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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2292 ac1d8469-bf42-47a9-8791-bf33cf982152
sebastien authoredgit-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@2292 ac1d8469-bf42-47a9-8791-bf33cf982152
NumericalInitialization.cc 14.38 KiB
/*
* Copyright (C) 2003-2015 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <fstream>
#include <sstream>
#include <cstdlib>
#include "NumericalInitialization.hh"
InitParamStatement::InitParamStatement(int symb_id_arg,
const expr_t param_value_arg,
const SymbolTable &symbol_table_arg) :
symb_id(symb_id_arg),
param_value(param_value_arg),
symbol_table(symbol_table_arg)
{
}
void
InitParamStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (symbol_table.getName(symb_id) == "dsge_prior_weight")
mod_file_struct.dsge_prior_weight_initialized = true;
}
void
InitParamStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
int id = symbol_table.getTypeSpecificID(symb_id) + 1;
output << "M_.params( " << id << " ) = ";
param_value->writeOutput(output);
output << ";" << endl;
if (!minimal_workspace)
output << symbol_table.getName(symb_id) << " = M_.params( " << id << " );" << endl;
}
void
InitParamStatement::writeCOutput(ostream &output, const string &basename)
{
int id = symbol_table.getTypeSpecificID(symb_id);
output << "params[ " << id << " ] = ";
param_value->writeOutput(output);
output << ";" << endl;
output << "double " << symbol_table.getName(symb_id) << " = params[ " << id << " ];" << endl;
}
void
InitParamStatement::fillEvalContext(eval_context_t &eval_context) const
{
try
{
eval_context[symb_id] = param_value->eval(eval_context);
} catch (ExprNode::EvalException &e)
{
// Do nothing
}
}
InitOrEndValStatement::InitOrEndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
init_values(init_values_arg),
symbol_table(symbol_table_arg),
all_values_required(all_values_required_arg)
{
}
void
InitOrEndValStatement::fillEvalContext(eval_context_t &eval_context) const
{
for (init_values_t::const_iterator it = init_values.begin();
it != init_values.end(); it++)
{
try
{
eval_context[it->first] = (it->second)->eval(eval_context);
}
catch (ExprNode::EvalException &e)
{
// Do nothing
}
}
}
set<int>
InitOrEndValStatement::getUninitializedVariables(SymbolType type)
{
set<int> unused;
if (!all_values_required)
return unused;
if (type == eEndogenous)
unused = symbol_table.getEndogenous();
else if (type == eExogenous)
unused = symbol_table.getExogenous();
else
{
cerr << "ERROR: Shouldn't arrive here." << endl;
exit(EXIT_FAILURE);
}
set<int>::iterator sit;
for (init_values_t::const_iterator it = init_values.begin();
it != init_values.end(); it++)
{
sit = unused.find(it->first);
if (sit != unused.end())
unused.erase(sit);
}
return unused;
}
void
InitOrEndValStatement::writeInitValues(ostream &output) const
{
for (init_values_t::const_iterator it = init_values.begin();
it != init_values.end(); it++)
{
const int symb_id = it->first;
const expr_t expression = it->second;
SymbolType type = symbol_table.getType(symb_id); int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
if (type == eEndogenous)
output << "oo_.steady_state";
else if (type == eExogenous)
output << "oo_.exo_steady_state";
else if (type == eExogenousDet)
output << "oo_.exo_det_steady_state";
output << "( " << tsid << " ) = ";
expression->writeOutput(output);
output << ";" << endl;
}
}
InitValStatement::InitValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg)
{
}
void
InitValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
set<int> exogs = getUninitializedVariables(eExogenous);
set<int> endogs = getUninitializedVariables(eEndogenous);
if (endogs.size() > 0)
{
cerr << "ERROR: You have not set the following endogenous variables in initval:";
for (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (exogs.size() > 0)
{
cerr << "ERROR: You have not set the following exogenous variables in initval:";
for (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (endogs.size() > 0 || exogs.size() > 0)
exit(EXIT_FAILURE);
}
void
InitValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% INITVAL instructions" << endl
<< "%" << endl;
// Writing initval block to set initial values for variables
output << "options_.initval_file = 0;" << endl;
writeInitValues(output);
}
void
InitValStatement::writeOutputPostInit(ostream &output) const
{
output << "if M_.exo_nbr > 0;" << endl
<< "\too_.exo_simul = [ones(M_.maximum_lag,1)*oo_.exo_steady_state'];" << endl
<<"end;" << endl
<< "if M_.exo_det_nbr > 0;" << endl
<< "\too_.exo_det_simul = [ones(M_.maximum_lag,1)*oo_.exo_det_steady_state'];" << endl
<<"end;" << endl;
}
EndValStatement::EndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg)
{
}
void
EndValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
set<int> exogs = getUninitializedVariables(eExogenous);
set<int> endogs = getUninitializedVariables(eEndogenous);
if (endogs.size() > 0)
{
cerr << "ERROR: You have not set the following endogenous variables in endval:";
for (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (exogs.size() > 0)
{
cerr << "ERROR: You have not set the following exogenous variables in endval:";
for (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (endogs.size() > 0 || exogs.size() > 0)
exit(EXIT_FAILURE);
}
void
EndValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% ENDVAL instructions" << endl
<< "%" << endl;
// Writing endval block to set terminal values for variables
output << "ys0_= oo_.steady_state;" << endl
<< "ex0_ = oo_.exo_steady_state;" << endl;
writeInitValues(output);
}
HistValStatement::HistValStatement(const hist_values_t &hist_values_arg,
const SymbolTable &symbol_table_arg) :
hist_values(hist_values_arg),
symbol_table(symbol_table_arg)
{
}
void
HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.histval_present = true;
}
void
HistValStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% HISTVAL instructions" << endl
<< "%" << endl
<< "M_.endo_histval = zeros(M_.endo_nbr,M_.maximum_lag);" << endl
<< "M_.exo_histval = zeros(M_.exo_nbr,M_.maximum_lag);" << endl
<< "M_.exo_det_histval = zeros(M_.exo_det_nbr,M_.maximum_lag);" << endl;
for (hist_values_t::const_iterator it = hist_values.begin();
it != hist_values.end(); it++)
{
int symb_id = it->first.first;
int lag = it->first.second;
const expr_t expression = it->second;
SymbolType type = symbol_table.getType(symb_id);
// For a lag greater than 1 on endo, or for any exo, lookup for auxiliary variable
if ((type == eEndogenous && lag < 0) || type == eExogenous)
{
try
{
// This function call must remain the 1st statement in this block
symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag);
lag = 0;
type = eEndogenous;
}
catch (SymbolTable::SearchFailedException &e)
{
if (type == eEndogenous)
{
cerr << "HISTVAL: internal error of Dynare, please contact the developers";
exit(EXIT_FAILURE);
}
// We don't fail for exogenous, because they are not replaced by
// auxiliary variables in deterministic mode.
}
}
int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
if (type == eEndogenous)
output << "M_.endo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
else if (type == eExogenous)
output << "M_.exo_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
else if (type == eExogenousDet)
output << "M_.exo_det_histval( " << tsid << ", M_.maximum_lag + " << lag << ") = ";
expression->writeOutput(output);
output << ";" << endl;
}
}
InitvalFileStatement::InitvalFileStatement(const string &filename_arg) :
filename(filename_arg)
{
}
void
InitvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% INITVAL_FILE statement" << endl
<< "%" << endl
<< "options_.initval_file = 1;" << endl
<< "initvalf('" << filename << "');" << endl;
}
HistvalFileStatement::HistvalFileStatement(const string &filename_arg) :
filename(filename_arg)
{
}
void
HistvalFileStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "histvalf('" << filename << "');" << endl;
}
HomotopyStatement::HomotopyStatement(const homotopy_values_t &homotopy_values_arg,
const SymbolTable &symbol_table_arg) :
homotopy_values(homotopy_values_arg),
symbol_table(symbol_table_arg)
{
}
void
HomotopyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% HOMOTOPY_SETUP instructions" << endl
<< "%" << endl
<< "options_.homotopy_values = [];" << endl;
for (homotopy_values_t::const_iterator it = homotopy_values.begin();
it != homotopy_values.end(); it++)
{
const int &symb_id = it->first;
const expr_t expression1 = it->second.first;
const expr_t expression2 = it->second.second;
const SymbolType type = symbol_table.getType(symb_id);
const int tsid = symbol_table.getTypeSpecificID(symb_id) + 1;
output << "options_.homotopy_values = vertcat(options_.homotopy_values, [ " << type << ", " << tsid << ", ";
if (expression1 != NULL)
expression1->writeOutput(output);
else
output << "NaN";
output << ", ";
expression2->writeOutput(output);
output << "]);" << endl;
}
}
SaveParamsAndSteadyStateStatement::SaveParamsAndSteadyStateStatement(const string &filename_arg) :
filename(filename_arg)
{
}
void
SaveParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "save_params_and_steady_state('" << filename << "');" << endl;
}
LoadParamsAndSteadyStateStatement::LoadParamsAndSteadyStateStatement(const string &filename,
const SymbolTable &symbol_table_arg,
WarningConsolidation &warnings) :
symbol_table(symbol_table_arg)
{
cout << "Reading " << filename << "." << endl;
ifstream f;
f.open(filename.c_str(), ios::in);
if (f.fail())
{
cerr << "ERROR: Can't open " << filename << endl;
exit(EXIT_FAILURE);
}
while (true)
{
string symb_name, value;
f >> symb_name >> value;
if (f.eof())
break;
try
{
int symb_id = symbol_table.getID(symb_name);
content[symb_id] = value;
}
catch (SymbolTable::UnknownSymbolNameException &e)
{
warnings << "WARNING: Unknown symbol " << symb_name << " in " << filename << endl;
}
}
f.close();
}
void
LoadParamsAndSteadyStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
for (map<int, string>::const_iterator it = content.begin();
it != content.end(); it++)
{
switch (symbol_table.getType(it->first))
{
case eParameter:
output << "M_.params";
break;
case eEndogenous:
output << "oo_.steady_state";
break;
case eExogenous:
output << "oo_.exo_steady_state";
break;
case eExogenousDet:
output << "oo_.exo_det_steady_state";
break;
default:
cerr << "ERROR: Unsupported variable type for " << symbol_table.getName(it->first) << " in load_params_and_steady_state" << endl;
exit(EXIT_FAILURE);
}
int tsid = symbol_table.getTypeSpecificID(it->first) + 1;
output << "(" << tsid << ") = " << it->second << ";" << endl;
}
}
void
LoadParamsAndSteadyStateStatement::fillEvalContext(eval_context_t &eval_context) const
{
for (map<int, string>::const_iterator it = content.begin();
it != content.end(); it++)
eval_context[it->first] = atof(it->second.c_str());
}