202 lines
6.9 KiB
C++
202 lines
6.9 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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#ifndef _SHOCKS_HH
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#define _SHOCKS_HH
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using namespace std;
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#include <string>
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#include <vector>
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#include <map>
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#include "Statement.hh"
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#include "SymbolTable.hh"
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#include "ExprNode.hh"
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class AbstractShocksStatement : public Statement
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{
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public:
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struct DetShockElement
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{
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int period1;
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int period2;
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expr_t value;
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};
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//The boolean element indicates if the shock is a surprise (false) or a perfect foresight (true) shock.
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//This boolean is used only in case of conditional forecast with extended path method (simulation_type = deterministic).
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using det_shocks_t = map<int, vector<DetShockElement>>;
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protected:
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//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
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const bool mshocks;
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//! Does this "shocks" statement replace the previous ones?
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const bool overwrite;
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const det_shocks_t det_shocks;
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const SymbolTable &symbol_table;
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void writeDetShocks(ostream &output) const;
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void writeJsonDetShocks(ostream &output) const;
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AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
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det_shocks_t det_shocks_arg,
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const SymbolTable &symbol_table_arg);
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};
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class ShocksStatement : public AbstractShocksStatement
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{
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public:
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using var_and_std_shocks_t = map<int, expr_t>;
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using covar_and_corr_shocks_t = map<pair<int, int>, expr_t>;
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private:
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const var_and_std_shocks_t var_shocks, std_shocks;
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const covar_and_corr_shocks_t covar_shocks, corr_shocks;
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void writeVarOrStdShock(ostream &output, var_and_std_shocks_t::const_iterator &it, bool stddev) const;
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void writeVarAndStdShocks(ostream &output) const;
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void writeCovarOrCorrShock(ostream &output, covar_and_corr_shocks_t::const_iterator &it, bool corr) const;
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void writeCovarAndCorrShocks(ostream &output) const;
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bool has_calibrated_measurement_errors() const;
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public:
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ShocksStatement(bool overwrite_arg,
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const det_shocks_t &det_shocks_arg,
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var_and_std_shocks_t var_shocks_arg,
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var_and_std_shocks_t std_shocks_arg,
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covar_and_corr_shocks_t covar_shocks_arg,
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covar_and_corr_shocks_t corr_shocks_arg,
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const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class MShocksStatement : public AbstractShocksStatement
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{
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public:
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MShocksStatement(bool overwrite_arg,
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const det_shocks_t &det_shocks_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ConditionalForecastPathsStatement : public Statement
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{
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private:
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const AbstractShocksStatement::det_shocks_t paths;
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const SymbolTable &symbol_table;
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int path_length{-1};
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public:
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ConditionalForecastPathsStatement(AbstractShocksStatement::det_shocks_t paths_arg,
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const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class MomentCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo1, endo2;
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string lags;
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expr_t lower_bound, upper_bound;
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};
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using constraints_t = vector<Constraint>;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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public:
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MomentCalibration(constraints_t constraints_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class IrfCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo;
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int exo;
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string periods;
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expr_t lower_bound, upper_bound;
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};
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using constraints_t = vector<Constraint>;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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const OptionsList options_list;
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public:
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IrfCalibration(constraints_t constraints_arg,
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const SymbolTable &symbol_table_arg,
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OptionsList options_list_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class ShockGroupsStatement : public Statement
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{
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public:
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struct Group
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{
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string name;
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vector<string> list;
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};
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using group_t = vector<Group>;
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private:
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group_t shock_groups;
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string name;
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public:
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ShockGroupsStatement(group_t shock_groups_arg, string name_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class Init2shocksStatement : public Statement
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{
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private:
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const vector<pair<int, int>> init2shocks;
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const string name;
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const SymbolTable &symbol_table;
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public:
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Init2shocksStatement(vector<pair<int, int>> init2shocks_arg, string name_arg, const SymbolTable &symbol_table_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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class HeteroskedasticShocksStatement : public Statement
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{
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public:
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// Maps exo symb_id to list of tuples (period1, period2, value/scale)
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using heteroskedastic_shocks_t = map<int, vector<tuple<int, int, expr_t>>>;
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private:
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const bool overwrite;
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const heteroskedastic_shocks_t values, scales;
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const SymbolTable &symbol_table;
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public:
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HeteroskedasticShocksStatement(bool overwrite_arg, const heteroskedastic_shocks_t &values_arg,
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const heteroskedastic_shocks_t &scales_arg,
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const SymbolTable &symbol_table_arg);
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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#endif
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