972 lines
34 KiB
C++
972 lines
34 KiB
C++
/*
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* Copyright © 2003-2023 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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*/
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#include <cassert>
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#include <cstdlib>
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#include <iostream>
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#include <utility>
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#include "Shocks.hh"
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AbstractShocksStatement::AbstractShocksStatement(bool overwrite_arg, ShockType type_arg,
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det_shocks_t det_shocks_arg,
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const SymbolTable& symbol_table_arg) :
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overwrite {overwrite_arg},
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type {type_arg},
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det_shocks {move(det_shocks_arg)},
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symbol_table {symbol_table_arg}
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{
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}
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void
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AbstractShocksStatement::writeDetShocks(ostream& output) const
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{
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int exo_det_length = 0;
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for (const auto& [id, shock_vec] : det_shocks)
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for (bool exo_det = (symbol_table.getType(id) == SymbolType::exogenousDet);
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const auto& [period1, period2, value] : shock_vec)
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{
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output << "M_.det_shocks = [ M_.det_shocks;" << endl
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<< boolalpha << "struct('exo_det'," << exo_det << ",'exo_id',"
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<< symbol_table.getTypeSpecificID(id) + 1 << ",'type','" << typeToString(type) << "'"
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<< ",'periods'," << period1 << ":" << period2 << ",'value',";
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value->writeOutput(output);
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output << ") ];" << endl;
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if (exo_det && period2 > exo_det_length)
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exo_det_length = period2;
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}
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output << "M_.exo_det_length = " << exo_det_length << ";\n";
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}
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void
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AbstractShocksStatement::writeJsonDetShocks(ostream& output) const
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{
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output << R"("deterministic_shocks": [)";
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for (bool printed_something {false}; const auto& [id, shock_vec] : det_shocks)
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{
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if (exchange(printed_something, true))
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output << ", ";
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output << R"({"var": ")" << symbol_table.getName(id) << R"(", )"
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<< R"("values": [)";
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for (bool printed_something2 {false}; const auto& [period1, period2, value] : shock_vec)
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{
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if (exchange(printed_something2, true))
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output << ", ";
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output << R"({"period1": )" << period1 << ", "
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<< R"("period2": )" << period2 << ", "
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<< R"("value": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]}";
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}
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output << "]";
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}
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string
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AbstractShocksStatement::typeToString(ShockType type)
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{
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switch (type)
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{
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case ShockType::level:
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return "level";
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case ShockType::multiplySteadyState:
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return "multiply_steady_state";
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case ShockType::multiplyInitialSteadyState:
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return "multiply_initial_steady_state";
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}
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__builtin_unreachable(); // Silence GCC warning
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}
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ShocksStatement::ShocksStatement(bool overwrite_arg, det_shocks_t det_shocks_arg,
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var_and_std_shocks_t var_shocks_arg,
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var_and_std_shocks_t std_shocks_arg,
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covar_and_corr_shocks_t covar_shocks_arg,
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covar_and_corr_shocks_t corr_shocks_arg,
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const SymbolTable& symbol_table_arg) :
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AbstractShocksStatement {overwrite_arg, ShockType::level, move(det_shocks_arg),
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symbol_table_arg},
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var_shocks {move(var_shocks_arg)},
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std_shocks {move(std_shocks_arg)},
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covar_shocks {move(covar_shocks_arg)},
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corr_shocks {move(corr_shocks_arg)}
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{
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}
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void
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ShocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
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[[maybe_unused]] bool minimal_workspace) const
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{
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output << "%" << endl << "% SHOCKS instructions" << endl << "%" << endl;
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if (overwrite)
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{
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output << "M_.det_shocks = [];" << endl;
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output << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", " << symbol_table.exo_nbr()
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<< ");" << endl
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<< "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
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<< symbol_table.exo_nbr() << ");" << endl;
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if (has_calibrated_measurement_errors())
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output << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
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<< symbol_table.observedVariablesNbr() << ");" << endl
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<< "M_.Correlation_matrix_ME = eye(" << symbol_table.observedVariablesNbr() << ", "
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<< symbol_table.observedVariablesNbr() << ");" << endl;
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else
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output << "M_.H = 0;" << endl << "M_.Correlation_matrix_ME = 1;" << endl;
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}
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writeDetShocks(output);
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writeVarAndStdShocks(output);
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writeCovarAndCorrShocks(output);
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/* M_.sigma_e_is_diagonal is initialized to 1 by ModFile.cc.
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If there are no off-diagonal elements, and we are not in overwrite mode,
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then we don't reset it to 1, since there might be previous shocks blocks
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with off-diagonal elements. */
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if (covar_shocks.size() + corr_shocks.size() > 0)
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output << "M_.sigma_e_is_diagonal = 0;" << endl;
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else if (overwrite)
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output << "M_.sigma_e_is_diagonal = 1;" << endl;
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}
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void
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ShocksStatement::writeJsonOutput(ostream& output) const
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{
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output << R"({"statementName": "shocks")"
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<< R"(, "overwrite": )" << boolalpha << overwrite;
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if (!det_shocks.empty())
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{
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output << ", ";
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writeJsonDetShocks(output);
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}
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output << R"(, "variance": [)";
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for (bool printed_something {false}; auto& [id, value] : var_shocks)
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{
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if (exchange(printed_something, true))
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output << ", ";
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output << R"({"name": ")" << symbol_table.getName(id) << R"(", )"
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<< R"("variance": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]"
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<< R"(, "stderr": [)";
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for (bool printed_something {false}; auto& [id, value] : std_shocks)
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{
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if (exchange(printed_something, true))
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output << ", ";
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output << R"({"name": ")" << symbol_table.getName(id) << R"(", )"
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<< R"("stderr": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]"
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<< R"(, "covariance": [)";
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for (bool printed_something {false}; auto& [ids, value] : covar_shocks)
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{
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if (exchange(printed_something, true))
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output << ", ";
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output << "{"
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<< R"("name": ")" << symbol_table.getName(ids.first) << R"(", )"
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<< R"("name2": ")" << symbol_table.getName(ids.second) << R"(", )"
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<< R"("covariance": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]"
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<< R"(, "correlation": [)";
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for (bool printed_something {false}; auto& [ids, value] : corr_shocks)
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{
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if (exchange(printed_something, true))
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output << ", ";
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output << "{"
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<< R"("name": ")" << symbol_table.getName(ids.first) << R"(", )"
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<< R"("name2": ")" << symbol_table.getName(ids.second) << R"(", )"
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<< R"("correlation": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]"
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<< "}";
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}
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void
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ShocksStatement::writeVarOrStdShock(ostream& output, const pair<int, expr_t>& it, bool stddev) const
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{
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SymbolType type = symbol_table.getType(it.first);
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assert(type == SymbolType::exogenous || symbol_table.isObservedVariable(it.first));
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int id;
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if (type == SymbolType::exogenous)
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{
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output << "M_.Sigma_e(";
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id = symbol_table.getTypeSpecificID(it.first) + 1;
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}
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else
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{
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output << "M_.H(";
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id = symbol_table.getObservedVariableIndex(it.first) + 1;
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}
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output << id << ", " << id << ") = ";
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if (stddev)
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output << "(";
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it.second->writeOutput(output);
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if (stddev)
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output << ")^2";
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output << ";" << endl;
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}
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void
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ShocksStatement::writeVarAndStdShocks(ostream& output) const
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{
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for (const auto& it : var_shocks)
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writeVarOrStdShock(output, it, false);
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for (const auto& it : std_shocks)
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writeVarOrStdShock(output, it, true);
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}
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void
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ShocksStatement::writeCovarOrCorrShock(ostream& output, const pair<pair<int, int>, expr_t>& it,
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bool corr) const
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{
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SymbolType type1 = symbol_table.getType(it.first.first);
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SymbolType type2 = symbol_table.getType(it.first.second);
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assert((type1 == SymbolType::exogenous && type2 == SymbolType::exogenous)
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|| (symbol_table.isObservedVariable(it.first.first)
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&& symbol_table.isObservedVariable(it.first.second)));
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string matrix, corr_matrix;
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int id1, id2;
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if (type1 == SymbolType::exogenous)
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{
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matrix = "M_.Sigma_e";
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corr_matrix = "M_.Correlation_matrix";
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id1 = symbol_table.getTypeSpecificID(it.first.first) + 1;
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id2 = symbol_table.getTypeSpecificID(it.first.second) + 1;
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}
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else
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{
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matrix = "M_.H";
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corr_matrix = "M_.Correlation_matrix_ME";
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id1 = symbol_table.getObservedVariableIndex(it.first.first) + 1;
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id2 = symbol_table.getObservedVariableIndex(it.first.second) + 1;
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}
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output << matrix << "(" << id1 << ", " << id2 << ") = ";
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it.second->writeOutput(output);
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if (corr)
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output << "*sqrt(" << matrix << "(" << id1 << ", " << id1 << ")*" << matrix << "(" << id2
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<< ", " << id2 << "))";
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output << ";" << endl
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<< matrix << "(" << id2 << ", " << id1 << ") = " << matrix << "(" << id1 << ", " << id2
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<< ");" << endl;
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if (corr)
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{
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output << corr_matrix << "(" << id1 << ", " << id2 << ") = ";
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it.second->writeOutput(output);
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output << ";" << endl
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<< corr_matrix << "(" << id2 << ", " << id1 << ") = " << corr_matrix << "(" << id1
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<< ", " << id2 << ");" << endl;
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}
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}
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void
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ShocksStatement::writeCovarAndCorrShocks(ostream& output) const
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{
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for (const auto& it : covar_shocks)
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writeCovarOrCorrShock(output, it, false);
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for (const auto& it : corr_shocks)
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writeCovarOrCorrShock(output, it, true);
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}
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void
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ShocksStatement::checkPass(ModFileStructure& mod_file_struct,
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[[maybe_unused]] WarningConsolidation& warnings)
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{
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/* Error out if variables are not of the right type. This must be done here
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and not at parsing time (see #448).
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Also Determine if there is a calibrated measurement error */
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for (auto [id, val] : var_shocks)
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{
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if (symbol_table.getType(id) != SymbolType::exogenous && !symbol_table.isObservedVariable(id))
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{
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cerr << "shocks: setting a variance on '" << symbol_table.getName(id)
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<< "' is not allowed, because it is neither an exogenous variable nor an observed "
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"endogenous variable"
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<< endl;
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exit(EXIT_FAILURE);
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}
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}
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for (auto [id, val] : std_shocks)
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{
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if (symbol_table.getType(id) != SymbolType::exogenous && !symbol_table.isObservedVariable(id))
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{
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cerr << "shocks: setting a standard error on '" << symbol_table.getName(id)
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<< "' is not allowed, because it is neither an exogenous variable nor an observed "
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"endogenous variable"
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<< endl;
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exit(EXIT_FAILURE);
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}
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}
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for (const auto& [ids, val] : covar_shocks)
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{
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auto& [symb_id1, symb_id2] = ids;
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if (!((symbol_table.getType(symb_id1) == SymbolType::exogenous
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&& symbol_table.getType(symb_id2) == SymbolType::exogenous)
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|| (symbol_table.isObservedVariable(symb_id1)
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&& symbol_table.isObservedVariable(symb_id2))))
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{
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cerr << "shocks: setting a covariance between '" << symbol_table.getName(symb_id1)
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<< "' and '" << symbol_table.getName(symb_id2)
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<< "'is not allowed; covariances can only be specified for exogenous or observed "
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"endogenous variables of same type"
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<< endl;
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exit(EXIT_FAILURE);
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}
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}
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for (const auto& [ids, val] : corr_shocks)
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{
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auto& [symb_id1, symb_id2] = ids;
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if (!((symbol_table.getType(symb_id1) == SymbolType::exogenous
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&& symbol_table.getType(symb_id2) == SymbolType::exogenous)
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|| (symbol_table.isObservedVariable(symb_id1)
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&& symbol_table.isObservedVariable(symb_id2))))
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{
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cerr << "shocks: setting a correlation between '" << symbol_table.getName(symb_id1)
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<< "' and '" << symbol_table.getName(symb_id2)
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<< "'is not allowed; correlations can only be specified for exogenous or observed "
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"endogenous variables of same type"
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<< endl;
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exit(EXIT_FAILURE);
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}
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}
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// Determine if there is a calibrated measurement error
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mod_file_struct.calibrated_measurement_errors |= has_calibrated_measurement_errors();
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// Fill in mod_file_struct.parameters_with_shocks_values (related to #469)
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for (auto [id, val] : var_shocks)
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val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values);
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for (auto [id, val] : std_shocks)
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val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values);
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for (const auto& [ids, val] : covar_shocks)
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val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values);
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for (const auto& [ids, val] : corr_shocks)
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val->collectVariables(SymbolType::parameter, mod_file_struct.parameters_within_shocks_values);
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}
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bool
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ShocksStatement::has_calibrated_measurement_errors() const
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{
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for (auto [id, val] : var_shocks)
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if (symbol_table.isObservedVariable(id))
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return true;
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for (auto [id, val] : std_shocks)
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if (symbol_table.isObservedVariable(id))
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return true;
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for (const auto& [ids, val] : covar_shocks)
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if (symbol_table.isObservedVariable(ids.first) || symbol_table.isObservedVariable(ids.second))
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return true;
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for (const auto& [ids, val] : corr_shocks)
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if (symbol_table.isObservedVariable(ids.first) || symbol_table.isObservedVariable(ids.second))
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return true;
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return false;
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}
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MShocksStatement::MShocksStatement(bool overwrite_arg, bool relative_to_initval_arg,
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det_shocks_t det_shocks_arg,
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const SymbolTable& symbol_table_arg) :
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AbstractShocksStatement {overwrite_arg,
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relative_to_initval_arg ? ShockType::multiplyInitialSteadyState
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: ShockType::multiplySteadyState,
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move(det_shocks_arg), symbol_table_arg},
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relative_to_initval {relative_to_initval_arg}
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{
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}
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void
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MShocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
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[[maybe_unused]] bool minimal_workspace) const
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{
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output << "%" << endl << "% MSHOCKS instructions" << endl << "%" << endl;
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if (overwrite)
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output << "M_.det_shocks = [];" << endl;
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writeDetShocks(output);
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}
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void
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MShocksStatement::writeJsonOutput(ostream& output) const
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{
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output << R"({"statementName": "mshocks")"
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<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "relative_to_initval": )"
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<< boolalpha << relative_to_initval;
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if (!det_shocks.empty())
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{
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output << ", ";
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writeJsonDetShocks(output);
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}
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output << "}";
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}
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ShocksSurpriseStatement::ShocksSurpriseStatement(
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bool overwrite_arg, AbstractShocksStatement::det_shocks_t surprise_shocks_arg,
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const SymbolTable& symbol_table_arg) :
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overwrite {overwrite_arg},
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surprise_shocks {move(surprise_shocks_arg)},
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symbol_table {symbol_table_arg}
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{
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}
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void
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ShocksSurpriseStatement::checkPass(ModFileStructure& mod_file_struct,
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[[maybe_unused]] WarningConsolidation& warnings)
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{
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mod_file_struct.shocks_surprise_present = true;
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}
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void
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ShocksSurpriseStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
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[[maybe_unused]] bool minimal_workspace) const
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{
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if (overwrite)
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output << "M_.surprise_shocks = [" << endl;
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else
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output << "M_.surprise_shocks = [ M_.surprise_shocks;" << endl;
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for (const auto& [id, shock_vec] : surprise_shocks)
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for (const auto& [period1, period2, value] : shock_vec)
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{
|
|
output << "struct('exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'periods',"
|
|
<< period1 << ":" << period2 << ",'value',";
|
|
value->writeOutput(output);
|
|
output << ");" << endl;
|
|
}
|
|
output << "];" << endl;
|
|
}
|
|
|
|
void
|
|
ShocksSurpriseStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "shocks")"
|
|
<< R"(, "surprise": true)"
|
|
<< R"(, "surprise_shocks": [)";
|
|
for (bool printed_something {false}; const auto& [id, shock_vec] : surprise_shocks)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"var": ")" << symbol_table.getName(id) << R"(", )"
|
|
<< R"("values": [)";
|
|
for (bool printed_something2 {false}; const auto& [period1, period2, value] : shock_vec)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"({"period1": )" << period1 << ", "
|
|
<< R"("period2": )" << period2 << ", "
|
|
<< R"("value": ")";
|
|
value->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
output << "]}";
|
|
}
|
|
|
|
ShocksLearntInStatement::ShocksLearntInStatement(int learnt_in_period_arg, bool overwrite_arg,
|
|
learnt_shocks_t learnt_shocks_arg,
|
|
const SymbolTable& symbol_table_arg) :
|
|
learnt_in_period {learnt_in_period_arg},
|
|
overwrite {overwrite_arg},
|
|
learnt_shocks {move(learnt_shocks_arg)},
|
|
symbol_table {symbol_table_arg}
|
|
{
|
|
}
|
|
|
|
void
|
|
ShocksLearntInStatement::checkPass(ModFileStructure& mod_file_struct,
|
|
[[maybe_unused]] WarningConsolidation& warnings)
|
|
{
|
|
mod_file_struct.shocks_learnt_in_present = true;
|
|
}
|
|
|
|
string
|
|
ShocksLearntInStatement::typeToString(LearntShockType type)
|
|
{
|
|
switch (type)
|
|
{
|
|
case LearntShockType::level:
|
|
return "level";
|
|
case LearntShockType::add:
|
|
return "add";
|
|
case LearntShockType::multiply:
|
|
return "multiply";
|
|
case LearntShockType::multiplySteadyState:
|
|
return "multiply_steady_state";
|
|
case LearntShockType::multiplyInitialSteadyState:
|
|
return "multiply_initial_steady_state";
|
|
}
|
|
__builtin_unreachable(); // Silence GCC warning
|
|
}
|
|
|
|
void
|
|
ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
if (overwrite)
|
|
output << "if ~isempty(M_.learnt_shocks)" << endl
|
|
<< " M_.learnt_shocks = M_.learnt_shocks([M_.learnt_shocks.learnt_in] ~= "
|
|
<< learnt_in_period << ");" << endl
|
|
<< "end" << endl;
|
|
|
|
output << "M_.learnt_shocks = [ M_.learnt_shocks;" << endl;
|
|
for (const auto& [id, shock_vec] : learnt_shocks)
|
|
for (const auto& [type, period1, period2, value] : shock_vec)
|
|
{
|
|
output << "struct('learnt_in'," << learnt_in_period << ",'exo_id',"
|
|
<< symbol_table.getTypeSpecificID(id) + 1 << ",'periods'," << period1 << ":"
|
|
<< period2 << ",'type','" << typeToString(type) << "'"
|
|
<< ",'value',";
|
|
value->writeOutput(output);
|
|
output << ");" << endl;
|
|
}
|
|
output << "];" << endl;
|
|
}
|
|
|
|
void
|
|
ShocksLearntInStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "shocks")"
|
|
<< R"(, "learnt_in": )" << learnt_in_period << R"(, "overwrite": )" << boolalpha
|
|
<< overwrite << R"(, "learnt_shocks": [)";
|
|
for (bool printed_something {false}; const auto& [id, shock_vec] : learnt_shocks)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"var": ")" << symbol_table.getName(id) << R"(", )"
|
|
<< R"("values": [)";
|
|
for (bool printed_something2 {false}; const auto& [type, period1, period2, value] : shock_vec)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"({"period1": )" << period1 << ", "
|
|
<< R"("period2": )" << period2 << ", "
|
|
<< R"("type": ")" << typeToString(type) << R"(", )"
|
|
<< R"("value": ")";
|
|
value->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
output << "]}";
|
|
}
|
|
|
|
ConditionalForecastPathsStatement::ConditionalForecastPathsStatement(
|
|
AbstractShocksStatement::det_shocks_t paths_arg, const SymbolTable& symbol_table_arg) :
|
|
paths {move(paths_arg)}, symbol_table {symbol_table_arg}, path_length {computePathLength(paths)}
|
|
{
|
|
}
|
|
|
|
int
|
|
ConditionalForecastPathsStatement::computePathLength(
|
|
const AbstractShocksStatement::det_shocks_t& paths)
|
|
{
|
|
int length {0};
|
|
for (const auto& [ignore, elems] : paths)
|
|
for (auto& [period1, period2, value] : elems)
|
|
// Period1 < Period2, as enforced in ParsingDriver::add_period()
|
|
length = max(length, period2);
|
|
return length;
|
|
}
|
|
|
|
void
|
|
ConditionalForecastPathsStatement::writeOutput(ostream& output,
|
|
[[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
assert(path_length > 0);
|
|
output << "constrained_vars_ = [];" << endl
|
|
<< "constrained_paths_ = NaN(" << paths.size() << ", " << path_length << ");" << endl;
|
|
|
|
for (int k {1}; const auto& [id, elems] : paths)
|
|
{
|
|
if (k == 1)
|
|
output << "constrained_vars_ = " << symbol_table.getTypeSpecificID(id) + 1 << ";" << endl;
|
|
else
|
|
output << "constrained_vars_ = [constrained_vars_; "
|
|
<< symbol_table.getTypeSpecificID(id) + 1 << "];" << endl;
|
|
for (const auto& [period1, period2, value] : elems)
|
|
for (int j = period1; j <= period2; j++)
|
|
{
|
|
output << "constrained_paths_(" << k << "," << j << ")=";
|
|
value->writeOutput(output);
|
|
output << ";" << endl;
|
|
}
|
|
k++;
|
|
}
|
|
}
|
|
|
|
void
|
|
ConditionalForecastPathsStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "conditional_forecast_paths")"
|
|
<< R"(, "paths": [)";
|
|
for (bool printed_something {false}; const auto& [id, elems] : paths)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"var": ")" << symbol_table.getName(id) << R"(", )"
|
|
<< R"("values": [)";
|
|
for (bool printed_something2 {false}; const auto& [period1, period2, value] : elems)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"({"period1": )" << period1 << ", "
|
|
<< R"("period2": )" << period2 << ", "
|
|
<< R"("value": ")";
|
|
value->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
output << "]}";
|
|
}
|
|
|
|
MomentCalibration::MomentCalibration(constraints_t constraints_arg,
|
|
const SymbolTable& symbol_table_arg) :
|
|
constraints {move(constraints_arg)}, symbol_table {symbol_table_arg}
|
|
{
|
|
}
|
|
|
|
void
|
|
MomentCalibration::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
output << "options_.endogenous_prior_restrictions.moment = {" << endl;
|
|
for (const auto& c : constraints)
|
|
{
|
|
output << "'" << symbol_table.getName(c.endo1) << "', "
|
|
<< "'" << symbol_table.getName(c.endo2) << "', " << c.lags << ", "
|
|
<< "[ ";
|
|
c.lower_bound->writeOutput(output);
|
|
output << ", ";
|
|
c.upper_bound->writeOutput(output);
|
|
output << " ];" << endl;
|
|
}
|
|
output << "};" << endl;
|
|
}
|
|
|
|
void
|
|
MomentCalibration::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "moment_calibration")"
|
|
<< R"(, "moment_calibration_criteria": [)";
|
|
for (bool printed_something {false}; const auto& c : constraints)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"endogenous1": ")" << symbol_table.getName(c.endo1) << R"(")"
|
|
<< R"(, "endogenous2": ")" << symbol_table.getName(c.endo2) << R"(")"
|
|
<< R"(, "lags": ")" << c.lags << R"(")"
|
|
<< R"(, "lower_bound": ")";
|
|
c.lower_bound->writeJsonOutput(output, {}, {});
|
|
output << R"(")"
|
|
<< R"(, "upper_bound": ")";
|
|
c.upper_bound->writeJsonOutput(output, {}, {});
|
|
output << R"(")"
|
|
<< "}";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
IrfCalibration::IrfCalibration(constraints_t constraints_arg, const SymbolTable& symbol_table_arg,
|
|
OptionsList options_list_arg) :
|
|
constraints {move(constraints_arg)},
|
|
symbol_table {symbol_table_arg},
|
|
options_list {move(options_list_arg)}
|
|
{
|
|
}
|
|
|
|
void
|
|
IrfCalibration::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
options_list.writeOutput(output);
|
|
|
|
output << "options_.endogenous_prior_restrictions.irf = {" << endl;
|
|
for (const auto& c : constraints)
|
|
{
|
|
output << "'" << symbol_table.getName(c.endo) << "', "
|
|
<< "'" << symbol_table.getName(c.exo) << "', " << c.periods << ", "
|
|
<< "[ ";
|
|
c.lower_bound->writeOutput(output);
|
|
output << ", ";
|
|
c.upper_bound->writeOutput(output);
|
|
output << " ];" << endl;
|
|
}
|
|
output << "};" << endl;
|
|
}
|
|
|
|
void
|
|
IrfCalibration::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "irf_calibration")";
|
|
if (!options_list.empty())
|
|
{
|
|
output << ", ";
|
|
options_list.writeJsonOutput(output);
|
|
}
|
|
|
|
output << R"(, "irf_restrictions": [)";
|
|
for (bool printed_something {false}; const auto& c : constraints)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"endogenous": ")" << symbol_table.getName(c.endo) << R"(")"
|
|
<< R"(, "exogenous": ")" << symbol_table.getName(c.exo) << R"(")"
|
|
<< R"(, "periods": ")" << c.periods << R"(")"
|
|
<< R"(, "lower_bound": ")";
|
|
c.lower_bound->writeJsonOutput(output, {}, {});
|
|
output << R"(")";
|
|
output << R"(, "upper_bound": ")";
|
|
c.upper_bound->writeJsonOutput(output, {}, {});
|
|
output << R"(")"
|
|
<< "}";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
ShockGroupsStatement::ShockGroupsStatement(group_t shock_groups_arg, string name_arg) :
|
|
shock_groups {move(shock_groups_arg)}, name {move(name_arg)}
|
|
{
|
|
}
|
|
|
|
void
|
|
ShockGroupsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
int i = 1;
|
|
for (auto it = shock_groups.begin(); it != shock_groups.end(); ++it)
|
|
{
|
|
bool unique_label {true};
|
|
for (auto it1 = it + 1; it1 != shock_groups.end(); ++it1)
|
|
if (it->name == it1->name)
|
|
{
|
|
unique_label = false;
|
|
cerr << "Warning: shock group label '" << it->name << "' has been reused. "
|
|
<< "Only using the last definition." << endl;
|
|
break;
|
|
}
|
|
|
|
if (unique_label)
|
|
{
|
|
output << "M_.shock_groups." << name << ".group" << i << ".label = '" << it->name << "';"
|
|
<< endl
|
|
<< "M_.shock_groups." << name << ".group" << i << ".shocks = {";
|
|
for (const auto& it1 : it->list)
|
|
output << " '" << it1 << "'";
|
|
output << "};" << endl;
|
|
i++;
|
|
}
|
|
}
|
|
}
|
|
|
|
void
|
|
ShockGroupsStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "shock_groups", "name": ")" << name << R"(", "groups": [)";
|
|
bool printed_something {false};
|
|
for (auto it = shock_groups.begin(); it != shock_groups.end(); ++it)
|
|
{
|
|
bool unique_label {true};
|
|
for (auto it1 = it + 1; it1 != shock_groups.end(); ++it1)
|
|
if (it->name == it1->name)
|
|
{
|
|
unique_label = false;
|
|
break;
|
|
}
|
|
|
|
if (unique_label)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"group_name": ")" << it->name << R"(",)"
|
|
<< R"("shocks": [)";
|
|
for (bool printed_something2 {false}; const auto& it1 : it->list)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"(")" << it1 << R"(")";
|
|
}
|
|
output << "]}";
|
|
}
|
|
}
|
|
output << "]}";
|
|
}
|
|
|
|
Init2shocksStatement::Init2shocksStatement(vector<pair<int, int>> init2shocks_arg, string name_arg,
|
|
const SymbolTable& symbol_table_arg) :
|
|
init2shocks {move(init2shocks_arg)}, name {move(name_arg)}, symbol_table {symbol_table_arg}
|
|
{
|
|
}
|
|
|
|
void
|
|
Init2shocksStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
|
|
[[maybe_unused]] WarningConsolidation& warnings)
|
|
{
|
|
for (size_t i = 0; i < init2shocks.size(); i++)
|
|
for (size_t j = i + 1; j < init2shocks.size(); j++)
|
|
if (init2shocks.at(i).first == init2shocks.at(j).first)
|
|
{
|
|
cerr << "Init2shocks(" << name << "): enogenous variable '"
|
|
<< symbol_table.getName(init2shocks.at(i).first)
|
|
<< "' appears more than once in the init2shocks statement" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
}
|
|
|
|
void
|
|
Init2shocksStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
output << "M_.init2shocks." << name << " = {" << endl;
|
|
for (const auto& [id1, id2] : init2shocks)
|
|
output << "{'" << symbol_table.getName(id1) << "', '" << symbol_table.getName(id2) << "'};"
|
|
<< endl;
|
|
output << "};" << endl;
|
|
}
|
|
|
|
void
|
|
Init2shocksStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "init2shocks", "name": ")" << name << R"(", "groups": [)";
|
|
for (bool printed_something {false}; const auto& [id1, id2] : init2shocks)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ",";
|
|
output << R"({"endogenous": ")" << symbol_table.getName(id1) << R"(", )"
|
|
<< R"( "exogenous": ")" << symbol_table.getName(id2) << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
|
|
HeteroskedasticShocksStatement::HeteroskedasticShocksStatement(
|
|
bool overwrite_arg, heteroskedastic_shocks_t values_arg, heteroskedastic_shocks_t scales_arg,
|
|
const SymbolTable& symbol_table_arg) :
|
|
overwrite {overwrite_arg},
|
|
values {move(values_arg)},
|
|
scales {move(scales_arg)},
|
|
symbol_table {symbol_table_arg}
|
|
{
|
|
}
|
|
|
|
void
|
|
HeteroskedasticShocksStatement::writeOutput(ostream& output,
|
|
[[maybe_unused]] const string& basename,
|
|
[[maybe_unused]] bool minimal_workspace) const
|
|
{
|
|
// NB: The first initialization of the fields is done in ModFile::writeMOutput()
|
|
if (overwrite)
|
|
output << "M_.heteroskedastic_shocks.Qvalue_orig = [];" << endl
|
|
<< "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl;
|
|
|
|
for (const auto& [symb_id, vec] : values)
|
|
for (int tsid = symbol_table.getTypeSpecificID(symb_id);
|
|
const auto& [period1, period2, value] : vec)
|
|
{
|
|
output << "M_.heteroskedastic_shocks.Qvalue_orig = [M_.heteroskedastic_shocks.Qvalue_orig; "
|
|
"struct('exo_id', "
|
|
<< tsid + 1 << ",'periods'," << period1 << ":" << period2 << ",'value',";
|
|
value->writeOutput(output);
|
|
output << ")];" << endl;
|
|
}
|
|
for (const auto& [symb_id, vec] : scales)
|
|
for (int tsid = symbol_table.getTypeSpecificID(symb_id);
|
|
const auto& [period1, period2, scale] : vec)
|
|
{
|
|
output << "M_.heteroskedastic_shocks.Qscale_orig = [M_.heteroskedastic_shocks.Qscale_orig; "
|
|
"struct('exo_id', "
|
|
<< tsid + 1 << ",'periods'," << period1 << ":" << period2 << ",'scale',";
|
|
scale->writeOutput(output);
|
|
output << ")];" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
HeteroskedasticShocksStatement::writeJsonOutput(ostream& output) const
|
|
{
|
|
output << R"({"statementName": "heteroskedastic_shocks")"
|
|
<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "shocks_values": [)";
|
|
for (bool printed_something {false}; const auto& [symb_id, vec] : values)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"var": ")" << symbol_table.getName(symb_id) << R"(", )"
|
|
<< R"("values": [)";
|
|
for (bool printed_something2 {false}; const auto& [period1, period2, value] : vec)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"({"period1": )" << period1 << ", "
|
|
<< R"("period2": )" << period2 << ", "
|
|
<< R"("value": ")";
|
|
value->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
output << R"(], "shocks_scales": [)";
|
|
for (bool printed_something {false}; const auto& [symb_id, vec] : scales)
|
|
{
|
|
if (exchange(printed_something, true))
|
|
output << ", ";
|
|
output << R"({"var": ")" << symbol_table.getName(symb_id) << R"(", )"
|
|
<< R"("scales": [)";
|
|
for (bool printed_something2 {false}; const auto& [period1, period2, value] : vec)
|
|
{
|
|
if (exchange(printed_something2, true))
|
|
output << ", ";
|
|
output << R"({"period1": )" << period1 << ", "
|
|
<< R"("period2": )" << period2 << ", "
|
|
<< R"("value": ")";
|
|
value->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]}";
|
|
}
|
|
output << "]}";
|
|
}
|