From 341b9c666762b7a581483c82cb8c4f30483e157c Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Thu, 28 Feb 2019 19:22:34 +0100
Subject: [PATCH] pac_model: allow diff as argument to growth option
---
src/ComputingTasks.cc | 68 +++++++++++++++++++++++++++++++------------
src/ComputingTasks.hh | 9 +++---
src/DynamicModel.cc | 6 +++-
src/DynamicModel.hh | 2 +-
src/DynareBison.yy | 6 ++--
src/ModFile.cc | 15 ++++++++--
src/ModFile.hh | 3 +-
src/ParsingDriver.cc | 41 ++++++++++++++------------
src/ParsingDriver.hh | 10 +++++--
9 files changed, 106 insertions(+), 54 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 63aae410..2f3976e0 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -260,44 +260,76 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
PacModelStatement::PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
- int growth_symb_id_arg,
- int growth_lag_arg,
+ expr_t growth_arg,
double steady_state_growth_rate_number_arg,
int steady_state_growth_rate_symb_id_arg,
const SymbolTable &symbol_table_arg) :
name{move(name_arg)},
aux_model_name{move(aux_model_name_arg)},
discount{move(discount_arg)},
- growth_symb_id{growth_symb_id_arg},
- growth_lag{growth_lag_arg},
+ growth{growth_arg},
steady_state_growth_rate_number{steady_state_growth_rate_number_arg},
steady_state_growth_rate_symb_id{steady_state_growth_rate_symb_id_arg},
symbol_table{symbol_table_arg}
{
+ growth_symb_id = -1;
+ growth_lag = 0;
}
void
PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
- mod_file_struct.pac_params.insert(symbol_table.getID(discount));
- if (growth_symb_id >= 0)
+ if (growth == nullptr)
+ return;
+
+ VariableNode *vn = dynamic_cast<VariableNode *>(growth);
+ if (vn != nullptr)
{
- switch (symbol_table.getType(growth_symb_id))
- {
- case SymbolType::endogenous:
- case SymbolType::exogenous:
- case SymbolType::parameter:
- break;
- default:
+ mod_file_struct.pac_params.insert(vn->symb_id);
+ mod_file_struct.pac_params.insert(vn->lag);
+ }
+
+ UnaryOpNode *uon = dynamic_cast<UnaryOpNode *>(growth);
+ if (uon != nullptr)
+ if (uon->op_code == UnaryOpcode::diff)
+ {
+ VariableNode *uonvn = dynamic_cast<VariableNode *>(uon->arg);
+ UnaryOpNode *uon1 = dynamic_cast<UnaryOpNode *>(uon->arg);
+ while (uonvn == nullptr && uon1 != nullptr)
+ {
+ uonvn = dynamic_cast<VariableNode *>(uon1->arg);
+ uon1 = dynamic_cast<UnaryOpNode *>(uon1->arg);
+ }
+ if (uonvn == nullptr)
{
- cerr << "ERROR: The Expression passed to the growth option of pac_model must be an "
- << "endogenous (lagged or not), exogenous (lagged or not), or parameter" << endl;
+ cerr << "Pac growth parameter must be either a variable or a diff unary op of a variable" << endl;
exit(EXIT_FAILURE);
}
- }
- mod_file_struct.pac_params.insert(growth_symb_id);
- mod_file_struct.pac_params.insert(growth_lag);
+ mod_file_struct.pac_params.insert(uonvn->symb_id);
+ mod_file_struct.pac_params.insert(uonvn->lag);
+ }
+
+ if (vn == nullptr && uon == nullptr)
+ {
+ cerr << "Pac growth parameter must be either a variable or a diff unary op of a variable" << endl;
+ exit(EXIT_FAILURE);
+ }
+}
+
+void
+PacModelStatement::overwriteGrowth(expr_t new_growth)
+{
+ if (new_growth == nullptr || growth == nullptr)
+ return;
+
+ growth = new_growth;
+ VariableNode *vn = dynamic_cast<VariableNode *>(growth);
+ if (vn == nullptr)
+ {
+ cerr << "PacModelStatement::overwriteGrowth: Internal Dynare error: should not arrive here" << endl;
}
+ growth_symb_id = vn->symb_id;
+ growth_lag = vn->lag;
}
void
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 47c4446e..36764150 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -138,22 +138,23 @@ class PacModelStatement : public Statement
{
public:
const string name, aux_model_name, discount;
- const int growth_symb_id, growth_lag;
+ expr_t growth;
private:
const double steady_state_growth_rate_number;
const int steady_state_growth_rate_symb_id;
const SymbolTable &symbol_table;
- vector<int> lhs;
public:
+ int growth_symb_id;
+ int growth_lag;
PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
- int growth_symb_id_arg,
- int growth_lag_arg,
+ expr_t growth_arg,
double steady_state_growth_rate_number_arg,
int steady_state_growth_rate_symb_id_arg,
const SymbolTable &symbol_table_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
+ void overwriteGrowth(expr_t new_growth);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 28ab0c6c..eeba1b8c 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -6303,7 +6303,7 @@ DynamicModel::substituteUnaryOps(StaticModel &static_model, diff_table_t &nodes,
}
void
-DynamicModel::substituteDiff(StaticModel &static_model, diff_table_t &diff_table, ExprNode::subst_table_t &diff_subst_table)
+DynamicModel::substituteDiff(StaticModel &static_model, diff_table_t &diff_table, ExprNode::subst_table_t &diff_subst_table, vector<expr_t> &pac_growth)
{
set<int> used_local_vars;
for (const auto & equation : equations)
@@ -6354,6 +6354,10 @@ DynamicModel::substituteDiff(StaticModel &static_model, diff_table_t &diff_table
equation = substeq;
}
+ for (auto & it : pac_growth)
+ if (it != nullptr)
+ it = it->substituteDiff(static_model, diff_table, diff_subst_table, neweqs);
+
// Add new equations
for (auto & neweq : neweqs)
addEquation(neweq, -1);
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 99759db4..30394526 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -444,7 +444,7 @@ public:
void substituteUnaryOps(StaticModel &static_model, diff_table_t &nodes, ExprNode::subst_table_t &subst_table, vector<int> &eqnumbers);
//! Substitutes diff operator
- void substituteDiff(StaticModel &static_model, diff_table_t &diff_table, ExprNode::subst_table_t &diff_subst_table);
+ void substituteDiff(StaticModel &static_model, diff_table_t &diff_table, ExprNode::subst_table_t &diff_subst_table, vector<expr_t> &pac_growth);
//! Substitute VarExpectation operators
void substituteVarExpectation(const map<string, expr_t> &subst_table);
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 75f7d105..dc952902 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -388,7 +388,7 @@ trend_component_model_options : o_trend_component_model_name
| o_trend_component_model_eq_tags
;
-pac_model : PAC_MODEL '(' pac_model_options_list ')' ';' { driver.pac_model(); } ;
+pac_model : PAC_MODEL '(' { driver.begin_pac_model(); } pac_model_options_list ')' ';' { driver.pac_model(); };
pac_model_options_list : pac_model_options_list COMMA pac_model_options
| pac_model_options
@@ -3131,9 +3131,7 @@ o_file : FILE EQUAL filename { driver.option_str("file", $3); };
o_pac_name : MODEL_NAME EQUAL symbol { driver.option_str("pac.model_name", $3); };
o_pac_aux_model_name : AUXILIARY_MODEL_NAME EQUAL symbol { driver.option_str("pac.aux_model_name", $3); };
o_pac_discount : DISCOUNT EQUAL symbol { driver.option_str("pac.discount", $3); };
-o_pac_growth : GROWTH EQUAL symbol { driver.set_pac_growth($3, 0); }
- | GROWTH EQUAL symbol '(' MINUS INT_NUMBER ')' { driver.set_pac_growth($3, stoi($6)); }
- ;
+o_pac_growth : GROWTH { driver.begin_pac_growth(); } EQUAL hand_side { driver.set_pac_growth($4); };
o_pac_steady_state_growth : STEADY_STATE_GROWTH EQUAL signed_number { driver.set_pac_steady_state_growth($3); }
| STEADY_STATE_GROWTH EQUAL symbol { driver.set_pac_steady_state_growth($3); }
;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 4b133dab..2ddecdc1 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -370,8 +370,13 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
for (auto & statement : statements)
{
auto pms = dynamic_cast<PacModelStatement *>(statement.get());
- if (pms != nullptr && pms->aux_model_name == "")
- dynamic_model.declarePacModelConsistentExpectationEndogs(pms->name);
+ if (pms != nullptr)
+ {
+ if (pms->growth != nullptr)
+ pac_growth.push_back(pms->growth);
+ if (pms->aux_model_name == "")
+ dynamic_model.declarePacModelConsistentExpectationEndogs(pms->name);
+ }
}
dynamic_model.substituteAdl();
dynamic_model.setLeadsLagsOrig();
@@ -409,7 +414,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
// Create auxiliary variable and equations for Diff operators
diff_table_t diff_table;
ExprNode::subst_table_t diff_subst_table;
- dynamic_model.substituteDiff(diff_static_model, diff_table, diff_subst_table);
+ dynamic_model.substituteDiff(diff_static_model, diff_table, diff_subst_table, pac_growth);
// Fill Trend Component Model Table
dynamic_model.fillTrendComponentModelTable();
@@ -419,11 +424,15 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
original_model.fillVarModelTableFromOrigModel(diff_static_model);
// Pac Model
+ int i = 0;
for (auto & statement : statements)
{
auto pms = dynamic_cast<PacModelStatement *>(statement.get());
if (pms != nullptr)
{
+ if (pms->growth != nullptr)
+ pms->overwriteGrowth(pac_growth.at(i++));
+
int max_lag;
vector<int> lhs;
vector<bool> nonstationary;
diff --git a/src/ModFile.hh b/src/ModFile.hh
index a7b73f50..e6c4f2bf 100644
--- a/src/ModFile.hh
+++ b/src/ModFile.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2006-2018 Dynare Team
+ * Copyright (C) 2006-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -130,6 +130,7 @@ private:
void writeJsonOutputParsingCheck(const string &basename, JsonFileOutputType json_output_mode, bool transformpass, bool computingpass) const;
void writeJsonComputingPassOutput(const string &basename, JsonFileOutputType json_output_mode, bool jsonderivsimple) const;
void writeJsonFileHelper(const string &fname, ostringstream &output) const;
+ vector<expr_t> pac_growth;
public:
//! Add a statement
void addStatement(unique_ptr<Statement> st);
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 56465009..39f89247 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -2607,6 +2607,22 @@ ParsingDriver::add_pac_expectation(const string &var_model_name)
return data_tree->AddPacExpectation(var_model_name);
}
+void
+ParsingDriver::begin_pac_growth()
+{
+ set_current_data_tree(&mod_file->dynamic_model);
+}
+
+void
+ParsingDriver::begin_pac_model()
+{
+ parsing_pac_model = true;
+ pac_growth = nullptr;
+ pac_steady_state_growth_rate_number = -1;
+ pac_steady_state_growth_rate_symb_id = -1;
+ options_list.clear();
+}
+
void
ParsingDriver::pac_model()
{
@@ -2626,13 +2642,6 @@ ParsingDriver::pac_model()
}
else
aux_model_name = it->second;
- else
- if (pac_growth_symb_id >= 0 && mod_file->symbol_table.getType(pac_growth_symb_id) == SymbolType::parameter
- && (pac_steady_state_growth_rate_number >= 0 || pac_steady_state_growth_rate_symb_id >=0))
- warning("If growth option is constant, steady_state_growth is ignored");
- else if (pac_growth_symb_id >= 0 && mod_file->symbol_table.getType(pac_growth_symb_id) != SymbolType::parameter
- && (pac_steady_state_growth_rate_number < 0 || pac_steady_state_growth_rate_symb_id < 0))
- error("The steady state growth rate of the target must be provided (steady_state_growth option) if option growth is not constant");
if (pac_steady_state_growth_rate_symb_id >= 0
&& mod_file->symbol_table.getType(pac_steady_state_growth_rate_symb_id) != SymbolType::parameter)
@@ -2644,24 +2653,18 @@ ParsingDriver::pac_model()
auto discount = it->second;
mod_file->addStatement(make_unique<PacModelStatement>(name, aux_model_name, discount,
- pac_growth_symb_id, pac_growth_lag,
+ pac_growth,
pac_steady_state_growth_rate_number,
pac_steady_state_growth_rate_symb_id,
mod_file->symbol_table));
- pac_growth_symb_id = -1;
- pac_growth_lag = 0;
- pac_steady_state_growth_rate_number = -1;
- pac_steady_state_growth_rate_symb_id = -1;
- options_list.clear();
+ parsing_pac_model = false;
}
void
-ParsingDriver::set_pac_growth(const string &name, int lag)
+ParsingDriver::set_pac_growth(expr_t pac_growth_arg)
{
- if (!mod_file->symbol_table.exists(name))
- error("Unknown symbol used in pac_growth option: " + name + "\n");
- pac_growth_symb_id = mod_file->symbol_table.getID(name);
- pac_growth_lag = -lag;
+ pac_growth = pac_growth_arg;
+ reset_data_tree();
}
void
@@ -2981,7 +2984,7 @@ ParsingDriver::add_model_var_or_external_function(const string &function_name, b
expr_t nid;
if (mod_file->symbol_table.exists(function_name))
if (mod_file->symbol_table.getType(function_name) != SymbolType::externalFunction)
- if (!in_model_block && !parsing_epilogue)
+ if (!in_model_block && !parsing_epilogue && !parsing_pac_model)
{
if (stack_external_function_args.top().size() > 0)
error(string("Symbol ") + function_name + string(" cannot take arguments."));
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index e0fa48ae..78187ac2 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -255,8 +255,7 @@ private:
WarningConsolidation &warnings;
//! Temporary storage for growth declared in pac_model
- int pac_growth_symb_id = -1;
- int pac_growth_lag = 0;
+ expr_t pac_growth;
double pac_steady_state_growth_rate_number = -1;
int pac_steady_state_growth_rate_symb_id = -1;
@@ -271,6 +270,9 @@ private:
//! True when parsing the epilogue block
bool parsing_epilogue{false};
+ //! True when parsing pac_model statement
+ bool parsing_pac_model{false};
+
public:
ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) :
warnings{warnings_arg}, nostrict{nostrict_arg} { };
@@ -732,9 +734,11 @@ public:
//! Writes token "PAC_EXPECTATION(model_name, discount, growth)" to model tree
expr_t add_pac_expectation(const string &var_model_name);
//! Creates pac_model statement
+ void begin_pac_growth();
+ void begin_pac_model();
void pac_model();
//! Adds growth for pac
- void set_pac_growth(const string &name, int lag = 0);
+ void set_pac_growth(expr_t pac_growth_arg);
//! Adds steady state growth for pac
void set_pac_steady_state_growth(const string &name_or_number);
//! Writes token "diff(arg1)" to model tree
--
GitLab