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dynare++/parser/cc/namelist.y deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2007-2011, Ondra Kamenik
%{
#include "location.h"
#include "namelist.h"
#include "namelist_tab.hh"
void namelist_error(const char*);
int namelist_lex(void);
extern ogp::NameListParser* name_list_parser;
%}
%union {
int integer;
char *string;
char character;
}
%token COMMA CHARACTER
%token <string> NAME;
%name-prefix="namelist_"
%locations
%error-verbose
%%
namelist : namelist NAME {name_list_parser->add_name($2);}
| namelist COMMA NAME {name_list_parser->add_name($3);}
| NAME {name_list_parser->add_name($1);}
;
%%
void namelist_error(const char* mes)
{
name_list_parser->namelist_error(mes);
}
dynare++/parser/cc/parser_exception.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: parser_exception.cpp 2269 2008-11-23 14:33:22Z michel $
#include "parser_exception.h"
#include <cstring>
#include <cstdio>
using namespace ogp;
ParserException::ParserException(const char* m, int offset)
: mes(new char[strlen(m)+1]), off(offset),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
strcpy(mes, m);
}
ParserException::ParserException(const string& m, int offset)
: mes(new char[m.size()+1]), off(offset),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
strncpy(mes, m.c_str(), m.size());
mes[m.size()] = '\0';
}
ParserException::ParserException(const string& m, const char* dum, int i1)
: mes(new char[m.size()+1]), off(0),
aux_i1(i1), aux_i2(-1), aux_i3(-1)
{
strncpy(mes, m.c_str(), m.size());
mes[m.size()] = '\0';
}
ParserException::ParserException(const string& m, const char* dum, int i1, int i2)
: mes(new char[m.size()+1]), off(0),
aux_i1(i1), aux_i2(i2), aux_i3(-1)
{
strncpy(mes, m.c_str(), m.size());
mes[m.size()] = '\0';
}
ParserException::ParserException(const string& m, const char* dum, int i1, int i2, int i3)
: mes(new char[m.size()+1]), off(0),
aux_i1(i1), aux_i2(i2), aux_i3(i3)
{
strncpy(mes, m.c_str(), m.size());
mes[m.size()] = '\0';
}
ParserException::ParserException(const ParserException& m, int plus_offset)
: mes(NULL),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
copy(m);
off += plus_offset;
}
ParserException::ParserException(const ParserException& m, const char* dum, int i)
: mes(NULL),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
copy(m);
aux_i3 = m.aux_i2;
aux_i2 = m.aux_i1;
aux_i1 = i;
}
ParserException::ParserException(const ParserException& m, const char* dum, int i1, int i2)
: mes(NULL),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
copy(m);
aux_i3 = m.aux_i1;
aux_i2 = i2;
aux_i1 = i1;
}
ParserException::ParserException(const ParserException& m, const char* dum, int i1, int i2, int i3)
: mes(NULL),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
copy(m);
aux_i3 = i3;
aux_i2 = i2;
aux_i1 = i1;
}
ParserException::ParserException(const ParserException& e)
: mes(NULL),
aux_i1(-1), aux_i2(-1), aux_i3(-1)
{
copy(e);
}
ParserException::~ParserException()
{
delete [] mes;
}
void ParserException::copy(const ParserException& e)
{
if (mes)
delete [] mes;
mes = new char[strlen(e.mes)+1];
strcpy(mes, e.mes);
off = e.off;
aux_i1 = e.aux_i1;
aux_i2 = e.aux_i2;
aux_i3 = e.aux_i3;
}
void ParserException::print(FILE* fd) const
{
// todo: to be refined
fprintf(fd, "%s: offset %d\n", mes, off);
}
dynare++/parser/cc/parser_exception.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: parser_exception.h 1761 2008-03-31 14:27:13Z kamenik $
#ifndef OG_FORMULA_PARSER_H
#define OG_FORMULA_PARSER_H
#include <string>
namespace ogp {
using std::string;
/** This is an easy exception, which, besides the message, stores
* also an offset of the parse error. Since we might need to track
* the argument number and for example the filed in the argument
* which caused the error, we add three integers, which have no
* semantics here. They should be documented in the function which
* throws an exception and sets them. Their default value is -1,
* which means they have not been set. */
class ParserException {
protected:
char* mes;
int off;
int aux_i1;
int aux_i2;
int aux_i3;
public:
ParserException(const char* m, int offset);
ParserException(const string& m, int offset);
ParserException(const string& m, const char* dum, int i1);
ParserException(const string& m, const char* dum, int i1, int i2);
ParserException(const string& m, const char* dum, int i1, int i2, int i3);
ParserException(const ParserException& e, int plus_offset);
/** Makes a copy and pushes given integer to aux_i1 shuffling
* others and forgetting the last. */
ParserException(const ParserException& e, const char* dum, int i);
/** Makes a copy and pushes given two integers to aux_i1 and aux_i2 shuffling
* others and forgetting the last two. */
ParserException(const ParserException& e, const char* dum, int i1, int i2);
/** Makes a copy and pushes given three integers to aux_i1, aux_i2, aus_i3 shuffling
* others and forgetting the last three. */
ParserException(const ParserException& e, const char* dum, int i1, int i2, int i3);
ParserException(const ParserException& e);
virtual ~ParserException();
void print(FILE* fd) const;
const char* message() const
{return mes;}
int offset() const
{return off;}
const int& i1() const
{return aux_i1;}
int& i1()
{return aux_i1;}
const int& i2() const
{return aux_i2;}
int& i2()
{return aux_i2;}
const int& i3() const
{return aux_i3;}
int& i3()
{return aux_i3;}
protected:
void copy(const ParserException& e);
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/parser/cc/static_atoms.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: static_atoms.cpp 1360 2007-07-10 11:44:20Z kamenik $
#include "static_atoms.h"
#include "utils/cc/exception.h"
using namespace ogp;
StaticAtoms::StaticAtoms(const StaticAtoms& a)
: Atoms(), Constants(a), varnames(a.varnames),
varorder(), vars(), indices()
{
// fill varorder
for (unsigned int i = 0; i < a.varorder.size(); i++) {
const char* s = varnames.query(a.varorder[i]);
varorder.push_back(s);
}
// fill vars
for (Tvarmap::const_iterator it = a.vars.begin();
it != a.vars.end(); ++it) {
const char* s = varnames.query((*it).first);
vars.insert(Tvarmap::value_type(s, (*it).second));
}
// fill indices
for (Tinvmap::const_iterator it = a.indices.begin();
it != a.indices.end(); ++it) {
const char* s = varnames.query((*it).second);
indices.insert(Tinvmap::value_type((*it).first, s));
}
}
void StaticAtoms::import_atoms(const DynamicAtoms& da, OperationTree& otree, Tintintmap& tmap)
{
Constants::import_constants(da, otree, tmap);
for (int i = 0; i < da.get_name_storage().num(); i++) {
const char* name = da.get_name_storage().get_name(i);
register_name(name);
int tnew = otree.add_nulary();
assign(name, tnew);
if (da.is_referenced(name)) {
const DynamicAtoms::Tlagmap& lmap = da.lagmap(name);
for (DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
int told = (*it).second;
tmap.insert(Tintintmap::value_type(told, tnew));
}
}
}
}
int StaticAtoms::check(const char* name) const
{
if (DynamicAtoms::is_string_constant(name)) {
return Constants::check(name);
} else {
return check_variable(name);
}
}
int StaticAtoms::index(const char* name) const
{
Tvarmap::const_iterator it = vars.find(name);
if (it == vars.end())
return -1;
else
return (*it).second;
}
const char* StaticAtoms::inv_index(int t) const
{
Tinvmap::const_iterator it = indices.find(t);
if (it == indices.end())
return NULL;
else
return (*it).second;
}
void StaticAtoms::assign(const char* name, int t)
{
if (DynamicAtoms::is_string_constant(name)) {
double val;
sscanf(name, "%lf", &val);
add_constant(t, val);
} else {
const char* ss = varnames.insert(name);
vars.insert(Tvarmap::value_type(ss, t));
indices.insert(Tinvmap::value_type(t, ss));
}
}
vector<int> StaticAtoms::variables() const
{
vector<int> res;
for (Tvarmap::const_iterator it = vars.begin();
it != vars.end(); ++it) {
res.push_back((*it).second);
}
return res;
}
void StaticAtoms::register_name(const char* name)
{
const char* ss = varnames.insert(name);
varorder.push_back(ss);
}
void StaticAtoms::print() const
{
printf("constants:\n");
Constants::print();
printf("variable names:\n");
varnames.print();
printf("map to tree indices:\n");
for (Tvarmap::const_iterator it = vars.begin(); it != vars.end(); ++it)
printf("%s\t->\t%d\n", (*it).first, (*it).second);
}
dynare++/parser/cc/static_atoms.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: static_atoms.h 1218 2007-03-19 21:52:49Z kamenik $
#ifndef OGP_STATIC_ATOMS
#define OGP_STATIC_ATOMS
#include "dynamic_atoms.h"
namespace ogp {
class StaticAtoms : public Atoms, public Constants {
protected:
typedef map<const char*, int, ltstr> Tvarmap;
typedef map<int, const char*> Tinvmap;
/** Storage for names. */
NameStorage varnames;
/** Outer order of variables. */
vector<const char*> varorder;
/** This is the map mapping a variable name to the tree
* index. */
Tvarmap vars;
/** This is the inverse mapping. It maps a tree index to the
* variable name. */
Tinvmap indices;
public:
StaticAtoms() : Atoms(), Constants(), varnames(), varorder(), vars()
{}
/* Copy constructor. */
StaticAtoms(const StaticAtoms& a);
/** Conversion from DynamicAtoms. This takes all atoms from
* the DynamicAtoms and adds its static version. The new tree
* indices are allocated in the passed OperationTree. Whole
* the process is traced in the map mapping old tree indices
* to new tree indices. */
StaticAtoms(const DynamicAtoms& da, OperationTree& otree, Tintintmap& tmap)
: Atoms(), Constants(), varnames(), varorder(), vars()
{import_atoms(da, otree, tmap);}
/* Destructor. */
virtual ~StaticAtoms() {}
/** This imports atoms from dynamic atoms inserting the new
* tree indices to the given tree (including constants). The
* mapping from old atoms to new atoms is traced in tmap. */
void import_atoms(const DynamicAtoms& da, OperationTree& otree,
Tintintmap& tmap);
/** If the name is constant, it returns its tree index if the
* constant is registered in Constants, it returns -1
* otherwise. If the name is not constant, it returns result
* from check_variable, which is implemented by a subclass. */
int check(const char* name) const;
/** This assigns a given tree index to the variable name. The
* name should have been checked before the call. */
void assign(const char* name, int t);
int nvar() const
{return varnames.num();}
/** This returns a vector of all variables. */
vector<int> variables() const;
/** This returns a tree index of the given variable. */
int index(const char* name) const;
/** This returns a name from the given tree index. NULL is
* returned if the tree index doesn't exist. */
const char* inv_index(int t) const;
/** This returns a name in a outer ordering. (There is no other ordering.) */
const char* name(int i) const
{return varorder[i];}
/** Debug print. */
void print() const;
/** This registers a variable. A subclass can reimplement
* this, for example, to ensure uniqueness of the
* name. However, this method should be always called in
* overriding methods to do the registering job. */
virtual void register_name(const char* name);
/** Return the name storage to allow querying to other
* classes. */
const NameStorage& get_name_storage() const
{return varnames;}
protected:
/** This checks the variable. The implementing subclass might
* want to throw an exception if the variable has not been
* registered. */
virtual int check_variable(const char* name) const = 0;
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/parser/cc/static_fine_atoms.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: static_fine_atoms.cpp 82 2007-04-19 11:33:30Z ondra $
#include "utils/cc/exception.h"
#include "static_fine_atoms.h"
#include "parser_exception.h"
using namespace ogp;
StaticFineAtoms::StaticFineAtoms(const StaticFineAtoms& sfa)
: StaticAtoms(sfa),
params(), param_outer_map(),
endovars(), endo_outer_map(),
exovars(), exo_outer_map(),
der_atoms(sfa.der_atoms),
endo_atoms_map(sfa.endo_atoms_map),
exo_atoms_map(sfa.exo_atoms_map)
{
for (unsigned int i = 0; i < sfa.params.size(); i++) {
const char* name = varnames.query(sfa.params[i]);
params.push_back(name);
param_outer_map.insert(Tvarintmap::value_type(name, i));
}
for (unsigned int i = 0; i < sfa.endovars.size(); i++) {
const char* name = varnames.query(sfa.endovars[i]);
endovars.push_back(name);
endo_outer_map.insert(Tvarintmap::value_type(name, i));
}
for (unsigned int i = 0; i < sfa.exovars.size(); i++) {
const char* name = varnames.query(sfa.exovars[i]);
exovars.push_back(name);
exo_outer_map.insert(Tvarintmap::value_type(name, i));
}
}
void StaticFineAtoms::import_atoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap)
{
StaticAtoms::import_atoms(fa, otree, tmap);
// we just need to put parameters, endovars, and exovars to
// respective vectors, the names are already in the storage
// parameters
const vector<const char*>& fa_params = fa.get_params();
for (unsigned int i = 0; i < fa_params.size(); i++)
register_param(fa_params[i]);
// endogenous
const vector<const char*>& fa_endovars = fa.get_endovars();
for (unsigned int i = 0; i < fa_endovars.size(); i++)
register_endo(fa_endovars[i]);
// exogenous
const vector<const char*>& fa_exovars = fa.get_exovars();
for (unsigned int i = 0; i < fa_exovars.size(); i++)
register_exo(fa_exovars[i]);
parsing_finished();
}
void StaticFineAtoms::import_atoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap,
const char* dummy)
{
StaticAtoms::import_atoms(fa, otree, tmap);
// we just need to put parameters, endovars, and exovars to
// respective vectors, the names are already in the storage
// parameters
const vector<const char*>& fa_params = fa.get_params();
for (unsigned int i = 0; i < fa_params.size(); i++)
register_param(fa_params[i]);
// endogenous
const vector<const char*>& fa_endovars = fa.get_endovars();
for (unsigned int i = 0; i < fa_endovars.size(); i++)
register_endo(fa_endovars[fa.y2outer_endo()[i]]);
// exogenous
const vector<const char*>& fa_exovars = fa.get_exovars();
for (unsigned int i = 0; i < fa_exovars.size(); i++)
register_exo(fa_exovars[fa.y2outer_exo()[i]]);
parsing_finished();
}
int StaticFineAtoms::check_variable(const char* name) const
{
const char* ss = varnames.query(name);
if (ss == NULL)
throw ParserException(string("Variable <")+name+"> not declared.",0);
return index(name);
}
void StaticFineAtoms::parsing_finished()
{
// build der_atoms, and endo_atoms_map and exo_atoms_map
der_atoms.clear();
endo_atoms_map.clear();
exo_atoms_map.clear();
// go through all endo and exo insert tree indices, ignore names
// whose tree index is -1 (those which are not referenced)
for (unsigned int i = 0; i < endovars.size(); i++) {
int t = index(endovars[i]);
if (t != -1) {
endo_atoms_map.push_back(der_atoms.size());
der_atoms.push_back(t);
}
}
for (unsigned int i = 0; i < exovars.size(); i++) {
int t = index(exovars[i]);
if (t != -1) {
exo_atoms_map.push_back(der_atoms.size());
der_atoms.push_back(t);
}
}
}
int StaticFineAtoms::name2outer_param(const char* name) const
{
Tvarintmap::const_iterator it = param_outer_map.find(name);
if (it == param_outer_map.end())
throw ogu::Exception(__FILE__,__LINE__,
"Name is not a parameter in StaticFineAtoms::name2outer_param");
return (*it).second;
}
int StaticFineAtoms::name2outer_endo(const char* name) const
{
Tvarintmap::const_iterator it = endo_outer_map.find(name);
if (it == endo_outer_map.end())
throw ogu::Exception(__FILE__,__LINE__,
"Name is not an endogenous variable in StaticFineAtoms::name2outer_endo");
return (*it).second;
}
int StaticFineAtoms::name2outer_exo(const char* name) const
{
Tvarintmap::const_iterator it = exo_outer_map.find(name);
if (it == exo_outer_map.end())
throw ogu::Exception(__FILE__,__LINE__,
"Name is not an exogenous variable in StaticFineAtoms::name2outer_exo");
return (*it).second;
}
void StaticFineAtoms::register_uniq_endo(const char* name)
{
if (varnames.query(name))
throw ogp::ParserException(string("Endogenous variable <")+name+"> is not unique.",0);
const char* ss = varnames.insert(name);
register_endo(ss);
}
void StaticFineAtoms::register_uniq_exo(const char* name)
{
if (varnames.query(name))
throw ogp::ParserException(string("Exogenous variable <")+name+"> is not unique.",0);
const char* ss = varnames.insert(name);
register_exo(ss);
}
void StaticFineAtoms::register_uniq_param(const char* name)
{
if (varnames.query(name))
throw ogp::ParserException(string("Parameter <")+name+"> is not unique.",0);
const char* ss = varnames.insert(name);
register_param(ss);
}
void StaticFineAtoms::print() const
{
StaticAtoms::print();
printf("endo atoms map:\n");
for (unsigned int i = 0; i < endo_atoms_map.size(); i++)
printf("%d --> %d\n", i, endo_atoms_map[i]);
printf("exo atoms map:\n");
for (unsigned int i = 0; i < exo_atoms_map.size(); i++)
printf("%d --> %d\n", i, exo_atoms_map[i]);
printf("der atoms:\n");
for (unsigned int i = 0; i < der_atoms.size(); i++)
printf("%d\t%d\n",i, der_atoms[i]);
}
void StaticFineAtoms::register_endo(const char* name)
{
const char* ss = varnames.query(name);
if (ss == NULL)
throw ogp::ParserException(string("Endogenous variable <")
+name+"> not found in storage.",0);
endovars.push_back(ss);
endo_outer_map.insert(Tvarintmap::value_type(ss, endovars.size()-1));
}
void StaticFineAtoms::register_exo(const char* name)
{
const char* ss = varnames.query(name);
if (ss == NULL)
throw ogp::ParserException(string("Exogenous variable <")
+name+"> not found in storage.",0);
exovars.push_back(ss);
exo_outer_map.insert(Tvarintmap::value_type(ss, exovars.size()-1));
}
void StaticFineAtoms::register_param(const char* name)
{
const char* ss = varnames.query(name);
if (ss == NULL)
throw ogp::ParserException(string("Parameter <")+name+"> not found in storage.",0);
params.push_back(ss);
param_outer_map.insert(Tvarintmap::value_type(ss, params.size()-1));
}
dynare++/parser/cc/static_fine_atoms.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: static_fine_atoms.h 42 2007-01-22 21:53:24Z ondra $
#ifndef OGP_STATIC_FINE_ATOMS_H
#define OGP_STATIC_FINE_ATOMS_H
#include "static_atoms.h"
#include "fine_atoms.h"
namespace ogp {
/** This class represents static atoms distinguishing between
* parameters, endogenous and exogenous variables. The class
* maintains also ordering of all three categories (referenced as
* outer or inner, since there is only one ordering). It can be
* constructed either from scratch, or from fine dynamic atoms. In
* the latter case, one can decide if the ordering of this static
* atoms should be internal or external ordering of the original
* dynamic fine atoms. */
class StaticFineAtoms : public StaticAtoms {
public:
typedef map<int,int> Tintintmap;
protected:
typedef map<const char*, int, ltstr> Tvarintmap;
private:
/** The vector of parameter names, gives the parameter
* ordering. */
vector<const char*> params;
/** A map mappping a parameter name to an index in the ordering. */
Tvarintmap param_outer_map;
/** The vector of endogenous variables. This defines the order
* like parameters. */
vector<const char*> endovars;
/** A map mapping a name of an endogenous variable to an index
* in the ordering. */
Tvarintmap endo_outer_map;
/** The vector of exogenous variables. Also defines the order
* like parameters and endovars. */
vector<const char*> exovars;
/** A map mapping a name of an exogenous variable to an index
* in the outer ordering. */
Tvarintmap exo_outer_map;
/** This vector defines a set of atoms as tree indices used
* for differentiation. The order of the atoms in is the
* concatenation of the outer ordering of endogenous and
* exogenous. This vector is setup by parsing_finished() and
* is returned by variables(). */
vector<int> der_atoms;
/** This is a mapping from endogenous atoms to all atoms in
* der_atoms member. The mapping maps index in endogenous atom
* ordering to index (not value) in der_atoms. It is useful if
* one wants to evaluate derivatives wrt only endogenous
* variables. It is set by parsing_finished(). By definition,
* it is monotone. */
vector<int> endo_atoms_map;
/** This is a mapping from exogenous atoms to all atoms in
* der_atoms member. It is the same as endo_atoms_map for
* atoms of exogenous variables. */
vector<int> exo_atoms_map;
public:
StaticFineAtoms() {}
/** Copy constructor making a new storage for atom names. */
StaticFineAtoms(const StaticFineAtoms& sfa);
/** Conversion from dynamic FineAtoms taking its outer
* ordering as ordering of parameters, endogenous and
* exogenous. A biproduct is an integer to integer map mapping
* tree indices of the dynamic atoms to tree indices of the
* static atoms. */
StaticFineAtoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap)
{StaticFineAtoms::import_atoms(fa, otree, tmap);}
/** Conversion from dynamic FineAtoms taking its internal
* ordering as ordering of parameters, endogenous and
* exogenous. A biproduct is an integer to integer map mapping
* tree indices of the dynamic atoms to tree indices of the
* static atoms. */
StaticFineAtoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap,
const char* dummy)
{StaticFineAtoms::import_atoms(fa, otree, tmap, dummy);}
virtual ~StaticFineAtoms() {}
/** This adds atoms from dynamic atoms inserting new tree
* indices to the given tree and tracing the mapping from old
* atoms to new atoms in tmap. The ordering of the static
* atoms is the same as outer ordering of dynamic atoms. */
void import_atoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap);
/** This adds atoms from dynamic atoms inserting new tree
* indices to the given tree and tracing the mapping from old
* atoms to new atoms in tmap. The ordering of the static
* atoms is the same as internal ordering of dynamic atoms. */
void import_atoms(const FineAtoms& fa, OperationTree& otree, Tintintmap& tmap,
const char* dummy);
/** Overrides StaticAtoms::check_variable so that the error
* would be raised if the variable name is not declared. A
* variable is declared by inserting it to
* StaticAtoms::varnames, which is done with registering
* methods. This a responsibility of a subclass. */
int check_variable(const char* name) const;
/** Return an (external) ordering of parameters. */
const vector<const char*>& get_params() const
{return params;}
/** Return an external ordering of endogenous variables. */
const vector<const char*>& get_endovars() const
{return endovars;}
/** Return an external ordering of exogenous variables. */
const vector<const char*>& get_exovars() const
{return exovars;}
/** This constructs der_atoms, and the endo_endoms_map and
* exo_atoms_map, which can be created only after the parsing
* is finished. */
void parsing_finished();
/** Return the atoms with respect to which we are going to
* differentiate. */
vector<int> variables() const
{return der_atoms;}
/** Return the endo_atoms_map. */
const vector<int>& get_endo_atoms_map() const
{return endo_atoms_map;}
/** Return the exo_atoms_map. */
const vector<int>& get_exo_atoms_map() const
{return endo_atoms_map;}
/** Return an index in the outer ordering of a given
* parameter. An exception is thrown if the name is not a
* parameter. */
int name2outer_param(const char* name) const;
/** Return an index in the outer ordering of a given
* endogenous variable. An exception is thrown if the name is not a
* and endogenous variable. */
int name2outer_endo(const char* name) const;
/** Return an index in the outer ordering of a given
* exogenous variable. An exception is thrown if the name is not a
* and exogenous variable. */
int name2outer_exo(const char* name) const;
/** Return the number of endogenous variables. */
int ny() const
{return endovars.size();}
/** Return the number of exogenous variables. */
int nexo() const
{return (int)exovars.size();}
/** Return the number of parameters. */
int np() const
{return (int)(params.size());}
/** Register unique endogenous variable name. The order of
* calls defines the endo outer ordering. The method is
* virtual, since a superclass may want to do some additional
* action. */
virtual void register_uniq_endo(const char* name);
/** Register unique exogenous variable name. The order of
* calls defines the exo outer ordering. The method is
* virtual, since a superclass may want to do somem additional
* action. */
virtual void register_uniq_exo(const char* name);
/** Register unique parameter name. The order of calls defines
* the param outer ordering. The method is
* virtual, since a superclass may want to do somem additional
* action. */
virtual void register_uniq_param(const char* name);
/** Debug print. */
void print() const;
private:
/** Add endogenous variable name, which is already in the name
* storage. */
void register_endo(const char* name);
/** Add exogenous variable name, which is already in the name
* storage. */
void register_exo(const char* name);
/** Add parameter name, which is already in the name
* storage. */
void register_param(const char* name);
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/parser/cc/tree.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2005-2011, Ondra Kamenik
#include "utils/cc/exception.h"
#include "tree.h"
#include <cstdlib>
#include <cmath>
#include <limits>
using namespace ogp;
/** Here we just implement complementary error function without
* declaring it for uses from outside this unit. The implementation is taken from "Numerical Recipes in C" 2nd ed. 1992 p. 221, */
double erffc(double x)
{
double z = std::abs(x);
double t = 1/(1+0.5*z);
double r = t*exp(-z*z-1.26551223+t*(1.00002368+t*(0.37409196+t*(0.09678418+t*(-0.18628806+t*(0.27886807+t*(-1.13520398+t*(1.48851587+t*(-0.82215223+t*0.17087277)))))))));
return x >= 0 ? r : 2-r;
}
/** Here we initialize OperationTree to contain only zero, one, nan
* and two_over_pi terms. */
OperationTree::OperationTree()
{
last_nulary = -1;
// allocate space for the constants
for (int i = 0; i < num_constants; i++)
add_nulary();
}
int OperationTree::add_nulary()
{
int op = terms.size();
Operation nulary;
terms.push_back(nulary);
_Tintset s;
s.insert(op);
nul_incidence.push_back(s);
_Tderivmap empty;
derivatives.push_back(empty);
last_nulary = op;
return op;
}
int OperationTree::add_unary(code_t code, int op)
{
if (op == zero &&
(code == UMINUS ||
code == SIN ||
code == TAN ||
code == SQRT ||
code == ERF))
return zero;
if ((op == zero && code == LOG) || op == nan)
return nan;
if (op == zero && (code == EXP ||
code == COS ||
code == ERFC))
return one;
Operation unary(code, op);
_Topmap::const_iterator i = ((const _Topmap&)opmap).find(unary);
if (i == opmap.end()) {
int newop = terms.size();
// add to the terms
terms.push_back(unary);
// copy incidence of the operand
nul_incidence.push_back(nul_incidence[op]);
// insert it to opmap
opmap.insert(_Topval(unary, newop));
// add empty map of derivatives
_Tderivmap empty;
derivatives.push_back(empty);
return newop;
}
return (*i).second;
}
int OperationTree::add_binary(code_t code, int op1, int op2)
{
// quick exits for special values
if (op1 == nan || op2 == nan)
return nan;
// for plus
if (code == PLUS) {
if (op1 == zero && op2 == zero)
return zero;
else if (op1 == zero)
return op2;
else if (op2 == zero)
return op1;
}
// for minus
if (code == MINUS) {
if (op1 == zero && op2 == zero)
return zero;
else if (op1 == zero)
return add_unary(UMINUS, op2);
else if (op2 == zero)
return op1;
}
// for times
if (code == TIMES) {
if (op1 == zero || op2 == zero)
return zero;
else if (op1 == one)
return op2;
else if (op2 == one)
return op1;
}
// for divide
if (code == DIVIDE) {
if (op1 == op2)
return one;
else if (op1 == zero)
return zero;
else if (op2 == zero)
return nan;
}
// for power
if (code == POWER) {
if (op1 == zero && op2 == zero)
return nan;
else if (op1 == zero)
return zero;
else if (op2 == zero)
return one;
else if (op1 == one)
return one;
else if (op2 == one)
return op1;
}
// order operands of commutative operations
if (code == TIMES || code == PLUS)
if (op1 > op2) {
int tmp = op1;
op1 = op2;
op2 = tmp;
}
// construct operation and check/add it
Operation binary(code, op1, op2);
_Topmap::const_iterator i = ((const _Topmap&)opmap).find(binary);
if (i == opmap.end()) {
int newop = terms.size();
terms.push_back(binary);
// sum both sets of incidenting nulary operations
nul_incidence.push_back(nul_incidence[op1]);
nul_incidence.back().insert(nul_incidence[op2].begin(), nul_incidence[op2].end());
// add to opmap
opmap.insert(_Topval(binary, newop));
// add empty map of derivatives
_Tderivmap empty;
derivatives.push_back(empty);
return newop;
}
return (*i).second;
}
int OperationTree::add_derivative(int t, int v)
{
if (t < 0 || t >= (int) terms.size())
throw ogu::Exception(__FILE__,__LINE__,
"Wrong value for tree index in OperationTree::add_derivative");
// quick returns for nulary terms or empty incidence
if (terms[t].nary() == 0 && t != v) {
return zero;
}
if (terms[t].nary() == 0 && t == v) {
return one;
}
if (nul_incidence[t].end() == nul_incidence[t].find(v)) {
return zero;
}
// quick return if the derivative has been registered
_Tderivmap::const_iterator i = derivatives[t].find(v);
if (i != derivatives[t].end())
return (*i).second;
int res = -1;
switch (terms[t].getCode()) {
case UMINUS:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_unary(UMINUS, tmp);
break;
}
case LOG:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_binary(DIVIDE, tmp, terms[t].getOp1());
break;
}
case EXP:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_binary(TIMES, t, tmp);
break;
}
case SIN:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_binary(TIMES, add_unary(COS, terms[t].getOp1()), tmp);
break;
}
case COS:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_unary(UMINUS, add_binary(TIMES, add_unary(SIN, terms[t].getOp1()), tmp));
break;
}
case TAN:
{
int tmp = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_unary(COS, terms[t].getOp1());
res = add_binary(DIVIDE, tmp, add_binary(TIMES, tmp2, tmp2));
break;
}
case SQRT:
{
int tmp = add_derivative(terms[t].getOp1(), v);
res = add_binary(DIVIDE, tmp,
add_binary(PLUS, t, t));
break;
}
case ERF:
{
int tmp = add_binary(TIMES, terms[t].getOp1(), terms[t].getOp1());
tmp = add_unary(UMINUS, tmp);
tmp = add_unary(EXP, tmp);
int der = add_derivative(terms[t].getOp1(), v);
tmp = add_binary(TIMES, tmp, der);
res = add_binary(TIMES, two_over_pi, tmp);
break;
}
case ERFC:
{
int tmp = add_binary(TIMES, terms[t].getOp1(), terms[t].getOp1());
tmp = add_unary(UMINUS, tmp);
tmp = add_unary(EXP, tmp);
int der = add_derivative(terms[t].getOp1(), v);
tmp = add_binary(TIMES, tmp, der);
tmp = add_binary(TIMES, two_over_pi, tmp);
res = add_unary(UMINUS, tmp);
break;
}
case PLUS:
{
int tmp1 = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_derivative(terms[t].getOp2(), v);
res = add_binary(PLUS, tmp1, tmp2);
break;
}
case MINUS:
{
int tmp1 = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_derivative(terms[t].getOp2(), v);
res = add_binary(MINUS, tmp1, tmp2);
break;
}
case TIMES:
{
int tmp1 = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_derivative(terms[t].getOp2(), v);
int res1 = add_binary(TIMES, terms[t].getOp1(), tmp2);
int res2 = add_binary(TIMES, tmp1, terms[t].getOp2());
res = add_binary(PLUS, res1, res2);
break;
}
case DIVIDE:
{
int tmp1 = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_derivative(terms[t].getOp2(), v);
if (tmp2 == zero)
res = add_binary(DIVIDE, tmp1, terms[t].getOp2());
else {
int nom = add_binary(MINUS,
add_binary(TIMES, tmp1, terms[t].getOp2()),
add_binary(TIMES, tmp2, terms[t].getOp1()));
int den = add_binary(TIMES, terms[t].getOp2(), terms[t].getOp2());
res = add_binary(DIVIDE, nom, den);
}
break;
}
case POWER:
{
int tmp1 = add_derivative(terms[t].getOp1(), v);
int tmp2 = add_derivative(terms[t].getOp2(), v);
int s1 = add_binary(TIMES, tmp2,
add_binary(TIMES, t,
add_unary(LOG, terms[t].getOp1())));
int s2 = add_binary(TIMES, tmp1,
add_binary(TIMES, terms[t].getOp2(),
add_binary(POWER, terms[t].getOp1(),
add_binary(MINUS, terms[t].getOp2(), one))));
res = add_binary(PLUS, s1, s2);
break;
}
case NONE:
break;
}
if (res == -1)
throw ogu::Exception(__FILE__,__LINE__,
"Unknown operation code.");
register_derivative(t, v, res);
return res;
}
int OperationTree::add_substitution(int t, const map<int,int>& subst)
{
return add_substitution(t, subst, *this);
}
int OperationTree::add_substitution(int t, const map<int,int>& subst,
const OperationTree& otree)
{
// return substitution of t if it is in the map
map<int,int>::const_iterator it = subst.find(t);
if (subst.end() != it)
return (*it).second;
int nary = otree.terms[t].nary();
if (nary == 2) {
// return the binary operation of the substituted terms
int t1 = add_substitution(otree.terms[t].getOp1(), subst, otree);
int t2 = add_substitution(otree.terms[t].getOp2(), subst, otree);
return add_binary(otree.terms[t].getCode(), t1, t2);
} else if (nary == 1) {
// return the unary operation of the substituted term
int t1 = add_substitution(otree.terms[t].getOp1(), subst, otree);
return add_unary(otree.terms[t].getCode(), t1);
} else {
// if t is not the first num_constants, and otree is not this
// tree, then raise and exception. Otherwise return t, since
// it is either a special term (having the same semantics in
// both trees), or the trees are the same, hence t has the
// same semantics
if (t < num_constants || this == &otree)
return t;
else {
throw ogu::Exception(__FILE__,__LINE__,
"Incomplete substitution map in OperationTree::add_substitution");
return -1;
}
}
}
void OperationTree::nularify(int t)
{
// remove the original operation from opmap
_Topmap::iterator it = opmap.find(terms[t]);
if (it != opmap.end())
opmap.erase(it);
// turn the operation to nulary
Operation nulary_op;
terms[t] = nulary_op;
// update last nulary
if (last_nulary < t)
last_nulary = t;
// update nul_incidence information for all terms including t
update_nul_incidence_after_nularify(t);
}
void OperationTree::register_derivative(int t, int v, int tder)
{
// todo: might check that the insert inserts a new pair
derivatives[t].insert(_Tderivmap::value_type(v, tder));
}
unordered_set<int> OperationTree::select_terms(int t, const opselector& sel) const
{
unordered_set<int> subterms;
select_terms(t, sel, subterms);
return subterms;
}
void OperationTree::select_terms(int t, const opselector& sel, unordered_set<int>& subterms) const
{
const Operation& op = terms[t];
if (sel(t))
subterms.insert(t);
else
if (op.nary() == 2) {
select_terms(op.getOp1(), sel, subterms);
select_terms(op.getOp2(), sel, subterms);
} else if (op.nary() == 1) {
select_terms(op.getOp1(), sel, subterms);
}
}
unordered_set<int> OperationTree::select_terms_inv(int t, const opselector& sel) const
{
unordered_set<int> subterms;
select_terms_inv(t, sel, subterms);
return subterms;
}
bool OperationTree::select_terms_inv(int t, const opselector& sel, unordered_set<int>& subterms) const
{
const Operation& op = terms[t];
if (op.nary() == 2) {
bool a1 = select_terms_inv(op.getOp1(), sel, subterms);
bool a2 = select_terms_inv(op.getOp2(), sel, subterms);
if (a1 && a2 && sel(t)) {
subterms.insert(t);
return true;
}
} else if (op.nary() == 1) {
bool a1 = select_terms_inv(op.getOp1(), sel, subterms);
if (a1 && sel(t)) {
subterms.insert(t);
return true;
}
} else {
if (sel(t)) {
subterms.insert(t);
return true;
}
}
return false;
}
void OperationTree::forget_derivative_maps()
{
for (unsigned int i = 0; i < derivatives.size(); i++)
derivatives[i].clear();
}
void OperationTree::print_operation_tree(int t, FILE* fd, OperationFormatter& f) const
{
f.format(terms[t], t, fd);
}
void OperationTree::print_operation(int t) const
{
DefaultOperationFormatter dof(*this);
print_operation_tree(t, stdout, dof);
}
void OperationTree::update_nul_incidence_after_nularify(int t)
{
unordered_set<int> updated;
for (int tnode = num_constants; tnode < (int)terms.size(); tnode++) {
const Operation& op = terms[tnode];
if (op.nary() == 2) {
int op1 = op.getOp1();
int op2 = op.getOp2();
if (op1 >= tnode || op2 >= tnode)
throw ogu::Exception(__FILE__,__LINE__,
"Tree disorder asserted");
bool updated1 = (updated.end() != updated.find(op1));
bool updated2 = (updated.end() != updated.find(op2));
if (updated1 || updated2) {
nul_incidence[tnode] = nul_incidence[op1];
nul_incidence[tnode].insert(nul_incidence[op2].begin(), nul_incidence[op2].end());
updated.insert(tnode);
}
} else if (op.nary() == 1) {
int op1 = op.getOp1();
if (op1 >= tnode)
throw ogu::Exception(__FILE__,__LINE__,
"Tree disorder asserted");
bool updated1 = (updated.end() != updated.find(op1));
if (updated1) {
nul_incidence[tnode] = nul_incidence[op1];
updated.insert(tnode);
}
} else if (op.nary() == 0) {
if (tnode == t) {
nul_incidence[tnode].clear();
nul_incidence[tnode].insert(tnode);
updated.insert(tnode);
}
}
}
}
EvalTree::EvalTree(const OperationTree& ot, int last)
: otree(ot),
values(new double[(last==-1)? ot.terms.size() : last+1]),
flags(new bool[(last==-1)? ot.terms.size() : last+1]),
last_operation((last==-1)? ot.terms.size()-1 : last)
{
if (last_operation < OperationTree::num_constants-1 ||
last_operation > (int)ot.terms.size()-1)
throw ogu::Exception(__FILE__,__LINE__,
"Wrong last in EvalTree constructor.");
values[0] = 0.0;
flags[0] = true;
values[1] = 1.0;
flags[1] = true;
values[2] = std::numeric_limits<double>::quiet_NaN();
flags[2] = true;
values[3] = 2.0/sqrt(M_PI);
flags[3] = true;
// this sets from num_constants on
reset_all();
}
void EvalTree::reset_all()
{
for (int i = OperationTree::num_constants; i <= last_operation; i++)
flags[i] = false;
}
void EvalTree::set_nulary(int t, double val)
{
if (t < 0 || t > last_operation)
throw ogu::Exception(__FILE__,__LINE__,
"The tree index out of bounds in EvalTree::set_nulary");
if (t < OperationTree::num_constants || otree.terms[t].nary() != 0)
throw ogu::Exception(__FILE__,__LINE__,
"The term is not nulary assignable in EvalTree::set_nulary");
values[t] = val;
flags[t] = true;
}
double EvalTree::eval(int t)
{
if (t < 0 || t > last_operation)
throw ogu::Exception(__FILE__,__LINE__,
"The tree index out of bounds in EvalTree::eval");
if (otree.terms[t].nary() == 0 && flags[t] == false)
throw ogu::Exception(__FILE__,__LINE__,
"Nulary term has not been assigned a value in EvalTree::eval");
if (! flags[t]) {
const Operation& op = otree.terms[t];
if (op.nary() == 1) {
double r1 = eval(op.getOp1());
double res;
if (op.getCode() == UMINUS)
res = -r1;
else if (op.getCode() == LOG)
res = log(r1);
else if (op.getCode() == EXP)
res = exp(r1);
else if (op.getCode() == SIN)
res = sin(r1);
else if (op.getCode() == COS)
res = cos(r1);
else if (op.getCode() == TAN)
res = tan(r1);
else if (op.getCode() == SQRT)
res = sqrt(r1);
else if (op.getCode() == ERF)
res = 1-erffc(r1);
else if (op.getCode() == ERFC)
res = erffc(r1);
else {
throw ogu::Exception(__FILE__,__LINE__,
"Unknown unary operation code in EvalTree::eval");
res = 0.0;
}
values[t] = res;
flags[t] = true;
} else if (op.nary() == 2) {
double res;
if (op.getCode() == PLUS) {
double r1 = eval(op.getOp1());
double r2 = eval(op.getOp2());
res = r1 + r2;
} else if (op.getCode() == MINUS) {
double r1 = eval(op.getOp1());
double r2 = eval(op.getOp2());
res = r1 - r2;
} else if (op.getCode() == TIMES) {
// pickup less complex formula first
unsigned int nul1 = otree.nulary_of_term(op.getOp1()).size();
unsigned int nul2 = otree.nulary_of_term(op.getOp2()).size();
if (nul1 < nul2) {
double r1 = eval(op.getOp1());
if (r1 == 0.0)
res = 0.0;
else {
double r2 = eval(op.getOp2());
res = r1 * r2;
}
} else {
double r2 = eval(op.getOp2());
if (r2 == 0)
res = 0.0;
else {
double r1 = eval(op.getOp1());
res = r1*r2;
}
}
} else if (op.getCode() == DIVIDE) {
double r1 = eval(op.getOp1());
if (r1 == 0)
res = 0.0;
else {
double r2 = eval(op.getOp2());
res = r1 / r2;
}
} else if (op.getCode() == POWER) {
// suppose that more complex is the first op in average
double r2 = eval(op.getOp2());
if (r2 == 0.0)
res = 1.0;
else {
double r1 = eval(op.getOp1());
res = pow(r1, r2);
}
} else {
throw ogu::Exception(__FILE__,__LINE__,
"Unknown binary operation code in EvalTree::eval");
res = 0.0;
}
values[t] = res;
flags[t] = true;
}
return values[t];
}
// if (! std::isfinite(values[t]))
// printf("Tree value t=%d is not finite = %f\n", t, values[t]);
return values[t];
}
void EvalTree::print() const
{
printf("last_op=%d\n", last_operation);
printf(" 0 1 2 3 4 5 6 7 8 9\n");
printf("----------------------------------------------------------------\n");
for (int i = 0; i <= (last_operation+1)/10; i++) {
printf("%-3d|", i);
int j = 0;
while (j < 10 && 10*i+j < last_operation+1) {
int k = 10*i+j;
if (flags[k])
printf(" %5.1g", values[k]);
else
printf(" -----");
j++;
}
printf("\n");
}
}
void DefaultOperationFormatter::format(const Operation& op, int t, FILE* fd)
{
// add to the stop_set
if (stop_set.end() == stop_set.find(t))
stop_set.insert(t);
else
return;
// call recursively non-nulary terms of the operation
if (op.nary() == 2) {
int t1 = op.getOp1();
const Operation& op1 = otree.terms[t1];
int t2 = op.getOp2();
const Operation& op2 = otree.terms[t2];
if (op1.nary() > 0)
format(op1, t1, fd);
if (op2.nary() > 0)
format(op2, t2, fd);
}
if (op.nary() == 1) {
int t1 = op.getOp1();
const Operation& op1 = otree.terms[t1];
if (op1.nary() > 0)
format(op1, t1, fd);
}
// print 'term ='
format_term(t, fd);
fprintf(fd, " = ");
if (op.nary() == 0) {
format_nulary(t, fd);
} else if (op.nary() == 1) {
int t1 = op.getOp1();
const Operation& op1 = otree.terms[t1];
const char* opname = "unknown";
switch (op.getCode()) {
case UMINUS:
opname = "-";
break;
case LOG:
opname = "log";
break;
case EXP:
opname = "exp";
break;
case SIN:
opname = "sin";
break;
case COS:
opname = "cos";
break;
case TAN:
opname = "tan";
break;
case SQRT:
opname = "sqrt";
break;
case ERF:
opname = "erf";
break;
case ERFC:
opname = "erfc";
break;
default:
break;
}
fprintf(fd, "%s(", opname);
if (op1.nary() == 0)
format_nulary(t1, fd);
else
format_term(t1, fd);
fprintf(fd, ")");
} else {
int t1 = op.getOp1();
const Operation& op1 = otree.terms[t1];
int t2 = op.getOp2();
const Operation& op2 = otree.terms[t2];
const char* opname = "unknown";
switch (op.getCode()) {
case PLUS:
opname = "+";
break;
case MINUS:
opname = "-";
break;
case TIMES:
opname = "*";
break;
case DIVIDE:
opname = "/";
break;
case POWER:
opname = "^";
break;
default:
break;
}
if (op1.nary() == 0)
format_nulary(t1, fd);
else
format_term(t1, fd);
fprintf(fd, " %s ", opname);
if (op2.nary() == 0)
format_nulary(t2, fd);
else
format_term(t2, fd);
}
print_delim(fd);
}
void DefaultOperationFormatter::format_term(int t, FILE* fd) const
{
fprintf(fd, "$%d", t);
}
void DefaultOperationFormatter::format_nulary(int t, FILE* fd) const
{
if (t == OperationTree::zero)
fprintf(fd, "0");
else if (t == OperationTree::one)
fprintf(fd, "1");
else if (t == OperationTree::nan)
fprintf(fd, "NaN");
else
fprintf(fd, "$%d", t);
}
void DefaultOperationFormatter::print_delim(FILE* fd) const
{
fprintf(fd, ";\n");
}
std::string OperationStringConvertor::convert(const Operation& op, int t) const
{
if (op.nary() == 0) {
if (t < OperationTree::num_constants)
if (t == OperationTree::zero)
return std::string("0");
else if (t == OperationTree::one)
return std::string("1");
else if (t == OperationTree::nan)
return std::string("NaN");
else if (t == OperationTree::two_over_pi) {
char buf[100];
sprintf(buf, "%20.16g", 2.0/std::sqrt(M_PI));
return std::string(buf);
} else {
return std::string("error!error");
}
else
return nulsc.convert(t);
} else if (op.nary() == 1) {
int t1 = op.getOp1();
const Operation& op1 = otree.operation(t1);
const char* opname = "unknown";
switch (op.getCode()) {
case UMINUS:
opname = "-";
break;
case LOG:
opname = "log";
break;
case EXP:
opname = "exp";
break;
case SIN:
opname = "sin";
break;
case COS:
opname = "cos";
break;
case TAN:
opname = "tan";
break;
case SQRT:
opname = "sqrt";
break;
case ERF:
opname = "erf";
break;
case ERFC:
opname = "erfc";
break;
default:
break;
}
std::string s1 = convert(op1, t1);
return std::string(opname) + "(" + s1 + ")";
} else {
int t1 = op.getOp1();
const Operation& op1 = otree.operation(t1);
int t2 = op.getOp2();
const Operation& op2 = otree.operation(t2);
const char* opname = "unknown";
switch (op.getCode()) {
case PLUS:
opname = "+";
break;
case MINUS:
opname = "-";
break;
case TIMES:
opname = "*";
break;
case DIVIDE:
opname = "/";
break;
case POWER:
opname = "^";
break;
default:
break;
}
// decide about parenthesis
bool op1_par = true;
bool op2_par = true;
if (op.getCode() == PLUS) {
op1_par = false;
op2_par = false;
} else if (op.getCode() == MINUS) {
op1_par = false;
if (op2.getCode() != MINUS && op2.getCode() != PLUS)
op2_par = false;
} else {
if (op1.nary() < 2)
op1_par = false;
if (op2.nary() < 2)
op2_par = false;
}
std::string res;
if (op1_par)
res += "(";
res += convert(op1, t1);
if (op1_par)
res += ")";
res += " ";
res += opname;
res += " ";
if (op2_par)
res += "(";
res += convert(op2, t2);
if (op2_par)
res += ")";
return res;
}
}
// Local Variables:
// mode:C++
// End:
dynare++/parser/cc/tree.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2005-2011, Ondra Kamenik
#ifndef OGP_TREE_H
#define OGP_TREE_H
#include <vector>
#include <set>
#include <map>
#include <boost/unordered_map.hpp>
#include <boost/unordered_set.hpp>
#include <cstdio>
namespace ogp {
using boost::unordered_set;
using boost::unordered_map;
using std::vector;
using std::set;
using std::map;
/** Enumerator representing nulary, unary and binary operation
* codes. For nulary, 'none' is used. When one is adding a new
* codes, he should update the code of #OperationTree::add_unary,
* #OperationTree::add_binary, and of course
* #OperationTree::add_derivative. */
enum code_t {NONE, UMINUS, LOG, EXP, SIN, COS, TAN, SQRT, ERF,
ERFC, PLUS, MINUS, TIMES, DIVIDE, POWER};
/** Class representing a nulary, unary, or binary operation. */
class Operation {
protected:
/** Code of the operation. */
code_t code;
/** First operand. If none, then it is -1. */
int op1;
/** Second operand. If none, then it is -1. */
int op2;
public:
/** Constructs a binary operation. */
Operation(code_t cd, int oper1, int oper2)
: code(cd), op1(oper1), op2(oper2) {}
/** Constructs a unary operation. */
Operation(code_t cd, int oper1)
: code(cd), op1(oper1), op2(-1) {}
/** Constructs a nulary operation. */
Operation()
: code(NONE), op1(-1), op2(-1) {}
/** A copy constructor. */
Operation(const Operation& op)
: code(op.code), op1(op.op1), op2(op.op2) {}
/** Operator =. */
const Operation& operator=(const Operation& op)
{
code = op.code;
op1 = op.op1;
op2 = op.op2;
return *this;
}
/** Operator ==. */
bool operator==(const Operation& op) const
{
return code == op.code && op1 == op.op1 && op2 == op.op2;
}
/** Operator < implementing lexicographic ordering. */
bool operator<(const Operation& op) const
{
return (code < op.code ||
code == op.code &&
(op1 < op.op1 || op1 == op.op1 && op2 < op.op2));
}
/** Returns a number of operands. */
int nary() const
{
return (op2 == -1)? ((op1 == -1) ? 0 : 1) : 2;
}
/** Returns a hash value of the operation. */
size_t hashval() const
{
return op2+1 + (op1+1)^15 + code^30;
}
code_t getCode() const
{ return code; }
int getOp1() const
{ return op1; }
int getOp2() const
{ return op2; }
};
/** This struct is a predicate for ordering of the operations in
* OperationTree class. now obsolete */
struct ltoper {
bool operator()(const Operation& oper1, const Operation& oper2) const
{return oper1 < oper2;}
};
/** Hash function object for Operation. */
struct ophash {
size_t operator()(const Operation& op) const
{ return op.hashval(); }
};
/** This struct is a function object selecting some
* operations. The operation is given by a tree index. */
struct opselector {
virtual bool operator()(int t) const = 0;
virtual ~opselector() {}
};
/** Forward declaration of OperationFormatter. */
class OperationFormatter;
class DefaultOperationFormatter;
/** Forward declaration of EvalTree to make it friend of OperationTree. */
class EvalTree;
/** Class representing a set of trees for terms. Each term is
* given a unique non-negative integer. The terms are basically
* operations whose (integer) operands point to another terms in
* the tree. The terms are stored in the vector. Equivalent unary
* and binary terms are stored only once. This class guarantees
* the uniqueness. The uniqueness of nulary terms is guaranteed by
* the caller, since at this level of Operation abstraction, one
* cannot discriminate between different nulary operations
* (constants, variables). The uniqueness is enforced by the
* unordered_map whose keys are operations and values are integers
* (indices of the terms).
* This class can also make derivatives of a given term with
* respect to a given nulary term. I order to be able to quickly
* recognize zero derivativates, we maintain a list of nulary
* terms contained in the term. A possible zero derivative is then quickly
* recognized by looking at the list. The list is implemented as a
* unordered_set of integers.
*
* In addition, many term can be differentiated multiple times wrt
* one variable since they can be referenced multiple times. To
* avoid this, for each term we maintain a map mapping variables
* to the derivatives of the term. As the caller will
* differentiate wrt more and more variables, these maps will
* become richer and richer.
*/
class OperationTree {
friend class EvalTree;
friend class DefaultOperationFormatter;
protected:
/** This is the vector of the terms. An index to this vector
* uniquelly determines the term. */
vector<Operation> terms;
/** This defines a type for a map mapping the unary and binary
* operations to their indices. */
typedef unordered_map<Operation, int, ophash> _Topmap;
typedef _Topmap::value_type _Topval;
/** This is the map mapping the unary and binary operations to
* the indices of the terms.*/
_Topmap opmap;
/** This is a type for a set of integers. */
typedef unordered_set<int> _Tintset;
/** This is a vector of integer sets corresponding to the
* nulary terms contained in the term. */
vector<_Tintset> nul_incidence;
/** This is a type of the map from variables (nulary terms) to
* the terms. */
typedef unordered_map<int, int> _Tderivmap;
/** This is a vector of derivative mappings. For each term, it
* maps variables to the derivatives of the term with respect
* to the variables. */
vector<_Tderivmap> derivatives;
/** The tree index of the last nulary term. */
int last_nulary;
public:
/** This is a number of constants set in the following
* enum. This number reserves space in a vector of terms for
* the constants. */
static const int num_constants = 4;
/** Enumeration for special terms. We need zero, one, nan and
* 2/pi. These will be always first four terms having indices
* zero, one and two, three. If adding anything to this
* enumeration, make sure you have updated num_constants above.*/
enum {zero=0, one=1, nan=2, two_over_pi=3};
/** The unique constructor which initializes the object to
* contain only zero, one and nan and two_over_pi.*/
OperationTree();
/** Copy constructor. */
OperationTree(const OperationTree& ot)
: terms(ot.terms), opmap(ot.opmap), nul_incidence(ot.nul_incidence),
derivatives(ot.derivatives),
last_nulary(ot.last_nulary)
{}
/** Add a nulary operation. The caller is responsible for not
* inserting two semantically equivalent nulary operations.
* @return newly allocated index
*/
int add_nulary();
/** Add a unary operation. The uniqness is checked, if it
* already exists, then it is not added.
* @param code the code of the unary operation
* @param op the index of the operand
* @return the index of the operation
*/
int add_unary(code_t code, int op);
/** Add a binary operation. The uniqueness is checked, if it
* already exists, then it is not added.
* @param code the code of the binary operation
* @param op1 the index of the first operand
* @param op2 the index of the second operand
* @return the index of the operation
*/
int add_binary(code_t code, int op1, int op2);
/** Add the derivative of the given term with respect to the
* given nulary operation.
* @param t the index of the operation being differentiated
* @param v the index of the nulary operation
* @return the index of the derivative
*/
int add_derivative(int t, int v);
/** Add the substitution given by the map. This adds a new
* term which is equal to the given term with applied
* substitutions given by the map replacing each term on the
* left by a term on the right. We do not check that the terms
* on the left are not subterms of the terms on the right. If
* so, the substituted terms are not subject of further
* substitution. */
int add_substitution(int t, const map<int,int>& subst);
/** Add the substitution given by the map where left sides of
* substitutions come from another tree. The right sides are
* from this tree. The given t is from the given otree. */
int add_substitution(int t, const map<int,int>& subst,
const OperationTree& otree);
/** This method turns the given term to a nulary
* operation. This is an only method, which changes already
* existing term (all other methods add something new). User
* should use this with caution and must make sure that
* something similar has happened for atoms. In addition, it
* does not do anything with derivatives, so it should not be
* used after some derivatives were created, and derivatives
* already created and saved in derivatives mappings should be
* forgotten with forget_derivative_maps. */
void nularify(int t);
/** Return the set of nulary terms of the given term. */
const unordered_set<int>& nulary_of_term(int t) const
{return nul_incidence[t];}
/** Select subterms of the given term according a given
* operation selector and return the set of terms that
* correspond to the compounded operations. The given term is
* a compound function of the returned subterms and the
* function consists only from operations which yield false in
* the selector. */
unordered_set<int> select_terms(int t, const opselector& sel) const;
/** Select subterms of the given term according a given
* operation selector and return the set of terms that
* correspond to the compounded operations. The given term is
* a compound function of the returned subterms and the
* subterms are maximal subterms consisting from operations
* yielding true in the selector. */
unordered_set<int> select_terms_inv(int t, const opselector& sel) const;
/** This forgets all the derivative mappings. It is used after
* a term has been nularified, and then the derivative
* mappings carry wrong information. Note that the derivatives
* mappings serve only as a tool for quick returns in
* add_derivative. Resseting the mappings is harmless, all the
* information is rebuilt in add_derivative without any
* additional nodes (trees). */
void forget_derivative_maps();
/** This returns an operation of a given term. */
const Operation& operation(int t) const
{return terms[t];}
/** This outputs the operation to the given file descriptor
* using the given OperationFormatter. */
void print_operation_tree(int t, FILE* fd, OperationFormatter& f) const;
/** Debug print of a given operation: */
void print_operation(int t) const;
/** Return the last tree index of a nulary term. */
int get_last_nulary() const
{return last_nulary;}
/** Get the number of all operations. */
int get_num_op() const
{return (int)(terms.size());}
private:
/** This registers a calculated derivative of the term in the
* #derivatives vector.
* @param t the index of the term for which we register the derivative
* @param v the index of the nulary term (variable) to which
* respect the derivative was taken
* @param tder the index of the resulting derivative
*/
void register_derivative(int t, int v, int tder);
/** This does the same job as select_terms with the only
* difference, that it adds the terms to the given set and
* hence can be used recursivelly. */
void select_terms(int t, const opselector& sel, unordered_set<int>& subterms) const;
/** This does the same job as select_terms_inv with the only
* difference, that it adds the terms to the given set and
* hence can be used recursivelly and returns true if the term
* was selected. */
bool select_terms_inv(int t, const opselector& sel, unordered_set<int>& subterms) const;
/** This updates nul_incidence information after the term t
* was turned to a nulary term in all terms. It goes through
* the tree from simplest terms to teh more complex ones and
* changes the nul_incidence information where necesary. It
* maintains a set where the changes have been made.*/
void update_nul_incidence_after_nularify(int t);
};
/** EvalTree class allows for an evaluation of the given tree for
* a given values of nulary terms. For each term in the
* OperationTree the class maintains a resulting value and a flag
* if the value has been calculated or set. The life cycle of the
* class is the following: After it is initialized, the user must
* set values for necessary nulary terms. Then the object can be
* requested to evaluate particular terms. During this process,
* the number of evaluated terms is increasing. Then the user can
* request overall reset of evaluation flags, set the nulary terms
* to new values and evaluate a number of terms.
*
* Note that currently the user cannot request a reset of
* evaluation flags only for those terms depending on a given
* nulary term. This might be added in future and handeled by a
* subclasses of OperationTree and EvalTree, since we need a
* support for this in OperationTree.
*/
class EvalTree {
protected:
/** Reference to the OperationTree over which all evaluations
* are done. */
const OperationTree& otree;
/** The array of values. */
double* const values;
/** The array of evaluation flags. */
bool* const flags;
/** The index of last operation in the EvalTree. Length of
* values and flags will be then last_operation+1. */
int last_operation;
public:
/** Initializes the evaluation tree for the given operation
* tree. If last is greater than -1, that the evaluation tree
* will contain only formulas up to the given last index
* (included). */
EvalTree(const OperationTree& otree, int last = -1);
virtual ~EvalTree()
{ delete [] values; delete [] flags; }
/** Set evaluation flag to all terms (besides the first
* special terms) to false. */
void reset_all();
/** Set value for a given nulary term. */
void set_nulary(int t, double val);
/** Evaluate the given term with nulary terms set so far. */
double eval(int t);
/** Debug print. */
void print() const;
/* Return the operation tree. */
const OperationTree& getOperationTree() const
{return otree;}
private:
EvalTree(const EvalTree&);
};
/** This is an interface describing how a given operation is
* formatted for output. */
class OperationFormatter {
public:
/** Empty virtual destructor. */
virtual ~OperationFormatter() {}
/** Print the formatted operation op with a given tree index t
* to a given descriptor. (See class OperationTree to know
* what is a tree index.) This prints all the tree. This
* always writes equation, left hand side is a string
* represenation (a variable, temporary, whatever) of the
* term, the right hand side is a string representation of the
* operation (which will refer to other string representation
* of subterms). */
virtual void format(const Operation& op, int t, FILE* fd)=0;
};
/** The default formatter formats the formulas with a usual syntax
* (for example Matlab). A formatting of atoms and terms might be
* reimplemented by a subclass. In addition, during its life, the
* object maintains a set of tree indices which have been output
* and they are not output any more. */
class DefaultOperationFormatter : public OperationFormatter {
protected:
const OperationTree& otree;
set<int> stop_set;
public:
DefaultOperationFormatter(const OperationTree& ot)
: otree(ot) {}
/** Format the operation with the default syntax. */
void format(const Operation& op, int t, FILE* fd);
/** This prints a string represenation of the given term, for
* example 'tmp10' for term 10. In this implementation it
* prints $10. */
virtual void format_term(int t, FILE* fd) const;
/** Print a string representation of the nulary term. */
virtual void format_nulary(int t, FILE* fd) const;
/** Print a delimiter between two statements. By default it is
* "\n". */
virtual void print_delim(FILE* fd) const;
};
class NularyStringConvertor {
public:
virtual ~NularyStringConvertor() {}
/** Return the string representation of the atom with the tree
* index t. */
virtual std::string convert(int t) const = 0;
};
/** This class converts the given term to its mathematical string representation. */
class OperationStringConvertor {
protected:
const NularyStringConvertor& nulsc;
const OperationTree& otree;
public:
OperationStringConvertor(const NularyStringConvertor& nsc, const OperationTree& ot)
: nulsc(nsc), otree(ot) {}
/** Empty virtual destructor. */
virtual ~OperationStringConvertor() {}
/** Convert the operation to the string mathematical
* representation. This does not write any equation, just
* returns a string representation of the formula. */
std::string convert(const Operation& op, int t) const;
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/src/Makefile.am deleted 100644 → 0
View file @ b364dd1d
bin_PROGRAMS = dynare++
GENERATED_FILES = dynglob_ll.cc dynglob_tab.cc dynglob_tab.hh
dynare___SOURCES = \
main.cpp \
dynare3.cpp \
dynare_atoms.h \
dynare_model.h \
forw_subst_builder.h \
planner_builder.cpp \
dynare3.h \
dynare_exception.h \
dynare_params.cpp \
planner_builder.h \
dynare_atoms.cpp \
dynare_model.cpp \
dynare_params.h \
forw_subst_builder.cpp \
nlsolve.cpp \
nlsolve.h \
$(GENERATED_FILES)
dynare___CPPFLAGS = -I../sylv/cc -I../tl/cc -I../kord -I../integ/cc -I.. -I$(top_srcdir)/mex/sources -DDYNVERSION=\"$(PACKAGE_VERSION)\" $(BOOST_CPPFLAGS) $(CPPFLAGS_MATIO)
dynare___LDFLAGS = $(LDFLAGS_MATIO) $(BOOST_LDFLAGS)
dynare___LDADD = ../kord/libkord.a ../integ/cc/libinteg.a ../tl/cc/libtl.a ../parser/cc/libparser.a ../utils/cc/libutils.a ../sylv/cc/libsylv.a $(LIBADD_MATIO) $(noinst_LIBRARIES) $(LAPACK_LIBS) $(BLAS_LIBS) $(LIBS) $(FLIBS) $(PTHREAD_LIBS)
dynare___CXXFLAGS = $(PTHREAD_CFLAGS)
BUILT_SOURCES = $(GENERATED_FILES)
EXTRA_DIST = dynglob.lex dynglob.y
dynglob_tab.cc dynglob_tab.hh: dynglob.y
$(YACC) -d -odynglob_tab.cc dynglob.y
dynglob_ll.cc: dynglob.lex
$(LEX) -i -odynglob_ll.cc dynglob.lex
dynare++/src/dynare3.cpp deleted 100644 → 0
View file @ b364dd1d
#include "dynare3.h"
#include "dynare_exception.h"
#include "planner_builder.h"
#include "forw_subst_builder.h"
#include "utils/cc/memory_file.h"
#include "utils/cc/exception.h"
#include "parser/cc/parser_exception.h"
#include "parser/cc/atom_substitutions.h"
#include "../tl/cc/tl_exception.h"
#include "../kord/kord_exception.h"
#ifndef DYNVERSION
#define DYNVERSION "unknown"
#endif
/**************************************************************************************/
/* DynareNameList class */
/**************************************************************************************/
vector<int> DynareNameList::selectIndices(const vector<const char*>& ns) const
{
vector<int> res;
for (unsigned int i = 0; i < ns.size(); i++) {
int j = 0;
while (j < getNum() && strcmp(getName(j), ns[i]) != 0)
j++;
if (j == getNum())
throw DynareException(__FILE__, __LINE__,
string("Couldn't find name for ") + ns[i] +
" in DynareNameList::selectIndices");
res.push_back(j);
}
return res;
}
/**************************************************************************************/
/* Dynare class */
/**************************************************************************************/
Dynare::Dynare(const char* modname, int ord, double sstol, Journal& jr)
: journal(jr), model(NULL), ysteady(NULL), md(1), dnl(NULL), denl(NULL), dsnl(NULL),
fe(NULL), fde(NULL), ss_tol(sstol)
{
// make memory file
ogu::MemoryFile mf(modname);
if (mf.exists()) {
try {
model = new ogdyn::DynareParser(mf.base(), mf.length(), ord);
} catch (const ogp::ParserException& pe) {
int line;
int col;
mf.line_and_col(pe.offset(), line, col);
throw DynareException(pe.message(), modname, line, col);
}
ysteady = new Vector(model->getAtoms().ny());
dnl = new DynareNameList(*this);
denl = new DynareExogNameList(*this);
dsnl = new DynareStateNameList(*this, *dnl, *denl);
fe = new ogp::FormulaEvaluator(model->getParser());
fde = new ogp::FormulaDerEvaluator(model->getParser());
writeModelInfo(journal);
} else {
throw DynareException(__FILE__, __LINE__, string("Could not open model file ")+modname);
}
}
Dynare::Dynare(const char** endo, int num_endo,
const char** exo, int num_exo,
const char** par, int num_par,
const char* equations, int len, int ord,
double sstol, Journal& jr)
: journal(jr), model(NULL), ysteady(NULL), md(1), dnl(NULL), denl(NULL), dsnl(NULL),
fe(NULL), fde(NULL), ss_tol(sstol)
{
try {
model = new ogdyn::DynareSPModel(endo, num_endo, exo, num_exo, par, num_par,
equations, len, ord);
} catch (const ogp::ParserException& pe) {
throw DynareException(pe.message(), pe.offset());
}
ysteady = new Vector(model->getAtoms().ny());
dnl = new DynareNameList(*this);
denl = new DynareExogNameList(*this);
dsnl = new DynareStateNameList(*this, *dnl, *denl);
fe = new ogp::FormulaEvaluator(model->getParser());
fde = new ogp::FormulaDerEvaluator(model->getParser());
writeModelInfo(journal);
}
Dynare::Dynare(const Dynare& dynare)
: journal(dynare.journal), model(NULL),
ysteady(NULL), md(dynare.md),
dnl(NULL), denl(NULL), dsnl(NULL), fe(NULL), fde(NULL),
ss_tol(dynare.ss_tol)
{
model = dynare.model->clone();
ysteady = new Vector(*(dynare.ysteady));
dnl = new DynareNameList(*this);
denl = new DynareExogNameList(*this);
dsnl = new DynareStateNameList(*this, *dnl, *denl);
fe = new ogp::FormulaEvaluator(model->getParser());
fde = new ogp::FormulaDerEvaluator(model->getParser());
}
Dynare::~Dynare()
{
if (model)
delete model;
if (ysteady)
delete ysteady;
if (dnl)
delete dnl;
if (dsnl)
delete dsnl;
if (denl)
delete denl;
if (fe)
delete fe;
if (fde)
delete fde;
}
void Dynare::writeMat(mat_t* fd, const char* prefix) const
{
char tmp[100];
sprintf(tmp, "%s_vars", prefix);
getAllEndoNames().writeMat(fd, tmp);
getAllEndoNames().writeMatIndices(fd, prefix);
sprintf(tmp, "%s_state_vars", prefix);
getStateNames().writeMat(fd, tmp);
sprintf(tmp, "%s_shocks", prefix);
getExogNames().writeMat(fd, tmp);
getExogNames().writeMatIndices(fd, prefix);
sprintf(tmp, "%s_vcov_exo", prefix);
model->getVcov().writeMat(fd, tmp);
TwoDMatrix aux(1,1);
sprintf(tmp, "%s_nstat", prefix);
aux.get(0,0) = nstat();
aux.writeMat(fd, tmp);
sprintf(tmp, "%s_npred", prefix);
aux.get(0,0) = npred();
aux.writeMat(fd, tmp);
sprintf(tmp, "%s_nboth", prefix);
aux.get(0,0) = nboth();
aux.writeMat(fd, tmp);
sprintf(tmp, "%s_nforw", prefix);
aux.get(0,0) = nforw();
aux.writeMat(fd, tmp);
}
void Dynare::writeDump(const std::string& basename) const
{
std::string fname(basename);
fname += ".dump";
std::ofstream out(fname.c_str());
model->dump_model(out);
out.close();
}
void Dynare::solveDeterministicSteady(Vector& steady)
{
JournalRecordPair pa(journal);
pa << "Non-linear solver for deterministic steady state" << endrec;
steady = (const Vector&) model->getInit();
DynareVectorFunction dvf(*this);
DynareJacobian dj(*this);
ogu::NLSolver nls(dvf, dj, 500, ss_tol, journal);
int iter;
if (! nls.solve(steady, iter))
throw DynareException(__FILE__, __LINE__,
"Could not obtain convergence in non-linear solver");
}
// evaluate system at given y_t=y_{t+1}=y_{t-1}, and given shocks x_t
void Dynare::evaluateSystem(Vector& out, const Vector& yy, const Vector& xx)
{
ConstVector yym(yy, nstat(), nys());
ConstVector yyp(yy, nstat()+npred(), nyss());
evaluateSystem(out, yym, yy, yyp, xx);
}
// evaluate system at given y^*_{t-1}, y_t, y^{**}_{t+1} and at
// exogenous x_t, all three vectors yym, yy, and yyp have the
// respective lengths of y^*_{t-1}, y_t, y^{**}_{t+1}
void Dynare::evaluateSystem(Vector& out, const Vector& yym, const Vector& yy,
const Vector& yyp, const Vector& xx)
{
ogdyn::DynareAtomValues dav(model->getAtoms(), model->getParams(), yym, yy, yyp, xx);
DynareEvalLoader del(model->getAtoms(), out);
fe->eval(dav, del);
}
void Dynare::calcDerivatives(const Vector& yy, const Vector& xx)
{
ConstVector yym(yy, nstat(), nys());
ConstVector yyp(yy, nstat()+npred(), nyss());
ogdyn::DynareAtomValues dav(model->getAtoms(), model->getParams(), yym, yy, yyp, xx);
DynareDerEvalLoader ddel(model->getAtoms(), md, model->getOrder());
for (int iord = 1; iord <= model->getOrder(); iord++)
fde->eval(dav, ddel, iord);
}
void Dynare::calcDerivativesAtSteady()
{
Vector xx(nexog());
xx.zeros();
calcDerivatives(*ysteady, xx);
}
void Dynare::writeModelInfo(Journal& jr) const
{
// write info on variables
{
JournalRecordPair rp(journal);
rp << "Information on variables" << endrec;
JournalRecord rec1(journal);
rec1 << "Number of endogenous: " << ny() << endrec;
JournalRecord rec2(journal);
rec2 << "Number of exogenous: " << nexog() << endrec;
JournalRecord rec3(journal);
rec3 << "Number of static: " << nstat() << endrec;
JournalRecord rec4(journal);
rec4 << "Number of predetermined: " << npred()+nboth() << endrec;
JournalRecord rec5(journal);
rec5 << "Number of forward looking: " << nforw()+nboth() << endrec;
JournalRecord rec6(journal);
rec6 << "Number of both: " << nboth() << endrec;
}
// write info on planner variables
const ogdyn::PlannerInfo* pinfo = model->get_planner_info();
if (pinfo) {
JournalRecordPair rp(journal);
rp << "Information on planner variables" << endrec;
JournalRecord rec1(journal);
rec1 << "Number of Lagrange multipliers: " << pinfo->num_lagrange_mults << endrec;
JournalRecord rec2(journal);
rec2 << "Number of auxiliary variables: " << pinfo->num_aux_variables << endrec;
JournalRecord rec3(journal);
rec3 << "Number of new terms in the tree: " << pinfo->num_new_terms << endrec;
}
// write info on forward substitutions
const ogdyn::ForwSubstInfo* finfo = model->get_forw_subst_info();
if (finfo) {
JournalRecordPair rp(journal);
rp << "Information on forward substitutions" << endrec;
JournalRecord rec1(journal);
rec1 << "Number of affected equations: " << finfo->num_affected_equations << endrec;
JournalRecord rec2(journal);
rec2 << "Number of substituted terms: " << finfo->num_subst_terms << endrec;
JournalRecord rec3(journal);
rec3 << "Number of auxiliary variables: " << finfo->num_aux_variables << endrec;
JournalRecord rec4(journal);
rec4 << "Number of new terms in the tree: " << finfo->num_new_terms << endrec;
}
// write info on substitutions
const ogp::SubstInfo* sinfo = model->get_subst_info();
if (sinfo) {
JournalRecordPair rp(journal);
rp << "Information on substitutions" << endrec;
JournalRecord rec1(journal);
rec1 << "Number of substitutions: " << sinfo->num_substs << endrec;
}
}
DynareNameList::DynareNameList(const Dynare& dynare)
{
for (int i = 0; i < dynare.ny(); i++) {
int j = dynare.model->getAtoms().y2outer_endo()[i];
const char* name = dynare.model->getAtoms().get_endovars()[j];
names.push_back(name);
}
}
DynareStateNameList::DynareStateNameList(const Dynare& dynare, const DynareNameList& dnl,
const DynareExogNameList& denl)
{
for (int i = 0; i < dynare.nys(); i++)
names.push_back(dnl.getName(i+dynare.nstat()));
for (int i = 0; i < dynare.nexog(); i++)
names.push_back(denl.getName(i));
}
DynareExogNameList::DynareExogNameList(const Dynare& dynare)
{
for (int i = 0; i < dynare.nexog(); i++) {
int j = dynare.model->getAtoms().y2outer_exo()[i];
const char* name = dynare.model->getAtoms().get_exovars()[j];
names.push_back(name);
}
}
DynareEvalLoader::DynareEvalLoader(const ogp::FineAtoms& a, Vector& out)
: Vector(out)
{
if (a.ny() != out.length())
throw DynareException(__FILE__, __LINE__, "Wrong length of out vector in DynareEvalLoader constructor");
}
/** This clears the container of model derivatives and initializes it
* inserting empty sparse tensors up to the given order. */
DynareDerEvalLoader::DynareDerEvalLoader(const ogp::FineAtoms& a,
TensorContainer<FSSparseTensor>& mod_ders,
int order)
: atoms(a), md(mod_ders)
{
md.clear();
for (int iord = 1; iord <= order; iord++) {
FSSparseTensor* t = new FSSparseTensor(iord, atoms.ny()+atoms.nys()+atoms.nyss()+atoms.nexo(), atoms.ny());
md.insert(t);
}
}
void DynareDerEvalLoader::load(int i, int iord, const int* vars, double res)
{
FSSparseTensor* t = md.get(Symmetry(iord));
IntSequence s(iord, 0);
for (int j = 0; j < iord; j++)
s[j] = atoms.get_pos_of_all(vars[j]);
t->insert(s, i, res);
}
DynareJacobian::DynareJacobian(Dynare& dyn)
: Jacobian(dyn.ny()), d(dyn)
{
zeros();
}
void DynareJacobian::eval(const Vector& yy)
{
ogdyn::DynareSteadyAtomValues
dav(d.getModel().getAtoms(), d.getModel().getParams(), yy);
zeros();
d.fde->eval(dav, *this, 1);
}
void DynareJacobian::load(int i, int iord, const int* vars, double res)
{
if (iord != 1)
throw DynareException(__FILE__, __LINE__,
"Derivative order different from order=1 in DynareJacobian::load");
int t = vars[0];
int j = d.getModel().getAtoms().get_pos_of_all(t);
if (j < d.nyss())
get(i, j+d.nstat()+d.npred()) += res;
else if (j < d.nyss()+d.ny())
get(i, j-d.nyss()) += res;
else if (j < d.nyss()+d.ny()+d.nys())
get(i, j-d.nyss()-d.ny()+d.nstat()) += res;
}
void DynareVectorFunction::eval(const ConstVector& in, Vector& out)
{
check_for_eval(in, out);
Vector xx(d.nexog());
xx.zeros();
d.evaluateSystem(out, in, xx);
}
dynare++/src/dynare3.h deleted 100644 → 0
View file @ b364dd1d
// $Id: dynare3.h 1764 2008-03-31 14:30:55Z kamenik $
// Copyright 2005, Ondra Kamenik
#ifndef DYNARE3_H
#define DYNARE3_H
#include "../tl/cc/t_container.h"
#include "../tl/cc/sparse_tensor.h"
#include "../kord/decision_rule.h"
#include "../kord/dynamic_model.h"
#include "dynare_model.h"
#include "nlsolve.h"
#include <vector>
#include <matio.h>
class Dynare;
class DynareNameList : public NameList {
vector<const char*> names;
public:
DynareNameList(const Dynare& dynare);
int getNum() const
{return (int)names.size();}
const char* getName(int i) const
{return names[i];}
/** This for each string of the input vector calculates its index
* in the names. And returns the resulting vector of indices. If
* the name cannot be found, then an exception is raised. */
vector<int> selectIndices(const vector<const char*>& ns) const;
};
class DynareExogNameList : public NameList {
vector<const char*> names;
public:
DynareExogNameList(const Dynare& dynare);
int getNum() const
{return (int)names.size();}
const char* getName(int i) const
{return names[i];}
};
class DynareStateNameList : public NameList {
vector<const char*> names;
public:
DynareStateNameList(const Dynare& dynare, const DynareNameList& dnl,
const DynareExogNameList& denl);
int getNum() const
{return (int)names.size();}
const char* getName(int i) const
{return names[i];}
};
// The following only implements DynamicModel with help of ogdyn::DynareModel
class DynareJacobian;
class Dynare : public DynamicModel {
friend class DynareNameList;
friend class DynareExogNameList;
friend class DynareStateNameList;
friend class DynareJacobian;
Journal& journal;
ogdyn::DynareModel* model;
Vector* ysteady;
TensorContainer<FSSparseTensor> md;
DynareNameList* dnl;
DynareExogNameList* denl;
DynareStateNameList* dsnl;
ogp::FormulaEvaluator* fe;
ogp::FormulaDerEvaluator* fde;
const double ss_tol;
public:
/** Parses the given model file and uses the given order to
* override order from the model file (if it is != -1). */
Dynare(const char* modname, int ord, double sstol, Journal& jr);
/** Parses the given equations with explicitly given names. */
Dynare(const char** endo, int num_endo,
const char** exo, int num_exo,
const char** par, int num_par,
const char* equations, int len, int ord,
double sstol, Journal& jr);
/** Makes a deep copy of the object. */
Dynare(const Dynare& dyn);
DynamicModel* clone() const
{return new Dynare(*this);}
virtual ~Dynare();
int nstat() const
{return model->getAtoms().nstat();}
int nboth() const
{return model->getAtoms().nboth();}
int npred() const
{return model->getAtoms().npred();}
int nforw() const
{return model->getAtoms().nforw();}
int nexog() const
{return model->getAtoms().nexo();}
int nys() const
{return model->getAtoms().nys();}
int nyss() const
{return model->getAtoms().nyss();}
int ny() const
{return model->getAtoms().ny();}
int order() const
{return model->getOrder();}
const NameList& getAllEndoNames() const
{return *dnl;}
const NameList& getStateNames() const
{return *dsnl;}
const NameList& getExogNames() const
{return *denl;}
TwoDMatrix& getVcov()
{return model->getVcov();}
const TwoDMatrix& getVcov() const
{return model->getVcov();}
Vector& getParams()
{return model->getParams();}
const Vector& getParams() const
{return model->getParams();}
void setInitOuter(const Vector& x)
{model->setInitOuter(x);}
const TensorContainer<FSSparseTensor>& getModelDerivatives() const
{return md;}
const Vector& getSteady() const
{return *ysteady;}
Vector& getSteady()
{return *ysteady;}
const ogdyn::DynareModel& getModel() const
{return *model;}
// here is true public interface
void solveDeterministicSteady(Vector& steady);
void solveDeterministicSteady()
{solveDeterministicSteady(*ysteady);}
void evaluateSystem(Vector& out, const Vector& yy, const Vector& xx);
void evaluateSystem(Vector& out, const Vector& yym, const Vector& yy,
const Vector& yyp, const Vector& xx);
void calcDerivatives(const Vector& yy, const Vector& xx);
void calcDerivativesAtSteady();
void writeMat(mat_t *fd, const char* prefix) const;
void writeDump(const std::string& basename) const;
private:
void writeModelInfo(Journal& jr) const;
};
class DynareEvalLoader : public ogp::FormulaEvalLoader, public Vector {
public:
DynareEvalLoader(const ogp::FineAtoms& a, Vector& out);
void load(int i, double res)
{operator[](i) = res;}
};
class DynareDerEvalLoader : public ogp::FormulaDerEvalLoader {
protected:
const ogp::FineAtoms& atoms;
TensorContainer<FSSparseTensor>& md;
public:
DynareDerEvalLoader(const ogp::FineAtoms& a, TensorContainer<FSSparseTensor>& mod_ders,
int order);
void load(int i, int iord, const int* vars, double res);
};
class DynareJacobian : public ogu::Jacobian, public ogp::FormulaDerEvalLoader {
protected:
Dynare& d;
public:
DynareJacobian(Dynare& dyn);
virtual ~DynareJacobian() {}
void load(int i, int iord, const int* vars, double res);
void eval(const Vector& in);
};
class DynareVectorFunction : public ogu::VectorFunction {
protected:
Dynare& d;
public:
DynareVectorFunction(Dynare& dyn)
: d(dyn) {}
virtual ~DynareVectorFunction() {}
int inDim() const
{return d.ny();}
int outDim() const
{return d.ny();}
void eval(const ConstVector& in, Vector& out);
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/src/dynare_atoms.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: dynare_atoms.cpp 1765 2008-03-31 14:32:08Z kamenik $
#include "parser/cc/parser_exception.h"
#include "utils/cc/exception.h"
#include "dynare_atoms.h"
#include <string>
#include <cmath>
using namespace ogdyn;
using std::string;
void DynareStaticAtoms::register_name(const char* name)
{
if (varnames.query(name))
throw ogp::ParserException(string("The name ")+name+" is not unique.", 0);
StaticAtoms::register_name(name);
}
int DynareStaticAtoms::check_variable(const char* name) const
{
if (0 == varnames.query(name))
throw ogp::ParserException(std::string("Unknown name <")+name+">", 0);
Tvarmap::const_iterator it = vars.find(name);
if (it == vars.end())
return -1;
else
return (*it).second;
}
DynareDynamicAtoms::DynareDynamicAtoms(const DynareDynamicAtoms& dda)
: SAtoms(dda)
{
// fill atom_type
for (Tatypemap::const_iterator it = dda.atom_type.begin();
it != dda.atom_type.end(); ++it)
atom_type.insert(Tatypemap::value_type(varnames.query((*it).first), (*it).second));
}
void DynareDynamicAtoms::parse_variable(const char* in, std::string& out, int& ll) const
{
ll = 0;
std::string str = in;
int left = str.find_first_of("({");
if (left != -1) {
out = str.substr(0, left);
left++;
int right = str.find_first_of(")}", left);
if ((int)string::npos == right)
throw ogp::ParserException(
string("Syntax error when parsing Dynare atom <")+in+">.", 0);
std::string tmp(str, left, right-left);
sscanf(tmp.c_str(), "%d", &ll);
} else {
out = in;
}
}
void DynareDynamicAtoms::register_uniq_endo(const char* name)
{
FineAtoms::register_uniq_endo(name);
atom_type.insert(Tatypemap::value_type(varnames.query(name), endovar));
}
void DynareDynamicAtoms::register_uniq_exo(const char* name)
{
FineAtoms::register_uniq_exo(name);
atom_type.insert(Tatypemap::value_type(varnames.query(name), exovar));
}
void DynareDynamicAtoms::register_uniq_param(const char* name)
{
FineAtoms::register_uniq_param(name);
atom_type.insert(Tatypemap::value_type(varnames.query(name), param));
}
bool DynareDynamicAtoms::is_type(const char* name, atype tp) const
{
Tatypemap::const_iterator it = atom_type.find(name);
if (it != atom_type.end() && (*it).second == tp)
return true;
else
return false;
}
void DynareDynamicAtoms::print() const
{
SAtoms::print();
printf("Name types:\n");
for (Tatypemap::const_iterator it = atom_type.begin();
it != atom_type.end(); ++it)
printf("name=%s type=%s\n", (*it).first,
((*it).second == endovar) ? "endovar" : (((*it).second == exovar)? "exovar" : "param"));
}
std::string DynareDynamicAtoms::convert(int t) const
{
if (t < ogp::OperationTree::num_constants) {
throw ogu::Exception(__FILE__,__LINE__,
"Tree index is a built-in constant in DynareDynamicAtoms::convert");
return std::string();
}
if (is_constant(t)) {
double v = get_constant_value(t);
char buf[100];
sprintf(buf, "%20.16g", v);
const char* s = buf;
while (*s == ' ')
++s;
return std::string(s);
}
const char* s = name(t);
if (is_type(s, endovar)) {
int ll = lead(t);
char buf[100];
if (ll)
sprintf(buf, "%s(%d)", s, ll);
else
sprintf(buf, "%s", s);
return std::string(buf);
}
return std::string(s);
}
void DynareAtomValues::setValues(ogp::EvalTree& et) const
{
// set constants
atoms.setValues(et);
// set parameteres
for (unsigned int i = 0; i < atoms.get_params().size(); i++) {
if (atoms.is_referenced(atoms.get_params()[i])) {
const ogp::DynamicAtoms::Tlagmap& lmap = atoms.lagmap(atoms.get_params()[i]);
for (ogp::DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
int t = (*it).second;
et.set_nulary(t, paramvals[i]);
}
}
}
// set endogenous
for (unsigned int outer_i = 0; outer_i < atoms.get_endovars().size(); outer_i++) {
if (atoms.is_referenced(atoms.get_endovars()[outer_i])) {
const ogp::DynamicAtoms::Tlagmap& lmap = atoms.lagmap(atoms.get_endovars()[outer_i]);
for (ogp::DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
int ll = (*it).first;
int t = (*it).second;
int i = atoms.outer2y_endo()[outer_i];
if (ll == -1) {
et.set_nulary(t, yym[i-atoms.nstat()]);
}
else if (ll == 0)
et.set_nulary(t, yy[i]);
else
et.set_nulary(t, yyp[i-atoms.nstat()-atoms.npred()]);
}
}
}
// set exogenous
for (unsigned int outer_i = 0; outer_i < atoms.get_exovars().size(); outer_i++) {
if (atoms.is_referenced(atoms.get_exovars()[outer_i])) {
const ogp::DynamicAtoms::Tlagmap& lmap = atoms.lagmap(atoms.get_exovars()[outer_i]);
for (ogp::DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
int ll = (*it).first;
if (ll == 0) { // this is always true because of checks
int t = (*it).second;
int i = atoms.outer2y_exo()[outer_i];
et.set_nulary(t, xx[i]);
}
}
}
}
}
void DynareStaticSteadyAtomValues::setValues(ogp::EvalTree& et) const
{
// set constants
atoms_static.setValues(et);
// set parameters
for (unsigned int i = 0; i < atoms_static.get_params().size(); i++) {
const char* name = atoms_static.get_params()[i];
int t = atoms_static.index(name);
if (t != -1) {
int idyn = atoms.name2outer_param(name);
et.set_nulary(t, paramvals[idyn]);
}
}
// set endogenous
for (unsigned int i = 0; i < atoms_static.get_endovars().size(); i++) {
const char* name = atoms_static.get_endovars()[i];
int t = atoms_static.index(name);
if (t != -1) {
int idyn = atoms.outer2y_endo()[atoms.name2outer_endo(name)];
et.set_nulary(t, yy[idyn]);
}
}
// set exogenous
for (unsigned int i = 0; i < atoms_static.get_exovars().size(); i++) {
const char* name = atoms_static.get_exovars()[i];
int t = atoms_static.index(name);
if (t != -1)
et.set_nulary(t, 0.0);
}
}
DynareSteadySubstitutions::DynareSteadySubstitutions(const ogp::FineAtoms& a,
const ogp::OperationTree& tree,
const Tsubstmap& subst,
const Vector& pvals, Vector& yy)
: atoms(a), y(yy)
{
// fill the vector of left and right hand sides
for (Tsubstmap::const_iterator it = subst.begin();
it != subst.end(); ++it) {
left_hand_sides.push_back((*it).first);
right_hand_sides.push_back((*it).second);
}
// evaluate right hand sides
DynareSteadyAtomValues dsav(atoms, pvals, y);
ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
fe.eval(dsav, *this);
}
void DynareSteadySubstitutions::load(int i, double res)
{
const char* name = left_hand_sides[i];
int iouter = atoms.name2outer_endo(name);
int iy = atoms.outer2y_endo()[iouter];
if (! std::isfinite(y[iy]))
y[iy] = res;
}
DynareStaticSteadySubstitutions::
DynareStaticSteadySubstitutions(const ogp::FineAtoms& a, const ogp::StaticFineAtoms& sa,
const ogp::OperationTree& tree,
const Tsubstmap& subst,
const Vector& pvals, Vector& yy)
: atoms(a), atoms_static(sa), y(yy)
{
// fill the vector of left and right hand sides
for (Tsubstmap::const_iterator it = subst.begin();
it != subst.end(); ++it) {
left_hand_sides.push_back((*it).first);
right_hand_sides.push_back((*it).second);
}
// evaluate right hand sides
DynareStaticSteadyAtomValues dsav(atoms, atoms_static, pvals, y);
ogp::FormulaCustomEvaluator fe(tree, right_hand_sides);
fe.eval(dsav, *this);
}
void DynareStaticSteadySubstitutions::load(int i, double res)
{
const char* name = left_hand_sides[i];
int iouter = atoms.name2outer_endo(name);
int iy = atoms.outer2y_endo()[iouter];
if (! std::isfinite(y[iy]))
y[iy] = res;
}
dynare++/src/dynare_atoms.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: dynare_atoms.h 1765 2008-03-31 14:32:08Z kamenik $
#ifndef OGDYN_DYNARE_ATOMS_H
#define OGDYN_DYNARE_ATOMS_H
#include "sylv/cc/Vector.h"
#include "parser/cc/static_atoms.h"
#include "parser/cc/static_fine_atoms.h"
#include "parser/cc/atom_substitutions.h"
#include "parser/cc/tree.h"
#include <map>
#include <vector>
namespace ogdyn {
using std::map;
using std::vector;
/** A definition of a type mapping a string to an integer. Used as
* a substitution map, saying what names are substituted for what
* expressions represented by tree indices. */
typedef map<const char*, int, ogp::ltstr> Tsubstmap;
class DynareStaticAtoms : public ogp::StaticAtoms {
public:
DynareStaticAtoms()
: StaticAtoms() {}
DynareStaticAtoms(const DynareStaticAtoms& a)
: StaticAtoms(a) {}
virtual ~DynareStaticAtoms() {}
/** This registers a unique varname identifier. It throws an
* exception if the variable name is duplicate. It checks the
* uniqueness and then it calls StaticAtoms::register_name. */
void register_name(const char* name);
protected:
/** This returns a tree index of the given variable, and if
* the variable has not been registered, it throws an
* exception. */
int check_variable(const char* name) const;
};
class DynareDynamicAtoms : public ogp::SAtoms, public ogp::NularyStringConvertor {
public:
enum atype {endovar, exovar, param};
protected:
typedef map<const char*, atype, ogp::ltstr> Tatypemap;
/** The map assigining a type to each name. */
Tatypemap atom_type;
public:
DynareDynamicAtoms()
: ogp::SAtoms() {}
DynareDynamicAtoms(const DynareDynamicAtoms& dda);
virtual ~DynareDynamicAtoms() {}
/** This parses a variable of the forms: varname(+3),
* varname(3), varname, varname(-3), varname(0), varname(+0),
* varname(-0). */
virtual void parse_variable(const char* in, std::string& out, int& ll) const;
/** Registers unique name of endogenous variable. */
void register_uniq_endo(const char* name);
/** Registers unique name of exogenous variable. */
void register_uniq_exo(const char* name);
/** Registers unique name of parameter. */
void register_uniq_param(const char* name);
/** Return true if the name is a given type. */
bool is_type(const char* name, atype tp) const;
/** Debug print. */
void print() const;
/** Implement NularyStringConvertor::convert. */
std::string convert(int t) const;
};
/** This class represents the atom values for dynare, where
* exogenous variables can occur only at time t, and endogenous at
* times t-1, t, and t+1. */
class DynareAtomValues : public ogp::AtomValues {
protected:
/** Reference to the atoms (we suppose that they are only at
* t-1,t,t+1. */
const ogp::FineAtoms& atoms;
/** De facto reference to the values of parameters. */
const ConstVector paramvals;
/** De facto reference to the values of endogenous at time t-1. Only
* predetermined and both part. */
const ConstVector yym;
/** De facto reference to the values of endogenous at time t. Ordering
* given by the atoms. */
const ConstVector yy;
/** De facto reference to the values of endogenous at time t+1. Only
* both and forward looking part. */
const ConstVector yyp;
/** De facto reference to the values of exogenous at time t. */
const ConstVector xx;
public:
DynareAtomValues(const ogp::FineAtoms& a, const Vector& pvals, const Vector& ym,
const Vector& y, const Vector& yp, const Vector& x)
: atoms(a), paramvals(pvals), yym(ym), yy(y), yyp(yp), xx(x) {}
DynareAtomValues(const ogp::FineAtoms& a, const Vector& pvals, const ConstVector& ym,
const Vector& y, const ConstVector& yp, const Vector& x)
: atoms(a), paramvals(pvals), yym(ym), yy(y), yyp(yp), xx(x) {}
void setValues(ogp::EvalTree& et) const;
};
/** This class represents the atom values at the steady state. It
* makes only appropriate subvector yym and yyp of the y vector,
* makes a vector of zero exogenous variables and uses
* DynareAtomValues with more general interface. */
class DynareSteadyAtomValues : public ogp::AtomValues {
protected:
/** Subvector of yy. */
const ConstVector yym;
/** Subvector of yy. */
const ConstVector yyp;
/** Vector of zeros for exogenous variables. */
Vector xx;
/** Atom values using this yym, yyp and xx. */
DynareAtomValues av;
public:
DynareSteadyAtomValues(const ogp::FineAtoms& a, const Vector& pvals, const Vector& y)
: yym(y, a.nstat(), a.nys()),
yyp(y, a.nstat()+a.npred(), a.nyss()),
xx(a.nexo()),
av(a, pvals, yym, y, yyp, xx)
{xx.zeros();}
void setValues(ogp::EvalTree& et) const
{av.setValues(et);}
};
class DynareStaticSteadyAtomValues : public ogp::AtomValues {
protected:
/** Reference to static atoms over which the tree, where the
* values go, is defined. */
const ogp::StaticFineAtoms& atoms_static;
/** Reference to dynamic atoms for which the class gets input
* data. */
const ogp::FineAtoms& atoms;
/** De facto reference to input data, this is a vector of
* endogenous variables in internal ordering of the dynamic
* atoms. */
ConstVector yy;
/** De facto reference to input parameters corresponding to
* ordering defined by the dynamic atoms. */
ConstVector paramvals;
public:
/** Construct the object. */
DynareStaticSteadyAtomValues(const ogp::FineAtoms& a, const ogp::StaticFineAtoms& sa,
const Vector& pvals, const Vector& yyy)
: atoms_static(sa),
atoms(a),
yy(yyy),
paramvals(pvals) {}
/** Set the values to the tree defined over the static atoms. */
void setValues(ogp::EvalTree& et) const;
};
/** This class takes a vector of endogenous variables and a
* substitution map. It supposes that variables at the right hand
* sides of the substitutions are set in the endogenous vector. It
* evaluates the substitutions and if the variables corresponding
* to left hand sides are not set in the endogenous vector it sets
* them to calculated values. If a variable is already set, it
* does not override its value. It has no methods, everything is
* done in the constructor. */
class DynareSteadySubstitutions : public ogp::FormulaEvalLoader {
protected:
const ogp::FineAtoms& atoms;
public:
DynareSteadySubstitutions(const ogp::FineAtoms& a, const ogp::OperationTree& tree,
const Tsubstmap& subst,
const Vector& pvals, Vector& yy);
void load(int i, double res);
protected:
Vector& y;
vector<const char*> left_hand_sides;
vector<int> right_hand_sides;
};
/** This class is a static version of DynareSteadySustitutions. It
* works for static atoms and static tree and substitution map
* over the static tree. It also needs dynamic version of the
* atoms, since it defines ordering of the vectors pvals, and
* yy. */
class DynareStaticSteadySubstitutions : public ogp::FormulaEvalLoader {
protected:
const ogp::FineAtoms& atoms;
const ogp::StaticFineAtoms& atoms_static;
public:
DynareStaticSteadySubstitutions(const ogp::FineAtoms& a,
const ogp::StaticFineAtoms& sa,
const ogp::OperationTree& tree,
const Tsubstmap& subst,
const Vector& pvals, Vector& yy);
void load(int i, double res);
protected:
Vector& y;
vector<const char*> left_hand_sides;
vector<int> right_hand_sides;
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/src/dynare_exception.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006, Ondra Kamenik
// $Id: dynare_exception.h 853 2006-08-01 08:42:42Z kamenik $
#ifndef DYNARE_EXCEPTION_H
#define DYNARE_EXCEPTION_H
#include <string>
class DynareException {
char* mes;
public:
DynareException(const char* m, const char* fname, int line, int col)
{
mes = new char[strlen(m) + strlen(fname) + 100];
sprintf(mes, "Parse error at %s, line %d, column %d: %s", fname, line, col, m);
}
DynareException(const char* fname, int line, const std::string& m)
{
mes = new char[m.size() + strlen(fname) + 50];
sprintf(mes, "%s:%d: %s", fname, line, m.c_str());
}
DynareException(const char* m, int offset)
{
mes = new char[strlen(m) + 100];
sprintf(mes, "Parse error in provided string at offset %d: %s", offset, m);
}
DynareException(const DynareException& e)
: mes(new char[strlen(e.mes)+1])
{strcpy(mes, e.mes);}
virtual ~DynareException()
{delete [] mes;}
const char* message() const
{return mes;}
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/src/dynare_model.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2006-2011, Ondra Kamenik
#include "parser/cc/parser_exception.h"
#include "parser/cc/location.h"
#include "utils/cc/exception.h"
#include "dynare_model.h"
#include "dynare_exception.h"
#include "planner_builder.h"
#include "forw_subst_builder.h"
#include <cstdlib>
#include <string>
#include <cmath>
#include <climits>
using namespace ogdyn;
ParsedMatrix::ParsedMatrix(const ogp::MatrixParser& mp)
: TwoDMatrix(mp.nrows(), mp.ncols())
{
zeros();
for (ogp::MPIterator it = mp.begin(); it != mp.end(); ++it)
get(it.row(), it.col()) = *it;
}
DynareModel::DynareModel()
: atoms(), eqs(atoms), order(-1),
param_vals(0), init_vals(0), vcov_mat(0),
t_plobjective(-1), t_pldiscount(-1),
pbuilder(NULL), fbuilder(NULL),
atom_substs(NULL), old_atoms(NULL)
{}
DynareModel::DynareModel(const DynareModel& dm)
: atoms(dm.atoms), eqs(dm.eqs, atoms), order(dm.order),
param_vals(0), init_vals(0), vcov_mat(0),
t_plobjective(dm.t_plobjective),
t_pldiscount(dm.t_pldiscount),
pbuilder(NULL), fbuilder(NULL),
atom_substs(NULL), old_atoms(NULL)
{
if (dm.param_vals)
param_vals = new Vector((const Vector&)*(dm.param_vals));
if (dm.init_vals)
init_vals = new Vector((const Vector&)*(dm.init_vals));
if (dm.vcov_mat)
vcov_mat = new TwoDMatrix((const TwoDMatrix&)*(dm.vcov_mat));
if (dm.old_atoms)
old_atoms = new DynareDynamicAtoms((const DynareDynamicAtoms&)*(dm.old_atoms));
if (dm.atom_substs)
atom_substs = new ogp::AtomSubstitutions((*dm.atom_substs), *old_atoms, atoms);
if (dm.pbuilder)
pbuilder = new PlannerBuilder(*(dm.pbuilder), *this);
if (dm.fbuilder)
fbuilder = new ForwSubstBuilder(*(dm.fbuilder), *this);
}
DynareModel::~DynareModel()
{
if (param_vals)
delete param_vals;
if (init_vals)
delete init_vals;
if (vcov_mat)
delete vcov_mat;
if (old_atoms)
delete old_atoms;
if (atom_substs)
delete atom_substs;
if (pbuilder)
delete pbuilder;
if (fbuilder)
delete fbuilder;
}
const PlannerInfo* DynareModel::get_planner_info() const
{
if (pbuilder)
return &(pbuilder->get_info());
return NULL;
}
const ForwSubstInfo* DynareModel::get_forw_subst_info() const
{
if (fbuilder)
return &(fbuilder->get_info());
return NULL;
}
const ogp::SubstInfo* DynareModel::get_subst_info() const
{
if (atom_substs)
return &(atom_substs->get_info());
return NULL;
}
void DynareModel::setInitOuter(const Vector& x)
{
if (x.length() != atoms.ny())
throw DynareException(__FILE__, __LINE__,
"Wrong length of vector in DynareModel::setInitOuter");
for (int i = 0; i < atoms.ny(); i++)
(*init_vals)[i] = x[atoms.y2outer_endo()[i]];
}
void DynareModel::print() const
{
printf("all atoms:\n");
atoms.print();
printf("formulas:\n");
DebugOperationFormatter dof(*this);
for (int i = 0; i < eqs.nformulas(); i++) {
int tf = eqs.formula(i);
printf("formula %d:\n", tf);
eqs.getTree().print_operation_tree(tf, stdout, dof);
}
}
void DynareModel::dump_model(std::ostream& os) const
{
// endogenous variable declaration
os << "var";
for (int i = 0; i < (int)atoms.get_endovars().size(); i++)
os << " " << atoms.get_endovars()[i];
os << ";\n\n";
// exogenous variables
os << "varexo";
for (int i = 0; i < (int)atoms.get_exovars().size(); i++)
os << " " << atoms.get_exovars()[i];
os << ";\n\n";
// parameters
os << "parameters";
for (int i = 0; i < (int)atoms.get_params().size(); i++)
os << " " << atoms.get_params()[i];
os << ";\n\n";
// parameter values
os.precision(16);
for (int i = 0; i < (int)atoms.get_params().size(); i++)
os << atoms.get_params()[i] << "=" << getParams()[i] << ";\n";
os << "\n\n";
// model section
ogp::OperationStringConvertor osc(atoms, getParser().getTree());
os << "model;\n";
for (int i = 0; i < getParser().nformulas(); i++) {
os << "// Equation " << i << "\n0 = ";
int t = getParser().formula(i);
os << osc.convert(getParser().getTree().operation(t), t);
os << ";\n";
}
os << "end;\n";
// initval as steady state
os << "initval;\n";
for (int i = 0; i < (int)atoms.get_endovars().size(); i++)
os << atoms.get_endovars()[atoms.y2outer_endo()[i]] << "=" << getInit()[i] << ";\n";
os << "end;\n";
}
void DynareModel::add_name(const char* name, int flag)
{
if (flag == 1) {
// endogenous
atoms.register_uniq_endo(name);
} else if (flag == 2) {
// exogenous
atoms.register_uniq_exo(name);
} else if (flag == 3) {
// parameter
atoms.register_uniq_param(name);
} else {
throw DynareException(__FILE__, __LINE__,
"Unrecognized flag value.");
}
}
void DynareModel::check_model() const
{
if (order == -1)
throw DynareException(__FILE__,__LINE__,
"Order of approximation not set in DynareModel::check_model");
if (atoms.ny() != eqs.nformulas()) {
char mes[1000];
sprintf(mes, "Model has %d equations for %d endogenous variables", eqs.nformulas(), atoms.ny());
throw DynareException(__FILE__, __LINE__, mes);
}
// check whether all nulary terms of all formulas in eqs are
// either constant or assigned to a name
for (int i = 0; i < eqs.nformulas(); i++) {
int ft = eqs.formula(i);
const unordered_set<int>& nuls = eqs.nulary_of_term(ft);
for (unordered_set<int>::const_iterator it = nuls.begin();
it != nuls.end(); ++it)
if (! atoms.is_constant(*it) && ! atoms.is_named_atom(*it))
throw DynareException(__FILE__,__LINE__,
"Dangling nulary term found, internal error.");
}
int mlag, mlead;
atoms.exovarspan(mlead, mlag);
if (atoms.nexo() > 0 && (mlead != 0 || mlag != 0))
throw DynareException(__FILE__,__LINE__,
"The model contains occurrences of lagged/leaded exogenous variables");
atoms.endovarspan(mlead, mlag);
if (mlead > 1 || mlag < -1)
throw DynareException(__FILE__,__LINE__,
"The model contains occurrences of too lagged/leaded endogenous variables");
// check the dimension of vcov matrix
if (getAtoms().nexo() != getVcov().nrows())
throw DynareException(__FILE__,__LINE__,
"Dimension of VCOV matrix does not correspond to the shocks");
}
int DynareModel::variable_shift(int t, int tshift)
{
const char* name = atoms.name(t);
if (atoms.is_type(name, DynareDynamicAtoms::param) ||
atoms.is_constant(t))
throw DynareException(__FILE__, __LINE__,
"The tree index is not a variable in DynareModel::variable_shift");
int ll = atoms.lead(t) + tshift;
int res = atoms.index(name, ll);
if (res == -1) {
std::string str(name);
str += '(';
char tmp[50];
sprintf(tmp,"%d",ll);
str += tmp;
str += ')';
res = eqs.add_nulary(str.c_str());
}
return res;
}
void DynareModel::variable_shift_map(const unordered_set<int>& a_set, int tshift,
map<int,int>& s_map)
{
s_map.clear();
for (unordered_set<int>::const_iterator it = a_set.begin();
it != a_set.end(); ++it) {
int t = *it;
// make shift map only for non-constants and non-parameters
if (! atoms.is_constant(t)) {
const char* name = atoms.name(t);
if (atoms.is_type(name, DynareDynamicAtoms::endovar) ||
atoms.is_type(name, DynareDynamicAtoms::exovar)) {
int tt = variable_shift(t, tshift);
s_map.insert(map<int,int>::value_type(t,tt));
}
}
}
}
void DynareModel::termspan(int t, int& mlead, int& mlag) const
{
mlead = INT_MIN;
mlag = INT_MAX;
const unordered_set<int>& nul_terms = eqs.nulary_of_term(t);
for (unordered_set<int>::const_iterator ni = nul_terms.begin();
ni != nul_terms.end(); ++ni) {
if (!atoms.is_constant(*ni) &&
(atoms.is_type(atoms.name(*ni), DynareDynamicAtoms::endovar) ||
atoms.is_type(atoms.name(*ni), DynareDynamicAtoms::exovar))) {
int ll = atoms.lead(*ni);
if (ll < mlag)
mlag = ll;
if (ll > mlead)
mlead = ll;
}
}
}
bool DynareModel::is_constant_term(int t) const
{
const unordered_set<int>& nul_terms = eqs.nulary_of_term(t);
for (unordered_set<int>::const_iterator ni = nul_terms.begin();
ni != nul_terms.end(); ++ni)
if (! atoms.is_constant(*ni) &&
! atoms.is_type(atoms.name(*ni), DynareDynamicAtoms::param))
return false;
return true;
}
unordered_set<int> DynareModel::get_nonlinear_subterms(int t) const
{
NLSelector nls(*this);
return eqs.getTree().select_terms(t, nls);
}
void DynareModel::substitute_atom_for_term(const char* name, int ll, int t)
{
// if the term t is itself a named atom (parameter, exo, endo),
// then we have to unassign it first
if (atoms.is_named_atom(t))
atoms.unassign_variable(atoms.name(t), atoms.lead(t), t);
// assign allocated tree index
// for the term now to name(ll)
atoms.assign_variable(name, ll, t);
// make operation t nulary in operation tree
eqs.nularify(t);
}
void DynareModel::final_job()
{
if (t_plobjective != -1 && t_pldiscount != -1) {
// at this moment include all equations and all variables; in
// future we will exclude purely exogenous processes; todo:
PlannerBuilder::Tvarset vset;
for (int i = 0; i < atoms.ny(); i++)
vset.insert(atoms.get_endovars()[i]);
PlannerBuilder::Teqset eset;
for (int i = 0; i < eqs.nformulas(); i++)
eset.push_back(i);
// construct the planner builder, this adds a lot of stuff to
// the model
if (pbuilder)
delete pbuilder;
pbuilder = new PlannerBuilder(*this, vset, eset);
}
// construct ForwSubstBuilder
if (fbuilder)
delete fbuilder;
fbuilder = new ForwSubstBuilder(*this);
// call parsing_finished (this will define an outer ordering of all variables)
atoms.parsing_finished(ogp::VarOrdering::bfspbfpb);
// make a copy of atoms and name it old_atoms
if (old_atoms)
delete old_atoms;
old_atoms = new DynareDynamicAtoms(atoms);
// construct empty substitutions from old_atoms to atoms
if (atom_substs)
delete atom_substs;
atom_substs = new ogp::AtomSubstitutions(*old_atoms, atoms);
// do the actual substitution, it will also call
// parsing_finished for atoms which creates internal orderings
atoms.substituteAllLagsAndExo1Leads(eqs, *atom_substs);
}
extern ogp::location_type dynglob_lloc;
DynareParser::DynareParser(const char* stream, int len, int ord)
: DynareModel(),
pa_atoms(), paramset(pa_atoms),
ia_atoms(), initval(ia_atoms), vcov(),
model_beg(0), model_end(-1),
paramset_beg(0), paramset_end(-1),
initval_beg(0), initval_end(-1),
vcov_beg(0), vcov_end(-1),
order_beg(0), order_end(-1),
plobjective_beg(0), plobjective_end(-1),
pldiscount_beg(0), pldiscount_end(-1)
{
// global parse
try {
parse_glob(len, stream);
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, dynglob_lloc.off);
}
// setting parameters parse
try {
if (paramset_end > paramset_beg)
paramset.parse(paramset_end-paramset_beg, stream+paramset_beg);
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, paramset_beg);
}
// model parse
try {
if (model_end > model_beg)
eqs.parse(model_end-model_beg, stream+model_beg);
else
throw ogp::ParserException("Model section not found.", 0);
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, model_beg);
}
// initval setting parse
try {
if (initval_end > initval_beg)
initval.parse(initval_end-initval_beg, stream+initval_beg);
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, initval_beg);
}
// vcov parse
try {
if (vcov_end > vcov_beg) {
vcov.parse(vcov_end-vcov_beg, stream+vcov_beg);
}
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, vcov_beg);
}
// planner objective parse
try {
if (plobjective_end > plobjective_beg) {
eqs.parse(plobjective_end-plobjective_beg, stream+plobjective_beg);
t_plobjective = eqs.pop_last_formula();
}
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, plobjective_beg);
}
// planner discount parse
try {
if (pldiscount_end > pldiscount_beg) {
t_pldiscount = parse_pldiscount(pldiscount_end - pldiscount_beg,
stream + pldiscount_beg);
}
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, pldiscount_beg);
}
// order parse
try {
if (order_end > order_beg) {
order = parse_order(order_end > order_beg, stream + order_beg);
}
} catch (const ogp::ParserException& e) {
throw ogp::ParserException(e, order_beg);
}
// check the overridden order
if (ord != -1)
order = ord;
// end parsing job, add planner's FOCs, make substitutions
DynareModel::final_job();
// calculate parameters
calc_params();
// calculate initial values
calc_init();
if (vcov_end > vcov_beg)
vcov_mat = new ParsedMatrix(vcov);
else {
// vcov has not been asserted, set it to unit matrix
vcov_mat = new TwoDMatrix(atoms.nexo(), atoms.nexo());
vcov_mat->unit();
}
// check the model
check_model();
// differentiate
if (order >= 1)
eqs.differentiate(order);
}
DynareParser::DynareParser(const DynareParser& dp)
: DynareModel(dp),
pa_atoms(dp.pa_atoms), paramset(dp.paramset, pa_atoms),
ia_atoms(dp.ia_atoms), initval(dp.initval, ia_atoms), vcov(dp.vcov),
model_beg(dp.model_beg), model_end(dp.model_end),
paramset_beg(dp.paramset_beg), paramset_end(dp.paramset_end),
initval_beg(dp.initval_beg), initval_end(dp.initval_end),
vcov_beg(dp.vcov_beg), vcov_end(dp.vcov_end),
order_beg(dp.order_beg), order_end(dp.order_end),
plobjective_beg(dp.plobjective_beg), plobjective_end(dp.plobjective_end),
pldiscount_beg(dp.pldiscount_beg), pldiscount_end(dp.pldiscount_end)
{
}
DynareParser::~DynareParser()
{
}
void DynareParser::add_name(const char* name, int flag)
{
DynareModel::add_name(name, flag);
// register with static atoms used for atom assignements
if (flag == 1) {
// endogenous
ia_atoms.register_name(name);
} else if (flag == 2) {
// exogenous
ia_atoms.register_name(name);
} else if (flag == 3) {
// parameter
pa_atoms.register_name(name);
ia_atoms.register_name(name);
} else {
throw DynareException(__FILE__, __LINE__,
"Unrecognized flag value.");
}
}
void DynareParser::error(const char* mes)
{
// throwing zero offset since this exception will be caugth at
// constructor
throw ogp::ParserException(mes, 0);
}
void DynareParser::print() const
{
DynareModel::print();
printf("parameter atoms:\n");
paramset.print();
printf("initval atoms:\n");
initval.print();
printf("model position: %d %d\n", model_beg, model_end);
printf("paramset position: %d %d\n", paramset_beg, paramset_end);
printf("initval position: %d %d\n", initval_beg, initval_end);
}
/** A global symbol for passing info to the DynareParser from
* parser. */
DynareParser* dynare_parser;
/** The declarations of functions defined in dynglob_ll.cc and
* dynglob_tab.cc generated from dynglob.lex and dynglob.y */
void* dynglob__scan_buffer(char*, size_t);
void dynglob__destroy_buffer(void*);
void dynglob_parse();
extern ogp::location_type dynglob_lloc;
void DynareParser::parse_glob(int length, const char* stream)
{
char* buffer = new char[length+2];
strncpy(buffer, stream, length);
buffer[length] = '\0';
buffer[length+1] = '\0';
void* p = dynglob__scan_buffer(buffer, (unsigned int)length+2);
dynare_parser = this;
dynglob_parse();
delete [] buffer;
dynglob__destroy_buffer(p);
}
int DynareParser::parse_order(int len, const char* str)
{
char* buf = new char[len+1];
strncpy(buf, str, len);
buf[len] = '\0';
int res;
sscanf(buf, "%d", &res);
delete [] buf;
return res;
}
int DynareParser::parse_pldiscount(int len, const char* str)
{
char* buf = new char[len+1];
strncpy(buf, str, len);
buf[len] = '\0';
if (! atoms.is_type(buf, DynareDynamicAtoms::param))
throw ogp::ParserException(std::string("Name ") + buf + " is not a parameter", 0);
int t = atoms.index(buf, 0);
if (t == -1)
t = eqs.add_nulary(buf);
delete [] buf;
return t;
}
void DynareParser::calc_params()
{
if (param_vals)
delete param_vals;
param_vals = new Vector(atoms.np());
ogp::AtomAsgnEvaluator aae(paramset);
aae.eval();
for (int i = 0; i < atoms.np(); i++)
(*param_vals)[i] = aae.get_value(atoms.get_params()[i]);
for (unsigned int i = 0; i < atoms.get_params().size(); i++)
if (! std::isfinite((*param_vals)[i]))
printf("dynare++: warning: value for parameter %s is not finite\n",
atoms.get_params()[i]);
}
void DynareParser::calc_init()
{
// update initval atoms assignings according to substitutions
if (atom_substs)
initval.apply_subst(atom_substs->get_old2new());
// calculate the vector of initial values
if (init_vals)
delete init_vals;
init_vals = new Vector(atoms.ny());
ogp::AtomAsgnEvaluator aae(initval);
// set parameters
for (int ip = 0; ip < atoms.np(); ip++)
aae.set_user_value(atoms.get_params()[ip], (*param_vals)[ip]);
// set exogenous to zeros
for (int ie = 0; ie < atoms.nexo(); ie++)
aae.set_user_value(atoms.get_exovars()[ie], 0.0);
// evaluate
aae.eval();
// set results to internally ordered vector init_vals
for (int outer = 0; outer < atoms.ny(); outer++) {
int i = atoms.outer2y_endo()[outer];
(*init_vals)[i] = aae.get_value(atoms.get_endovars()[outer]);
}
// if the planner's FOCs have been added, then add estimate of
// Lagrange multipliers to the vector
if (pbuilder) {
MultInitSS mis(*pbuilder, *param_vals, *init_vals);
}
// if forward substitution builder has been created, we have to
// its substitutions and evaluate them
if (fbuilder)
ogdyn::DynareSteadySubstitutions dss(atoms, eqs.getTree(),
fbuilder->get_aux_map(), *param_vals, *init_vals);
for (unsigned int i = 0; i < atoms.get_endovars().size(); i++)
if (! std::isfinite((*init_vals)[i]))
printf("dynare++: warning: initval for <%s> is not finite\n",
atoms.get_endovars()[atoms.y2outer_endo()[i]]);
}
// this returns false for linear functions
bool NLSelector::operator()(int t) const
{
const ogp::Operation& op = model.getParser().getTree().operation(t);
const DynareDynamicAtoms& atoms = model.getAtoms();
// if the term is constant, return false
if (model.is_constant_term(t))
return false;
int nary = op.nary();
if (nary == 0) {
if (atoms.is_type(atoms.name(t), DynareDynamicAtoms::endovar) ||
atoms.is_type(atoms.name(t), DynareDynamicAtoms::exovar))
return true;
else
return false;
} else if (nary == 1) {
if (op.getCode() == ogp::UMINUS)
return false;
else
return true;
} else {
if (op.getCode() == ogp::TIMES)
// if at least one operand is constant, than the TIMES is linear
if (model.is_constant_term(op.getOp1()) ||
model.is_constant_term(op.getOp2()))
return false;
else
return true;
// both PLUS and MINUS are linear
if (op.getCode() == ogp::PLUS ||
op.getCode() == ogp::MINUS)
return false;
// POWER is linear if exponent or base is 0 or one
if (op.getCode() == ogp::POWER &&
(op.getOp1() == ogp::OperationTree::zero ||
op.getOp1() == ogp::OperationTree::one ||
op.getOp2() == ogp::OperationTree::zero ||
op.getOp2() == ogp::OperationTree::one))
return false;
else
return true;
// DIVIDE is linear if the denominator is constant, or if
// the nominator is zero
if (op.getCode() == ogp::DIVIDE &&
(op.getOp1() == ogp::OperationTree::zero ||
model.is_constant_term(op.getOp2())))
return false;
else
return true;
}
throw DynareException(__FILE__, __LINE__,
"Wrong operation in operation tree");
return false;
}
DynareSPModel::DynareSPModel(const char** endo, int num_endo,
const char** exo, int num_exo,
const char** par, int num_par,
const char* equations, int len,
int ord)
: DynareModel()
{
// set the order
order = ord;
// add names
for (int i = 0; i < num_endo; i++)
add_name(endo[i], 1);
for (int i = 0; i < num_exo; i++)
add_name(exo[i], 2);
for (int i = 0; i < num_par; i++)
add_name(par[i], 3);
// parse the equations
eqs.parse(len, equations);
// parsing finished
atoms.parsing_finished(ogp::VarOrdering::bfspbfpb);
// create what has to be created from DynareModel
param_vals = new Vector(atoms.np());
init_vals = new Vector(atoms.ny());
vcov_mat = new TwoDMatrix(atoms.nexo(), atoms.nexo());
// check the model
check_model();
// differentiate
if (order >= 1)
eqs.differentiate(order);
}
void ModelSSWriter::write_der0(FILE* fd)
{
write_der0_preamble(fd);
write_atom_assignment(fd);
stop_set.clear();
for (int fi = 0; fi < model.eqs.nformulas(); fi++)
otree.print_operation_tree(model.eqs.formula(fi), fd, *this);
write_der0_assignment(fd);
}
void ModelSSWriter::write_der1(FILE* fd)
{
write_der1_preamble(fd);
write_atom_assignment(fd);
stop_set.clear();
const vector<int>& variables = model.getAtoms().variables();
const vector<int>& eam = model.getAtoms().get_endo_atoms_map();
for (int i = 0; i < model.getParser().nformulas(); i++) {
const ogp::FormulaDerivatives& fder = model.getParser().derivatives(i);
for (unsigned int j = 0; j < eam.size(); j++) {
int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, eam[j]));
if (t > 0)
otree.print_operation_tree(t, fd, *this);
}
}
write_der1_assignment(fd);
}
MatlabSSWriter::MatlabSSWriter(const DynareModel& dm, const char* idd)
: ModelSSWriter(dm), id(new char[strlen(idd)+1])
{
strcpy(id, idd);
}
void MatlabSSWriter::write_der0_preamble(FILE* fd) const
{
fprintf(fd,
"%% Usage:\n"
"%% out = %s_f(params, y)\n"
"%% where\n"
"%% out is a (%d,1) column vector of the residuals\n"
"%% of the static system\n",
id, model.getAtoms().ny());
write_common1_preamble(fd);
fprintf(fd,
"function out = %s_f(params, y)\n", id);
write_common2_preamble(fd);
}
void MatlabSSWriter::write_der1_preamble(FILE* fd) const
{
fprintf(fd,
"%% Usage:\n"
"%% out = %s_ff(params, y)\n"
"%% where\n"
"%% out is a (%d,%d) matrix of the first order\n"
"%% derivatives of the static system residuals\n"
"%% columns correspond to endo variables in\n"
"%% the ordering as declared\n",
id, model.getAtoms().ny(), model.getAtoms().ny());
write_common1_preamble(fd);
fprintf(fd,
"function out = %s_ff(params, y)\n", id);
write_common2_preamble(fd);
}
void MatlabSSWriter::write_common1_preamble(FILE* fd) const
{
fprintf(fd,
"%% params is a (%d,1) vector of parameter values\n"
"%% in the ordering as declared\n"
"%% y is a (%d,1) vector of endogenous variables\n"
"%% in the ordering as declared\n"
"%%\n"
"%% Created by Dynare++ v. %s\n", model.getAtoms().np(),
model.getAtoms().ny(), DYNVERSION);
// write ordering of parameters
fprintf(fd, "\n%% params ordering\n%% =====================\n");
for (unsigned int ip = 0; ip < model.getAtoms().get_params().size(); ip++) {
const char* parname = model.getAtoms().get_params()[ip];
fprintf(fd, "%% %s\n", parname);
}
// write endogenous variables
fprintf(fd, "%%\n%% y ordering\n%% =====================\n");
for (unsigned int ie = 0; ie < model.getAtoms().get_endovars().size(); ie++) {
const char* endoname = model.getAtoms().get_endovars()[ie];
fprintf(fd, "%% %s\n", endoname);
}
fprintf(fd,"\n");
}
void MatlabSSWriter::write_common2_preamble(FILE* fd) const
{
fprintf(fd, "if size(y) ~= [%d,1]\n\terror('Wrong size of y, must be [%d,1]');\nend\n",
model.getAtoms().ny(), model.getAtoms().ny());
fprintf(fd, "if size(params) ~= [%d,1]\n\terror('Wrong size of params, must be [%d,1]');\nend\n\n",
model.getAtoms().np(), model.getAtoms().np());
}
void MatlabSSWriter::write_atom_assignment(FILE* fd) const
{
// write OperationTree::num_constants
fprintf(fd, "%% hardwired constants\n");
ogp::EvalTree etree(model.getParser().getTree(), ogp::OperationTree::num_constants-1);
for (int i = 0; i < ogp::OperationTree::num_constants; i++) {
format_nulary(i, fd);
double g = etree.eval(i);
if (std::isnan(g))
fprintf(fd, " = NaN;\n");
else
fprintf(fd, " = %12.8g;\n", etree.eval(i));
}
// write numerical constants
fprintf(fd, "%% numerical constants\n");
const ogp::Constants::Tconstantmap& cmap = model.getAtoms().get_constantmap();
for (ogp::Constants::Tconstantmap::const_iterator it = cmap.begin();
it != cmap.end(); ++it) {
format_nulary((*it).first, fd);
fprintf(fd, " = %12.8g;\n", (*it).second);
}
// write parameters
fprintf(fd, "%% parameter values\n");
for (unsigned int ip = 0; ip < model.getAtoms().get_params().size(); ip++) {
const char* parname = model.getAtoms().get_params()[ip];
int t = model.getAtoms().index(parname, 0);
if (t == -1) {
fprintf(fd, "%% %s not used in the model\n", parname);
} else {
format_nulary(t, fd);
fprintf(fd, " = params(%d); %% %s\n", ip+1, parname);
}
}
// write exogenous variables
fprintf(fd, "%% exogenous variables to zeros\n");
for (unsigned int ie = 0; ie < model.getAtoms().get_exovars().size(); ie++) {
const char* exoname = model.getAtoms().get_exovars()[ie];
try {
const ogp::DynamicAtoms::Tlagmap& lmap = model.getAtoms().lagmap(exoname);
for (ogp::DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
format_nulary((*it).second, fd);
fprintf(fd, " = 0.0; %% %s\n", exoname);
}
} catch (const ogu::Exception& e) {
// ignore the error of not found variable in the tree
}
}
// write endogenous variables
fprintf(fd, "%% endogenous variables to y\n");
for (unsigned int ie = 0; ie < model.getAtoms().get_endovars().size(); ie++) {
const char* endoname = model.getAtoms().get_endovars()[ie];
const ogp::DynamicAtoms::Tlagmap& lmap = model.getAtoms().lagmap(endoname);
for (ogp::DynamicAtoms::Tlagmap::const_iterator it = lmap.begin();
it != lmap.end(); ++it) {
format_nulary((*it).second, fd);
fprintf(fd, " = y(%d); %% %s\n", ie+1, endoname);
}
}
fprintf(fd,"\n");
}
void MatlabSSWriter::write_der0_assignment(FILE* fd) const
{
// initialize out variable
fprintf(fd, "%% setting the output variable\n");
fprintf(fd, "out = zeros(%d, 1);\n", model.getParser().nformulas());
// fill out with the terms
for (int i = 0; i < model.getParser().nformulas(); i++) {
fprintf(fd, "out(%d) = ", i+1);
format_term(model.getParser().formula(i), fd);
fprintf(fd, ";\n");
}
}
void MatlabSSWriter::write_der1_assignment(FILE* fd) const
{
// initialize out variable
fprintf(fd, "%% setting the output variable\n");
fprintf(fd, "out = zeros(%d, %d);\n", model.getParser().nformulas(), model.getAtoms().ny());
// fill out with the terms
const vector<int>& variables = model.getAtoms().variables();
const vector<int>& eam = model.getAtoms().get_endo_atoms_map();
for (int i = 0; i < model.getParser().nformulas(); i++) {
const ogp::FormulaDerivatives& fder = model.getParser().derivatives(i);
for (unsigned int j = 0; j < eam.size(); j++) {
int tvar = variables[eam[j]];
const char* name = model.getAtoms().name(tvar);
int yi = model.getAtoms().name2outer_endo(name);
int t = fder.derivative(ogp::FoldMultiIndex(variables.size(), 1, eam[j]));
if (t != ogp::OperationTree::zero) {
fprintf(fd, "out(%d,%d) = out(%d,%d) + ", i+1, yi+1, i+1, yi+1);
format_term(t, fd);
fprintf(fd, "; %% %s(%d)\n", name, model.getAtoms().lead(tvar));
}
}
}
}
void MatlabSSWriter::format_term(int t, FILE* fd) const
{
fprintf(fd, "t%d", t);
}
void MatlabSSWriter::format_nulary(int t, FILE* fd) const
{
fprintf(fd, "a%d", t);
}
void DebugOperationFormatter::format_nulary(int t, FILE* fd) const
{
const DynareDynamicAtoms& a = model.getAtoms();
if (t == ogp::OperationTree::zero)
fprintf(fd, "0");
else if (t == ogp::OperationTree::one)
fprintf(fd, "1");
else if (t == ogp::OperationTree::nan)
fprintf(fd, "NaN");
else if (t == ogp::OperationTree::two_over_pi)
fprintf(fd, "2/sqrt(PI)");
else if (a.is_constant(t))
fprintf(fd, "%g", a.get_constant_value(t));
else {
int ll = a.lead(t);
const char* name = a.name(t);
if (ll == 0)
fprintf(fd, "%s", name);
else
fprintf(fd, "%s(%d)", name, ll);
}
}
dynare++/src/dynare_model.h deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2005-2011, Ondra Kamenik
#ifndef OGDYN_DYNARE_MODEL
#define OGDYN_DYNARE_MODEL
#include "parser/cc/matrix_parser.h"
#include "parser/cc/atom_assignings.h"
#include "dynare_atoms.h"
#include "twod_matrix.h"
#include "Vector.h"
#include "GeneralMatrix.h"
#include <map>
#include <boost/unordered_set.hpp>
namespace ogdyn {
using boost::unordered_set;
using std::map;
/** This represents an interval in a string by the pair of
* positions (including the first, excluding the second). A
* position is given by the line and the column within the line
* (both starting from 1). */
struct PosInterval {
int fl;
int fc;
int ll;
int lc;
PosInterval() {}
PosInterval(int ifl, int ifc, int ill, int ilc)
: fl(ifl), fc(ifc), ll(ill), lc(ilc) {}
const PosInterval& operator=(const PosInterval& pi)
{fl = pi.fl; fc = pi.fc; ll = pi.ll; lc = pi.lc; return *this;}
/** This returns the interval beginning and interval length
* within the given string. */
void translate(const char* beg, int len, const char*& ibeg, int& ilen) const;
/** Debug print. */
void print() const
{printf("fl=%d fc=%d ll=%d lc=%d\n",fl,fc,ll,lc);}
};
/** This class is basically a GeneralMatrix but is created from
* parsed matrix data. */
class ParsedMatrix : public TwoDMatrix {
public:
/** Construct the object from the parsed data of ogp::MatrixParser. */
ParsedMatrix(const ogp::MatrixParser& mp);
};
class PlannerBuilder;
class PlannerInfo;
class ForwSubstBuilder;
class ForwSubstInfo;
class MultInitSS;
class ModelSSWriter;
/** A subclass is responsible for creating param_vals, init_vals,
* and vcov_mat. */
class DynareModel {
friend class PlannerBuilder;
friend class ForwSubstBuilder;
friend class MultInitSS;
friend class ModelSSWriter;
protected:
/** All atoms for whole model. */
DynareDynamicAtoms atoms;
/** Parsed model equations. */
ogp::FormulaParser eqs;
/** Order of approximation. */
int order;
/** A vector of parameters values created by a subclass. It
* is stored with natural ordering (outer) of the parameters
* given by atoms. */
Vector* param_vals;
/** A vector of initial values created by a subclass. It is
* stored with internal ordering given by atoms. */
Vector* init_vals;
/** A matrix for vcov. It is created by a subclass. */
TwoDMatrix* vcov_mat;
/** Tree index of the planner objective. If there was no
* planner objective keyword, the value is set to -1. */
int t_plobjective;
/** Tree index of the planner discount. If there was no
* planner discount keyword, the value is set to -1. */
int t_pldiscount;
/** Pointer to PlannerBuilder, which is created only if the
* planner's FOC are added to the model. */
PlannerBuilder* pbuilder;
/** Pointer to an object which builds auxiliary variables and
* equations to rewrite a model containing multiple leads to
* an equivalent model having only +1 leads. */
ForwSubstBuilder* fbuilder;
/** Pointer to AtomSubstitutions which are created when the
* atoms are being substituted because of multiple lags
* etc. It uses also an old copy of atoms, which is
* created. */
ogp::AtomSubstitutions* atom_substs;
/** Pointer to a copy of original atoms before substitutions
* took place. */
ogp::SAtoms* old_atoms;
public:
/** Initializes the object to an empty state. */
DynareModel();
/** Construct a new deep copy. */
DynareModel(const DynareModel& dm);
virtual ~DynareModel();
virtual DynareModel* clone() const = 0;
const DynareDynamicAtoms& getAtoms() const
{return atoms;}
const ogp::FormulaParser& getParser() const
{return eqs;}
int getOrder() const
{return order;}
/** Return the vector of parameter values. */
const Vector& getParams() const
{return *param_vals;}
Vector& getParams()
{return *param_vals;}
/** Return the vector of initial values of endo variables. */
const Vector& getInit() const
{return *init_vals;}
Vector& getInit()
{return *init_vals;}
/** Return the vcov matrix. */
const TwoDMatrix& getVcov() const
{return *vcov_mat;}
TwoDMatrix& getVcov()
{return *vcov_mat;}
/** Return planner info. */
const PlannerInfo* get_planner_info() const;
/** Return forward substitutions info. */
const ForwSubstInfo* get_forw_subst_info() const;
/** Return substitutions info. */
const ogp::SubstInfo* get_subst_info() const;
/** This sets initial values given in outer ordering. */
void setInitOuter(const Vector& x);
/** This returns true if the given term is a function of
* hardwired constants, numerical constants and parameters. */
bool is_constant_term(int t) const;
/** Debug print. */
void print() const;
/** Dump the model to the output stream. This includes
* variable declarations, parameter values, model code,
* initval, vcov and order. */
void dump_model(std::ostream& os) const;
protected:
/** Adds a name of endogenous, exogenous or a parameter. The
* sort is governed by the flag. See dynglob.y for values of
* the flag. This is used by a subclass when declaring the
* names. */
void add_name(const char* name, int flag);
/** This checks the model consistency. Thus includes: number
* of endo variables and number of equations, min and max lag
* of endogenous variables and occurrrences of exogenous
* variables. It throws an exception, if there is a problem. */
void check_model() const;
/** This shifts the given variable identified by the tree
* index in time. So if the given tree index represents a(+3)
* and the tshift is -4, the method returns tree index of the
* a(-1). If a(-1) doesn't exist, it is added to the tree. If
* it exists, its tree index is returned. If the tree index
* doesn't correspond to an endogenous nor exogenous variable,
* an exception is thrown. */
int variable_shift(int t, int tshift);
/** For the given set of atoms identified by tree indices and
* given time shift, this method returns a map mapping each
* variable in the given set to its time shifted variable. The
* map is passed through the reference and is cleared in the
* beginning. */
void variable_shift_map(const unordered_set<int>& a_set, int tshift,
map<int,int>& s_map);
/** This returns maximum lead and minimum lag of an endogenous
* or exogenous variable in the given term. If there are no
* endo or exo variables, than it returns the least integer as
* max lead and the greatest integer as min lag. */
void termspan(int t, int& mlead, int& mlag) const;
/** This function returns a set of non-linear subterms of the
* given term, these are terms whose linear combination
* constitutes the given term. */
unordered_set<int> get_nonlinear_subterms(int t) const;
/** This method assigns already used tree index of some term
* to the not-yet used atom name with the given lead/lag. In
* this way, all occurrences of term t are substituted with
* the atom name(ll). The method handles also rewriting
* operation tree including derivatives of the term t. */
void substitute_atom_for_term(const char* name, int ll, int t);
/** This performs a final job after the model is parsed. It
* creates the PlannerBuilder object if the planner's FOC are
* needed, then it creates ForwSubstBuilder handling multiple
* leads and finally it creates the substitution object saving
* old atoms and performs the substitutions. */
void final_job();
};
/** This class constructs DynareModel from dynare++ model file. It
* parses variable declarations, model equations, parameter
* assignments, initval assignments, vcov matrix and order of
* approximation. */
class DynareParser : public DynareModel {
protected:
/** Static atoms for parameter assignments. */
DynareStaticAtoms pa_atoms;
/** Assignments for the parameters. */
ogp::AtomAssignings paramset;
/** Static atoms for initval assignments. */
DynareStaticAtoms ia_atoms;
/** Assignments for the initval. */
ogp::AtomAssignings initval;
/** Matrix parser for vcov. */
ogp::MatrixParser vcov;
public:
/** This, in fact, creates DynareModel from the given string
* of the given length corresponding to the Dynare++ model
* file. If the given ord is not -1, then it overrides setting
* in the model file. */
DynareParser(const char* str, int len, int ord);
DynareParser(const DynareParser& p);
virtual ~DynareParser();
DynareModel* clone() const
{return new DynareParser(*this);}
/** Adds a name of endogenous, exogenous or a parameter. This
* addss the name to the parent class DynareModel and also
* registers the name to either paramset, or initval. */
void add_name(const char* name, int flag);
/** Sets position of the model section. Called from
* dynglob.y. */
void set_model_pos(int off1, int off2)
{model_beg = off1; model_end = off2;}
/** Sets position of the section setting parameters. Called
* from dynglob.y. */
void set_paramset_pos(int off1, int off2)
{paramset_beg = off1; paramset_end = off2;}
/** Sets position of the initval section. Called from
* dynglob.y. */
void set_initval_pos(int off1, int off2)
{initval_beg = off1; initval_end = off2;}
/** Sets position of the vcov section. Called from
* dynglob.y. */
void set_vcov_pos(int off1, int off2)
{vcov_beg = off1; vcov_end = off2;}
/** Parser the given string as integer and set to as the
* order. */
void set_order_pos(int off1, int off2)
{order_beg = off1; order_end = off2;}
/** Sets position of the planner_objective section. Called
* from dynglob.y. */
void set_pl_objective_pos(int off1, int off2)
{plobjective_beg = off1; plobjective_end = off2;}
/** Sets position of the planner_discount section. Called from
* dynglob.y. */
void set_pl_discount_pos(int off1, int off2)
{pldiscount_beg = off1; pldiscount_end = off2;}
/** Processes a syntax error from bison. */
void error(const char* mes);
/** Debug print. */
void print() const;
protected:
void parse_glob(int length, const char* stream);
int parse_order(int length, const char* stream);
int parse_pldiscount(int length, const char* stream);
/** Evaluate paramset assignings and set param_vals. */
void calc_params();
/** Evaluate initval assignings and set init_vals. */
void calc_init();
/** Do the final job. This includes building the planner
* problem (if any) and substituting for multiple lags, and
* one period leads of exogenous variables, and calculating
* initial guess of lagrange multipliers in the social planner
* problem. Precondtion: everything parsed and calculated
* parameters, postcondition: calculated initvals vector and
* parsing_finished for expanded vectors. */
void final_job();
private:
int model_beg, model_end;
int paramset_beg, paramset_end;
int initval_beg, initval_end;
int vcov_beg, vcov_end;
int order_beg, order_end;
int plobjective_beg, plobjective_end;
int pldiscount_beg, pldiscount_end;
};
/** Semiparsed model. The equations are given by a string,
* everything other by C/C++ objects. The initial values are set
* manually after the creation of this object. This implies that
* no automatic substitutions cannot be done here, which in turn
* implies that we cannot do here a social planner nor substitutions
* of multiple lags. */
class DynareSPModel : public DynareModel {
public:
DynareSPModel(const char** endo, int num_endo,
const char** exo, int num_exo,
const char** par, int num_par,
const char* equations, int len, int ord);
DynareSPModel(const DynareSPModel& dm)
: DynareModel(dm) {}
~DynareSPModel() {}
virtual DynareModel* clone() const
{return new DynareSPModel(*this);}
};
/** This class implements a selector of operations which correspond
* to non-linear functions. This inherits from ogp::opselector and
* is used to calculate non-linear subterms in
* DynareModel::get_nonlinear_subterms(). */
class NLSelector : public ogp::opselector {
private:
const DynareModel& model;
public:
NLSelector(const DynareModel& m) : model(m) {}
bool operator()(int t) const;
};
/** This class writes a mathematical code evaluating the system of
* equations and the first derivatives at zero shocks and at the
* given (static) state. Static means that lags and leads are
* ignored. */
class ModelSSWriter : public ogp::DefaultOperationFormatter {
protected:
const DynareModel& model;
public:
ModelSSWriter(const DynareModel& m)
: DefaultOperationFormatter(m.eqs.getTree()),
model(m) {}
/** This writes the evaluation of the system. It calls pure
* virtual methods for writing a preamble, then assignment of
* atoms, and then assignment for resulting object. These are
* language dependent and are implemented in the subclass. */
void write_der0(FILE* fd);
/** This writes the evaluation of the first order derivative of
the system. It calls pure virtual methods for writing a
preamble, assignment, and assignemnt of the resulting
objects. */
void write_der1(FILE* fd);
protected:
virtual void write_der0_preamble(FILE* fd) const =0;
virtual void write_der1_preamble(FILE* fd) const =0;
virtual void write_atom_assignment(FILE* fd) const =0;
virtual void write_der0_assignment(FILE* fd) const =0;
virtual void write_der1_assignment(FILE* fd) const =0;
};
class MatlabSSWriter : public ModelSSWriter {
protected:
/** Identifier used in function names. */
char* id;
public:
MatlabSSWriter(const DynareModel& dm, const char* idd);
virtual ~MatlabSSWriter()
{delete [] id;}
protected:
// from ModelSSWriter
void write_der0_preamble(FILE* fd) const;
void write_der1_preamble(FILE* fd) const;
/** This writes atom assignments. We have four kinds of atoms
* set here: endogenous vars coming from one parameter,
* parameter values given by the second parameter, constants,
* and the OperationTree::num_constants hardwired constants in
* ogp::OperationTree. */
void write_atom_assignment(FILE* fd) const;
void write_der0_assignment(FILE* fd) const;
void write_der1_assignment(FILE* fd) const;
/** This prints t10 for t=10. */
void format_term(int t, FILE* fd) const;
/** This prints a10 for t=10. The atoms a10 are supposed to be
* set by write_atom_assignments(). */
void format_nulary(int t, FILE* fd) const;
private:
void write_common1_preamble(FILE* fd) const;
void write_common2_preamble(FILE* fd) const;
};
/** This class implements OperationFormatter for debugging
* purposes. It renders atoms in a more friendly way than the
* ogp::DefaulOperationFormatter. */
class DebugOperationFormatter : public ogp::DefaultOperationFormatter {
protected:
const DynareModel& model;
public:
DebugOperationFormatter(const DynareModel& m)
: DefaultOperationFormatter(m.getParser().getTree()),
model(m) {}
void format_nulary(int t, FILE* fd) const;
};
};
#endif
// Local Variables:
// mode:C++
// End:
dynare++/src/dynare_params.cpp deleted 100644 → 0
View file @ b364dd1d
// Copyright (C) 2004-2011, Ondra Kamenik
#include "dynare_params.h"
#include <getopt.h>
#include <cstdio>
#include <cstring>
const char* help_str =
"usage: dynare++ [--help] [--version] [options] <model file>\n"
"\n"
" --help print this message and return\n"
" --version print version and return\n"
"\n"
"options:\n"
" --per <num> number of periods simulated after burnt [100]\n"
" --burn <num> number of periods burnt [0]\n"
" --sim <num> number of simulations [80]\n"
" --rtper <num> number of RT periods simulated after burnt [0]\n"
" --rtsim <num> number of RT simulations [0]\n"
" --condper <num> number of periods in cond. simulations [0]\n"
" --condsim <num> number of conditional simulations [0]\n"
" --steps <num> steps towards stoch. SS [0=deter.]\n"
" --centralize centralize the rule [do centralize]\n"
" --no-centralize do not centralize the rule [do centralize]\n"
" --prefix <string> prefix of variables in Mat-4 file [\"dyn\"]\n"
" --seed <num> random number generator seed [934098]\n"
" --order <num> order of approximation [no default]\n"
" --threads <num> number of max parallel threads [2]\n"
" --ss-tol <num> steady state calcs tolerance [1.e-13]\n"
" --check pesPES check model residuals [no checks]\n"
" lower/upper case switches off/on\n"
" pP checking along simulation path\n"
" eE checking on ellipse\n"
" sS checking along shocks\n"
" --check-evals <num> max number of evals per residual [1000]\n"
" --check-num <num> number of checked points [10]\n"
" --check-scale <num> scaling of checked points [2.0]\n"
" --no-irfs shuts down IRF simulations [do IRFs]\n"
" --irfs performs IRF simulations [do IRFs]\n"
" --qz-criterium <num> threshold for stable eigenvalues [1.000001]\n"
"\n\n";
// returns the pointer to the first character after the last slash or
// backslash in the string
const char* dyn_basename(const char* str);
DynareParams::DynareParams(int argc, char** argv)
: modname(NULL), num_per(100), num_burn(0), num_sim(80),
num_rtper(0), num_rtsim(0),
num_condper(0), num_condsim(0),
num_threads(2), num_steps(0),
prefix("dyn"), seed(934098), order(-1), ss_tol(1.e-13),
check_along_path(false), check_along_shocks(false),
check_on_ellipse(false), check_evals(1000), check_num(10), check_scale(2.0),
do_irfs_all(true), do_centralize(true), qz_criterium(1.0+1e-6),
help(false), version(false)
{
if (argc == 1 || !strcmp(argv[1],"--help")) {
help = true;
return;
}
if (argc == 1 || !strcmp(argv[1],"--version")) {
version = true;
return;
}
modname = argv[argc-1];
argc--;
struct option const opts [] = {
{"periods", required_argument, NULL, opt_per},
{"per", required_argument, NULL, opt_per},
{"burn", required_argument, NULL, opt_burn},
{"simulations", required_argument, NULL, opt_sim},
{"sim", required_argument, NULL, opt_sim},
{"rtperiods", required_argument, NULL, opt_rtper},
{"rtper", required_argument, NULL, opt_rtper},
{"rtsimulations", required_argument, NULL, opt_rtsim},
{"rtsim", required_argument, NULL, opt_rtsim},
{"condperiods", required_argument, NULL, opt_condper},
{"condper", required_argument, NULL, opt_condper},
{"condsimulations", required_argument, NULL, opt_condsim},
{"condsim", required_argument, NULL, opt_condsim},
{"prefix", required_argument, NULL, opt_prefix},
{"threads", required_argument, NULL, opt_threads},
{"steps", required_argument, NULL, opt_steps},
{"seed", required_argument, NULL, opt_seed},
{"order", required_argument, NULL, opt_order},
{"ss-tol", required_argument, NULL, opt_ss_tol},
{"check", required_argument, NULL, opt_check},
{"check-scale", required_argument, NULL, opt_check_scale},
{"check-evals", required_argument, NULL, opt_check_evals},
{"check-num", required_argument, NULL, opt_check_num},
{"qz-criterium",required_argument, NULL, opt_qz_criterium},
{"no-irfs", no_argument, NULL, opt_noirfs},
{"irfs", no_argument, NULL, opt_irfs},
{"centralize", no_argument, NULL, opt_centralize},
{"no-centralize", no_argument, NULL, opt_no_centralize},
{"help", no_argument, NULL, opt_help},
{"version", no_argument, NULL, opt_version},
{NULL, 0, NULL, 0}
};
int ret;
int index;
while (-1 != (ret = getopt_long(argc, argv, "", opts, &index))) {
switch (ret) {
case opt_per:
if (1 != sscanf(optarg, "%d", &num_per))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_burn:
if (1 != sscanf(optarg, "%d", &num_burn))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_sim:
if (1 != sscanf(optarg, "%d", &num_sim))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_rtper:
if (1 != sscanf(optarg, "%d", &num_rtper))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_rtsim:
if (1 != sscanf(optarg, "%d", &num_rtsim))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_condper:
if (1 != sscanf(optarg, "%d", &num_condper))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_condsim:
if (1 != sscanf(optarg, "%d", &num_condsim))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_prefix:
prefix = optarg;
break;
case opt_threads:
if (1 != sscanf(optarg, "%d", &num_threads))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_steps:
if (1 != sscanf(optarg, "%d", &num_steps))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_seed:
if (1 != sscanf(optarg, "%d", &seed))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_order:
if (1 != sscanf(optarg, "%d", &order))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_ss_tol:
if (1 != sscanf(optarg, "%lf", &ss_tol))
fprintf(stderr, "Couldn't parse float %s, ignored\n", optarg);
break;
case opt_check:
processCheckFlags(optarg);
break;
case opt_check_scale:
if (1 != sscanf(optarg, "%lf", &check_scale))
fprintf(stderr, "Couldn't parse float %s, ignored\n", optarg);
break;
case opt_check_evals:
if (1 != sscanf(optarg, "%d", &check_evals))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_check_num:
if (1 != sscanf(optarg, "%d", &check_num))
fprintf(stderr, "Couldn't parse integer %s, ignored\n", optarg);
break;
case opt_noirfs:
irf_list.clear();
do_irfs_all = false;
break;
case opt_irfs:
processIRFList(argc, argv);
if (irf_list.empty())
do_irfs_all = true;
else
do_irfs_all = false;
break;
case opt_centralize:
do_centralize = true;
break;
case opt_no_centralize:
do_centralize = false;
break;
case opt_qz_criterium:
if (1 != sscanf(optarg, "%lf", &qz_criterium))
fprintf(stderr, "Couldn't parse float %s, ignored\n", optarg);
break;
case opt_help:
help = true;
break;
case opt_version:
version = true;
break;
case '?':
fprintf(stderr, "Unknown option, ignored\n");
break;
}
}
// make basename (get rid of the extension)
basename = dyn_basename(modname);
std::string::size_type i = basename.rfind('.');
if (i != std::string::npos)
basename.erase(i);
}
void DynareParams::printHelp() const
{
printf("%s", help_str);
}
void DynareParams::processCheckFlags(const char* flags)
{
for (unsigned int i = 0; i < strlen(flags); i++) {
switch (flags[i]) {
case 'p':
check_along_path = false;
break;
case 'P':
check_along_path = true;
break;
case 'e':
check_on_ellipse = false;
break;
case 'E':
check_on_ellipse = true;
break;
case 's':
check_along_shocks = false;
break;
case 'S':
check_along_shocks = true;
break;
default:
fprintf(stderr, "Unknown check type selection character <%c>, ignored.\n", flags[i]);
}
}
}
void DynareParams::processIRFList(int argc, char** argv)
{
irf_list.clear();
while (optind < argc && *(argv[optind]) != '-') {
irf_list.push_back(argv[optind]);
optind++;
}
}
const char* dyn_basename(const char* str)
{
int i = strlen(str);
while (i > 0 && str[i-1] != '/' && str[i-1] != '\\')
i--;
return str+i;
}
// Local Variables:
// mode:C++
// End:
dynare++/src/dynare_params.h deleted 100644 → 0
View file @ b364dd1d
// $Id: dynare_params.h 2347 2009-03-24 11:54:29Z kamenik $
// Copyright 2004, Ondra Kamenik
/*
along shocks: m mult max_evals
ellipse: m mult max_evals (10*m) (0.5*mult)
simul: m max_evals (10*m)
--check-scale 2.0 --check-evals 1000 --check-num 10 --check PES
*/
#include <vector>
#include <string>
struct DynareParams {
const char* modname;
std::string basename;
int num_per;
int num_burn;
int num_sim;
int num_rtper;
int num_rtsim;
int num_condper;
int num_condsim;
int num_threads;
int num_steps;
const char* prefix;
int seed;
int order;
/** Tolerance used for steady state calcs. */
double ss_tol;
bool check_along_path;
bool check_along_shocks;
bool check_on_ellipse;
int check_evals;
int check_num;
double check_scale;
/** Flag for doing IRFs even if the irf_list is empty. */
bool do_irfs_all;
/** List of shocks for which IRF will be calculated. */
std::vector<const char*> irf_list;
bool do_centralize;
double qz_criterium;
bool help;
bool version;
DynareParams(int argc, char** argv);
void printHelp() const;
int getCheckShockPoints() const
{return check_num;}
double getCheckShockScale() const
{return check_scale;}
int getCheckEllipsePoints() const
{return 10*check_num;}
double getCheckEllipseScale() const
{return 0.5*check_scale;}
int getCheckPathPoints() const
{return 10*check_num;}
private:
enum {opt_per, opt_burn, opt_sim, opt_rtper, opt_rtsim, opt_condper, opt_condsim,
opt_prefix, opt_threads,
opt_steps, opt_seed, opt_order, opt_ss_tol, opt_check,
opt_check_along_path, opt_check_along_shocks, opt_check_on_ellipse,
opt_check_evals, opt_check_scale, opt_check_num, opt_noirfs, opt_irfs,
opt_help, opt_version, opt_centralize, opt_no_centralize, opt_qz_criterium};
void processCheckFlags(const char* flags);
/** This gathers strings from argv[optind] and on not starting
* with '-' to the irf_list. It stops one item before the end,
* since this is the model file. */
void processIRFList(int argc, char** argv);
};
// Local Variables:
// mode:C++
// End:
dynare++/src/dynglob.lex deleted 100644 → 0
View file @ b364dd1d
%{
#include "parser/cc/location.h"
#include "dynglob_tab.hh"
extern YYLTYPE dynglob_lloc;
#define YY_USER_ACTION SET_LLOC(dynglob_);
%}
%option nounput
%option noyy_top_state
%option stack
%option yylineno
%option prefix="dynglob_"
%option never-interactive
%x CMT
%%
/* comments */
<*>"/*" {yy_push_state(CMT);}
<CMT>[^*\n]*
<CMT>"*"+[^*/\n]*
<CMT>"*"+"/" {yy_pop_state();}
<CMT>[\n]
"//".*\n
/* initial spaces or tabs are ignored */
[ \t\r\n\0]
var {return VAR;}
varexo {return VAREXO;}
parameters {return PARAMETERS;}
model {return MODEL;}
end {return END;}
initval {return INITVAL;}
order {return ORDER;}
vcov {return VCOV;}
planner_objective {return PLANNEROBJECTIVE;}
planner_discount {return PLANNERDISCOUNT;}
/* names */
[A-Za-z_][A-Za-z0-9_]* {
dynglob_lval.string = dynglob_text;
return NAME;
}
; {return SEMICOLON;}
, {return COMMA;}
= {return EQUAL_SIGN;}
\[ {return LEFT_BRACKET;}
\] {return RIGHT_BRACKET;}
. {
dynglob_lval.character = dynglob_text[0];
return CHARACTER;
}
%%
int dynglob_wrap()
{
return 1;
}
void dynglob__destroy_buffer(void* p)
{
dynglob__delete_buffer((YY_BUFFER_STATE)p);
}