diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index d2c0b009115b787ffaf535e9c54fb944223a45aa..a7393d1e081365d0fb16c83b643596547ec2ca2e 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -50,9 +50,6 @@ DynamicModel::copyHelper(const DynamicModel &m)
blocks_derivatives_exo.emplace_back(convert_block_derivative(it));
for (const auto &it : m.blocks_derivatives_exo_det)
blocks_derivatives_exo_det.emplace_back(convert_block_derivative(it));
-
- for (const auto &[key, expr] : m.pac_expectation_substitution)
- pac_expectation_substitution.emplace(key, f(expr));
}
DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
@@ -108,15 +105,7 @@ DynamicModel::DynamicModel(const DynamicModel &m) :
blocks_jacob_cols_other_endo{m.blocks_jacob_cols_other_endo},
blocks_jacob_cols_exo{m.blocks_jacob_cols_exo},
blocks_jacob_cols_exo_det{m.blocks_jacob_cols_exo_det},
- var_expectation_functions_to_write{m.var_expectation_functions_to_write},
- pac_mce_alpha_symb_ids{m.pac_mce_alpha_symb_ids},
- pac_h0_indices{m.pac_h0_indices},
- pac_h1_indices{m.pac_h1_indices},
- pac_mce_z1_symb_ids{m.pac_mce_z1_symb_ids},
- pac_eqtag_and_lag{m.pac_eqtag_and_lag},
- pac_growth_neutrality_params{m.pac_growth_neutrality_params},
- pac_model_info{m.pac_model_info},
- pac_equation_info{m.pac_equation_info}
+ var_expectation_functions_to_write{m.var_expectation_functions_to_write}
{
copyHelper(m);
}
@@ -173,16 +162,6 @@ DynamicModel::operator=(const DynamicModel &m)
var_expectation_functions_to_write = m.var_expectation_functions_to_write;
- pac_mce_alpha_symb_ids = m.pac_mce_alpha_symb_ids;
- pac_h0_indices = m.pac_h0_indices;
- pac_h1_indices = m.pac_h1_indices;
- pac_mce_z1_symb_ids = m.pac_mce_z1_symb_ids;
- pac_eqtag_and_lag = m.pac_eqtag_and_lag;
- pac_expectation_substitution.clear();
- pac_growth_neutrality_params = m.pac_growth_neutrality_params;
- pac_model_info = m.pac_model_info;
- pac_equation_info = m.pac_equation_info;
-
copyHelper(m);
return *this;
@@ -3003,237 +2982,6 @@ DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool bl
for (int i = 1; i < static_cast<int>(NNZDerivatives.size()); i++)
output << (i > computed_derivs_order ? -1 : NNZDerivatives[i]) << "; ";
output << "];" << endl;
-
- // Write Pac Model Consistent Expectation parameter info
- for (auto &it : pac_mce_alpha_symb_ids)
- {
- output << "M_.pac." << it.first.first << ".equations." << it.first.second << ".mce.alpha = [";
- for (auto it : it.second)
- output << symbol_table.getTypeSpecificID(it) + 1 << " ";
- output << "];" << endl;
- }
-
- // Write Pac Model Consistent Expectation Z1 info
- for (auto &it : pac_mce_z1_symb_ids)
- output << "M_.pac." << it.first.first << ".equations." << it.first.second << ".mce.z1 = "
- << symbol_table.getTypeSpecificID(it.second) + 1 << ";" << endl;
-
- // Write Pac lag info
- for (auto &it : pac_eqtag_and_lag)
- output << "M_.pac." << it.first.first << ".equations." << it.second.first << ".max_lag = " << it.second.second << ";" << endl;
-
- // Write Pac equation tag info
- map<string, vector<pair<string, string>>> for_writing;
- for (auto &it : pac_eqtag_and_lag)
- for_writing[it.first.first].emplace_back(it.first.second, it.second.first);
-
- for (auto &it : for_writing)
- {
- output << "M_.pac." << it.first << ".tag_map = [";
- for (auto &it1 : it.second)
- output << "{'" << it1.first << "', '" << it1.second << "'};";
- output << "];" << endl;
- }
-
- for (auto &[model, growth_neutrality_param_index] : pac_growth_neutrality_params)
- output << "M_.pac." << model << ".growth_neutrality_param_index = "
- << symbol_table.getTypeSpecificID(growth_neutrality_param_index) + 1 << ";" << endl;
-
- for (auto &[model, values] : pac_model_info)
- {
- auto &[lhs, aux_model_type] = values;
- output << "M_.pac." << model << ".lhs = [";
- for (auto it : lhs)
- output << it + 1 << " ";
- output << "];" << endl;
-
- output << "M_.pac." << model << ".auxiliary_model_type = '" << aux_model_type << "';" << endl;
- }
-
- for (auto &pit : pac_equation_info)
- {
- auto [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 << "M_.pac." << substruct << "lhs_var = "
- << symbol_table.getTypeSpecificID(lhs_pac_var.first) + 1 << ";" << endl;
-
- if (optim_share_index >= 0)
- output << "M_.pac." << substruct << "share_of_optimizing_agents_index = "
- << symbol_table.getTypeSpecificID(optim_share_index) + 1 << ";" << endl;
-
- output << "M_.pac." << substruct << "ec.params = "
- << symbol_table.getTypeSpecificID(ec_params_and_vars.first) + 1 << ";" << endl
- << "M_.pac." << substruct << "ec.vars = [";
- for (auto it : ec_params_and_vars.second)
- output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "ec.istarget = [";
- for (auto it : ec_params_and_vars.second)
- output << (get<1>(it) ? "true " : "false ");
- output << "];" << endl
- << "M_.pac." << substruct << "ec.scale = [";
- for (auto it : ec_params_and_vars.second)
- output << get<2>(it) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "ec.isendo = [";
- for (auto it : ec_params_and_vars.second)
- 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
- << "M_.pac." << substruct << "ar.params = [";
- for (auto &[pid, vid, vlag] : ar_params_and_vars)
- output << (pid != -1 ? symbol_table.getTypeSpecificID(pid) + 1 : -1) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "ar.vars = [";
- for (auto &[pid, vid, vlag] : ar_params_and_vars)
- output << (vid != -1 ? symbol_table.getTypeSpecificID(vid) + 1 : -1) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "ar.lags = [";
- for (auto &[pid, vid, vlag] : ar_params_and_vars)
- output << vlag << " ";
- output << "];" << endl;
- if (!non_optim_vars_params_and_constants.empty())
- {
- output << "M_.pac." << substruct << "non_optimizing_behaviour.params = [";
- for (auto &it : non_optim_vars_params_and_constants)
- if (get<2>(it) >= 0)
- output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
- else
- output << "NaN ";
- output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.vars = [";
- for (auto &it : non_optim_vars_params_and_constants)
- output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.isendo = [";
- for (auto &it : non_optim_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
- << "M_.pac." << substruct << "non_optimizing_behaviour.lags = [";
- for (auto &it : non_optim_vars_params_and_constants)
- output << get<1>(it) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "non_optimizing_behaviour.scaling_factor = [";
- for (auto &it : non_optim_vars_params_and_constants)
- output << get<3>(it) << " ";
- output << "];" << endl;
- }
- if (!additive_vars_params_and_constants.empty())
- {
- output << "M_.pac." << substruct << "additive.params = [";
- for (auto &it : additive_vars_params_and_constants)
- if (get<2>(it) >= 0)
- output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
- else
- output << "NaN ";
- output << "];" << endl
- << "M_.pac." << substruct << "additive.vars = [";
- for (auto &it : additive_vars_params_and_constants)
- output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "additive.isendo = [";
- for (auto &it : 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
- << "M_.pac." << substruct << "additive.lags = [";
- for (auto &it : additive_vars_params_and_constants)
- output << get<1>(it) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "additive.scaling_factor = [";
- for (auto &it : additive_vars_params_and_constants)
- output << get<3>(it) << " ";
- output << "];" << endl;
- }
- if (!optim_additive_vars_params_and_constants.empty())
- {
- output << "M_.pac." << substruct << "optim_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
- << "M_.pac." << substruct << "optim_additive.vars = [";
- for (auto &it : optim_additive_vars_params_and_constants)
- output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "optim_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
- << "M_.pac." << substruct << "optim_additive.lags = [";
- for (auto &it : optim_additive_vars_params_and_constants)
- output << get<1>(it) << " ";
- output << "];" << endl
- << "M_.pac." << substruct << "optim_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 << "M_.pac." << substruct << "h0_param_indices = [];" << endl
- << "M_.pac." << substruct << "h1_param_indices = [];" << endl;
- }
-
- for (auto &it : pac_h0_indices)
- {
- output << "M_.pac." << it.first.first << ".equations." << it.first.second << ".h0_param_indices = [";
- for (auto it1 : it.second)
- output << symbol_table.getTypeSpecificID(it1) + 1 << " ";
- output << "];" << endl;
- }
-
- for (auto &it : pac_h1_indices)
- {
- output << "M_.pac." << it.first.first << ".equations." << it.first.second << ".h1_param_indices = [";
- for (auto it1 : it.second)
- output << symbol_table.getTypeSpecificID(it1) + 1 << " ";
- output << "];" << endl;
- }
}
void
@@ -3899,11 +3647,9 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
return lhs;
}
-map<pair<string, string>, pair<string, int>>
-DynamicModel::walkPacParameters(const string &name)
+void
+DynamicModel::analyzePacEquationStructure(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag, PacModelTable::equation_info_t &pac_equation_info)
{
- map<pair<string, string>, pair<string, int>> eqtag_and_lag;
-
int i = 0;
for (auto &equation : equations)
{
@@ -3978,12 +3724,12 @@ DynamicModel::walkPacParameters(const string &name)
}
if (lhs.first == -1)
{
- cerr << "walkPacParameters: error obtaining LHS variable." << endl;
+ cerr << "analyzePacEquationStructure: error obtaining LHS variable." << endl;
exit(EXIT_FAILURE);
}
if (ec_params_and_vars.second.empty())
{
- cerr << "walkPacParameters: error obtaining RHS parameters." << endl;
+ cerr << "analyzePacEquationStructure: error obtaining RHS parameters." << endl;
exit(EXIT_FAILURE);
}
string eq = "eq" + to_string(i++);
@@ -3996,7 +3742,6 @@ DynamicModel::walkPacParameters(const string &name)
eqtag_and_lag[{name, eqtag}] = {eq, max_lag};
}
}
- return eqtag_and_lag;
}
int
@@ -4038,37 +3783,12 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
throw PacTargetNotIdentifiedException{pac_model_name, "No equation with the corresponding pac_expectation operator"};
}
-void
-DynamicModel::declarePacModelConsistentExpectationEndogs(const string &name)
-{
- int i = 0;
- for (auto &equation : equations)
- if (equation->containsPacExpectation(name))
- {
- if (!equation_tags.exists(&equation - &equations[0], "name"))
- {
- cerr << "Every equation with a pac expectation must have been assigned an equation tag name" << endl;
- exit(EXIT_FAILURE);
- }
- string standard_eqtag = "eq" + to_string(i++);
- try
- {
- pac_mce_z1_symb_ids[{name, standard_eqtag}]
- = symbol_table.addSymbol("mce_Z1_" + name + "_" + standard_eqtag, SymbolType::endogenous);
- }
- catch (SymbolTable::AlreadyDeclaredException &e)
- {
- cerr << "Variable name needed by PAC (mce_Z1_" << name << "_" << standard_eqtag << endl;
- exit(EXIT_FAILURE);
- }
- }
-}
-
void
DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int discount_symb_id,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
ExprNode::subst_table_t &diff_subst_table,
- expr_t growth)
+ map<pair<string, string>, int> &pac_mce_z1_symb_ids,
+ map<pair<string, string>, vector<int>> &pac_mce_alpha_symb_ids)
{
int pac_target_symb_id;
try
@@ -4080,43 +3800,53 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
cerr << "Can't identify target for PAC model " << name << ": " << e.message;
exit(EXIT_FAILURE);
}
- pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
int neqs = 0;
- for (auto &it : eqtag_and_lag)
+ for (const auto &[key, val] : eqtag_and_lag)
{
- assert(it.first.first == name);
- string eqtag = it.first.second;
- string standard_eqtag = it.second.first;
- int pac_max_lag_m = it.second.second + 1;
+ auto &[name2, eqtag] = key;
+ if (name2 != name)
+ continue;
+
+ auto &standard_eqtag = val.first;
+ int pac_max_lag_m = val.second + 1;
string append_to_name = name + "_" + standard_eqtag;
- if (pac_mce_z1_symb_ids.find({name, standard_eqtag}) == pac_mce_z1_symb_ids.end())
+
+ // Create the endogenous representing Z₁
+ int mce_z1_symb_id;
+ string varname = "mce_Z1_" + append_to_name;
+ try
+ {
+ mce_z1_symb_id = symbol_table.addSymbol(varname, SymbolType::endogenous);
+ }
+ catch (SymbolTable::AlreadyDeclaredException &e)
{
- cerr << "Error finding pac MCE Z1 symb id" << endl;
+ cerr << "The variable/parameter '" << varname << "' conflicts with the variable that will be generated for the Z_1 variable of the '" << name << "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
- int mce_z1_symb_id = pac_mce_z1_symb_ids[{name, standard_eqtag}];
+ pac_mce_z1_symb_ids[{name, standard_eqtag}] = mce_z1_symb_id;
expr_t A = One;
expr_t fp = Zero;
expr_t beta = AddVariable(discount_symb_id);
for (int i = 1; i <= pac_max_lag_m; i++)
- try
- {
- int alpha_i_symb_id = symbol_table.addSymbol("mce_alpha_" + append_to_name + "_" + to_string(i),
- SymbolType::parameter);
- pac_mce_alpha_symb_ids[{name, standard_eqtag}].push_back(alpha_i_symb_id);
- A = AddPlus(A, AddVariable(alpha_i_symb_id));
- fp = AddPlus(fp,
- AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
- AddPower(beta, AddPossiblyNegativeConstant(i))),
- AddVariable(mce_z1_symb_id, i)));
-
- }
- catch (SymbolTable::AlreadyDeclaredException &e)
- {
- cerr << "Variable name needed by PAC (mce_alpha_" << append_to_name << "_" << i << ")" << endl;
- exit(EXIT_FAILURE);
- }
+ {
+ string param_name = "mce_alpha_" + append_to_name + "_" + to_string(i);
+ try
+ {
+ int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
+ pac_mce_alpha_symb_ids[{name, standard_eqtag}].push_back(alpha_i_symb_id);
+ A = AddPlus(A, AddVariable(alpha_i_symb_id));
+ fp = AddPlus(fp,
+ AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
+ AddPower(beta, AddPossiblyNegativeConstant(i))),
+ AddVariable(mce_z1_symb_id, i)));
+ }
+ catch (SymbolTable::AlreadyDeclaredException &e)
+ {
+ cerr << "The variable/parameter '" << param_name << "' conflicts with a parameter that will be generated for the '" << name << "' PAC model. Please rename it." << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
// Add diff nodes and eqs for pac_target_symb_id
const VariableNode *target_base_diff_node;
@@ -4173,14 +3903,14 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
for (int j = k+1; j <= pac_max_lag_m; j++)
{
int alpha_j_symb_id = -1;
- string varname = "mce_alpha_" + append_to_name + "_" + to_string(j);
+ string param_name = "mce_alpha_" + append_to_name + "_" + to_string(j);
try
{
- alpha_j_symb_id = symbol_table.getID(varname);
+ alpha_j_symb_id = symbol_table.getID(param_name);
}
catch (SymbolTable::UnknownSymbolNameException &e)
{
- alpha_j_symb_id = symbol_table.addSymbol(varname, SymbolType::parameter);
+ alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
ssum = AddPlus(ssum,
AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
@@ -4191,51 +3921,56 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode *>(target_base_diff_node), fs)), fp));
addEquation(neweq, -1);
neqs++;
- /* The growth correction term is not added to the definition of Z₁
- because the latter is recursive. Rather put it at the level of the
- substition of pac_expectation operator. */
- expr_t growth_correction = growth ? AddTimes(AddVariable(pac_growth_neutrality_params.at(name)), growth) : Zero;
- pac_expectation_substitution[{name, eqtag}] = AddPlus(AddVariable(mce_z1_symb_id), growth_correction);
}
- cout << "Pac Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
+ cout << "PAC Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
}
void
-DynamicModel::createPacGrowthNeutralityParameter(const string &pac_model_name)
+DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
+ const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ expr_t growth,
+ const map<string, int> &pac_growth_neutrality_params,
+ const map<pair<string, string>, int> &pac_mce_z1_symb_ids,
+ map<pair<string, string>, expr_t> &pac_expectation_substitution)
{
- string param_name = pac_model_name + "_pac_growth_neutrality_correction";
- try
+ for (const auto &[key, val] : eqtag_and_lag)
{
- int param_idx = symbol_table.addSymbol(param_name, SymbolType::parameter);
- pac_growth_neutrality_params[pac_model_name] = param_idx;
- }
- catch (SymbolTable::AlreadyDeclaredException)
- {
- cerr << "The parameter '" << param_name << "' conflicts with the auxiliary parameter that will be generated for the growth neutrality correction of the '" << pac_model_name << "' PAC model. Please rename that parameter." << endl;
- exit(EXIT_FAILURE);
+ auto &[name2, eqtag] = key;
+ if (name2 != name)
+ continue;
+
+ int mce_z1_symb_id = pac_mce_z1_symb_ids.at({name, val.first});
+
+ /* The growth correction term is not added to the definition of Z₁
+ because the latter is recursive. Rather put it at the level of the
+ substition of pac_expectation operator. */
+ expr_t growth_correction = growth ? AddTimes(AddVariable(pac_growth_neutrality_params.at(name)), growth) : Zero;
+ pac_expectation_substitution[{name, eqtag}] = AddPlus(AddVariable(mce_z1_symb_id), growth_correction);
}
}
void
-DynamicModel::fillPacModelInfo(const string &pac_model_name,
- vector<int> lhs,
- int max_lag,
- string aux_model_type,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
- const vector<bool> &nonstationary,
- expr_t growth)
+DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
+ const vector<int> &lhs,
+ int max_lag,
+ const string &aux_model_type,
+ const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ const vector<bool> &nonstationary,
+ expr_t growth,
+ const map<string, int> &pac_growth_neutrality_params,
+ map<pair<string, string>, vector<int>> &pac_h0_indices,
+ map<pair<string, string>, vector<int>> &pac_h1_indices,
+ map<pair<string, string>, expr_t> &pac_expectation_substitution)
{
- pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
-
bool stationary_vars_present = any_of(nonstationary.begin(), nonstationary.end(), logical_not<bool>());
bool nonstationary_vars_present = any_of(nonstationary.begin(), nonstationary.end(), [](bool b) { return b; }); // FIXME: use std::identity instead of an anonymous function when we upgrade to C++20
- for (auto pac_models_and_eqtags : pac_eqtag_and_lag)
+ for (const auto &[key, val] : eqtag_and_lag)
{
- if (pac_models_and_eqtags.first.first != pac_model_name)
+ auto &[name2, eqtag] = key;
+ if (name2 != name)
continue;
- string eqtag = pac_models_and_eqtags.first.second;
- string standard_eqtag = pac_models_and_eqtags.second.first;
+ auto &standard_eqtag = val.first;
expr_t subExpr = Zero;
if (stationary_vars_present)
{
@@ -4243,21 +3978,21 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
{
/* If the auxiliary model is a VAR, add a parameter corresponding
to the constant. */
- string param_name_h0 = "h0_" + pac_model_name + "_" + standard_eqtag + "_constant";
+ string param_name_h0 = "h0_" + name + "_" + standard_eqtag + "_constant";
int new_param_symb_id = symbol_table.addSymbol(param_name_h0, SymbolType::parameter);
- pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ pac_h0_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
stringstream param_name_h0;
- param_name_h0 << "h0_" << pac_model_name
+ param_name_h0 << "h0_" << name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h0.str(), SymbolType::parameter);
- pac_h0_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ pac_h0_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
@@ -4270,21 +4005,21 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
{
/* If the auxiliary model is a VAR, add a parameter corresponding
to the constant. */
- string param_name_h1 = "h1_" + pac_model_name + "_" + standard_eqtag + "_constant";
+ string param_name_h1 = "h1_" + name + "_" + standard_eqtag + "_constant";
int new_param_symb_id = symbol_table.addSymbol(param_name_h1, SymbolType::parameter);
- pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ pac_h1_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr, AddVariable(new_param_symb_id));
}
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
stringstream param_name_h1;
- param_name_h1 << "h1_" << pac_model_name
+ param_name_h1 << "h1_" << name
<< "_" << standard_eqtag
<< "_var_" << symbol_table.getName(lhsit)
<< "_lag_" << i;
int new_param_symb_id = symbol_table.addSymbol(param_name_h1.str(), SymbolType::parameter);
- pac_h1_indices[{pac_model_name, standard_eqtag}].push_back(new_param_symb_id);
+ pac_h1_indices[{name, standard_eqtag}].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
@@ -4293,29 +4028,26 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
if (growth)
{
- int growth_param_index = pac_growth_neutrality_params.at(pac_model_name);
+ int growth_param_index = pac_growth_neutrality_params.at(name);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(growth_param_index), growth));
}
- pac_expectation_substitution[{pac_model_name, eqtag}] = subExpr;
+ pac_expectation_substitution[{name, eqtag}] = subExpr;
}
- pac_model_info[pac_model_name] = {move(lhs), move(aux_model_type)};
}
void
-DynamicModel::substitutePacExpectation(const string &pac_model_name)
+DynamicModel::substitutePacExpectation(const map<pair<string, string>, expr_t> &pac_expectation_substitution)
{
- for (auto &it : pac_expectation_substitution)
- if (it.first.first == pac_model_name)
- for (auto &equation : equations)
- if (equation_tags.exists(&equation - &equations[0], "name", it.first.second))
- {
- auto substeq = dynamic_cast<BinaryOpNode *>(equation->substitutePacExpectation(pac_model_name, it.second));
- assert(substeq);
- equation = substeq;
- break;
- }
+ for (auto &[key, substexpr] : pac_expectation_substitution)
+ {
+ auto &[model_name, eq_name] = key;
+ int eq = equation_tags.getEqnByTag("name", eq_name);
+ auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq]->substitutePacExpectation(model_name, substexpr));
+ assert(substeq);
+ equations[eq] = substeq;
+ }
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 2edbe0f96b73a0bcdb3e2b7edb53e52f2588114c..d493837efc6c9eb470ecb8950dcf4b653f811809 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -122,35 +122,6 @@ private:
//! Used for var_expectation and var_model
map<string, set<int>> var_expectation_functions_to_write;
- //! store symb_ids for alphas created in addPacModelConsistentExpectationEquation
- //! (pac_model_name, standardized_eqtag) -> mce_alpha_symb_id
- map<pair<string, string>, vector<int>> pac_mce_alpha_symb_ids;
- //! store symb_ids for h0, h1 parameters
- //! (pac_model_name, standardized_eqtag) -> parameter symb_ids
- map<pair<string, string>, vector<int>> pac_h0_indices, pac_h1_indices;
- //! store symb_ids for z1s created in addPacModelConsistentExpectationEquation
- //! (pac_model_name, standardized_eqtag) -> mce_z1_symb_id
- map<pair<string, string>, int> pac_mce_z1_symb_ids;
- //! Store lag info for pac equations
- //! (pac_model_name, equation_tag) -> (standardized_eqtag, lag)
- map<pair<string, string>, pair<string, int>> pac_eqtag_and_lag;
- // Store indices for growth neutrality parameters
- // pac_model_name -> growth_param_index
- map<string, int> pac_growth_neutrality_params;
-
- //! (pac_model_name, equation_tag) -> expr_t
- map<pair<string, string>, expr_t> pac_expectation_substitution;
-
- //! Store info about backward PAC models:
- //! pac_model_name -> (lhsvars, aux_model_type)
- map<string, pair<vector<int>, string>> pac_model_info;
-
- //! Store info about pac models specific to the equation they appear in
- //! (pac_model_name, standardized_eqtag) ->
- //! (lhs, 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)
- map<pair<string, string>,
- tuple<pair<int, int>, int, vector<tuple<int, 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;
-
//! Writes dynamic model file (Matlab version)
void writeDynamicMFile(const string &basename) const;
//! Writes dynamic model file (Julia version)
@@ -415,27 +386,6 @@ public:
//! in the trend_component model
void updateVarAndTrendModel() const;
- //! Get Pac equation parameter info
- map<pair<string, string>, pair<string, int>> walkPacParameters(const string &name);
-
- // Create the growth neutrality parameter of a given PAC model (when the
- // “growth” option has been passed)
- void createPacGrowthNeutralityParameter(const string &pac_model_name);
-
- //! Add var_model info to pac_expectation nodes
- // Must be called after createPacGrowthNeutralityParameter() has been called
- // on the relevant models
- void fillPacModelInfo(const string &pac_model_name,
- vector<int> lhs,
- int max_lag,
- string aux_model_type,
- const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
- const vector<bool> &nonstationary,
- expr_t growth);
-
- //! Substitutes pac_expectation operator with expectation based on auxiliary model
- void substitutePacExpectation(const string &pac_model_name);
-
//! Writes dynamic model file
void writeDynamicFile(const string &basename, bool block, bool bytecode, bool use_dll, const string &mexext, const filesystem::path &matlabroot, const filesystem::path &dynareroot, bool julia) const;
//! Writes file containing parameters derivatives
@@ -563,6 +513,8 @@ public:
//! Substitute VarExpectation operators
void substituteVarExpectation(const map<string, expr_t> &subst_table);
+ void analyzePacEquationStructure(const string &name, map<pair<string, string>, pair<string, int>> &eqtag_and_lag, PacModelTable::equation_info_t &pac_equation_info);
+
// Exception thrown by getPacTargetSymbId()
class PacTargetNotIdentifiedException
{
@@ -576,13 +528,42 @@ public:
//! Return target of the pac equation
int getPacTargetSymbId(const string &pac_model_name) const;
- //! Declare Z1 variables before creating aux vars so it comes right after the endo names declared by the user
- void declarePacModelConsistentExpectationEndogs(const string &name);
-
- //! Add model consistent expectation equation for pac model
+ /* For a PAC MCE model, add the variable and the equation defining Z₁.
+ The symbol IDs of the new endogenous and parameters are also added to
+ pac_mce_{z1,alpha}_symb_ids. */
void addPacModelConsistentExpectationEquation(const string &name, int discount,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
- ExprNode::subst_table_t &diff_subst_table, expr_t growth);
+ ExprNode::subst_table_t &diff_subst_table,
+ map<pair<string, string>, int> &pac_mce_z1_symb_ids,
+ map<pair<string, string>, vector<int>> &pac_mce_alpha_symb_ids);
+
+ /* For a PAC MCE model, fill pac_expectation_substitution with the
+ expression that will be substituted for the pac_expectation operator */
+ void computePacModelConsistentExpectationSubstitution(const string &name,
+ const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ expr_t growth,
+ const map<string, int> &pac_growth_neutrality_params,
+ const map<pair<string, string>, int> &pac_mce_z1_symb_ids,
+ map<pair<string, string>, expr_t> &pac_expectation_substitution);
+
+
+ /* For a PAC backward model, fill pac_expectation_substitution with the
+ expression that will be substituted for the pac_expectation operator.
+ The symbol IDs of the new parameters are also added to pac_{h0,h1}_indices. */
+ void computePacBackwardExpectationSubstitution(const string &name,
+ const vector<int> &lhs,
+ int max_lag,
+ const string &aux_model_type,
+ const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
+ const vector<bool> &nonstationary,
+ expr_t growth,
+ const map<string, int> &pac_growth_neutrality_params,
+ map<pair<string, string>, vector<int>> &pac_h0_indices,
+ map<pair<string, string>, vector<int>> &pac_h1_indices,
+ map<pair<string, string>, expr_t> &pac_expectation_substitution);
+
+ //! Substitutes pac_expectation operator with expectation based on auxiliary model
+ void substitutePacExpectation(const map<pair<string, string>, expr_t> &pac_expectation_substitution);
//! Table to undiff LHS variables for pac vector z
vector<int> getUndiffLHSForPac(const string &aux_model_name,
diff --git a/src/SubModel.cc b/src/SubModel.cc
index 0866b4f2b19c3e10fcdb1282122424d18b23a93c..f6f9ee7b6b961e06756529625427103fc3b1012e 100644
--- a/src/SubModel.cc
+++ b/src/SubModel.cc
@@ -815,6 +815,9 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
DynamicModel &dynamic_model, const VarModelTable &var_model_table,
const TrendComponentModelTable &trend_component_model_table)
{
+ // (model name, eq_name) → expression for pac_expectation
+ map<pair<string, string>, expr_t> pac_expectation_substitution;
+
for (const auto &name : names)
{
/* Fill the growth_info structure.
@@ -837,32 +840,22 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
}
}
- // Declare endogenous used for PAC model-consistent expectations
- if (aux_model_name[name].empty())
- dynamic_model.declarePacModelConsistentExpectationEndogs(name);
-
- // Declare parameter for growth neutrality correction
- if (growth[name])
- dynamic_model.createPacGrowthNeutralityParameter(name);
-
- // Substitute pac_expectation operators
+ // Collect some information about PAC models
int max_lag;
- vector<int> lhs;
vector<bool> nonstationary;
- string aux_model_type;
if (trend_component_model_table.isExistingTrendComponentModelName(aux_model_name[name]))
{
- aux_model_type = "trend_component";
+ aux_model_type[name] = "trend_component";
max_lag = trend_component_model_table.getMaxLag(aux_model_name[name]) + 1;
- lhs = dynamic_model.getUndiffLHSForPac(aux_model_name[name], diff_subst_table);
+ lhs[name] = dynamic_model.getUndiffLHSForPac(aux_model_name[name], diff_subst_table);
// All lhs variables in a trend component model are nonstationary
nonstationary.insert(nonstationary.end(), trend_component_model_table.getDiff(aux_model_name[name]).size(), true);
}
else if (var_model_table.isExistingVarModelName(aux_model_name[name]))
{
- aux_model_type = "var";
+ aux_model_type[name] = "var";
max_lag = var_model_table.getMaxLag(aux_model_name[name]);
- lhs = var_model_table.getLhs(aux_model_name[name]);
+ lhs[name] = var_model_table.getLhs(aux_model_name[name]);
// nonstationary variables in a VAR are those that are in diff
nonstationary = var_model_table.getDiff(aux_model_name[name]);
}
@@ -873,19 +866,49 @@ PacModelTable::transformPass(ExprNode::subst_table_t &diff_subst_table,
cerr << "Error: aux_model_name not recognized as VAR model or Trend Component model" << endl;
exit(EXIT_FAILURE);
}
+ dynamic_model.analyzePacEquationStructure(name, eqtag_and_lag, equation_info);
+
+ // Declare parameter for growth neutrality correction
+ if (growth[name])
+ {
+ string param_name = name + "_pac_growth_neutrality_correction";
+ try
+ {
+ int param_idx = symbol_table.addSymbol(param_name, SymbolType::parameter);
+ growth_neutrality_params[name] = param_idx;
+ }
+ catch (SymbolTable::AlreadyDeclaredException)
+ {
+ cerr << "The variable/parameter '" << param_name << "' conflicts with the auxiliary parameter that will be generated for the growth neutrality correction of the '" << name << "' PAC model. Please rename that parameter." << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
- auto eqtag_and_lag = dynamic_model.walkPacParameters(name);
+ // In the MCE case, add the variable and the equation defining Z₁
if (aux_model_name[name].empty())
dynamic_model.addPacModelConsistentExpectationEquation(name, symbol_table.getID(discount[name]),
eqtag_and_lag, diff_subst_table,
- growth[name]);
- else
- dynamic_model.fillPacModelInfo(name, lhs, max_lag, aux_model_type,
- eqtag_and_lag, nonstationary, growth[name]);
+ mce_z1_symb_ids, mce_alpha_symb_ids);
- dynamic_model.substitutePacExpectation(name);
+ // Compute the expressions that will be substituted for the pac_expectation operators
+ if (aux_model_name[name].empty())
+ dynamic_model.computePacModelConsistentExpectationSubstitution(name, eqtag_and_lag,
+ growth[name],
+ growth_neutrality_params,
+ mce_z1_symb_ids,
+ pac_expectation_substitution);
+ else
+ dynamic_model.computePacBackwardExpectationSubstitution(name, lhs[name], max_lag,
+ aux_model_type[name],
+ eqtag_and_lag, nonstationary,
+ growth[name],
+ growth_neutrality_params,
+ h0_indices, h1_indices,
+ pac_expectation_substitution);
}
+ // Actually perform the substitution of pac_expectation
+ dynamic_model.substitutePacExpectation(pac_expectation_substitution);
dynamic_model.checkNoRemainingPacExpectation();
}
@@ -951,6 +974,237 @@ PacModelTable::writeOutput(const string &basename, ostream &output) const
}
}
}
+
+ // Write PAC Model Consistent Expectation parameter info
+ for (auto &[key, ids] : mce_alpha_symb_ids)
+ {
+ output << "M_.pac." << key.first << ".equations." << key.second << ".mce.alpha = [";
+ for (auto id : ids)
+ output << symbol_table.getTypeSpecificID(id) + 1 << " ";
+ output << "];" << endl;
+ }
+
+ // Write PAC Model Consistent Expectation Z1 info
+ for (auto &[key, id] : mce_z1_symb_ids)
+ output << "M_.pac." << key.first << ".equations." << key.second << ".mce.z1 = "
+ << symbol_table.getTypeSpecificID(id) + 1 << ";" << endl;
+
+ // Write PAC lag info
+ for (auto &[key, val] : eqtag_and_lag)
+ output << "M_.pac." << key.first << ".equations." << val.first << ".max_lag = " << val.second << ";" << endl;
+
+ // Write PAC equation tag info
+ map<string, vector<pair<string, string>>> for_writing;
+ for (auto &[key, val] : eqtag_and_lag)
+ for_writing[key.first].emplace_back(key.second, val.first);
+
+ for (auto &[key, val] : for_writing)
+ {
+ output << "M_.pac." << key << ".tag_map = [";
+ for (auto &[eqtag, standard_eqtag] : val)
+ output << "{'" << eqtag << "', '" << standard_eqtag << "'};";
+ output << "];" << endl;
+ }
+
+ for (auto &[model, growth_neutrality_param_index] : growth_neutrality_params)
+ output << "M_.pac." << model << ".growth_neutrality_param_index = "
+ << symbol_table.getTypeSpecificID(growth_neutrality_param_index) + 1 << ";" << endl;
+
+ for (auto &[model, lhs] : lhs)
+ {
+ output << "M_.pac." << model << ".lhs = [";
+ for (auto id : lhs)
+ output << id + 1 << " ";
+ output << "];" << endl;
+ }
+
+ for (auto &[model, type] : aux_model_type)
+ output << "M_.pac." << model << ".auxiliary_model_type = '" << type << "';" << endl;
+
+ for (auto &[key, val] : equation_info)
+ {
+ auto [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] = val;
+ string substruct = key.first + ".equations." + key.second + ".";
+
+ output << "M_.pac." << substruct << "lhs_var = "
+ << symbol_table.getTypeSpecificID(lhs_pac_var.first) + 1 << ";" << endl;
+
+ if (optim_share_index >= 0)
+ output << "M_.pac." << substruct << "share_of_optimizing_agents_index = "
+ << symbol_table.getTypeSpecificID(optim_share_index) + 1 << ";" << endl;
+
+ output << "M_.pac." << substruct << "ec.params = "
+ << symbol_table.getTypeSpecificID(ec_params_and_vars.first) + 1 << ";" << endl
+ << "M_.pac." << substruct << "ec.vars = [";
+ for (auto it : ec_params_and_vars.second)
+ output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "ec.istarget = [";
+ for (auto it : ec_params_and_vars.second)
+ output << (get<1>(it) ? "true " : "false ");
+ output << "];" << endl
+ << "M_.pac." << substruct << "ec.scale = [";
+ for (auto it : ec_params_and_vars.second)
+ output << get<2>(it) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "ec.isendo = [";
+ for (auto it : ec_params_and_vars.second)
+ 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
+ << "M_.pac." << substruct << "ar.params = [";
+ for (auto &[pid, vid, vlag] : ar_params_and_vars)
+ output << (pid != -1 ? symbol_table.getTypeSpecificID(pid) + 1 : -1) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "ar.vars = [";
+ for (auto &[pid, vid, vlag] : ar_params_and_vars)
+ output << (vid != -1 ? symbol_table.getTypeSpecificID(vid) + 1 : -1) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "ar.lags = [";
+ for (auto &[pid, vid, vlag] : ar_params_and_vars)
+ output << vlag << " ";
+ output << "];" << endl;
+ if (!non_optim_vars_params_and_constants.empty())
+ {
+ output << "M_.pac." << substruct << "non_optimizing_behaviour.params = [";
+ for (auto &it : non_optim_vars_params_and_constants)
+ if (get<2>(it) >= 0)
+ output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
+ else
+ output << "NaN ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "non_optimizing_behaviour.vars = [";
+ for (auto &it : non_optim_vars_params_and_constants)
+ output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "non_optimizing_behaviour.isendo = [";
+ for (auto &it : non_optim_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
+ << "M_.pac." << substruct << "non_optimizing_behaviour.lags = [";
+ for (auto &it : non_optim_vars_params_and_constants)
+ output << get<1>(it) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "non_optimizing_behaviour.scaling_factor = [";
+ for (auto &it : non_optim_vars_params_and_constants)
+ output << get<3>(it) << " ";
+ output << "];" << endl;
+ }
+ if (!additive_vars_params_and_constants.empty())
+ {
+ output << "M_.pac." << substruct << "additive.params = [";
+ for (auto &it : additive_vars_params_and_constants)
+ if (get<2>(it) >= 0)
+ output << symbol_table.getTypeSpecificID(get<2>(it)) + 1 << " ";
+ else
+ output << "NaN ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "additive.vars = [";
+ for (auto &it : additive_vars_params_and_constants)
+ output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "additive.isendo = [";
+ for (auto &it : 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
+ << "M_.pac." << substruct << "additive.lags = [";
+ for (auto &it : additive_vars_params_and_constants)
+ output << get<1>(it) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "additive.scaling_factor = [";
+ for (auto &it : additive_vars_params_and_constants)
+ output << get<3>(it) << " ";
+ output << "];" << endl;
+ }
+ if (!optim_additive_vars_params_and_constants.empty())
+ {
+ output << "M_.pac." << substruct << "optim_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
+ << "M_.pac." << substruct << "optim_additive.vars = [";
+ for (auto &it : optim_additive_vars_params_and_constants)
+ output << symbol_table.getTypeSpecificID(get<0>(it)) + 1 << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "optim_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
+ << "M_.pac." << substruct << "optim_additive.lags = [";
+ for (auto &it : optim_additive_vars_params_and_constants)
+ output << get<1>(it) << " ";
+ output << "];" << endl
+ << "M_.pac." << substruct << "optim_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 << "M_.pac." << substruct << "h0_param_indices = [];" << endl
+ << "M_.pac." << substruct << "h1_param_indices = [];" << endl;
+ }
+
+ for (auto &[model_eqtag, symb_ids] : h0_indices)
+ {
+ output << "M_.pac." << model_eqtag.first << ".equations." << model_eqtag.second << ".h0_param_indices = [";
+ for (auto it : symb_ids)
+ output << symbol_table.getTypeSpecificID(it) + 1 << " ";
+ output << "];" << endl;
+ }
+
+ for (auto &[model_eqtag, symb_ids] : h1_indices)
+ {
+ output << "M_.pac." << model_eqtag.first << ".equations." << model_eqtag.second << ".h1_param_indices = [";
+ for (auto it : symb_ids)
+ output << symbol_table.getTypeSpecificID(it) + 1 << " ";
+ output << "];" << endl;
+ }
}
void
diff --git a/src/SubModel.hh b/src/SubModel.hh
index bb1b798c01d8b59f2c6ad6be32f35bbe182bcc80..a4fe19063cb8a35a83c393eaccc37fa0b17ff990 100644
--- a/src/SubModel.hh
+++ b/src/SubModel.hh
@@ -200,6 +200,39 @@ private:
// The growth expressions belong to the main dynamic_model from the ModFile instance
map<string, expr_t> growth, original_growth;
map<string, vector<tuple<int, int, int, double>>> growth_info;
+
+ /* Stores symb_ids for alphas created by DynamicModel::addPacModelConsistentExpectationEquation()
+ (pac_model_name, standardized_eqtag) -> mce_alpha_symb_ids */
+ map<pair<string, string>, vector<int>> mce_alpha_symb_ids;
+ /* Stores symb_ids for z1s created by DynamicModel::addPacModelConsistentExpectationEquation()
+ (pac_model_name, standardized_eqtag) -> mce_z1_symb_id */
+ map<pair<string, string>, int> mce_z1_symb_ids;
+ /* Stores symb_ids for h0, h1 parameters
+ (pac_model_name, standardized_eqtag) -> parameter symb_ids */
+ map<pair<string, string>, vector<int>> h0_indices, h1_indices;
+ /* Stores indices for growth neutrality parameters
+ pac_model_name -> growth_neutrality_param_index */
+ map<string, int> growth_neutrality_params;
+
+ // Stores LHS vars (only for backward PAC models)
+ map<string, vector<int>> lhs;
+
+ // Stores auxiliary model type (only for backward PAC models)
+ map<string, string> aux_model_type;
+
+ /* Stores lag info for pac equations
+ (pac_model_name, equation_tag) -> (standardized_eqtag, lag) */
+ map<pair<string, string>, pair<string, int>> eqtag_and_lag;
+public:
+ /* Stores info about PAC models specific to the equation they appear in
+ (pac_model_name, standardized_eqtag) ->
+ (lhs, 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)
+ */
+ using equation_info_t = map<pair<string, string>,
+ tuple<pair<int, int>, int, vector<tuple<int, 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>>>>;
+private:
+ equation_info_t equation_info;
+
public:
explicit PacModelTable(SymbolTable &symbol_table_arg);
void addPacModel(string name_arg, string aux_model_name_arg, string discount_arg, expr_t growth_arg);