From 2201907245990538a6087f72d2255370de948654 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Thu, 7 Mar 2019 12:35:30 +0100
Subject: [PATCH] pac: support additive elements whether optimizing agents are
present or not
---
src/DynamicModel.cc | 48 ++++++++++++++++++++++++++++++++++++++++-----
src/DynamicModel.hh | 2 +-
2 files changed, 44 insertions(+), 6 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index ba01a323..96920bb8 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -3663,8 +3663,8 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
int optim_share_index;
set<pair<int, pair<int, int>>> ar_params_and_vars;
pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
- vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, additive_vars_params_and_constants;
- tie(lhs_pac_var, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants, additive_vars_params_and_constants) = pit.second;
+ vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, additive_vars_params_and_constants, optim_additive_vars_params_and_constants;
+ tie(lhs_pac_var, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants, additive_vars_params_and_constants, optim_additive_vars_params_and_constants) = pit.second;
string substruct = pit.first.first + ".equations." + pit.first.second + ".";
output << modstruct << "pac." << substruct << "lhs_var = "
@@ -3789,6 +3789,43 @@ DynamicModel::writeOutput(ostream &output, const string &basename, bool block_de
output << get<3>(it) << " ";
output << "];" << endl;
}
+ if (!optim_additive_vars_params_and_constants.empty())
+ {
+ output << modstruct << "pac." << substruct << "optim_eq_additive.params = [";
+ for (auto & it : optim_additive_vars_params_and_constants)
+ if (get<2>(it) >= 0)
+ output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
+ else
+ output << "NaN ";
+ output << "];" << endl
+ << modstruct << "pac." << substruct << "optim_eq_additive.vars = [";
+ for (auto & it : optim_additive_vars_params_and_constants)
+ output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
+ output << "];" << endl
+ << modstruct << "pac." << substruct << "optim_eq_additive.isendo = [";
+ for (auto & it : optim_additive_vars_params_and_constants)
+ switch (symbol_table.getType(get<0>(it)))
+ {
+ case SymbolType::endogenous:
+ output << "true ";
+ break;
+ case SymbolType::exogenous:
+ output << "false ";
+ break;
+ default:
+ cerr << "expecting endogenous or exogenous" << endl;
+ exit(EXIT_FAILURE);
+ }
+ output << "];" << endl
+ << modstruct << "pac." << substruct << "optim_eq_additive.lags = [";
+ for (auto & it : optim_additive_vars_params_and_constants)
+ output << get<1>(it) << " ";
+ output << "];" << endl
+ << modstruct << "pac." << substruct << "optim_eq_additive.scaling_factor = [";
+ for (auto & it : optim_additive_vars_params_and_constants)
+ output << get<3>(it) << " ";
+ output << "];" << endl;
+ }
// Create empty h0 and h1 substructures that will be overwritten later if not empty
output << modstruct << "pac." << substruct << "h0_param_indices = [];" << endl
<< modstruct << "pac." << substruct << "h1_param_indices = [];" << endl;
@@ -4440,7 +4477,7 @@ DynamicModel::walkPacParameters(const string &name, map<pair<string, string>, pa
pair<int, int> lhs (-1, -1);
pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
set<pair<int, pair<int, int>>> ar_params_and_vars;
- vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, additive_vars_params_and_constants;
+ vector<tuple<int, int, int, double>> non_optim_vars_params_and_constants, optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
if (equation->containsPacExpectation())
{
@@ -4492,7 +4529,7 @@ DynamicModel::walkPacParameters(const string &name, map<pair<string, string>, pa
{
non_optim_vars_params_and_constants = non_optim_part->matchLinearCombinationOfVariables();
if (additive_part != nullptr)
- additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
+ optim_additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
}
catch (ExprNode::MatchFailureException &e)
{
@@ -4529,7 +4566,8 @@ DynamicModel::walkPacParameters(const string &name, map<pair<string, string>, pa
pac_equation_info[{name, eq}] = {lhs, optim_share_index,
ar_params_and_vars, ec_params_and_vars,
non_optim_vars_params_and_constants,
- additive_vars_params_and_constants};
+ additive_vars_params_and_constants,
+ optim_additive_vars_params_and_constants};
eqtag_and_lag[{name, eqtag}] = {eq, 0};
}
}
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 7aeae4ad..8bebd8f5 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -487,7 +487,7 @@ public:
//! (pac_model_name, standardized_eqtag) ->
//! (lhs, optim_share_index, ar_params_and_vars, ec_params_and_vars, non_optim_vars_params_and_constants)
map<pair<string, string>,
- tuple<pair<int, int>, int, set<pair<int, pair<int, int>>>, pair<int, vector<tuple<int, bool, int>>>, vector<tuple<int, int, int, double>>, vector<tuple<int, int, int, double>>>> pac_equation_info;
+ tuple<pair<int, int>, int, set<pair<int, pair<int, int>>>, pair<int, vector<tuple<int, bool, int>>>, vector<tuple<int, int, int, double>>, vector<tuple<int, int, int, double>>, vector<tuple<int, int, int, double>>>> pac_equation_info;
//! Table to undiff LHS variables for pac vector z
vector<int> getUndiffLHSForPac(const string &aux_model_name,
--
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