627 lines
19 KiB
C++
627 lines
19 KiB
C++
/*
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* Copyright © 2003-2021 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 <iostream>
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#include <fstream>
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#include <sstream>
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#include <cstdlib>
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#include <utility>
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#include "NumericalInitialization.hh"
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InitParamStatement::InitParamStatement(int symb_id_arg,
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const expr_t param_value_arg,
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const SymbolTable &symbol_table_arg) :
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symb_id{symb_id_arg},
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param_value{param_value_arg},
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symbol_table{symbol_table_arg}
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{
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}
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void
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InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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if (symbol_table.getName(symb_id) == "dsge_prior_weight")
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mod_file_struct.dsge_prior_weight_initialized = true;
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// Needed for the workaround discussed in dynare#1173
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if (symbol_table.getName(symb_id) == "optimal_policy_discount_factor")
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param_value->collectVariables(SymbolType::parameter, mod_file_struct.parameters_in_planner_discount);
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}
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void
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InitParamStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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int id = symbol_table.getTypeSpecificID(symb_id) + 1;
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output << "M_.params(" << id << ") = ";
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param_value->writeOutput(output);
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output << ";" << endl;
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if (!minimal_workspace)
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output << symbol_table.getName(symb_id) << " = M_.params(" << id << ");" << endl;
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}
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void
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InitParamStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "param_init", "name": ")" << symbol_table.getName(symb_id) << R"(", )" << R"("value": ")";
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param_value->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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void
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InitParamStatement::fillEvalContext(eval_context_t &eval_context) const
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{
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try
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{
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eval_context[symb_id] = param_value->eval(eval_context);
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}
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catch (ExprNode::EvalException &e)
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{
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// Do nothing
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}
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}
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InitOrEndValStatement::InitOrEndValStatement(init_values_t init_values_arg,
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const SymbolTable &symbol_table_arg,
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bool all_values_required_arg) :
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init_values{move(init_values_arg)},
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symbol_table{symbol_table_arg},
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all_values_required{all_values_required_arg}
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{
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}
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void
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InitOrEndValStatement::fillEvalContext(eval_context_t &eval_context) const
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{
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for (const auto &init_value : init_values)
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{
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try
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{
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eval_context[init_value.first] = (init_value.second)->eval(eval_context);
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}
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catch (ExprNode::EvalException &e)
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{
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// Do nothing
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}
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}
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}
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set<int>
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InitOrEndValStatement::getUninitializedVariables(SymbolType type)
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{
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set<int> unused;
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if (!all_values_required)
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return unused;
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if (type == SymbolType::endogenous)
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unused = symbol_table.getEndogenous();
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else if (type == SymbolType::exogenous)
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unused = symbol_table.getExogenous();
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else
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{
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cerr << "ERROR: Shouldn't arrive here." << endl;
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exit(EXIT_FAILURE);
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}
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for (const auto &init_value : init_values)
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if (auto sit = unused.find(init_value.first);
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sit != unused.end())
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unused.erase(sit);
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return unused;
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}
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void
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InitOrEndValStatement::writeInitValues(ostream &output) const
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{
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for (const auto &init_value : init_values)
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{
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const int symb_id = init_value.first;
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const expr_t expression = init_value.second;
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SymbolType type = symbol_table.getType(symb_id);
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int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
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switch (type)
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{
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case SymbolType::endogenous:
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output << "oo_.steady_state";
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break;
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case SymbolType::exogenous:
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output << "oo_.exo_steady_state";
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break;
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case SymbolType::exogenousDet:
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output << "oo_.exo_det_steady_state";
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break;
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case SymbolType::excludedVariable:
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cerr << "ERROR: Variable `" << symbol_table.getName(symb_id)
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<< "` was excluded but found in an initval or endval statement" << endl;
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exit(EXIT_FAILURE);
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default:
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cerr << "Should not arrive here" << endl;
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exit(EXIT_FAILURE);
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}
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output << "(" << tsid << ") = ";
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expression->writeOutput(output);
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output << ";" << endl;
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}
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}
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void
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InitOrEndValStatement::writeJsonInitValues(ostream &output) const
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{
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for (auto it = init_values.begin();
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it != init_values.end(); it++)
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{
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if (it != init_values.begin())
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output << ", ";
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output << R"({"name": ")" << symbol_table.getName(it->first) << R"(", )" << R"("value": ")";
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it->second->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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}
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InitValStatement::InitValStatement(const init_values_t &init_values_arg,
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const SymbolTable &symbol_table_arg,
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bool all_values_required_arg) :
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InitOrEndValStatement{init_values_arg, symbol_table_arg, all_values_required_arg}
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{
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}
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void
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InitValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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set<int> exogs = getUninitializedVariables(SymbolType::exogenous);
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set<int> endogs = getUninitializedVariables(SymbolType::endogenous);
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if (endogs.size() > 0)
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{
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cerr << "ERROR: You have not set the following endogenous variables in initval:";
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for (int endog : endogs)
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cerr << " " << symbol_table.getName(endog);
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cerr << endl;
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}
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if (exogs.size() > 0)
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{
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cerr << "ERROR: You have not set the following exogenous variables in initval:";
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for (int exog : exogs)
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cerr << " " << symbol_table.getName(exog);
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cerr << endl;
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}
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if (endogs.size() > 0 || exogs.size() > 0)
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exit(EXIT_FAILURE);
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}
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void
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InitValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% INITVAL instructions" << endl
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<< "%" << endl;
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// Writing initval block to set initial values for variables
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output << "options_.initval_file = false;" << endl;
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writeInitValues(output);
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}
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void
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InitValStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "initval", "vals": [)";
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writeJsonInitValues(output);
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output << "]}";
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}
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void
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InitValStatement::writeOutputPostInit(ostream &output) const
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{
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output << "if M_.exo_nbr > 0" << endl
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<< "\too_.exo_simul = ones(M_.maximum_lag,1)*oo_.exo_steady_state';" << endl
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<<"end" << endl
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<< "if M_.exo_det_nbr > 0" << endl
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<< "\too_.exo_det_simul = ones(M_.maximum_lag,1)*oo_.exo_det_steady_state';" << endl
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<<"end" << endl;
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}
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EndValStatement::EndValStatement(const init_values_t &init_values_arg,
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const SymbolTable &symbol_table_arg,
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bool all_values_required_arg) :
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InitOrEndValStatement{init_values_arg, symbol_table_arg, all_values_required_arg}
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{
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}
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void
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EndValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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set<int> exogs = getUninitializedVariables(SymbolType::exogenous);
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set<int> endogs = getUninitializedVariables(SymbolType::endogenous);
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if (endogs.size() > 0)
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{
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cerr << "ERROR: You have not set the following endogenous variables in endval:";
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for (int endog : endogs)
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cerr << " " << symbol_table.getName(endog);
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cerr << endl;
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}
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if (exogs.size() > 0)
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{
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cerr << "ERROR: You have not set the following exogenous variables in endval:";
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for (int exog : exogs)
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cerr << " " << symbol_table.getName(exog);
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cerr << endl;
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}
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if (endogs.size() > 0 || exogs.size() > 0)
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exit(EXIT_FAILURE);
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}
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void
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EndValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% ENDVAL instructions" << endl
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<< "%" << endl;
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// Writing endval block to set terminal values for variables
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output << "ys0_= oo_.steady_state;" << endl
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<< "ex0_ = oo_.exo_steady_state;" << endl;
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writeInitValues(output);
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}
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void
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EndValStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "endval", "vals": [)";
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writeJsonInitValues(output);
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output << "]}";
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}
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HistValStatement::HistValStatement(hist_values_t hist_values_arg,
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const SymbolTable &symbol_table_arg,
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bool all_values_required_arg) :
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hist_values{move(hist_values_arg)},
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symbol_table{symbol_table_arg},
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all_values_required{all_values_required_arg}
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{
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}
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void
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HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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if (all_values_required)
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{
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set<int> unused_endo = symbol_table.getEndogenous();
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set<int> unused_exo = symbol_table.getExogenous();
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for (const auto &hist_value : hist_values)
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{
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if (auto sit = unused_endo.find(hist_value.first.first);
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sit != unused_endo.end())
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unused_endo.erase(sit);
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if (auto sit = unused_exo.find(hist_value.first.first);
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sit != unused_exo.end())
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unused_exo.erase(sit);
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}
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if (unused_endo.size() > 0)
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{
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cerr << "ERROR: You have not set the following endogenous variables in histval:";
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for (int it : unused_endo)
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cerr << " " << symbol_table.getName(it);
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cerr << endl;
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}
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if (unused_exo.size() > 0)
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{
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cerr << "ERROR: You have not set the following exogenous variables in endval:";
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for (int it : unused_exo)
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cerr << " " << symbol_table.getName(it);
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cerr << endl;
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}
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if (unused_endo.size() > 0 || unused_exo.size() > 0)
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exit(EXIT_FAILURE);
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}
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}
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void
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HistValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% HISTVAL instructions" << endl
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<< "%" << endl
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<< "M_.histval_dseries = dseries(zeros(M_.orig_maximum_lag_with_diffs_expanded, M_.orig_endo_nbr"
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<< (symbol_table.AuxVarsSize() > 0 ? "+sum([M_.aux_vars.type]==6)" : "")
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<< (symbol_table.exo_nbr() > 0 ? "+M_.exo_nbr" : "")
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<< (symbol_table.exo_det_nbr() > 0 ? "+M_.exo_det_nbr" : "")
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<< "), dates(sprintf('%dY', -M_.orig_maximum_lag_with_diffs_expanded+1)), [ M_.endo_names(1:M_.orig_endo_nbr); "
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<< (symbol_table.AuxVarsSize() > 0 ? "M_.endo_names([M_.aux_vars(find([M_.aux_vars.type]==6)).endo_index]); " : "")
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<< (symbol_table.exo_nbr() > 0 ? "M_.exo_names; " : "")
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<< (symbol_table.exo_det_nbr() > 0 ? "M_.exo_det_names; " : "")
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<< "]);" << endl;
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for (const auto &hist_value : hist_values)
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{
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int symb_id = hist_value.first.first;
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int lag = hist_value.first.second;
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const expr_t expression = hist_value.second;
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output << "M_.histval_dseries{'" << symbol_table.getName(symb_id) << "'}(dates('" << lag << "Y'))=";
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expression->writeOutput(output);
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output << ";" << endl;
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}
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output << "if exist(['+' M_.fname '/dynamic_set_auxiliary_series.m'])" << endl
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<< " eval(['M_.histval_dseries = ' M_.fname '.dynamic_set_auxiliary_series(M_.histval_dseries, M_.params);']);" << endl
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<< "end" << endl
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<< "M_.endo_histval = M_.histval_dseries{M_.endo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl
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<< "M_.endo_histval(isnan(M_.endo_histval)) = 0;" << endl; // Ensure that lead aux variables do not have a NaN
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if (symbol_table.exo_nbr() > 0)
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output << "M_.exo_histval = M_.histval_dseries{M_.exo_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl;
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if (symbol_table.exo_det_nbr() > 0)
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output << "M_.exo_det_histval = M_.histval_dseries{M_.exo_det_names{:}}(dates(sprintf('%dY', 1-M_.maximum_lag)):dates('0Y')).data';" << endl;
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}
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void
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HistValStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "histval", "vals": [)";
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for (auto it = hist_values.begin();
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it != hist_values.end(); ++it)
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{
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if (it != hist_values.begin())
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output << ", ";
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output << R"({ "name": ")" << symbol_table.getName(it->first.first) << R"(")"
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<< R"(, "lag": )" << it->first.second
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<< R"(, "value": ")";
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it->second->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]}";
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}
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InitvalFileStatement::InitvalFileStatement(OptionsList options_list_arg) :
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options_list{move(options_list_arg)}
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{
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}
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void
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InitvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% INITVAL_FILE statement" << endl
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<< "%" << endl
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<< "options_.initval_file = true;" << endl;
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options_list.writeOutput(output, "options_initvalf");
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output << "oo_.initval_series = initvalf(M_, options_initvalf);" << endl;
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}
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void
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InitvalFileStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "initval_file")";
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if (options_list.getNumberOfOptions())
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{
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output << ", ";
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options_list.writeJsonOutput(output);
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}
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output << "}";
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}
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HistvalFileStatement::HistvalFileStatement(OptionsList options_list_arg) :
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options_list{move(options_list_arg)}
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{
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}
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void
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HistvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% HISTVAL_FILE statement" << endl
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<< "%" << endl
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<< "options_.histval_file = true;" << endl;
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options_list.writeOutput(output, "options_histvalf");
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output << "[M_.endo_histval, M_.exo_histval, M_.exo_det_histval] = histvalf(M_, options_histvalf);" << endl;
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}
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void
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HistvalFileStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "histval_file")";
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if (options_list.getNumberOfOptions())
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{
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output << ", ";
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options_list.writeJsonOutput(output);
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}
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output << "}";
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}
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HomotopyStatement::HomotopyStatement(homotopy_values_t homotopy_values_arg,
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const SymbolTable &symbol_table_arg) :
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homotopy_values{move(homotopy_values_arg)},
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symbol_table{symbol_table_arg}
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{
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}
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void
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HomotopyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "%" << endl
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<< "% HOMOTOPY_SETUP instructions" << endl
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<< "%" << endl
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<< "options_.homotopy_values = [];" << endl;
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for (auto [symb_id, expression1, expression2] : homotopy_values)
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{
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const SymbolType type = symbol_table.getType(symb_id);
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const int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
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output << "options_.homotopy_values = vertcat(options_.homotopy_values, [ " << static_cast<int>(type) << ", " << tsid << ", ";
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if (expression1)
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expression1->writeOutput(output);
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else
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output << "NaN";
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output << ", ";
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expression2->writeOutput(output);
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output << "]);" << endl;
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}
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}
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void
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HomotopyStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "homotopy", )"
|
|
<< R"("values": [)";
|
|
for (auto it = homotopy_values.begin();
|
|
it != homotopy_values.end(); ++it)
|
|
{
|
|
if (it != homotopy_values.begin())
|
|
output << ", ";
|
|
|
|
auto [symb_id, expression1, expression2] = *it;
|
|
|
|
output << R"({"name": ")" << symbol_table.getName(symb_id) << R"(")"
|
|
<< R"(, "initial_value": ")";
|
|
if (expression1)
|
|
expression1->writeJsonOutput(output, {}, {});
|
|
else
|
|
output << "NaN";
|
|
output << R"(", "final_value": ")";
|
|
expression2->writeJsonOutput(output, {}, {});
|
|
output << R"("})";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(string filename_arg) :
|
|
filename{move(filename_arg)}
|
|
{
|
|
}
|
|
|
|
void
|
|
SaveParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
|
|
{
|
|
output << "save_params_and_steady_state('" << filename << "');" << endl;
|
|
}
|
|
|
|
void
|
|
SaveParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const
|
|
{
|
|
output << R"({"statementName": "save_params_and_steady_state")"
|
|
<< R"(, "filename": ")" << filename << R"(")"
|
|
<< "}";
|
|
}
|
|
|
|
LoadParamsAndSteadyStateStatement::LoadParamsAndSteadyStateStatement(const string &filename,
|
|
const SymbolTable &symbol_table_arg,
|
|
WarningConsolidation &warnings) :
|
|
symbol_table{symbol_table_arg}
|
|
{
|
|
cout << "Reading " << filename << "." << endl;
|
|
|
|
ifstream f;
|
|
f.open(filename, ios::in);
|
|
if (f.fail())
|
|
{
|
|
cerr << "ERROR: Can't open " << filename << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
while (true)
|
|
{
|
|
string symb_name, value;
|
|
f >> symb_name >> value;
|
|
if (f.eof())
|
|
break;
|
|
|
|
try
|
|
{
|
|
int symb_id = symbol_table.getID(symb_name);
|
|
content[symb_id] = value;
|
|
}
|
|
catch (SymbolTable::UnknownSymbolNameException &e)
|
|
{
|
|
warnings << "WARNING: Unknown symbol " << symb_name << " in " << filename << endl;
|
|
}
|
|
}
|
|
f.close();
|
|
}
|
|
|
|
void
|
|
LoadParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
|
|
{
|
|
for (const auto &[id, value] : content)
|
|
{
|
|
switch (symbol_table.getType(id))
|
|
{
|
|
case SymbolType::parameter:
|
|
output << "M_.params";
|
|
break;
|
|
case SymbolType::endogenous:
|
|
output << "oo_.steady_state";
|
|
break;
|
|
case SymbolType::exogenous:
|
|
output << "oo_.exo_steady_state";
|
|
break;
|
|
case SymbolType::exogenousDet:
|
|
output << "oo_.exo_det_steady_state";
|
|
break;
|
|
default:
|
|
cerr << "ERROR: Unsupported variable type for " << symbol_table.getName(id) << " in load_params_and_steady_state" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
int tsid = symbol_table.getTypeSpecificID(id) + 1;
|
|
output << "(" << tsid << ") = " << value << ";" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
LoadParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const
|
|
{
|
|
output << R"({"statementName": "load_params_and_steady_state",)"
|
|
<< R"("values": [)";
|
|
for (auto it = content.begin(); it != content.end(); ++it)
|
|
{
|
|
if (it != content.begin())
|
|
output << ", ";
|
|
output << R"({"name": ")" << symbol_table.getName(it->first) << R"(")"
|
|
<< R"(, "value": ")" << it->second << R"("})";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
void
|
|
LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const
|
|
{
|
|
for (const auto & [id, value] : content)
|
|
/* We use strtod() instead of stod() because we want underflows and
|
|
overflows to respectively yield 0 and ±Inf. See also the comment in
|
|
NumericalConstants.cc */
|
|
eval_context[id] = strtod(value.c_str(), nullptr);
|
|
}
|