Shocks.cc 6.01 KB
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/*! \file
  \version 1.0
  \date 04/09/2004
  \par This file implements the Shocks class methodes.
*/
//------------------------------------------------------------------------------
#include <iostream>
using namespace std;
//------------------------------------------------------------------------------
#include "Shocks.hh"
#include "Interface.hh"

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AbstractShocksStatement::AbstractShocksStatement(bool mshocks_arg,
                                                  const det_shocks_type &det_shocks_arg,
                                                  const var_and_std_shocks_type &var_shocks_arg,
                                                  const var_and_std_shocks_type &std_shocks_arg,
                                                  const covar_and_corr_shocks_type &covar_shocks_arg,
                                                  const covar_and_corr_shocks_type &corr_shocks_arg,
                                                  const SymbolTable &symbol_table_arg) :
  mshocks(mshocks_arg),
  det_shocks(det_shocks_arg),
  var_shocks(var_shocks_arg),
  std_shocks(std_shocks_arg),
  covar_shocks(covar_shocks_arg),
  corr_shocks(corr_shocks_arg),
  symbol_table(symbol_table_arg)
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{
}

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void
AbstractShocksStatement::writeDetShocks(ostream &output) const
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{
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  int exo_det_length = 0;
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  for(det_shocks_type::const_iterator it = det_shocks.begin();
      it != det_shocks.end(); it++)
    {
      int id = symbol_table.getID(it->first) + 1;
      bool exo_det = (symbol_table.getType(it->first) == eExogenousDet);
      int set_shocks_index = ((int) mshocks) + 2 * ((int) exo_det);
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      for (unsigned int i = 0; i < it->second.size(); i++)
        {
          const int &period1 = it->second[i].period1;
          const int &period2 = it->second[i].period2;
          const string &value = it->second[i].value;

          if (period1 == period2)
            output << "set_shocks(" << set_shocks_index << "," << period1
                   << ", " << id << ", " << value << ");\n";
          else
            output << "set_shocks(" << set_shocks_index << "," << period1
                   << ":" << period2 << ", " << id
                   << ", " << value << ");\n";

          if (exo_det && (period2 > exo_det_length))
            exo_det_length = period2;
        }
    }
  output << "M_.exo_det_length = " << exo_det_length << ";\n";
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}

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void
AbstractShocksStatement::writeVarAndStdShocks(ostream &output) const
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{
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  var_and_std_shocks_type::const_iterator it;
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  for(it = var_shocks.begin(); it != var_shocks.end(); it++)
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    {
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      int id = symbol_table.getID(it->first) + 1;
      const string &value = it->second;
      output << "M_.Sigma_e(" << id << ", " << id << ") = " << value << ";\n";
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    }
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  for(it = std_shocks.begin(); it != std_shocks.end(); it++)
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    {
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      int id = symbol_table.getID(it->first) + 1;
      const string &value = it->second;
      output << "M_.Sigma_e(" << id << ", " << id << ") = " << value << "^2;\n";
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    }
}

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void
AbstractShocksStatement::writeCovarAndCorrShocks(ostream &output) const
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{
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  covar_and_corr_shocks_type::const_iterator it;

  for(it = covar_shocks.begin(); it != covar_shocks.end(); it++)
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    {
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      int id1 = symbol_table.getID(it->first.first) + 1;
      int id2 = symbol_table.getID(it->first.second) + 1;
      const string &value = it->second;
      output << "M_.Sigma_e(" << id1 << ", " << id2 << ") = " << value
             << "; M_.Sigma_e(" << id2 << ", " << id1 << ") = M_.Sigma_e("
             << id1 << ", " << id2 << ");\n";
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    }
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  for(it = corr_shocks.begin(); it != corr_shocks.end(); it++)
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    {
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      int id1 = symbol_table.getID(it->first.first) + 1;
      int id2 = symbol_table.getID(it->first.second) + 1;
      const string &value = it->second;
      output << "M_.Sigma_e(" << id1 << ", " << id2 << ") = " << value
             << "*sqrt(M_.Sigma_e(" << id1 << ", " << id1 << ")*M_.Sigma_e("
             << id2 << ", " << id2 << "); M_.Sigma_e(" << id2 << ", "
             << id1 << ") = M_.Sigma_e(" << id1 << ", " << id2 << ");\n";
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    }
}


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ShocksStatement::ShocksStatement(const det_shocks_type &det_shocks_arg,
                                 const var_and_std_shocks_type &var_shocks_arg,
                                 const var_and_std_shocks_type &std_shocks_arg,
                                 const covar_and_corr_shocks_type &covar_shocks_arg,
                                 const covar_and_corr_shocks_type &corr_shocks_arg,
                                 const SymbolTable &symbol_table_arg) :
  AbstractShocksStatement(false, det_shocks_arg, var_shocks_arg, std_shocks_arg,
                          covar_shocks_arg, corr_shocks_arg, symbol_table_arg)
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{
}

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void
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ShocksStatement::writeOutput(ostream &output, const string &basename) const
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{
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  output << interfaces::comment() << endl << interfaces::comment();
  output << "SHOCKS instructions \n";
  output << interfaces::comment() << "\n";
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  // Write instruction that initializes a shock
  output << "make_ex_;\n";

  writeDetShocks(output);
  writeVarAndStdShocks(output);
  writeCovarAndCorrShocks(output);
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}

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MShocksStatement::MShocksStatement(const det_shocks_type &det_shocks_arg,
                                   const var_and_std_shocks_type &var_shocks_arg,
                                   const var_and_std_shocks_type &std_shocks_arg,
                                   const covar_and_corr_shocks_type &covar_shocks_arg,
                                   const covar_and_corr_shocks_type &corr_shocks_arg,
                                   const SymbolTable &symbol_table_arg) :
  AbstractShocksStatement(true, det_shocks_arg, var_shocks_arg, std_shocks_arg,
                          covar_shocks_arg, corr_shocks_arg, symbol_table_arg)
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{
}

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void
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MShocksStatement::writeOutput(ostream &output, const string &basename) const
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{
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  output << interfaces::comment() << endl << interfaces::comment();
  output << "SHOCKS instructions \n";
  output << interfaces::comment() << "\n";
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  // Write instruction that initializes a shock
  output << "make_ex_;\n";
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  writeDetShocks(output);
  writeVarAndStdShocks(output);
  writeCovarAndCorrShocks(output);
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}