650 lines
20 KiB
C++
650 lines
20 KiB
C++
/*
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* Copyright (C) 2003-2017 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#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 "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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}
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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::writeJuliaOutput(ostream &output, const string &basename)
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{
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int id = symbol_table.getTypeSpecificID(symb_id) + 1;
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output << "model_.params[ " << id << " ] = ";
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param_value->writeOutput(output);
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output << endl;
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// Do we really need this?
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// if (!minimal_workspace)
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// output << symbol_table.getName(symb_id) << " = model_.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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deriv_node_temp_terms_t tef_terms;
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output << "{\"statementName\": \"param_init\", \"name\": \"" << symbol_table.getName(symb_id) << "\", " << "\"value\": \"";
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param_value->writeJsonOutput(output, temporary_terms_t(), tef_terms);
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output << "\"}";
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}
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void
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InitParamStatement::writeCOutput(ostream &output, const string &basename)
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{
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int id = symbol_table.getTypeSpecificID(symb_id);
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output << "params[ " << id << " ] = ";
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param_value->writeOutput(output);
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output << ";" << endl;
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output << "double " << symbol_table.getName(symb_id) << " = params[ " << id << " ];" << endl;
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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(const init_values_t &init_values_arg,
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const SymbolTable &symbol_table_arg,
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const bool &all_values_required_arg) :
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init_values(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 (init_values_t::const_iterator it = init_values.begin();
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it != init_values.end(); it++)
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{
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try
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{
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eval_context[it->first] = (it->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 == eEndogenous)
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unused = symbol_table.getEndogenous();
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else if (type == eExogenous)
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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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set<int>::iterator sit;
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for (init_values_t::const_iterator it = init_values.begin();
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it != init_values.end(); it++)
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{
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sit = unused.find(it->first);
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if (sit != unused.end())
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unused.erase(sit);
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}
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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 (init_values_t::const_iterator it = init_values.begin();
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it != init_values.end(); it++)
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{
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const int symb_id = it->first;
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const expr_t expression = it->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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if (type == eEndogenous)
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output << "oo_.steady_state";
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else if (type == eExogenous)
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output << "oo_.exo_steady_state";
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else if (type == eExogenousDet)
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output << "oo_.exo_det_steady_state";
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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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deriv_node_temp_terms_t tef_terms;
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for (init_values_t::const_iterator 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 << "{\"name\": \"" << symbol_table.getName(it->first) << "\", " << "\"value\": \"";
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it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
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output << "\"}";
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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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const 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(eExogenous);
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set<int> endogs = getUninitializedVariables(eEndogenous);
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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 (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
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cerr << " " << symbol_table.getName(*it);
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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 (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
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cerr << " " << symbol_table.getName(*it);
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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 = 0;" << 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 << "{\"statementName\": \"init_val\", \"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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const 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(eExogenous);
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set<int> endogs = getUninitializedVariables(eEndogenous);
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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 (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
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cerr << " " << symbol_table.getName(*it);
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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 (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
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cerr << " " << symbol_table.getName(*it);
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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 << "{\"statementName\": \"end_val\", \"vals\": [";
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writeJsonInitValues(output);
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output << "]}";
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}
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HistValStatement::HistValStatement(const hist_values_t &hist_values_arg,
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const hist_vals_wrong_lag_t hist_vals_wrong_lag_arg,
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const SymbolTable &symbol_table_arg,
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const bool &all_values_required_arg) :
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hist_values(hist_values_arg),
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hist_vals_wrong_lag(hist_vals_wrong_lag_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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set<int>::iterator sit;
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for (hist_values_t::const_iterator it = hist_values.begin();
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it != hist_values.end(); it++)
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{
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sit = unused_endo.find(it->first.first);
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if (sit != unused_endo.end())
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unused_endo.erase(sit);
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sit = unused_exo.find(it->first.first);
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if (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 (set<int>::const_iterator it = unused_endo.begin(); it != unused_endo.end(); it++)
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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 (set<int>::const_iterator it = unused_exo.begin(); it != unused_exo.end(); it++)
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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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mod_file_struct.hist_vals_wrong_lag = hist_vals_wrong_lag;
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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_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl
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<< "M_.exo_histval = zeros(M_.exo_nbr,M_.maximum_lag);" << endl
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<< "M_.exo_det_histval = zeros(M_.exo_det_nbr,M_.maximum_lag);" << endl;
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for (hist_values_t::const_iterator it = hist_values.begin();
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it != hist_values.end(); it++)
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{
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int symb_id = it->first.first;
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int lag = it->first.second;
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const expr_t expression = it->second;
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SymbolType type = symbol_table.getType(symb_id);
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// For a lag greater than 1 on endo, or for any exo, lookup for auxiliary variable
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if ((type == eEndogenous && lag < 0) || type == eExogenous)
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{
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try
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{
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// This function call must remain the 1st statement in this block
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symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag);
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lag = 0;
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type = eEndogenous;
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}
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catch (SymbolTable::SearchFailedException &e)
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{
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if (type == eEndogenous)
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{
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cerr << "HISTVAL: internal error of Dynare, please contact the developers";
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exit(EXIT_FAILURE);
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}
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// We don't fail for exogenous, because they are not replaced by
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// auxiliary variables in deterministic mode.
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}
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}
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int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
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if (type == eEndogenous)
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output << "M_.endo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
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else if (type == eExogenous)
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output << "M_.exo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
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else if (type == eExogenousDet)
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output << "M_.exo_det_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
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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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HistValStatement::writeJsonOutput(ostream &output) const
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{
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deriv_node_temp_terms_t tef_terms;
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output << "{\"statementName\": \"hist_val\", \"vals\": [";
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for (hist_values_t::const_iterator 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 << "{ \"name\": \"" << symbol_table.getName(it->first.first) << "\""
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<< ", \"lag\": " << it->first.second
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<< ", \"value\": \"";
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it->second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
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output << "\"}";
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}
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output << "]}";
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}
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InitvalFileStatement::InitvalFileStatement(const string &filename_arg) :
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filename(filename_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 = 1;" << endl
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<< "initvalf('" << filename << "');" << 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 << "{\"statementName\": \"init_val_file\""
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<< ", \"filename\": \"" << filename << "\""
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<< "}";
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}
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HistvalFileStatement::HistvalFileStatement(const string &filename_arg) :
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filename(filename_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 << "histvalf('" << filename << "');" << 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 << "{\"statementName\": \"hist_val_file\""
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<< ", \"filename\": \"" << filename << "\""
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<< "}";
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}
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HomotopyStatement::HomotopyStatement(const homotopy_values_t &homotopy_values_arg,
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const SymbolTable &symbol_table_arg) :
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homotopy_values(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 (homotopy_values_t::const_iterator it = homotopy_values.begin();
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it != homotopy_values.end(); it++)
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{
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const int &symb_id = it->first;
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const expr_t expression1 = it->second.first;
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const expr_t expression2 = it->second.second;
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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, [ " << type << ", " << tsid << ", ";
|
|
if (expression1 != NULL)
|
|
expression1->writeOutput(output);
|
|
else
|
|
output << "NaN";
|
|
output << ", ";
|
|
expression2->writeOutput(output);
|
|
output << "]);" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
HomotopyStatement::writeJsonOutput(ostream &output) const
|
|
{
|
|
deriv_node_temp_terms_t tef_terms;
|
|
output << "{\"statementName\": \"homotopy\", "
|
|
<< "\"values\": [";
|
|
for (homotopy_values_t::const_iterator it = homotopy_values.begin();
|
|
it != homotopy_values.end(); it++)
|
|
{
|
|
if (it != homotopy_values.begin())
|
|
output << ", ";
|
|
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\""
|
|
<< ", \"initial_value\": \"";
|
|
if (it->second.first != NULL)
|
|
it->second.first->writeJsonOutput(output, temporary_terms_t(), tef_terms);
|
|
else
|
|
output << "NaN";
|
|
output << "\", \"final_value\": \"";
|
|
it->second.second->writeJsonOutput(output, temporary_terms_t(), tef_terms);
|
|
output << "\"}";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(const string &filename_arg) :
|
|
filename(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 << "{\"statementName\": \"save_params_and_steady_state\""
|
|
<< ", \"filename\": \"" << filename << "\""
|
|
<< "}";
|
|
}
|
|
|
|
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.c_str(), 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 (map<int, string>::const_iterator it = content.begin();
|
|
it != content.end(); it++)
|
|
{
|
|
switch (symbol_table.getType(it->first))
|
|
{
|
|
case eParameter:
|
|
output << "M_.params";
|
|
break;
|
|
case eEndogenous:
|
|
output << "oo_.steady_state";
|
|
break;
|
|
case eExogenous:
|
|
output << "oo_.exo_steady_state";
|
|
break;
|
|
case eExogenousDet:
|
|
output << "oo_.exo_det_steady_state";
|
|
break;
|
|
default:
|
|
cerr << "ERROR: Unsupported variable type for " << symbol_table.getName(it->first) << " in load_params_and_steady_state" << endl;
|
|
exit(EXIT_FAILURE);
|
|
}
|
|
|
|
int tsid = symbol_table.getTypeSpecificID(it->first) + 1;
|
|
output << "(" << tsid << ") = " << it->second << ";" << endl;
|
|
}
|
|
}
|
|
|
|
void
|
|
LoadParamsAndSteadyStateStatement::writeJsonOutput(ostream &output) const
|
|
{
|
|
deriv_node_temp_terms_t tef_terms;
|
|
output << "{\"statementName\": \"load_params_and_steady_state\""
|
|
<< "\"values\": [";
|
|
for (map<int, string>::const_iterator it = content.begin();
|
|
it != content.end(); it++)
|
|
{
|
|
if (it != content.begin())
|
|
output << ", ";
|
|
output << "{\"name\": \"" << symbol_table.getName(it->first) << "\""
|
|
<< ", \"value\": \"" << it->second << "\"}";
|
|
}
|
|
output << "]"
|
|
<< "}";
|
|
}
|
|
|
|
void
|
|
LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const
|
|
{
|
|
for (map<int, string>::const_iterator it = content.begin();
|
|
it != content.end(); it++)
|
|
eval_context[it->first] = atof(it->second.c_str());
|
|
}
|