"); if (it_num != options_list.num_options.end()) { using namespace boost; vector tokenizedDomain; split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on); for (auto & it : tokenizedDomain) if (!it.empty()) output << "domain.push_back(" << it << ");" << endl; } } void BasicPriorStatement::writeCOutputHelper(ostream &output, const string &field) const { auto itn = options_list.num_options.find(field); if (itn != options_list.num_options.end()) output << field << " = " << itn->second << ";" << endl; else output << field << " = " << "numeric_limits::quiet_NaN();" << endl; } void BasicPriorStatement::writeCShape(ostream &output) const { output << "shape = "; switch (prior_shape) { case PriorDistributions::beta: output << "\"beta\";" << endl; break; case PriorDistributions::gamma: output << "\"gamma\";" << endl; break; case PriorDistributions::normal: output << "\"normal\";" << endl; break; case PriorDistributions::invGamma: output << "\"inv_gamma\";" << endl; break; case PriorDistributions::uniform: output << "\"uniform\";" << endl; break; case PriorDistributions::invGamma2: output << "\"inv_gamma2\";" << endl; break; case PriorDistributions::dirichlet: output << "\"dirichlet\";" << endl; break; case PriorDistributions::weibull: output << "\"weibull\";" << endl; break; case PriorDistributions::noShape: assert(prior_shape != PriorDistributions::noShape); } } void BasicPriorStatement::writeJsonShape(ostream &output) const { output << "\"shape\": "; switch (prior_shape) { case PriorDistributions::beta: output << "\"beta\""; break; case PriorDistributions::gamma: output << "\"gamma\""; break; case PriorDistributions::normal: output << "\"normal\""; break; case PriorDistributions::invGamma: output << "\"inv_gamma\""; break; case PriorDistributions::uniform: output << "\"uniform\""; break; case PriorDistributions::invGamma2: output << "\"inv_gamma2\""; break; case PriorDistributions::dirichlet: output << "\"dirichlet\""; break; case PriorDistributions::weibull: output << "\"weibull\""; break; case PriorDistributions::noShape: assert(prior_shape != PriorDistributions::noShape); } } PriorStatement::PriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg, expr_t variance_arg, OptionsList options_list_arg) : BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)} { } void PriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field = "estimation_info.parameter(eifind)"; output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '" << name << "', '');" << endl << "estimation_info.parameter_prior_index(eifind) = {'" << name << "'};" << endl; writePriorOutput(output, lhs_field, ""); } void PriorStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"prior\""; writeJsonPriorOutput(output); output << "}"; } void PriorStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = param_names[\""<< name << "\"];" << endl; writeCShape(output); writeCOutputHelper(output, "mean"); writeCOutputHelper(output, "mode"); writeCOutputHelper(output, "stdev"); writeCVarianceOption(output); writeCDomain(output); output << "msdsgeinfo->addPrior(new ModFilePrior(" << endl << " index, shape, mean, mode, stdev, variance, domain));" << endl; } StdPriorStatement::StdPriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg, expr_t variance_arg, OptionsList options_list_arg, const SymbolTable &symbol_table_arg) : BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)}, symbol_table{symbol_table_arg} { } void StdPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field; get_base_name(symbol_table.getType(name), lhs_field); output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '" << name << "', '');" << endl << "estimation_info." << lhs_field << "_prior_index(eifind) = {'" << name << "'};" << endl; lhs_field = "estimation_info." + lhs_field + "(eifind)"; writePriorOutput(output, lhs_field, ""); } void StdPriorStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"std_prior\""; writeJsonPriorOutput(output); output << "}"; } void StdPriorStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = "; if (is_structural_innovation(symbol_table.getType(name))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name << "\"];" << endl; writeCShape(output); writeCOutputHelper(output, "mean"); writeCOutputHelper(output, "mode"); writeCOutputHelper(output, "stdev"); writeCVarianceOption(output); writeCDomain(output); if (is_structural_innovation(symbol_table.getType(name))) output << "msdsgeinfo->addStructuralInnovationPrior(new ModFileStructuralInnovationPrior("; else output << "msdsgeinfo->addMeasurementErrorPrior(new ModFileMeasurementErrorPrior("; output << endl << " index, shape, mean, mode, stdev, variance, domain));" << endl; } CorrPriorStatement::CorrPriorStatement(string name_arg1, string name_arg2, string subsample_name_arg, PriorDistributions prior_shape_arg, expr_t variance_arg, OptionsList options_list_arg, const SymbolTable &symbol_table_arg) : BasicPriorStatement{move(name_arg1), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)}, name1{move(name_arg2)}, symbol_table{symbol_table_arg} { } void CorrPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { BasicPriorStatement::checkPass(mod_file_struct, warnings); if (symbol_table.getType(name) != symbol_table.getType(name1)) { cerr << "ERROR: In the corr(A,B).prior statement, A and B must be of the same type. " << "In your case, " << name << " and " << name1 << " are of different " << "types." << endl; exit(EXIT_FAILURE); } } void CorrPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field; get_base_name(symbol_table.getType(name), lhs_field); output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_prior_index', '" << name << "', '" << name1 << "');" << endl << "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'" << name << ":" << name1 << "'};" << endl; lhs_field = "estimation_info." + lhs_field + "_corr(eifind)"; writePriorOutput(output, lhs_field, name1); } void CorrPriorStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"corr_prior\"" << ", \"name2\": \"" << name1 << "\""; writeJsonPriorOutput(output); output << "}"; } void CorrPriorStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = "; if (is_structural_innovation(symbol_table.getType(name))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name << "\"];" << endl; output << "index1 = "; if (is_structural_innovation(symbol_table.getType(name1))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name1 << "\"];" << endl; writeCShape(output); writeCOutputHelper(output, "mean"); writeCOutputHelper(output, "mode"); writeCOutputHelper(output, "stdev"); writeCVarianceOption(output); writeCDomain(output); if (is_structural_innovation(symbol_table.getType(name))) output << "msdsgeinfo->addStructuralInnovationCorrPrior(new ModFileStructuralInnovationCorrPrior("; else output << "msdsgeinfo->addMeasurementErrorCorrPrior(new ModFileMeasurementErrorCorrPrior("; output << endl <<" index, index1, shape, mean, mode, stdev, variance, domain));" << endl; } PriorEqualStatement::PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg, string to_subsample_name_arg, string from_declaration_type_arg, string from_name1_arg, string from_name2_arg, string from_subsample_name_arg, const SymbolTable &symbol_table_arg) : to_declaration_type{move(to_declaration_type_arg)}, to_name1{move(to_name1_arg)}, to_name2{move(to_name2_arg)}, to_subsample_name{move(to_subsample_name_arg)}, from_declaration_type{move(from_declaration_type_arg)}, from_name1{move(from_name1_arg)}, from_name2{move(from_name2_arg)}, from_subsample_name{move(from_subsample_name_arg)}, symbol_table{symbol_table_arg} { } void PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") || (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr")) { cerr << "Internal Dynare Error" << endl; exit(EXIT_FAILURE); } } void PriorEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; } void PriorEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field, rhs_field; if (to_declaration_type == "par") lhs_field = "parameter"; else get_base_name(symbol_table.getType(to_name1), lhs_field); if (from_declaration_type == "par") rhs_field = "parameter"; else get_base_name(symbol_table.getType(from_name1), rhs_field); if (to_declaration_type == "corr") lhs_field += "_corr"; if (from_declaration_type == "corr") rhs_field += "_corr"; output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '" << to_name1 << "', '" << to_name2<< "');" << endl << "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_prior_index', '" << from_name1 << "', '" << from_name2<< "');" << endl << "estimation_info." << lhs_field << "_prior_index(ei_to_ind) = {'" << to_name1; if (to_declaration_type == "corr") output << ":" << to_name2; output << "'};" << endl; if (to_declaration_type == "par") lhs_field = "parameter"; if (from_declaration_type == "par") rhs_field = "parameter"; lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)"; rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)"; if (to_subsample_name.empty()) lhs_field += ".prior"; else { output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl; lhs_field += ".subsample_prior(ei_to_ss_ind)"; } if (from_subsample_name.empty()) rhs_field += ".prior"; else { output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl; rhs_field += ".subsample_prior(ei_from_ss_ind)"; } output << lhs_field << " = " << rhs_field << ";" << endl; } void PriorEqualStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"prior_equal\"" << ", \"to_name1\": \"" << to_name1 << "\""; if (to_declaration_type == "corr") output << ", \"to_name2\": \"" << to_name2 << "\""; output << ", \"to_subsample\": \"" << to_subsample_name << "\"" << ", \"from_name1\": \"" << from_name1 << "\""; if (to_declaration_type == "corr") output << ", \"from_name2\": \"" << from_name2 << "\""; output << ", \"from_subsample\": \"" << from_subsample_name << "\"" << "}"; } BasicOptionsStatement::BasicOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg) : name{move(name_arg)}, subsample_name{move(subsample_name_arg)}, options_list{move(options_list_arg)} { } void BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { } bool BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) return true; return false; } void BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; } void BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_field) const { output << lhs_field << " = estimation_info.empty_options;" << endl; writeCommonOutputHelper(output, "bounds", lhs_field); writeCommonOutputHelper(output, "init", lhs_field); writeCommonOutputHelper(output, "jscale", lhs_field); } void BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const { auto itn = options_list.num_options.find(field); if (itn != options_list.num_options.end()) output << lhs_field << "." << field << " = " << itn->second << ";" << endl; } void BasicOptionsStatement::writeCOutputHelper(ostream &output, const string &field) const { auto itn = options_list.num_options.find(field); if (itn != options_list.num_options.end()) output << field << " = " << itn->second << ";" << endl; else output << field << " = " << "numeric_limits::quiet_NaN();" << endl; } void BasicOptionsStatement::writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const { if (subsample_name.empty()) lhs_field += ".options(1)"; else { output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl << "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl; lhs_field += ".subsample_options(eisind)"; } writeCommonOutput(output, lhs_field); } void BasicOptionsStatement::writeJsonOptionsOutput(ostream &output) const { output << ", \"name\": \"" << name << "\""; if (!subsample_name.empty()) output << ", \"subsample_name\": \"" << subsample_name << "\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } } OptionsStatement::OptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg) : BasicOptionsStatement{move(name_arg), move(subsample_name_arg), move(options_list_arg)} { } void OptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field = "estimation_info.parameter(eifind)"; output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '" << name << "', '');" << endl << "estimation_info.parameter_options_index(eifind) = {'" << name << "'};" << endl; writeOptionsOutput(output, lhs_field, ""); } void OptionsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"options\""; writeJsonOptionsOutput(output); output << "}"; } void OptionsStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = param_names[\""<< name << "\"];" << endl; writeCOutputHelper(output, "init"); output << "msdsgeinfo->addOption(new ModFileOption(index, init));" << endl; } StdOptionsStatement::StdOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg, const SymbolTable &symbol_table_arg) : BasicOptionsStatement{move(name_arg), move(subsample_name_arg), move(options_list_arg)}, symbol_table{symbol_table_arg} { } void StdOptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field; get_base_name(symbol_table.getType(name), lhs_field); output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '" << name << "', '');" << endl << "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};" << endl; lhs_field = "estimation_info." + lhs_field + "(eifind)"; writeOptionsOutput(output, lhs_field, ""); } void StdOptionsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"std_options\""; writeJsonOptionsOutput(output); output << "}"; } void StdOptionsStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = "; if (is_structural_innovation(symbol_table.getType(name))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name << "\"];" << endl; writeCOutputHelper(output, "init"); if (is_structural_innovation(symbol_table.getType(name))) output << "msdsgeinfo->addStructuralInnovationOption(new ModFileStructuralInnovationOption("; else output << "msdsgeinfo->addMeasurementErrorOption(new ModFileMeasurementErrorOption("; output << "index, init));" << endl; } CorrOptionsStatement::CorrOptionsStatement(string name_arg1, string name_arg2, string subsample_name_arg, OptionsList options_list_arg, const SymbolTable &symbol_table_arg) : BasicOptionsStatement{move(name_arg1), move(subsample_name_arg), move(options_list_arg)}, name1{move(name_arg2)}, symbol_table{symbol_table_arg} { } void CorrOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if (symbol_table.getType(name) != symbol_table.getType(name1)) { cerr << "ERROR: In the corr(A,B).options statement, A and B must be of the same type. " << "In your case, " << name << " and " << name1 << " are of different " << "types." << endl; exit(EXIT_FAILURE); } } void CorrOptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field; get_base_name(symbol_table.getType(name), lhs_field); output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_options_index', '" << name << "', '" << name1 << "');" << endl << "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'" << name << ":" << name1 << "'};" << endl; lhs_field = "estimation_info." + lhs_field + "_corr(eifind)"; writeOptionsOutput(output, lhs_field, name1); } void CorrOptionsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"corr_options\"" << ", \"name2\": \"" << name1 << "\""; writeJsonOptionsOutput(output); output << "}"; } void CorrOptionsStatement::writeCOutput(ostream &output, const string &basename) { output << endl << "index = "; if (is_structural_innovation(symbol_table.getType(name))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name << "\"];" << endl; output << "index1 = "; if (is_structural_innovation(symbol_table.getType(name1))) output << "exo_names"; else output << "endo_names"; output << "[\""<< name1 << "\"];" << endl; writeCOutputHelper(output, "init"); if (is_structural_innovation(symbol_table.getType(name))) output << "msdsgeinfo->addStructuralInnovationCorrOption(new ModFileStructuralInnovationCorrOption("; else output << "msdsgeinfo->addMeasurementErrorCorrOption(new ModFileMeasurementErrorCorrOption("; output << "index, index1, init));" << endl; } OptionsEqualStatement::OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg, string to_subsample_name_arg, string from_declaration_type_arg, string from_name1_arg, string from_name2_arg, string from_subsample_name_arg, const SymbolTable &symbol_table_arg) : to_declaration_type{move(to_declaration_type_arg)}, to_name1{move(to_name1_arg)}, to_name2{move(to_name2_arg)}, to_subsample_name{move(to_subsample_name_arg)}, from_declaration_type{move(from_declaration_type_arg)}, from_name1{move(from_name1_arg)}, from_name2{move(from_name2_arg)}, from_subsample_name{move(from_subsample_name_arg)}, symbol_table{symbol_table_arg} { } void OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") || (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr")) { cerr << "Internal Dynare Error" << endl; exit(EXIT_FAILURE); } } void OptionsEqualStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"options_equal\"" << ", \"to_name1\": \"" << to_name1 << "\""; if (to_declaration_type == "corr") output << ", \"to_name2\": \"" << to_name2 << "\""; output << ", \"to_subsample\": \"" << to_subsample_name << "\"" << ", \"from_name1\": \"" << from_name1 << "\""; if (to_declaration_type == "corr") output << ", \"from_name2\": \"" << from_name2 << "\""; output << ", \"from_subsample\": \"" << from_subsample_name << "\"" << "}"; } void OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const { if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet) lhs_field = "structural_innovation"; else lhs_field = "measurement_error"; } void OptionsEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string lhs_field, rhs_field; if (to_declaration_type == "par") lhs_field = "parameter"; else get_base_name(symbol_table.getType(to_name1), lhs_field); if (from_declaration_type == "par") rhs_field = "parameter"; else get_base_name(symbol_table.getType(from_name1), rhs_field); if (to_declaration_type == "corr") lhs_field += "_corr"; if (from_declaration_type == "corr") rhs_field += "_corr"; output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '" << to_name1 << "', '" << to_name2<< "');" << endl << "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_options_index', '" << from_name1 << "', '" << from_name2<< "');" << endl << "estimation_info." << lhs_field << "_options_index(ei_to_ind) = {'" << to_name1; if (to_declaration_type == "corr") output << ":" << to_name2; output << "'};" << endl; if (to_declaration_type == "par") lhs_field = "parameter"; if (from_declaration_type == "par") rhs_field = "parameter"; lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)"; rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)"; if (to_subsample_name.empty()) lhs_field += ".options"; else { output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl << "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl; lhs_field += ".subsample_options(ei_to_ss_ind)"; } if (from_subsample_name.empty()) rhs_field += ".options"; else { output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl << "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl; rhs_field += ".subsample_options(ei_from_ss_ind)"; } output << lhs_field << " = " << rhs_field << ";" << endl; } CalibSmootherStatement::CalibSmootherStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void CalibSmootherStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.calib_smoother_present = true; } void CalibSmootherStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); auto it = options_list.string_options.find("parameter_set"); if (it == options_list.string_options.end()) output << "options_.parameter_set = 'calibration';" << endl; symbol_list.writeOutput("var_list_", output); output << "options_.smoother = 1;" << endl << "options_.order = 1;" << endl << "[oo_, M_, options_, bayestopt_] = evaluate_smoother(options_.parameter_set, var_list_, M_, oo_, options_, bayestopt_, estim_params_);" << endl; } void CalibSmootherStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"calib_smoother\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void ExtendedPathStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { mod_file_struct.extended_path_present = true; if (options_list.num_options.find("periods") == options_list.num_options.end()) { cerr << "ERROR: the 'periods' option of 'extended_path' is mandatory" << endl; exit(EXIT_FAILURE); } // Fill in option_occbin of mod_file_struct auto it = options_list.num_options.find("occbin"); if (it != options_list.string_options.end()) mod_file_struct.occbin_option = true; } void ExtendedPathStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { // Beware: options do not have the same name in the interface and in the M code... for (const auto & num_option : options_list.num_options) if (num_option.first != string("periods")) output << "options_." << num_option.first << " = " << num_option.second << ";" << endl; output << "extended_path([], " << options_list.num_options.find("periods")->second << ", [], options_, M_, oo_);" << endl; } void ExtendedPathStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"extended_path\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } void ModelDiagnosticsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { output << "model_diagnostics(M_,options_,oo_);" << endl; } void ModelDiagnosticsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"model_diagnostics\"}"; } Smoother2histvalStatement::Smoother2histvalStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)} { } void Smoother2histvalStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output, "options_smoother2histval"); output << "smoother2histval(options_smoother2histval);" << endl; } void Smoother2histvalStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"smoother_2_histval\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } output << "}"; } GMMEstimationStatement::GMMEstimationStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void GMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); options_list.writeOutput(output); output << "[M_, oo_, estim_params_, bayestopt_, dataset_, dataset_info] = " << "GMM_SMM_estimation_core(var_list_, M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, 'GMM');" << endl; } void GMMEstimationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"gmm_estimation\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } SMMEstimationStatement::SMMEstimationStatement(SymbolList symbol_list_arg, OptionsList options_list_arg) : symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)} { } void SMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { symbol_list.writeOutput("var_list_", output); options_list.writeOutput(output); output << "[M_, oo_, estim_params_, bayestopt_, dataset_, dataset_info] = " << "GMM_SMM_estimation_core(var_list_, M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, 'SMM');" << endl; } void SMMEstimationStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"smm_estimation\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!symbol_list.empty()) { output << ", "; symbol_list.writeJsonOutput(output); } output << "}"; } GenerateIRFsStatement::GenerateIRFsStatement(OptionsList options_list_arg, vector generate_irf_names_arg, vector> generate_irf_elements_arg) : options_list{move(options_list_arg)}, generate_irf_names{move(generate_irf_names_arg)}, generate_irf_elements{move(generate_irf_elements_arg)} { } void GenerateIRFsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { options_list.writeOutput(output); if (generate_irf_names.empty()) return; output << "options_.irf_opt.irf_shock_graphtitles = { "; for (const auto & generate_irf_name : generate_irf_names) output << "'" << generate_irf_name << "'; "; output << "};" << endl; output << "options_.irf_opt.irf_shocks = zeros(M_.exo_nbr, " << generate_irf_names.size() << ");" << endl; for (size_t i = 0; i < generate_irf_names.size(); i++) { map m = generate_irf_elements[i]; for (map::const_iterator it = m.begin(); it != m.end(); it++) output << "options_.irf_opt.irf_shocks(M_.exo_names == '" << it->first << "', " << i + 1 << ") = " << it->second << ";" << endl; } } void GenerateIRFsStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"generate_irfs\""; if (options_list.getNumberOfOptions()) { output << ", "; options_list.writeJsonOutput(output); } if (!generate_irf_names.empty()) { output << ", \"irf_elements\": ["; for (size_t i = 0; i < generate_irf_names.size(); i++) { output << "{\"name\": \"" << generate_irf_names[i] << "\", \"shocks\": ["; map m = generate_irf_elements[i]; size_t idx = 0; for (map::const_iterator it = m.begin(); it != m.end(); it++, idx++) { output << "{\"exogenous_variable\": \"" << it->first << "\", " << "\"exogenous_variable_value\": \"" << it->second << "\"}"; if (idx + 1 < m.size()) output << ", "; } output << "]}"; if (i + 1 < generate_irf_names.size()) output << ", "; } output << "]"; } output << "}"; } VarExpectationModelStatement::VarExpectationModelStatement(string model_name_arg, string variable_arg, string aux_model_name_arg, string horizon_arg, expr_t discount_arg, const SymbolTable &symbol_table_arg) : model_name{move(model_name_arg)}, variable{move(variable_arg)}, aux_model_name{move(aux_model_name_arg)}, horizon{move(horizon_arg)}, discount{discount_arg}, symbol_table{symbol_table_arg} { } void VarExpectationModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { string mstruct = "M_.var_expectation." + model_name; output << mstruct << ".auxiliary_model_name = '" << aux_model_name << "';" << endl << mstruct << ".horizon = " << horizon << ';' << endl << mstruct << ".variable = '" << variable << "';" << endl << mstruct << ".variable_id = " << symbol_table.getTypeSpecificID(variable)+1 << ";" << endl; auto disc_var = dynamic_cast(discount); if (disc_var) output << mstruct << ".discount_index = " << symbol_table.getTypeSpecificID(disc_var->get_symb_id()) + 1 << ';' << endl; else { output << mstruct << ".discount_value = "; discount->writeOutput(output); output << ';' << endl; } output << mstruct << ".param_indices = [ "; for (int param_id : aux_params_ids) output << symbol_table.getTypeSpecificID(param_id)+1 << ' '; output << "];" << endl; } void VarExpectationModelStatement::writeJsonOutput(ostream &output) const { output << "{\"statementName\": \"var_expectation_model\"," << "\"model_name\": \"" << model_name << "\", " << "\"variable\": \"" << variable << "\", " << "\"auxiliary_model_name\": \"" << aux_model_name << "\", " << "\"horizon\": \"" << horizon << "\", " << "\"discount\": \""; discount->writeOutput(output); output << "\"}"; }