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  • Shocks.hh 7.50 KiB
    /*
     * Copyright © 2003-2021 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 _SHOCKS_HH
    #define _SHOCKS_HH
    
    using namespace std;
    
    #include <string>
    #include <vector>
    #include <map>
    
    #include "Statement.hh"
    #include "SymbolTable.hh"
    #include "ExprNode.hh"
    
    class AbstractShocksStatement : public Statement
    {
    public:
      // The tuple is (period1, period2, value)
      using det_shocks_t = map<int, vector<tuple<int, int, expr_t>>>;
    protected:
      //! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
      const bool mshocks;
      //! Does this "shocks" statement replace the previous ones?
      const bool overwrite;
      const det_shocks_t det_shocks;
      const SymbolTable &symbol_table;
      void writeDetShocks(ostream &output) const;
      void writeJsonDetShocks(ostream &output) const;
    
      AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
                              det_shocks_t det_shocks_arg,
                              const SymbolTable &symbol_table_arg);
    };
    
    class ShocksStatement : public AbstractShocksStatement
    {
    public:
      using var_and_std_shocks_t = map<int, expr_t>;
      using covar_and_corr_shocks_t = map<pair<int, int>, expr_t>;
    private:
      const var_and_std_shocks_t var_shocks, std_shocks;
      const covar_and_corr_shocks_t covar_shocks, corr_shocks;
      void writeVarOrStdShock(ostream &output, var_and_std_shocks_t::const_iterator &it, bool stddev) const;
      void writeVarAndStdShocks(ostream &output) const;
      void writeCovarOrCorrShock(ostream &output, covar_and_corr_shocks_t::const_iterator &it, bool corr) const;
      void writeCovarAndCorrShocks(ostream &output) const;
      bool has_calibrated_measurement_errors() const;
    public:
      ShocksStatement(bool overwrite_arg,
                      det_shocks_t det_shocks_arg,
                      var_and_std_shocks_t var_shocks_arg,
                      var_and_std_shocks_t std_shocks_arg,