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SymbolTable.hh
SymbolTable.cc 32.04 KiB
/*
* Copyright © 2003-2022 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/>.
*/
#include <algorithm>
#include <sstream>
#include <iostream>
#include <cassert>
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wold-style-cast"
#include <boost/algorithm/string/replace.hpp>
#pragma GCC diagnostic pop
#include <utility>
#include "SymbolTable.hh"
int
SymbolTable::addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string, string>> &partition_value) noexcept(false)
{
if (frozen)
throw FrozenException();
if (exists(name))
{
if (type_table[getID(name)] == type)
throw AlreadyDeclaredException(name, true);
else
throw AlreadyDeclaredException(name, false);
}
string final_tex_name = tex_name;
if (final_tex_name.empty())
{
final_tex_name = name;
size_t pos = 0;
while ((pos = final_tex_name.find('_', pos)) != string::npos)
{
final_tex_name.insert(pos, R"(\)");
pos += 2;
}
}
string final_long_name = name;
bool non_long_name_partition_exists = false;
for (const auto &it : partition_value)
if (it.first == "long_name")
final_long_name = it.second;
else
non_long_name_partition_exists = true;
int id = symbol_table.size();
symbol_table[name] = id;
type_table.push_back(type);
name_table.push_back(name); tex_name_table.push_back(final_tex_name);
long_name_table.push_back(final_long_name);
if (non_long_name_partition_exists)
{
map<string, string> pmv;
for (const auto &it : partition_value)
pmv[it.first] = it.second;
partition_value_map[id] = pmv;
}
return id;
}
int
SymbolTable::addSymbol(const string &name, SymbolType type) noexcept(false)
{
return addSymbol(name, type, "", {});
}
void
SymbolTable::freeze() noexcept(false)
{
if (frozen)
throw FrozenException();
frozen = true;
for (int i = 0; i < static_cast<int>(symbol_table.size()); i++)
{
int tsi;
switch (getType(i))
{
case SymbolType::endogenous:
tsi = endo_ids.size();
endo_ids.push_back(i);
break;
case SymbolType::exogenous:
tsi = exo_ids.size();
exo_ids.push_back(i);
break;
case SymbolType::exogenousDet:
tsi = exo_det_ids.size();
exo_det_ids.push_back(i);
break;
case SymbolType::parameter:
tsi = param_ids.size();
param_ids.push_back(i);
break;
default:
continue;
}
type_specific_ids[i] = tsi;
}
}
void
SymbolTable::unfreeze()
{
frozen = false;
endo_ids.clear();
exo_ids.clear();
exo_det_ids.clear();
param_ids.clear();
type_specific_ids.clear();
}
void
SymbolTable::changeType(int id, SymbolType newtype) noexcept(false)
{
if (frozen)
throw FrozenException();
validateSymbID(id);
type_table[id] = newtype;
}
int
SymbolTable::getID(SymbolType type, int tsid) const noexcept(false)
{
if (!frozen)
throw NotYetFrozenException();
switch (type)
{
case SymbolType::endogenous:
if (tsid < 0 || tsid >= static_cast<int>(endo_ids.size()))
throw UnknownTypeSpecificIDException(tsid, type);
else
return endo_ids[tsid];
case SymbolType::exogenous:
if (tsid < 0 || tsid >= static_cast<int>(exo_ids.size()))
throw UnknownTypeSpecificIDException(tsid, type);
else
return exo_ids[tsid];
case SymbolType::exogenousDet:
if (tsid < 0 || tsid >= static_cast<int>(exo_det_ids.size()))
throw UnknownTypeSpecificIDException(tsid, type);
else
return exo_det_ids[tsid];
case SymbolType::parameter:
if (tsid < 0 || tsid >= static_cast<int>(param_ids.size()))
throw UnknownTypeSpecificIDException(tsid, type);
else
return param_ids[tsid];
default:
throw UnknownTypeSpecificIDException(tsid, type);
}
}
map<string, map<int, string>>
SymbolTable::getPartitionsForType(SymbolType st) const noexcept(false)
{
map<string, map<int, string>> partitions;
for (const auto &it : partition_value_map)
if (getType(it.first) == st)
for (const auto &it1 : it.second)
partitions[it1.first][it.first] = it1.second;
return partitions;
}
void
SymbolTable::writeOutput(ostream &output) const noexcept(false)
{
if (!frozen)
throw NotYetFrozenException();
if (exo_nbr() > 0)
{
output << "M_.exo_names = cell(" << exo_nbr() << ",1);" << endl;
output << "M_.exo_names_tex = cell(" << exo_nbr() << ",1);" << endl;
output << "M_.exo_names_long = cell(" << exo_nbr() << ",1);" << endl;
for (int id = 0; id < exo_nbr(); id++)
output << "M_.exo_names(" << id+1 << ") = {'" << getName(exo_ids[id]) << "'};" << endl
<< "M_.exo_names_tex(" << id+1 << ") = {'" << getTeXName(exo_ids[id]) << "'};" << endl
<< "M_.exo_names_long(" << id+1 << ") = {'" << getLongName(exo_ids[id]) << "'};" << endl;
for (auto &partition : getPartitionsForType(SymbolType::exogenous))
if (partition.first != "long_name")
{
output << "M_.exo_partitions." << partition.first << " = { ";
for (int id = 0; id < exo_nbr(); id++) {
output << "'";
if (auto it1 = partition.second.find(exo_ids[id]);
it1 != partition.second.end())
output << it1->second;
output << "' ";
}
output << "};" << endl;
if (partition.first == "status")
output << "M_ = set_observed_exogenous_variables(M_);" << endl;
if (partition.first == "used")
output << "M_ = set_exogenous_variables_for_simulation(M_);" << endl;
}
}
else
{
output << "M_.exo_names = {};" << endl;
output << "M_.exo_names_tex = {};" << endl;
output << "M_.exo_names_long = {};" << endl;
}
if (exo_det_nbr() > 0)
{
output << "M_.exo_det_names = cell(" << exo_det_nbr() << ",1);" << endl;
output << "M_.exo_det_names_tex = cell(" << exo_det_nbr() << ",1);" << endl;
output << "M_.exo_det_names_long = cell(" << exo_det_nbr() << ",1);" << endl;
for (int id = 0; id < exo_det_nbr(); id++)
output << "M_.exo_det_names(" << id+1 << ") = {'" << getName(exo_det_ids[id]) << "'};" << endl
<< "M_.exo_det_names_tex(" << id+1 << ") = {'" << getTeXName(exo_det_ids[id]) << "'};" << endl
<< "M_.exo_det_names_long(" << id+1 << ") = {'" << getLongName(exo_det_ids[id]) << "'};" << endl;
output << "M_.exo_det_partitions = struct();" << endl;
for (auto &partition : getPartitionsForType(SymbolType::exogenousDet))
if (partition.first != "long_name")
{
output << "M_.exo_det_partitions." << partition.first << " = { ";
for (int id = 0; id < exo_det_nbr(); id++)
{
output << "'";
if (auto it1 = partition.second.find(exo_det_ids[id]);
it1 != partition.second.end())
output << it1->second;
output << "' ";
}
output << "};" << endl;
}
}
if (endo_nbr() > 0)
{
output << "M_.endo_names = cell(" << endo_nbr() << ",1);" << endl;
output << "M_.endo_names_tex = cell(" << endo_nbr() << ",1);" << endl;
output << "M_.endo_names_long = cell(" << endo_nbr() << ",1);" << endl;
for (int id = 0; id < endo_nbr(); id++)
output << "M_.endo_names(" << id+1 << ") = {'" << getName(endo_ids[id]) << "'};" << endl
<< "M_.endo_names_tex(" << id+1 << ") = {'" << getTeXName(endo_ids[id]) << "'};" << endl
<< "M_.endo_names_long(" << id+1 << ") = {'" << getLongName(endo_ids[id]) << "'};" << endl;
output << "M_.endo_partitions = struct();" << endl;
for (auto &partition : getPartitionsForType(SymbolType::endogenous))
if (partition.first != "long_name")
{
output << "M_.endo_partitions." << partition.first << " = { ";
for (int id = 0; id < endo_nbr(); id++)
{
output << "'";
if (auto it1 = partition.second.find(endo_ids[id]);
it1 != partition.second.end())
output << it1->second;
output << "' ";
}
output << "};" << endl; }
}
if (param_nbr() > 0)
{
output << "M_.param_names = cell(" << param_nbr() << ",1);" << endl;
output << "M_.param_names_tex = cell(" << param_nbr() << ",1);" << endl;
output << "M_.param_names_long = cell(" << param_nbr() << ",1);" << endl;
for (int id = 0; id < param_nbr(); id++)
{
output << "M_.param_names(" << id+1 << ") = {'" << getName(param_ids[id]) << "'};" << endl
<< "M_.param_names_tex(" << id+1 << ") = {'" << getTeXName(param_ids[id]) << "'};" << endl
<< "M_.param_names_long(" << id+1 << ") = {'" << getLongName(param_ids[id]) << "'};" << endl;
if (getName(param_ids[id]) == "dsge_prior_weight")
output << "options_.dsge_var = 1;" << endl;
}
output << "M_.param_partitions = struct();" << endl;
for (auto &partition : getPartitionsForType(SymbolType::parameter))
if (partition.first != "long_name")
{
output << "M_.param_partitions." << partition.first << " = { ";
for (int id = 0; id < param_nbr(); id++)
{
output << "'";
if (auto it1 = partition.second.find(param_ids[id]);
it1 != partition.second.end())
output << it1->second;
output << "' ";
}
output << "};" << endl;
}
}
else
{
output << "M_.param_names = {};" << endl;
output << "M_.param_names_tex = {};" << endl;
output << "M_.param_names_long = {};" << endl;
}
output << "M_.exo_det_nbr = " << exo_det_nbr() << ";" << endl
<< "M_.exo_nbr = " << exo_nbr() << ";" << endl
<< "M_.endo_nbr = " << endo_nbr() << ";" << endl
<< "M_.param_nbr = " << param_nbr() << ";" << endl;
// Write the auxiliary variable table
output << "M_.orig_endo_nbr = " << orig_endo_nbr() << ";" << endl;
if (aux_vars.size() == 0)
output << "M_.aux_vars = [];" << endl;
else
for (int i = 0; i < static_cast<int>(aux_vars.size()); i++)
{
output << "M_.aux_vars(" << i+1 << ").endo_index = " << getTypeSpecificID(aux_vars[i].symb_id)+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").type = " << aux_vars[i].get_type_id() << ";" << endl;
switch (aux_vars[i].type)
{
case AuxVarType::endoLead:
case AuxVarType::exoLead:
case AuxVarType::expectation:
case AuxVarType::pacExpectation:
case AuxVarType::pacTargetNonstationary:
break;
case AuxVarType::endoLag:
case AuxVarType::exoLag:
case AuxVarType::logTransform:
case AuxVarType::diffLag:
case AuxVarType::diffLead:
case AuxVarType::diffForward:
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(aux_vars[i].orig_symb_id.value())+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].orig_lead_lag.value() << ";" << endl;
break; case AuxVarType::unaryOp:
output << "M_.aux_vars(" << i+1 << ").unary_op = '" << aux_vars[i].unary_op << "';" << endl;
[[fallthrough]];
case AuxVarType::diff:
if (aux_vars[i].orig_symb_id)
output << "M_.aux_vars(" << i+1 << ").orig_index = " << getTypeSpecificID(*aux_vars[i].orig_symb_id)+1 << ";" << endl
<< "M_.aux_vars(" << i+1 << ").orig_lead_lag = " << aux_vars[i].orig_lead_lag.value() << ";" << endl;
break;
case AuxVarType::multiplier:
output << "M_.aux_vars(" << i+1 << ").eq_nbr = " << aux_vars[i].equation_number_for_multiplier + 1 << ";" << endl;
break;
}
if (expr_t orig_expr = aux_vars[i].expr_node;
orig_expr)
{
output << "M_.aux_vars(" << i+1 << ").orig_expr = '";
orig_expr->writeJsonOutput(output, {}, {});
output << "';" << endl;
}
}
if (predeterminedNbr() > 0)
{
output << "M_.predetermined_variables = [ ";
for (int predetermined_variable : predetermined_variables)
output << getTypeSpecificID(predetermined_variable)+1 << " ";
output << "];" << endl;
}
if (observedVariablesNbr() > 0)
{
output << "options_.varobs = cell(" << observedVariablesNbr() << ", 1);" << endl;
for (int ic{1};
int it : varobs)
output << "options_.varobs(" << ic++ << ") = {'" << getName(it) << "'};" << endl;
output << "options_.varobs_id = [ ";
for (int varob : varobs)
output << getTypeSpecificID(varob)+1 << " ";
output << " ];" << endl;
}
if (observedExogenousVariablesNbr() > 0)
{
output << "options_.varexobs = cell(1);" << endl;
for (int ic{1};
int it : varexobs)
output << "options_.varexobs(" << ic++ << ") = {'" << getName(it) << "'};" << endl;
output << "options_.varexobs_id = [ ";
for (int varexob : varexobs)
output << getTypeSpecificID(varexob)+1 << " ";
output << " ];" << endl;
}
}
int
SymbolTable::addLeadAuxiliaryVarInternal(bool endo, int index, expr_t expr_arg) noexcept(false)
{
string varname{(endo ? "AUX_ENDO_LEAD_" : "AUX_EXO_LEAD_") + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE); }
aux_vars.emplace_back(symb_id, (endo ? AuxVarType::endoLead : AuxVarType::exoLead), 0, 0, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
string varname{(endo ? "AUX_ENDO_LAG_" : "AUX_EXO_LAG_") + to_string(orig_symb_id) + "_" + to_string(-orig_lead_lag)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, (endo ? AuxVarType::endoLag : AuxVarType::exoLag), orig_symb_id, orig_lead_lag, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addEndoLeadAuxiliaryVar(int index, expr_t expr_arg) noexcept(false)
{
return addLeadAuxiliaryVarInternal(true, index, expr_arg);
}
int
SymbolTable::addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
return addLagAuxiliaryVarInternal(true, orig_symb_id, orig_lead_lag, expr_arg);
}
int
SymbolTable::addExoLeadAuxiliaryVar(int index, expr_t expr_arg) noexcept(false)
{
return addLeadAuxiliaryVarInternal(false, index, expr_arg);
}
int
SymbolTable::addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
return addLagAuxiliaryVarInternal(false, orig_symb_id, orig_lead_lag, expr_arg);
}
int
SymbolTable::addExpectationAuxiliaryVar(int information_set, int index, expr_t expr_arg) noexcept(false)
{
string varname{"AUX_EXPECT_"s + (information_set < 0 ? "LAG" : "LEAD") + "_"
+ to_string(abs(information_set)) + "_" + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::expectation, 0, 0, 0, information_set, expr_arg, "");
return symb_id;}
int
SymbolTable::addLogTransformAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
string varname = "LOG_" + getName(orig_symb_id);
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", it conflicts with the auxiliary variable created for representing the log of " << getName(orig_symb_id) << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::logTransform, orig_symb_id, orig_lead_lag, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false)
{
string varname{"AUX_DIFF_LAG_" + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::diffLag, orig_symb_id, orig_lag, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addDiffLeadAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lead) noexcept(false)
{
string varname{"AUX_DIFF_LEAD_" + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::diffLead, orig_symb_id, orig_lead, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addDiffAuxiliaryVar(int index, expr_t expr_arg, optional<int> orig_symb_id, optional<int> orig_lag) noexcept(false)
{
string varname{"AUX_DIFF_" + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous); }
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::diff, move(orig_symb_id), move(orig_lag), 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, string unary_op, optional<int> orig_symb_id, optional<int> orig_lag) noexcept(false)
{
string varname{"AUX_UOP_" + to_string(index)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::unaryOp, move(orig_symb_id), move(orig_lag), 0, 0, expr_arg, unary_op);
return symb_id;
}
int
SymbolTable::addMultiplierAuxiliaryVar(int index) noexcept(false)
{
string varname{"MULT_" + to_string(index+1)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::multiplier, 0, 0, index, 0, nullptr, "");
return symb_id;
}
int
SymbolTable::addDiffForwardAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false)
{
string varname{"AUX_DIFF_FWRD_" + to_string(orig_symb_id+1)};
int symb_id;
try
{
symb_id = addSymbol(varname, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: you should rename your variable called " << varname << ", this name is internally used by Dynare" << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::diffForward, orig_symb_id, orig_lead_lag, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addPacExpectationAuxiliaryVar(const string &name, expr_t expr_arg)
{
int symb_id;
try
{
symb_id = addSymbol(name, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: the variable/parameter '" << name << "' conflicts with a variable that will be generated for a 'pac_expectation' expression. Please rename it." << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::pacExpectation, 0, 0, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::addPacTargetNonstationaryAuxiliaryVar(const string &name, expr_t expr_arg)
{
int symb_id;
try
{
symb_id = addSymbol(name, SymbolType::endogenous);
}
catch (AlreadyDeclaredException &e)
{
cerr << "ERROR: the variable/parameter '" << name << "' conflicts with a variable that will be generated for a 'pac_target_nonstationary' expression. Please rename it." << endl;
exit(EXIT_FAILURE);
}
aux_vars.emplace_back(symb_id, AuxVarType::pacTargetNonstationary, 0, 0, 0, 0, expr_arg, "");
return symb_id;
}
int
SymbolTable::searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const noexcept(false)
{
for (const auto &aux_var : aux_vars)
if ((aux_var.type == AuxVarType::endoLag || aux_var.type == AuxVarType::exoLag)
&& aux_var.orig_symb_id == orig_symb_id && aux_var.orig_lead_lag == orig_lead_lag)
return aux_var.symb_id;
throw SearchFailedException(orig_symb_id, orig_lead_lag);
}
int
SymbolTable::getOrigSymbIdForAuxVar(int aux_var_symb_id_arg) const noexcept(false)
{
for (const auto &aux_var : aux_vars)
if ((aux_var.type == AuxVarType::endoLag
|| aux_var.type == AuxVarType::exoLag
|| aux_var.type == AuxVarType::diff
|| aux_var.type == AuxVarType::diffLag
|| aux_var.type == AuxVarType::diffLead
|| aux_var.type == AuxVarType::diffForward
|| aux_var.type == AuxVarType::unaryOp)
&& aux_var.symb_id == aux_var_symb_id_arg)
if (optional<int> r = aux_var.orig_symb_id; r)
return *r;
else
throw UnknownSymbolIDException(aux_var_symb_id_arg); // Some diff and unaryOp auxvars have orig_symb_id unset
throw UnknownSymbolIDException(aux_var_symb_id_arg);
}
pair<int, int>
SymbolTable::unrollDiffLeadLagChain(int symb_id, int lag) const noexcept(false)
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id) if (aux_var.type == AuxVarType::diffLag || aux_var.type == AuxVarType::diffLead)
{
auto [orig_symb_id, orig_lag] = unrollDiffLeadLagChain(aux_var.orig_symb_id.value(), lag);
return { orig_symb_id, orig_lag + aux_var.orig_lead_lag.value() };
}
return { symb_id, lag };
}
expr_t
SymbolTable::getAuxiliaryVarsExprNode(int symb_id) const noexcept(false)
// throw exception if it is a Lagrange multiplier
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id)
if (expr_t expr_node = aux_var.expr_node;
expr_node)
return expr_node;
else
throw SearchFailedException(symb_id);
throw SearchFailedException(symb_id);
}
void
SymbolTable::markPredetermined(int symb_id) noexcept(false)
{
validateSymbID(symb_id);
if (frozen)
throw FrozenException();
assert(getType(symb_id) == SymbolType::endogenous);
predetermined_variables.insert(symb_id);
}
void
SymbolTable::markWithLogTransform(int symb_id) noexcept(false)
{
validateSymbID(symb_id);
if (frozen)
throw FrozenException();
assert(getType(symb_id) == SymbolType::endogenous);
with_log_transform.insert(symb_id);
}
bool
SymbolTable::isPredetermined(int symb_id) const noexcept(false)
{
validateSymbID(symb_id);
return predetermined_variables.contains(symb_id);
}
int
SymbolTable::predeterminedNbr() const
{
return predetermined_variables.size();
}
void
SymbolTable::addObservedVariable(int symb_id) noexcept(false)
{
validateSymbID(symb_id);
assert(getType(symb_id) == SymbolType::endogenous);
varobs.push_back(symb_id);
}
intSymbolTable::observedVariablesNbr() const
{
return static_cast<int>(varobs.size());
}
bool
SymbolTable::isObservedVariable(int symb_id) const
{
return find(varobs.begin(), varobs.end(), symb_id) != varobs.end();
}
int
SymbolTable::getObservedVariableIndex(int symb_id) const
{
auto it = find(varobs.begin(), varobs.end(), symb_id);
assert(it != varobs.end());
return static_cast<int>(it - varobs.begin());
}
void
SymbolTable::addObservedExogenousVariable(int symb_id) noexcept(false)
{
validateSymbID(symb_id);
assert(getType(symb_id) != SymbolType::endogenous);
varexobs.push_back(symb_id);
}
int
SymbolTable::observedExogenousVariablesNbr() const
{
return static_cast<int>(varexobs.size());
}
bool
SymbolTable::isObservedExogenousVariable(int symb_id) const
{
return find(varexobs.begin(), varexobs.end(), symb_id) != varexobs.end();
}
int
SymbolTable::getObservedExogenousVariableIndex(int symb_id) const
{
auto it = find(varexobs.begin(), varexobs.end(), symb_id);
assert(it != varexobs.end());
return static_cast<int>(it - varexobs.begin());
}
vector <int>
SymbolTable::getTrendVarIds() const
{
vector <int> trendVars;
for (const auto &it : symbol_table)
if (getType(it.second) == SymbolType::trend || getType(it.second) == SymbolType::logTrend)
trendVars.push_back(it.second);
return trendVars;
}
set<int>
SymbolTable::getExogenous() const
{
set <int> exogs;
for (const auto &it : symbol_table)
if (getType(it.second) == SymbolType::exogenous)
exogs.insert(it.second);
return exogs;
}
set<int>
SymbolTable::getObservedExogenous() const
{ set <int> oexogs;
for (const auto &it : symbol_table)
if (getType(it.second) == SymbolType::exogenous)
if (isObservedExogenousVariable(it.second))
oexogs.insert(it.second);
return oexogs;
}
set<int>
SymbolTable::getEndogenous() const
{
set <int> endogs;
for (const auto &it : symbol_table)
if (getType(it.second) == SymbolType::endogenous)
endogs.insert(it.second);
return endogs;
}
bool
SymbolTable::isAuxiliaryVariable(int symb_id) const
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id)
return true;
return false;
}
bool
SymbolTable::isAuxiliaryVariableButNotMultiplier(int symb_id) const
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id && aux_var.type != AuxVarType::multiplier)
return true;
return false;
}
bool
SymbolTable::isDiffAuxiliaryVariable(int symb_id) const
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id
&& (aux_var.type == AuxVarType::diff
|| aux_var.type == AuxVarType::diffLag
|| aux_var.type == AuxVarType::diffLead))
return true;
return false;
}
set<int>
SymbolTable::getOrigEndogenous() const
{
set <int> origendogs;
for (const auto &it : symbol_table)
if (getType(it.second) == SymbolType::endogenous && !isAuxiliaryVariable(it.second))
origendogs.insert(it.second);
return origendogs;
}
void
SymbolTable::writeJsonOutput(ostream &output) const
{
output << R"("endogenous": )";
writeJsonVarVector(output, endo_ids);
output << R"(, "exogenous":)";
writeJsonVarVector(output, exo_ids);
output << R"(, "exogenous_deterministic": )";
writeJsonVarVector(output, exo_det_ids);
output << R"(, "parameters": )";
writeJsonVarVector(output, param_ids);
if (observedVariablesNbr() > 0)
{
output << R"(, "varobs": [)";
for (size_t i = 0; i < varobs.size(); i++)
{
if (i != 0)
output << ", ";
output << R"(")" << getName(varobs[i]) << R"(")";
}
output << "]" << endl;
output << R"(, "varobs_ids": [)";
for (size_t i = 0; i < varobs.size(); i++)
{
if (i != 0)
output << ", ";
output << getTypeSpecificID(varobs[i])+1;
}
output << "]" << endl;
}
if (observedExogenousVariablesNbr() > 0)
{
output << R"(, "varexobs": [)";
for (size_t i = 0; i < varexobs.size(); i++)
{
if (i != 0)
output << ", ";
output << R"(")" << getName(varexobs[i]) << R"(")";
}
output << "]" << endl;
output << R"(, "varexobs_ids": [)";
for (size_t i = 0; i < varexobs.size(); i++)
{
if (i != 0)
output << ", ";
output << getTypeSpecificID(varexobs[i])+1;
}
output << "]" << endl;
}
// Write the auxiliary variable table
output << R"(, "orig_endo_nbr": )" << orig_endo_nbr() << endl;
if (aux_vars.size() == 0)
output << R"(, "aux_vars": [])";
else
{
output << R"(, "aux_vars": [)" << endl;
for (int i = 0; i < static_cast<int>(aux_vars.size()); i++)
{
if (i != 0)
output << ", ";
output << R"({"endo_index": )" << getTypeSpecificID(aux_vars[i].symb_id)+1
<< R"(, "type": )" << aux_vars[i].get_type_id();
switch (aux_vars[i].type)
{
case AuxVarType::endoLead:
case AuxVarType::exoLead:
case AuxVarType::expectation:
case AuxVarType::pacExpectation:
case AuxVarType::pacTargetNonstationary:
break;
case AuxVarType::endoLag:
case AuxVarType::exoLag:
case AuxVarType::logTransform:
case AuxVarType::diffLag:
case AuxVarType::diffLead: case AuxVarType::diffForward:
output << R"(, "orig_index": )" << getTypeSpecificID(aux_vars[i].orig_symb_id.value())+1
<< R"(, "orig_lead_lag": )" << aux_vars[i].orig_lead_lag.value();
break;
case AuxVarType::unaryOp:
output << R"(, "unary_op": ")" << aux_vars[i].unary_op << R"(")";
[[fallthrough]];
case AuxVarType::diff:
if (aux_vars[i].orig_symb_id)
output << R"(, "orig_index": )" << getTypeSpecificID(*aux_vars[i].orig_symb_id)+1
<< R"(, "orig_lead_lag": )" << aux_vars[i].orig_lead_lag.value();
break;
case AuxVarType::multiplier:
output << R"(, "eq_nbr": )" << aux_vars[i].equation_number_for_multiplier + 1;
break;
}
if (expr_t orig_expr = aux_vars[i].expr_node;
orig_expr)
{
output << R"(, "orig_expr": ")";
orig_expr->writeJsonOutput(output, {}, {});
output << R"(")";
}
output << '}' << endl;
}
output << "]" << endl;
}
}
void
SymbolTable::writeJsonVarVector(ostream &output, const vector<int> &varvec) const
{
output << "[";
for (size_t i = 0; i < varvec.size(); i++)
{
if (i != 0)
output << ", ";
output << "{"
<< R"("name":")" << getName(varvec[i]) << R"(", )"
<< R"("texName":")" << boost::replace_all_copy(getTeXName(varvec[i]), R"(\)", R"(\\)") << R"(", )"
<< R"("longName":")" << boost::replace_all_copy(getLongName(varvec[i]), R"(\)", R"(\\)") << R"("})"
<< endl;
}
output << "]" << endl;
}
int
SymbolTable::getUltimateOrigSymbID(int symb_id) const
{
while (isAuxiliaryVariable(symb_id))
try
{
symb_id = getOrigSymbIdForAuxVar(symb_id);
}
catch (UnknownSymbolIDException &)
{
break;
}
return symb_id;
}
optional<int>
SymbolTable::getEquationNumberForMultiplier(int symb_id) const
{
for (const auto &aux_var : aux_vars)
if (aux_var.symb_id == symb_id && aux_var.type == AuxVarType::multiplier)
return aux_var.equation_number_for_multiplier;
return nullopt;
}
const set<int> &
SymbolTable::getVariablesWithLogTransform() const
{
return with_log_transform;
}