500 lines
17 KiB
C++
500 lines
17 KiB
C++
/*
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* Copyright © 2010-2021 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 <algorithm>
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#include <sstream>
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#include "ModelEquationBlock.hh"
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SteadyStateModel::SteadyStateModel(SymbolTable &symbol_table_arg,
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NumericalConstants &num_constants_arg,
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ExternalFunctionsTable &external_functions_table_arg,
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const StaticModel &static_model_arg) :
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DataTree{symbol_table_arg, num_constants_arg, external_functions_table_arg},
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static_model{static_model_arg}
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{
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}
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SteadyStateModel::SteadyStateModel(const SteadyStateModel &m) :
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DataTree{m},
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static_model{m.static_model}
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{
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for (const auto &it : m.def_table)
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def_table.emplace_back(it.first, it.second->clone(*this));
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}
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SteadyStateModel &
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SteadyStateModel::operator=(const SteadyStateModel &m)
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{
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DataTree::operator=(m);
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assert(&static_model == &m.static_model);
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def_table.clear();
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for (const auto &it : m.def_table)
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def_table.emplace_back(it.first, it.second->clone(*this));
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return *this;
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}
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void
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SteadyStateModel::addDefinition(int symb_id, expr_t expr)
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{
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AddVariable(symb_id); // Create the variable node to be used in write method
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assert(symbol_table.getType(symb_id) == SymbolType::endogenous
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|| symbol_table.getType(symb_id) == SymbolType::modFileLocalVariable
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|| symbol_table.getType(symb_id) == SymbolType::parameter);
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// Add the variable
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vector<int> v;
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v.push_back(symb_id);
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def_table.emplace_back(v, expr);
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}
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void
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SteadyStateModel::addMultipleDefinitions(const vector<int> &symb_ids, expr_t expr)
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{
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for (int symb_id : symb_ids)
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{
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AddVariable(symb_id); // Create the variable nodes to be used in write method
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assert(symbol_table.getType(symb_id) == SymbolType::endogenous
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|| symbol_table.getType(symb_id) == SymbolType::modFileLocalVariable
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|| symbol_table.getType(symb_id) == SymbolType::parameter);
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}
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def_table.emplace_back(symb_ids, expr);
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}
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void
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SteadyStateModel::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) const
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{
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if (def_table.size() == 0)
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return;
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mod_file_struct.steady_state_model_present = true;
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vector<int> so_far_defined;
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for (const auto &i : def_table)
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{
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const vector<int> &symb_ids = i.first;
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// Check that symbols are not already defined
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for (int symb_id : symb_ids)
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if (find(so_far_defined.begin(), so_far_defined.end(), symb_id)
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!= so_far_defined.end())
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warnings << "WARNING: in the 'steady_state_model' block, variable '" << symbol_table.getName(symb_id) << "' is declared twice" << endl;
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// Check that expression has no undefined symbol
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if (!mod_file_struct.ramsey_model_present)
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{
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set<int> used_symbols;
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const expr_t &expr = i.second;
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expr->collectVariables(SymbolType::endogenous, used_symbols);
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expr->collectVariables(SymbolType::modFileLocalVariable, used_symbols);
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for (int used_symbol : used_symbols)
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if (find(so_far_defined.begin(), so_far_defined.end(), used_symbol)
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== so_far_defined.end())
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{
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cerr << "ERROR: in the 'steady_state_model' block, variable '" << symbol_table.getName(used_symbol)
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<< "' is undefined in the declaration of variable '" << symbol_table.getName(symb_ids[0]) << "'" << endl;
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exit(EXIT_FAILURE);
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}
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}
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copy(symb_ids.begin(), symb_ids.end(), back_inserter(so_far_defined));
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}
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/* Check that all original endogous are defined (except the instruments of a
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Ramsey model, since the steady_state_block should give the steady state
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*conditional* to those instruments) */
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set<int> should_be_defined = symbol_table.getOrigEndogenous();
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if (mod_file_struct.ramsey_policy_present || mod_file_struct.ramsey_model_present)
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for (const auto &s : mod_file_struct.instruments.getSymbols())
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should_be_defined.erase(symbol_table.getID(s));
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for (int v : should_be_defined)
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{
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if (find(so_far_defined.begin(), so_far_defined.end(), v)
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== so_far_defined.end())
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warnings << "WARNING: in the 'steady_state_model' block, variable '" << symbol_table.getName(v) << "' is not assigned a value" << endl;
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}
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}
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void
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SteadyStateModel::writeLatexSteadyStateFile(const string &basename) const
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{
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filesystem::create_directories(basename + "/latex");
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ofstream output, content_output;
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string filename = basename + "/latex/steady_state.tex";
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string content_filename = basename + "/latex/steady_state_content.tex";
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output.open(filename, ios::out | ios::binary);
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if (!output.is_open())
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{
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cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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content_output.open(content_filename, ios::out | ios::binary);
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if (!content_output.is_open())
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{
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cerr << "ERROR: Can't open file " << content_filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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output << "\\documentclass[10pt,a4paper]{article}" << endl
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<< "\\usepackage[landscape]{geometry}" << endl
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<< "\\usepackage{fullpage}" << endl
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<< "\\usepackage{amsfonts}" << endl
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<< "\\usepackage{breqn}" << endl
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<< "\\begin{document}" << endl
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<< "\\footnotesize" << endl;
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for (const auto & [ids, value] : def_table)
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for (int id : ids)
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{
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content_output << "\\begin{dmath}" << endl
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<< symbol_table.getTeXName(id) << " = ";
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value->writeOutput(content_output, ExprNodeOutputType::latexStaticModel);
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content_output << endl << "\\end{dmath}" << endl;
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}
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static_model.writeLatexAuxVarRecursiveDefinitions(content_output);
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output << "\\include{steady_state_content.tex}" << endl
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<< "\\end{document}" << endl;
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output.close();
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content_output.close();
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}
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void
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SteadyStateModel::writeSteadyStateFile(const string &basename, bool ramsey_model, bool julia) const
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{
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if (def_table.size() == 0)
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return;
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ExprNodeOutputType output_type = (julia ? ExprNodeOutputType::juliaSteadyStateFile : ExprNodeOutputType::steadyStateFile);
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stringstream output;
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if (!julia)
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output << "function [ys_, params, info] = steadystate("
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<< "ys_, exo_, params)" << endl
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<< "% Steady state generated by Dynare preprocessor" << endl
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<< " info = 0;" << endl;
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else
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output << "module " << basename << "SteadyState2" << endl
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<< "#" << endl
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<< "# NB: this file was automatically generated by Dynare" << endl
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<< "# from " << basename << ".mod" << endl
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<< "#" << endl
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<< "export steady_state!" << endl << endl
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<< "function steady_state!(ys_::Vector{Float64}, exo_::Vector{Float64}, "
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<< "params::Vector{Float64})" << endl;
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for (const auto & [symb_ids, value] : def_table)
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{
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output << " ";
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if (symb_ids.size() > 1)
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output << "[";
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for (size_t j = 0; j < symb_ids.size(); j++)
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{
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getVariable(symb_ids[j])->ExprNode::writeOutput(output, output_type);
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if (j < symb_ids.size()-1)
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output << ",";
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}
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if (symb_ids.size() > 1)
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output << "]";
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output << "=";
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value->writeOutput(output, output_type);
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output << ";" << endl;
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}
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if (!julia)
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output << " % Auxiliary equations" << endl;
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else
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output << " # Auxiliary equations" << endl;
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static_model.writeAuxVarRecursiveDefinitions(output, output_type);
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output << "end" << endl;
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if (julia)
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output << "end" << endl;
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writeToFileIfModified(output, julia ? basename + "SteadyState2.jl" : packageDir(basename) + "/steadystate.m");
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}
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void
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SteadyStateModel::writeJsonSteadyStateFile(ostream &output, bool transformComputingPass) const
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{
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if (def_table.size() == 0)
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return;
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vector<pair<string, string>> eqtags;
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output << "{\"steady_state_model\": [";
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for (size_t i = 0; i < def_table.size(); i++)
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{
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const vector<int> &symb_ids = def_table[i].first;
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if (i != 0)
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output << ",";
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output << "{\"lhs\": ";
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if (symb_ids.size() > 1)
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output << "[";
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for (size_t j = 0; j < symb_ids.size(); j++)
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{
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if (j != 0)
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output << ",";
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output << "\"";
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getVariable(symb_ids[j])->writeJsonOutput(output, {}, {}, false);
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output << "\"";
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}
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if (symb_ids.size() > 1)
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output << "]";
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output << R"(, "rhs":")";
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def_table[i].second->writeJsonOutput(output, {}, {}, false);
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output << "\"}" << endl;
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}
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if (transformComputingPass)
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static_model.writeJsonAuxVarRecursiveDefinitions(output);
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output << "]}";
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}
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Epilogue::Epilogue(SymbolTable &symbol_table_arg,
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NumericalConstants &num_constants_arg,
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ExternalFunctionsTable &external_functions_table_arg,
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TrendComponentModelTable &trend_component_model_table_arg,
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VarModelTable &var_model_table_arg) :
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DynamicModel{symbol_table_arg, num_constants_arg, external_functions_table_arg,
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trend_component_model_table_arg, var_model_table_arg}
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{
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}
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Epilogue::Epilogue(const Epilogue &m) :
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DynamicModel{m}
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{
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for (const auto &it : m.dynamic_def_table)
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dynamic_def_table.emplace_back(it.first, it.second->clone(*this));
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}
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Epilogue &
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Epilogue::operator=(const Epilogue &m)
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{
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DynamicModel::operator=(m);
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dynamic_def_table.clear();
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for (const auto &it : m.dynamic_def_table)
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dynamic_def_table.emplace_back(it.first, it.second->clone(*this));
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return *this;
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}
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void
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Epilogue::addDefinition(int symb_id, expr_t expr)
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{
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dynamic_def_table.emplace_back(symb_id, expr);
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}
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void
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Epilogue::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) const
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{
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if (dynamic_def_table.size() == 0)
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{
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if (mod_file_struct.with_epilogue_option)
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{
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cerr << "ERROR: the 'with_epilogue' option cannot be specified when there is no 'epilogue' block" << endl;
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exit(EXIT_FAILURE);
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}
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return;
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}
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vector<int> so_far_defined;
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for (const auto &it : dynamic_def_table)
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if (find(so_far_defined.begin(), so_far_defined.end(), it.first) != so_far_defined.end())
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{
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cerr << "WARNING: in the 'epilogue' block, variable '" << it.first
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<< "' is declared twice" << endl;
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exit(EXIT_FAILURE);
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}
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else
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so_far_defined.push_back(it.first);
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}
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void
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Epilogue::toStatic()
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{
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for (const auto & [symb_id, expr] : dynamic_def_table)
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static_def_table.emplace_back(make_pair(symb_id, expr->toStatic(*this)));
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}
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void
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Epilogue::detrend(const map<int, expr_t> &trend_symbols_map,
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const nonstationary_symbols_map_t &nonstationary_symbols_map)
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{
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for (auto it = nonstationary_symbols_map.crbegin();
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it != nonstationary_symbols_map.crend(); ++it)
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for (auto & [symb_id, expr] : dynamic_def_table)
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{
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expr = expr->detrend(it->first, it->second.first, it->second.second);
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assert(expr);
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}
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for (auto & [symb_id, expr] : dynamic_def_table)
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{
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expr = expr->removeTrendLeadLag(trend_symbols_map);
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assert(expr);
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}
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for (auto & [symb_id, expr] : dynamic_def_table)
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{
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expr = expr->replaceTrendVar();
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assert(expr);
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}
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}
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void
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Epilogue::writeEpilogueFile(const string &basename) const
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{
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if (dynamic_def_table.empty())
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return;
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writeDynamicEpilogueFile(basename);
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writeStaticEpilogueFile(basename);
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}
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void
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Epilogue::writeStaticEpilogueFile(const string &basename) const
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{
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string filename = packageDir(basename) + "/epilogue_static.m";
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ofstream output;
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output.open(filename, ios::out | ios::binary);
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if (!output.is_open())
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{
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cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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output << "function ds = epilogue_static(params, ds)" << endl
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<< "% function ds = epilogue_static(params, ds)" << endl
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<< "% Epilogue file generated by Dynare preprocessor" << endl;
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for (const auto & [symb_id, expr] : static_def_table)
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{
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// Rewrite external function TEF term for every equation as argument values could have been changed
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// in between two calls to the same function;
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deriv_node_temp_terms_t tef_terms;
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temporary_terms_t temporary_terms;
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temporary_terms_idxs_t temporary_terms_idxs;
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output << endl;
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if (expr->containsExternalFunction())
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expr->writeExternalFunctionOutput(output, ExprNodeOutputType::matlabDseries, temporary_terms, temporary_terms_idxs, tef_terms);
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output << "epilogue_static_tmp_term = ";
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expr->writeOutput(output, ExprNodeOutputType::matlabDseries, temporary_terms, temporary_terms_idxs, tef_terms);
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output << ";" << endl
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<< "if isdseries(epilogue_static_tmp_term)" << endl
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<< " ds." << symbol_table.getName(symb_id) << " = epilogue_static_tmp_term;" << endl
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<< "else" << endl
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<< " ds." << symbol_table.getName(symb_id) << " = dseries(ones(ds.nobs,1)*epilogue_static_tmp_term, ds.firstdate, '" << symbol_table.getName(symb_id) << "');" << endl
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<< "end" << endl;
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}
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output << "end" << endl;
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output.close();
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}
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void
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Epilogue::writeDynamicEpilogueFile(const string &basename) const
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{
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string filename = packageDir(basename) + "/epilogue_dynamic.m";
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ofstream output;
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output.open(filename, ios::out | ios::binary);
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if (!output.is_open())
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{
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cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
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exit(EXIT_FAILURE);
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}
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output << "function ds = epilogue_dynamic(params, ds)" << endl
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<< "% function ds = epilogue_dynamic(params, ds)" << endl
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<< "% Epilogue file generated by Dynare preprocessor" << endl << endl
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<< "simul_end_date = lastdate(ds);" << endl;
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deriv_node_temp_terms_t tef_terms;
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temporary_terms_t temporary_terms;
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temporary_terms_idxs_t temporary_terms_idxs;
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for (const auto & [symb_id, expr] : dynamic_def_table)
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{
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int max_lag = expr->maxLagWithDiffsExpanded();
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set<int> used_symbols;
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expr->collectVariables(SymbolType::endogenous, used_symbols);
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expr->collectVariables(SymbolType::exogenous, used_symbols);
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expr->collectVariables(SymbolType::epilogue, used_symbols);
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output << endl
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<< "if ~ds.exist('" << symbol_table.getName(symb_id) << "')" << endl
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<< " ds = [ds dseries(NaN(ds.nobs,1), ds.firstdate, '" << symbol_table.getName(symb_id)<< "')];" << endl
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<< "end" << endl
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<< "try" << endl
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<< " simul_begin_date = firstobservedperiod(ds{";
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for (auto it1 = used_symbols.begin(); it1 != used_symbols.end(); ++it1)
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{
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if (it1 != used_symbols.begin())
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output << ", ";
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output << "'" << symbol_table.getName(*it1) << "'";
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}
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output << "}) + " << max_lag << ";" << endl
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<< " from simul_begin_date to simul_end_date do "
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<< "ds." << symbol_table.getName(symb_id) << "(t) = ";
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expr->writeOutput(output, ExprNodeOutputType::epilogueFile, temporary_terms, temporary_terms_idxs, tef_terms);
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output << ";" << endl
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<< "catch" << endl
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<< "end" << endl;
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}
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output << "end" << endl;
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output.close();
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}
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void
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Epilogue::writeOutput(ostream &output) const
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{
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if (dynamic_def_table.empty())
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{
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output << "M_.epilogue_names = {};" << endl
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<< "M_.epilogue_var_list_ = {};" << endl;
|
|
return;
|
|
}
|
|
|
|
int idx = 1;
|
|
output << "M_.epilogue_names = cell(" << dynamic_def_table.size() << ",1);" << endl;
|
|
for (const auto & [symb_id, expr] : dynamic_def_table)
|
|
output << "M_.epilogue_names{" << idx++ << "} = '"
|
|
<< symbol_table.getName(symb_id) << "';" << endl;
|
|
|
|
set<int> endogs;
|
|
for (const auto & [symb_id, expr] : dynamic_def_table)
|
|
expr->collectVariables(SymbolType::endogenous, endogs);
|
|
|
|
SymbolList symbol_list;
|
|
for (auto symb_id : endogs)
|
|
symbol_list.addSymbol(symbol_table.getName(symb_id));
|
|
symbol_list.writeOutput("M_.epilogue_var_list_", output);
|
|
}
|