355 lines
15 KiB
C++
355 lines
15 KiB
C++
/*
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* Copyright © 2018-2023 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.SS
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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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#ifndef SUB_MODEL_HH
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#define SUB_MODEL_HH
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#include <iostream>
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#include <map>
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#include <optional>
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#include <set>
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#include <vector>
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#include "ExprNode.hh"
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#include "Statement.hh"
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#include "SymbolList.hh"
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#include "SymbolTable.hh"
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// DynamicModel.hh can’t be included here, otherwise it would be a circular dependency
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class DynamicModel;
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using namespace std;
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//! A table with all Trend Component Models in the .mod file
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/*!
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The unique name of the trend component model is the identifier
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*/
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class TrendComponentModelTable
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{
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private:
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SymbolTable& symbol_table;
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set<string> names;
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map<string, vector<string>> eqtags, target_eqtags;
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map<string, vector<int>> eqnums, target_eqnums, nontarget_eqnums, max_lags, lhs, target_lhs,
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nontarget_lhs;
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map<string, vector<optional<int>>> orig_diff_var;
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map<string, vector<set<pair<int, int>>>> rhs;
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map<string, vector<bool>> diff;
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map<string, vector<expr_t>> lhs_expr_t;
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map<string, vector<optional<int>>> target_vars;
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map<string, map<tuple<int, int, int>, expr_t>> AR; // name -> (eqn, lag, lhs_symb_id) -> expr_t
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/* Note that A0 in the trend-component model context is not the same thing as
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in the structural VAR context. */
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map<string, map<tuple<int, int>, expr_t>> A0, A0star; // name -> (eqn, col) -> expr_t
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public:
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explicit TrendComponentModelTable(SymbolTable& symbol_table_arg);
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//! Add a trend component model
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void addTrendComponentModel(string name_arg, vector<string> eqtags_arg,
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vector<string> target_eqtags_arg);
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[[nodiscard]] inline bool isExistingTrendComponentModelName(const string& name_arg) const;
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[[nodiscard]] inline bool empty() const;
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[[nodiscard]] const map<string, vector<string>>& getEqTags() const;
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[[nodiscard]] const vector<string>& getEqTags(const string& name_arg) const;
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[[nodiscard]] const map<string, vector<string>>& getTargetEqTags() const;
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[[nodiscard]] const map<string, vector<int>>& getEqNums() const;
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[[nodiscard]] const map<string, vector<int>>& getTargetEqNums() const;
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[[nodiscard]] const vector<int>& getTargetEqNums(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getEqNums(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getMaxLags(const string& name_arg) const;
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[[nodiscard]] int getMaxLag(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getLhs(const string& name_arg) const;
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[[nodiscard]] const vector<expr_t>& getLhsExprT(const string& name_arg) const;
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[[nodiscard]] const vector<bool>& getDiff(const string& name_arg) const;
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[[nodiscard]] const map<string, vector<int>>& getNonTargetEqNums() const;
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[[nodiscard]] const vector<int>& getNonTargetEqNums(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getNonTargetLhs(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getTargetLhs(const string& name_arg) const;
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void setVals(map<string, vector<int>> eqnums_arg, map<string, vector<int>> target_eqnums_arg,
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map<string, vector<int>> lhs_arg, map<string, vector<expr_t>> lhs_expr_t_arg);
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void setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg);
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void setMaxLags(map<string, vector<int>> max_lags_arg);
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void setDiff(map<string, vector<bool>> diff_arg);
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void setOrigDiffVar(map<string, vector<optional<int>>> orig_diff_var_arg);
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void setTargetVar(map<string, vector<optional<int>>> target_vars_arg);
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void setAR(map<string, map<tuple<int, int, int>, expr_t>> AR_arg);
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void setA0(map<string, map<tuple<int, int>, expr_t>> A0_arg,
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map<string, map<tuple<int, int>, expr_t>> A0star_arg);
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//! Write output of this class
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void writeOutput(const string& basename, ostream& output) const;
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//! Write JSON Output
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void writeJsonOutput(ostream& output) const;
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private:
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void checkModelName(const string& name_arg) const;
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void setNonTargetEqnums();
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};
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inline bool
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TrendComponentModelTable::isExistingTrendComponentModelName(const string& name_arg) const
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{
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return names.contains(name_arg);
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}
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inline bool
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TrendComponentModelTable::empty() const
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{
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return names.empty();
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}
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class VarModelTable
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{
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private:
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SymbolTable& symbol_table;
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set<string> names;
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map<string, bool> structural; // Whether VARs are structural or reduced-form
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map<string, vector<string>> eqtags;
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map<string, vector<int>> eqnums, max_lags, lhs, lhs_orig_symb_ids;
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map<string, vector<optional<int>>> orig_diff_var;
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map<string, vector<set<pair<int, int>>>>
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rhs; // name -> for each equation: set of pairs (var, lag)
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map<string, vector<bool>> diff;
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map<string, vector<expr_t>> lhs_expr_t;
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map<string, map<tuple<int, int, int>, expr_t>>
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AR; // name -> (eqn, lag, lhs_symb_id) -> param_expr_t
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/* The A0 matrix is mainly for structural VARs. For reduced-form VARs, it
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will be equal to the identity matrix. Also note that A0 in the structural
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VAR context is not the same thing as in the trend-component model
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context. */
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map<string, map<tuple<int, int>, expr_t>> A0; // name -> (eqn, lhs_symb_id) -> param_expr_t
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map<string, map<int, expr_t>> constants; // name -> eqn -> constant
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public:
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explicit VarModelTable(SymbolTable& symbol_table_arg);
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//! Add a VAR model
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void addVarModel(string name, bool structural_arg, vector<string> eqtags);
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[[nodiscard]] inline bool isExistingVarModelName(const string& name_arg) const;
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[[nodiscard]] inline bool empty() const;
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[[nodiscard]] const map<string, bool>& getStructural() const;
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[[nodiscard]] const map<string, vector<string>>& getEqTags() const;
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[[nodiscard]] const vector<string>& getEqTags(const string& name_arg) const;
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[[nodiscard]] const map<string, vector<int>>& getEqNums() const;
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[[nodiscard]] const vector<bool>& getDiff(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getEqNums(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getMaxLags(const string& name_arg) const;
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[[nodiscard]] int getMaxLag(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getLhs(const string& name_arg) const;
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[[nodiscard]] const vector<int>& getLhsOrigIds(const string& name_arg) const;
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[[nodiscard]] const vector<set<pair<int, int>>>& getRhs(const string& name_arg) const;
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[[nodiscard]] const vector<expr_t>& getLhsExprT(const string& name_arg) const;
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void setEqNums(map<string, vector<int>> eqnums_arg);
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void setLhs(map<string, vector<int>> lhs_arg);
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void setRhs(map<string, vector<set<pair<int, int>>>> rhs_arg);
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void setLhsExprT(map<string, vector<expr_t>> lhs_expr_t_arg);
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void setDiff(map<string, vector<bool>> diff_arg);
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void setMaxLags(map<string, vector<int>> max_lags_arg);
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void setOrigDiffVar(map<string, vector<optional<int>>> orig_diff_var_arg);
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void setAR(map<string, map<tuple<int, int, int>, expr_t>> AR_arg);
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void setA0(map<string, map<tuple<int, int>, expr_t>> A0_arg);
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void setConstants(map<string, map<int, expr_t>> constants_arg);
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//! Write output of this class
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void writeOutput(const string& basename, ostream& output) const;
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//! Write JSON Output
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void writeJsonOutput(ostream& output) const;
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private:
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void checkModelName(const string& name_arg) const;
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};
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inline bool
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VarModelTable::isExistingVarModelName(const string& name_arg) const
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{
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return names.contains(name_arg);
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}
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inline bool
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VarModelTable::empty() const
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{
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return names.empty();
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}
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class VarExpectationModelTable
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{
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private:
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SymbolTable& symbol_table;
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set<string> names;
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map<string, expr_t> expression;
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map<string, string> aux_model_name;
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map<string, string> horizon;
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map<string, expr_t> discount;
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map<string, int> time_shift;
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// For each model, list of generated auxiliary param ids, in variable-major order
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map<string, vector<int>> aux_param_symb_ids;
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// Decomposition of the expression
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map<string, vector<tuple<int, optional<int>, double>>> vars_params_constants;
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public:
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explicit VarExpectationModelTable(SymbolTable& symbol_table_arg);
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void addVarExpectationModel(string name_arg, expr_t expression_arg, string aux_model_name_arg,
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string horizon_arg, expr_t discount_arg, int time_shift_arg);
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[[nodiscard]] bool isExistingVarExpectationModelName(const string& name_arg) const;
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[[nodiscard]] bool empty() const;
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void substituteUnaryOpsInExpression(const lag_equivalence_table_t& nodes,
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ExprNode::subst_table_t& subst_table,
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vector<BinaryOpNode*>& neweqs);
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// Called by DynamicModel::substituteDiff()
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void substituteDiffNodesInExpression(const lag_equivalence_table_t& diff_nodes,
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ExprNode::subst_table_t& diff_subst_table,
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vector<BinaryOpNode*>& neweqs);
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void transformPass(ExprNode::subst_table_t& diff_subst_table, DynamicModel& dynamic_model,
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const VarModelTable& var_model_table,
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const TrendComponentModelTable& trend_component_model_table);
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void writeOutput(ostream& output) const;
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void writeJsonOutput(ostream& output) const;
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};
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class PacModelTable
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{
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private:
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SymbolTable& symbol_table;
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set<string> names;
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map<string, string> aux_model_name;
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map<string, string> discount;
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/* The growth expressions belong to the main dynamic_model from the ModFile
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instance. The growth expression is necessarily nullptr for a model with a
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pac_target_info block. */
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map<string, expr_t> growth, original_growth;
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/* Information about the structure of growth expressions (which must be a
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linear combination of variables, possibly with additional constants).
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Each tuple represents a term: (endo_id, lag, param_id, constant) */
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using growth_info_t = vector<tuple<optional<int>, int, optional<int>, double>>;
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map<string, growth_info_t> growth_info;
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// The “auxname” option of pac_model (empty if not passed)
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map<string, string> auxname;
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// The “kind” option of pac_model (“undefined” if not passed)
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map<string, PacTargetKind> kind;
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/* Stores the name of the PAC equation associated to the model.
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pac_model_name → eq_name */
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map<string, string> eq_name;
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/* Stores symb_ids for auxiliary endogenous created for the expression
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substituted to the pac_expectation operator:
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- in the backward case, this auxiliary contains exactly the
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pac_expectation value
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- in the MCE case, this auxiliary represents Z₁ (i.e. without the growth
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correction term)
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Note that this structure is not used in the presence of the
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pac_target_info block.
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pac_model_name → symb_id */
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map<string, int> aux_var_symb_ids;
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/* Stores symb_ids for auxiliary parameters created for the expression
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substituted to the pac_expectation operator (excluding the growth
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neutrality correction):
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- in the backward case, contains the “h” parameters
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- in the MCE case, contains the “α” parameters
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Note that this structure is not used in the presence of the
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pac_target_info block.
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pac_model_name → symb_ids */
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map<string, vector<int>> aux_param_symb_ids;
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/* Stores indices for growth neutrality parameters
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pac_model_name → growth_neutrality_param_index.
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This map is not used for PAC models with a pac_target_info block. */
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map<string, int> growth_neutrality_params;
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// Stores LHS vars (only for backward PAC models)
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map<string, vector<int>> lhs;
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// Stores auxiliary model type (only for backward PAC models)
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map<string, string> aux_model_type;
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public:
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/* Stores info about PAC equations
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pac_model_name →
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(lhs, optim_share_index, ar_params_and_vars, ec_params_and_vars,
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non_optim_vars_params_and_constants, additive_vars_params_and_constants,
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optim_additive_vars_params_and_constants)
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*/
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using equation_info_t
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= map<string,
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tuple<pair<int, int>, optional<int>, vector<tuple<optional<int>, optional<int>, int>>,
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pair<int, vector<tuple<int, bool, int>>>,
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vector<tuple<int, int, optional<int>, double>>,
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vector<tuple<int, int, optional<int>, double>>,
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vector<tuple<int, int, optional<int>, double>>>>;
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private:
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equation_info_t equation_info;
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public:
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/* (component variable/expr, growth, auxname, kind, coeff. in the linear
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combination, growth_param ID (unused if growth is nullptr), vector of h parameters,
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original_growth, growth_info) */
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using target_component_t = tuple<expr_t, expr_t, string, PacTargetKind, expr_t, int, vector<int>,
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expr_t, growth_info_t>;
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private:
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// pac_model_name → (target variable/expr, auxname_target_nonstationary, target components)
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map<string, tuple<expr_t, string, vector<target_component_t>>> target_info;
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[[nodiscard]] int pacEquationMaxLag(const string& name_arg) const;
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// Return a text representation of a kind (but fails on “unspecified” kind value)
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static string kindToString(PacTargetKind kind);
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public:
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explicit PacModelTable(SymbolTable& symbol_table_arg);
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void addPacModel(string name_arg, string aux_model_name_arg, string discount_arg,
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expr_t growth_arg, string auxname_arg, PacTargetKind kind_arg);
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[[nodiscard]] bool isExistingPacModelName(const string& name_arg) const;
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[[nodiscard]] bool empty() const;
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void checkPass(ModFileStructure& mod_file_struct);
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// Called by DynamicModel::substituteUnaryOps()
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void substituteUnaryOpsInGrowth(const lag_equivalence_table_t& nodes,
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ExprNode::subst_table_t& subst_table,
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vector<BinaryOpNode*>& neweqs);
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void findDiffNodesInGrowth(lag_equivalence_table_t& diff_nodes) const;
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// Called by DynamicModel::substituteDiff()
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void substituteDiffNodesInGrowth(const lag_equivalence_table_t& diff_nodes,
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ExprNode::subst_table_t& diff_subst_table,
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vector<BinaryOpNode*>& neweqs);
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// Must be called after substituteDiffNodesInGrowth() and substituteUnaryOpsInGrowth()
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void transformPass(const lag_equivalence_table_t& unary_ops_nodes,
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ExprNode::subst_table_t& unary_ops_subst_table,
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const lag_equivalence_table_t& diff_nodes,
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ExprNode::subst_table_t& diff_subst_table, DynamicModel& dynamic_model,
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const VarModelTable& var_model_table,
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const TrendComponentModelTable& trend_component_model_table);
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void writeOutput(ostream& output) const;
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void writeJsonOutput(ostream& output) const;
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void setTargetExpr(const string& name_arg, expr_t target);
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void setTargetAuxnameNonstationary(const string& name_arg, string auxname);
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/* Only the first four elements of the tuple are expected to be set by the
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caller. The other ones will be filled by this class. */
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void addTargetComponent(const string& name_arg, target_component_t component);
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void writeTargetCoefficientsFile(const string& basename) const;
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};
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#endif
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