Commit 07ba8ebd authored by houtanb's avatar houtanb
Browse files

implements predetermined_variables operator

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
parent bd43182a
......@@ -1995,6 +1995,15 @@ DynamicModel::writeDynamicModel(ostream &DynamicOutput, bool use_dll) const
void
DynamicModel::writeOutput(ostream &output, const string &basename, bool block, bool byte_code, bool use_dll) const
{
// Write list of predetermined variables in M_.predetermined_variables
if (predetermined_variables_vec.size() > 0)
{
output << "M_.predetermined_variables = '';" << endl;
for(vector <string>::const_iterator it = predetermined_variables_vec.begin();
it != predetermined_variables_vec.end(); it++)
output << "M_.predetermined_variables = strvcat(M_.predetermined_variables, '" << *it << "');" << endl;
}
/* Writing initialisation for M_.lead_lag_incidence matrix
M_.lead_lag_incidence is a matrix with as many columns as there are
endogenous variables and as many rows as there are periods in the
......@@ -3078,6 +3087,40 @@ DynamicModel::substituteExpectation(bool partial_information_model)
cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
}
void
DynamicModel::transformPredeterminedVariables()
{
for(vector <string>::const_iterator it = predetermined_variables_vec.begin();
it != predetermined_variables_vec.end(); it++)
{
try
{
if(symbol_table.getType(*it)!=eEndogenous)
{
cerr << "Error: You must declare predetermined variable " << *it << " as an endogenous variable." << endl;
exit(EXIT_FAILURE);
}
}
catch(SymbolTable::UnknownSymbolNameException &e)
{
cerr << "Error: predetermind variable " << *it << " has not been declared." << endl;
exit(EXIT_FAILURE);
}
catch(...)
{
cerr << "error in DynamicModel::transformPredeterminedVariables(), should not arrive here" << endl;
exit(EXIT_FAILURE);
}
for(int i = 0; i < (int) equations.size(); i++)
{
BinaryOpNode *substeq = dynamic_cast<BinaryOpNode *>(equations[i]->decreaseLeadsLagsPredeterminedVariables(*it));
assert(substeq != NULL);
equations[i] = substeq;
}
}
}
void
DynamicModel::fillEvalContext(eval_context_type &eval_context) const
{
......
......@@ -165,6 +165,8 @@ public:
int mfs;
//! the file containing the model and the derivatives code
ofstream code_file;
//! Stores variables declared to be predetermined by "predetermined_variables" statement
vector<string> predetermined_variables_vec;
//! Execute computations (variable sorting + derivation)
/*!
\param jacobianExo whether derivatives w.r. to exo and exo_det should be in the Jacobian (derivatives w.r. to endo are always computed)
......@@ -220,6 +222,9 @@ public:
//! Transforms the model by removing all oExpectation
void substituteExpectation(bool partial_information_model);
//! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one
void transformPredeterminedVariables();
//! Fills eval context with values of model local variables and auxiliary variables
void fillEvalContext(eval_context_type &eval_context) const;
};
......
......@@ -123,7 +123,7 @@ class ParsingDriver;
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR
%token VALUES VAR VAREXO VAREXO_DET VAROBS
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
%token XLS_SHEET XLS_RANGE
%left COMMA
......@@ -177,6 +177,7 @@ statement : parameters
| var
| varexo
| varexo_det
| predetermined_variables
| change_type
| periods
| model
......@@ -246,6 +247,8 @@ varexo : VAREXO varexo_list ';';
varexo_det : VAREXO_DET varexo_det_list ';';
predetermined_variables : PREDETERMINED_VARIABLES predetermined_variables_list ';';
parameters : PARAMETERS parameter_list ';';
var_list : var_list symbol
......@@ -304,6 +307,14 @@ parameter_list : parameter_list symbol
{ driver.declare_parameter($1, $2); }
;
predetermined_variables_list : predetermined_variables_list symbol
{ driver.add_predetermined_variable($2); }
| predetermined_variables_list COMMA symbol
{ driver.add_predetermined_variable($3); }
| symbol
{ driver.add_predetermined_variable($1); }
;
change_type : CHANGE_TYPE '(' change_type_arg ')' change_type_var_list ';'
{ driver.change_type($3, $5); }
;
......
......@@ -98,6 +98,7 @@ int sigma_e = 0;
<INITIAL>var {BEGIN DYNARE_STATEMENT; return token::VAR;}
<INITIAL>varexo {BEGIN DYNARE_STATEMENT; return token::VAREXO;}
<INITIAL>varexo_det {BEGIN DYNARE_STATEMENT; return token::VAREXO_DET;}
<INITIAL>predetermined_variables {BEGIN DYNARE_STATEMENT; return token::PREDETERMINED_VARIABLES;}
<INITIAL>parameters {BEGIN DYNARE_STATEMENT; return token::PARAMETERS;}
<INITIAL>periods {BEGIN DYNARE_STATEMENT; return token::PERIODS;}
<INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
......@@ -317,6 +318,7 @@ int sigma_e = 0;
<DYNARE_STATEMENT>varexo { return token::VAREXO; }
<DYNARE_STATEMENT>varexo_det { return token::VAREXO_DET; }
<DYNARE_STATEMENT>parameters { return token::PARAMETERS; }
<DYNARE_STATEMENT>predetermined_variables { return token::PREDETERMINED_VARIABLES; }
<DYNARE_STATEMENT>bvar_prior_tau { return token::BVAR_PRIOR_TAU; }
<DYNARE_STATEMENT>bvar_prior_decay { return token::BVAR_PRIOR_DECAY; }
......
......@@ -318,6 +318,12 @@ NumConstNode::decreaseLeadsLags(int n) const
return const_cast<NumConstNode *>(this);
}
NodeID
NumConstNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
return decreaseLeadsLags(1);
}
NodeID
NumConstNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......@@ -824,6 +830,15 @@ VariableNode::decreaseLeadsLags(int n) const
}
}
NodeID
VariableNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
if(datatree.symbol_table.getName(symb_id).compare(pv_name)==0)
return decreaseLeadsLags(1);
else
return const_cast<VariableNode *>(this);
}
NodeID
VariableNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......@@ -1625,6 +1640,13 @@ UnaryOpNode::decreaseLeadsLags(int n) const
return buildSimilarUnaryOpNode(argsubst, datatree);
}
NodeID
UnaryOpNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
NodeID argsubst = arg->decreaseLeadsLagsPredeterminedVariables(pv_name);
return buildSimilarUnaryOpNode(argsubst, datatree);
}
NodeID
UnaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......@@ -2603,6 +2625,14 @@ BinaryOpNode::decreaseLeadsLags(int n) const
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
NodeID
BinaryOpNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
NodeID arg1subst = arg1->decreaseLeadsLagsPredeterminedVariables(pv_name);
NodeID arg2subst = arg2->decreaseLeadsLagsPredeterminedVariables(pv_name);
return buildSimilarBinaryOpNode(arg1subst, arg2subst, datatree);
}
NodeID
BinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......@@ -3066,6 +3096,15 @@ TrinaryOpNode::decreaseLeadsLags(int n) const
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
NodeID
TrinaryOpNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
NodeID arg1subst = arg1->decreaseLeadsLagsPredeterminedVariables(pv_name);
NodeID arg2subst = arg2->decreaseLeadsLagsPredeterminedVariables(pv_name);
NodeID arg3subst = arg3->decreaseLeadsLagsPredeterminedVariables(pv_name);
return buildSimilarTrinaryOpNode(arg1subst, arg2subst, arg3subst, datatree);
}
NodeID
TrinaryOpNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......@@ -3269,6 +3308,13 @@ UnknownFunctionNode::decreaseLeadsLags(int n) const
exit(EXIT_FAILURE);
}
NodeID
UnknownFunctionNode::decreaseLeadsLagsPredeterminedVariables(const string pv_name) const
{
cerr << "UnknownFunctionNode::decreaseLeadsLagsPredeterminedVariables: not implemented!" << endl;
exit(EXIT_FAILURE);
}
NodeID
UnknownFunctionNode::substituteEndoLeadGreaterThanTwo(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const
{
......
......@@ -303,6 +303,9 @@ public:
\param[out] neweqs Equations to be added to the model to match the creation of auxiliary variables.
*/
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const = 0;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const = 0;
};
//! Object used to compare two nodes (using their indexes)
......@@ -342,6 +345,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
//! Symbol or variable node
......@@ -380,6 +384,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
//! Unary operator node
......@@ -428,6 +433,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
//! Binary operator node
......@@ -479,6 +485,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
//! Trinary operator node
......@@ -524,6 +531,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
//! Unknown function node
......@@ -561,6 +569,7 @@ public:
virtual NodeID substituteExoLead(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExoLag(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const;
virtual NodeID substituteExpectation(subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs, bool partial_information_model) const;
virtual NodeID decreaseLeadsLagsPredeterminedVariables(const string pv_name) const;
};
#endif
......@@ -134,6 +134,8 @@ ModFile::checkPass()
void
ModFile::transformPass()
{
dynamic_model.transformPredeterminedVariables();
if (mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present
|| mod_file_struct.osr_present
......@@ -172,9 +174,6 @@ ModFile::transformPass()
void
ModFile::computingPass(bool no_tmp_terms)
{
// expressions_tree.replace_oExpectation_in_datatree();
// Mod file may have no equation (for example in a standalone BVAR estimation)
bool dynamic_model_needed = mod_file_struct.simul_present || mod_file_struct.check_present || mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present|| mod_file_struct.osr_present
......
......@@ -144,6 +144,13 @@ ParsingDriver::declare_parameter(string *name, string *tex_name)
declare_symbol(name, eParameter, tex_name);
}
void
ParsingDriver::add_predetermined_variable(string *name)
{
mod_file->dynamic_model.predetermined_variables_vec.push_back(*name);
delete name;
}
void
ParsingDriver::add_equation_tags(string *key, string *value)
{
......
......@@ -193,6 +193,8 @@ public:
void declare_exogenous_det(string *name, string *tex_name = NULL);
//! Declares a parameter
void declare_parameter(string *name, string *tex_name = NULL);
//! Adds a predetermined_variable
void add_predetermined_variable(string *name);
//! Declares and initializes a local parameter
void declare_and_init_model_local_variable(string *name, NodeID rhs);
//! Changes type of a symbol
......
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