preprocessor/src/Statement.hh

224 lines
9.2 KiB
C++

/*
* Copyright © 2006-2021 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _STATEMENT_HH
#define _STATEMENT_HH
#include <ostream>
#include <string>
#include <map>
#include <set>
#include "SymbolList.hh"
#include "WarningConsolidation.hh"
class ModFileStructure
{
public:
ModFileStructure() = default;
//! Whether check is present
bool check_present{false};
//! Whether steady is present
bool steady_present{false};
//! Whether a perfect_foresight_solver/simul statement is present
bool perfect_foresight_solver_present{false};
//! Whether a stoch_simul statement is present
bool stoch_simul_present{false};
//! Whether an estimation statement is present
bool estimation_present{false};
//! Whether an osr statement is present
bool osr_present{false};
//! Whether an osr params statement is present
bool osr_params_present{false};
//! Whether an optim weight statement is present
bool optim_weights_present{false};
//! Whether a ramsey_model statement is present
bool ramsey_model_present{false};
//! Whether a ramsey_policy statement is present
bool ramsey_policy_present{false};
//! Whether a discretionary_objective statement is present
bool discretionary_policy_present{false};
//! Whether a planner_objective statement is present
bool planner_objective_present{false};
//! Whether an extended_path statement is present
bool extended_path_present{false};
//! The value of the "order" option of stoch_simul, estimation, osr, ramsey_policy
//! Derivation order
/*! First initialized to zero. If user sets order option somewhere in the MOD file, it will be equal to the maximum of order options. Otherwise will default to 2 */
int order_option{0};
//! Whether a bvar_density, bvar_forecast, sbvar, ms_sbvar statement is present
bool bvar_present{false};
//! Whether an svar_identification statement is present
bool svar_identification_present{false};
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present{false};
//! The maximum of the “order” option in identification statements
int identification_order{0};
//! Whether a sensitivity statement is present
bool sensitivity_present{false};
//! Whether the option analytic_derivation is given to estimation
bool estimation_analytic_derivation{false};
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
bool partial_information{false};
//! Whether the "k_order_solver" option is used (explictly, or implicitly if order >= 3)
bool k_order_solver{false};
//! Whether an method_of_moments statement is present
bool mom_estimation_present{false};
//! Whether an GMM-option is present
bool GMM_present{false};
//! Whether an analytic_standard_errors-option is present
bool analytic_standard_errors_present{false};
//! Whether an analytic_jacobian-option is present
bool analytic_jacobian_present{false};
//! The maximum of the “order” option in method_of_moments statements
int mom_order{0};
//! Whether there is a calibrated measurement error
bool calibrated_measurement_errors{false};
//! Whether dsge_prior_weight was initialized as a parameter
bool dsge_prior_weight_initialized;
//! Whether dsge_prior_weight is in the estimated_params block
bool dsge_prior_weight_in_estimated_params{false};
//! Whether there is a dsge_var, with calibrated prior weight
string dsge_var_calibrated;
//! Whether there is a dsge_var, with prior weight that must be estimated
bool dsge_var_estimated{false};
//! Whether there is a bayesian_irf option passed to the estimation statement
bool bayesian_irf_present{false};
//! Whether there is a data statement present
bool estimation_data_statement_present{false};
//! Last chain number for Markov Switching statement2
int last_markov_switching_chain{0};
//! Whether a calib_smoother statement is present
bool calib_smoother_present{false};
//! Whether there is an estimated_params_init with use_calibration
bool estim_params_use_calib{false};
//! Set of parameters used within shocks blocks, inside the expressions
//! defining the values of covariances (stored as symbol ids)
set<int> parameters_within_shocks_values;
//! Set of estimated parameters (stored as symbol ids)
set<int> estimated_parameters;
//! Whether there is a prior statement present
bool prior_statement_present{false};
//! Whether there is a std prior statement present
bool std_prior_statement_present{false};
//! Whether there is a corr prior statement present
bool corr_prior_statement_present{false};
//! Whether there is a options statement present
bool options_statement_present{false};
//! Whether there is a std options statement present
bool std_options_statement_present{false};
//! Whether there is a corr options statement present
bool corr_options_statement_present{false};
//! Whether a Markov Switching DSGE is present
bool ms_dsge_present{false};
//! Stores the original number of equations in the model_block
int orig_eq_nbr{0};
//! Stores the number of equations added to the Ramsey model
int ramsey_eq_nbr{0};
//! Whether there was a steady_state_model block
bool steady_state_model_present{false};
//! Whether there is a write_latex_steady_state_model statement present
bool write_latex_steady_state_model_present{false};
//! Pac growth and discount
set<int> pac_params;
//! Instruments if ramsey_model, ramsey_policy or discretionary_policy is present
SymbolList instruments;
/* Whether any of shock_decomposition, realtime_shock_decomposition and
initial_condition_decomposition has the “with_epilogue” option */
bool with_epilogue_option{false};
/* Lists symbol IDs of parameters that appear in a “planner_discount” option.
See dynare#1173 for more details. */
set<int> parameters_in_planner_discount;
};
class Statement
{
public:
Statement() = default;
virtual ~Statement() = default;
Statement(const Statement &) = delete;
Statement(Statement &&) = delete;
Statement &operator=(const Statement &) = delete;
Statement &operator=(Statement &&) = delete;
//! Do some internal check, and fill the ModFileStructure class
/*! Don't forget to update ComputingTasks.hh, Shocks.hh and
NumericalInitialization.hh if you modify the signature of this
method. Otherwise the default implementation (i.e. a no-op) will apply and
some checks won't be run. */
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void computingPass(const ModFileStructure &mod_file_struct);
//! Write Matlab output code
/*!
\param output is the output stream of the main matlab file
\param basename is the name of the modfile (without extension) which can be used to build auxiliary files
*/
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const = 0;
virtual void writeJsonOutput(ostream &output) const = 0;
};
class NativeStatement : public Statement
{
private:
const string native_statement;
public:
explicit NativeStatement(string native_statement_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class VerbatimStatement : public Statement
{
private:
const string verbatim_statement;
public:
explicit VerbatimStatement(string verbatim_statement_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class OptionsList
{
public:
using num_options_t = map<string, string>;
using paired_num_options_t = map<string, pair<string, string>>;
using string_options_t = map<string, string>;
using date_options_t = map<string, string>;
using symbol_list_options_t = map<string, SymbolList>;
using vec_int_options_t = map<string, vector<int>>;
using vec_str_options_t = map<string, vector<string >>;
using vec_cellstr_options_t = map<string, vector<string >>;
num_options_t num_options;
paired_num_options_t paired_num_options;
string_options_t string_options;
date_options_t date_options;
symbol_list_options_t symbol_list_options;
vec_int_options_t vector_int_options;
vec_str_options_t vector_str_options;
vec_cellstr_options_t vector_cellstr_options;
int getNumberOfOptions() const;
void writeOutput(ostream &output) const;
void writeOutput(ostream &output, const string &option_group) const;
void writeJsonOutput(ostream &output) const;
void clear();
};
#endif // ! _STATEMENT_HH