503 lines
15 KiB
C++
503 lines
15 KiB
C++
/*
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* Copyright (C) 2003-2010 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 <http://www.gnu.org/licenses/>.
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*/
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#ifndef _COMPUTINGTASKS_HH
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#define _COMPUTINGTASKS_HH
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#include <ostream>
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#include "SymbolList.hh"
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#include "SymbolTable.hh"
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#include "Statement.hh"
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#include "StaticModel.hh"
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#include "DynamicModel.hh"
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class SteadyStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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SteadyStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class CheckStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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CheckStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class SimulStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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SimulStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ModelInfoStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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ModelInfoStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class StochSimulStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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StochSimulStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ForecastStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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ForecastStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class RamseyPolicyStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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RamseyPolicyStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class RplotStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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RplotStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class UnitRootVarsStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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public:
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UnitRootVarsStatement(const SymbolList &symbol_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class PeriodsStatement : public Statement
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{
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private:
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const int periods;
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public:
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PeriodsStatement(int periods_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class DsampleStatement : public Statement
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{
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private:
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const int val1, val2;
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public:
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DsampleStatement(int val1_arg);
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DsampleStatement(int val1_arg, int val2_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class EstimationStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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const SymbolTable &symbol_table;
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public:
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EstimationStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg,
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const SymbolTable &symbol_table);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class DynareSensitivityStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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DynareSensitivityStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ObservationTrendsStatement : public Statement
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{
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public:
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typedef map<string, expr_t> trend_elements_t;
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private:
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const trend_elements_t trend_elements;
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const SymbolTable &symbol_table;
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public:
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ObservationTrendsStatement(const trend_elements_t &trend_elements_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class OsrParamsStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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public:
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OsrParamsStatement(const SymbolList &symbol_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class OsrStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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OsrStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class DynaTypeStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const string filename;
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public:
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DynaTypeStatement(const SymbolList &symbol_list_arg,
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const string &filename_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class DynaSaveStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const string filename;
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public:
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DynaSaveStatement(const SymbolList &symbol_list_arg,
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const string &filename_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ModelComparisonStatement : public Statement
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{
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public:
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typedef vector<pair<string, string> > filename_list_t;
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private:
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filename_list_t filename_list;
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OptionsList options_list;
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public:
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ModelComparisonStatement(const filename_list_t &filename_list_arg,
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const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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//! Temporary structure used when parsing estimation_params* statements
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class EstimationParams
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{
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public:
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int type;
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string name, name2, prior;
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expr_t init_val, low_bound, up_bound, mean, std, p3, p4, jscale;
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void
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init(const DataTree &datatree)
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{
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type = 0;
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name = "";
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name2 = "";
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prior = "NaN";
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init_val = datatree.NaN;
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low_bound = datatree.MinusInfinity;
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up_bound = datatree.Infinity;
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mean = datatree.NaN;
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std = datatree.NaN;
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p3 = datatree.NaN;
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p4 = datatree.NaN;
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jscale = datatree.NaN;
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}
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};
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class EstimatedParamsStatement : public Statement
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{
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private:
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const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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public:
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EstimatedParamsStatement(const vector<EstimationParams> &estim_params_list_arg,
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const SymbolTable &symbol_table_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class EstimatedParamsInitStatement : public Statement
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{
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private:
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const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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public:
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EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class EstimatedParamsBoundsStatement : public Statement
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{
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private:
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const vector<EstimationParams> estim_params_list;
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const SymbolTable &symbol_table;
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public:
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EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class OptimWeightsStatement : public Statement
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{
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public:
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typedef map<string, expr_t> var_weights_t;
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typedef map<pair<string, string>, expr_t> covar_weights_t;
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private:
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const var_weights_t var_weights;
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const covar_weights_t covar_weights;
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const SymbolTable &symbol_table;
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public:
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OptimWeightsStatement(const var_weights_t &var_weights_arg,
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const covar_weights_t &covar_weights_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class CalibStatement : public Statement
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{
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private:
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const int covar;
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public:
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CalibStatement(int covar_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class CalibVarStatement : public Statement
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{
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public:
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//! Maps a variable to a pair (weight, expression)
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typedef map<string, pair<string, expr_t> > calib_var_t;
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//! Maps a pair of variables to a pair (weight, expression)
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typedef map<pair<string, string>, pair<string, expr_t> > calib_covar_t;
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//! Maps a pair (variable, autocorr) to a pair (weight, expression)
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typedef map<pair<string, int>, pair<string, expr_t> > calib_ac_t;
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private:
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const calib_var_t calib_var;
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const calib_covar_t calib_covar;
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const calib_ac_t calib_ac;
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const SymbolTable &symbol_table;
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public:
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CalibVarStatement(const calib_var_t &calib_var_arg,
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const calib_covar_t &calib_covar_arg,
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const calib_ac_t &calib_ac_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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/*! \todo Make model_tree a member instead of a pointer */
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class PlannerObjectiveStatement : public Statement
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{
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private:
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StaticModel *model_tree;
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public:
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//! Constructor
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/*! \param model_tree_arg the model tree used to store the objective function.
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It is owned by the PlannerObjectiveStatement, and will be deleted by its destructor */
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PlannerObjectiveStatement(StaticModel *model_tree_arg);
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virtual ~PlannerObjectiveStatement();
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/*! \todo check there are only endogenous variables at the current period in the objective
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(no exogenous, no lead/lag) */
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virtual void checkPass(ModFileStructure &mod_file_struct);
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/*! \todo allow for the possibility of disabling temporary terms */
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virtual void computingPass();
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class BVARDensityStatement : public Statement
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{
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private:
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const int maxnlags;
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const OptionsList options_list;
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public:
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BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class BVARForecastStatement : public Statement
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{
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private:
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const int nlags;
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const OptionsList options_list;
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public:
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BVARForecastStatement(int nlags_arg, const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class SBVARStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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SBVARStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class MS_SBVARStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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MS_SBVARStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class IdentificationStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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IdentificationStatement(const OptionsList &options_list_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class WriteLatexDynamicModelStatement : public Statement
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{
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private:
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const DynamicModel &dynamic_model;
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public:
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WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class WriteLatexStaticModelStatement : public Statement
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{
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private:
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const StaticModel &static_model;
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public:
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WriteLatexStaticModelStatement(const StaticModel &static_model_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ShockDecompositionStatement : public Statement
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{
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private:
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const SymbolList symbol_list;
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const OptionsList options_list;
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public:
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ShockDecompositionStatement(const SymbolList &symbol_list_arg,
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const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class ConditionalForecastStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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ConditionalForecastStatement(const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class PlotConditionalForecastStatement : public Statement
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{
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private:
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//! A value of -1 indicates that the user didn't specify a value
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const int periods;
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const SymbolList symbol_list;
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public:
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PlotConditionalForecastStatement(int periods_arg, const SymbolList &symbol_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class SvarIdentificationStatement : public Statement
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{
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public:
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typedef map<pair<int, int>, vector<int> > svar_identification_exclusion_t;
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private:
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const svar_identification_exclusion_t exclusion;
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const bool upper_cholesky_present;
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const bool lower_cholesky_present;
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const SymbolTable &symbol_table;
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int getMaxLag() const;
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public:
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SvarIdentificationStatement(const svar_identification_exclusion_t &exclusion_arg,
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const bool &upper_cholesky_present_arg,
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const bool &lower_cholesky_present_arg,
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const SymbolTable &symbol_table_arg);
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virtual void checkPass(ModFileStructure &mod_file_struct);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class MarkovSwitchingStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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MarkovSwitchingStatement(const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class SvarStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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SvarStatement(const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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#endif
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