From 4111bc8cfcf6a36e538575dd901b98ba523e457c Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 11 Dec 2019 15:49:29 +0100
Subject: [PATCH] epilogue: create _dynamic and _static files
#36
---
src/ModFile.cc | 2 +
src/ModelEquationBlock.cc | 94 +++++++++++++++++++++++++--------------
src/ModelEquationBlock.hh | 8 +++-
3 files changed, 70 insertions(+), 34 deletions(-)
diff --git a/src/ModFile.cc b/src/ModFile.cc
index d2195270..7f1e5d4a 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -519,6 +519,8 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
epilogue.detrend(trend_symbols, nonstationary_symbols);
}
+ epilogue.toStatic();
+
mod_file_struct.orig_eq_nbr = dynamic_model.equation_number();
if (mod_file_struct.ramsey_model_present)
{
diff --git a/src/ModelEquationBlock.cc b/src/ModelEquationBlock.cc
index 690b88e7..9107b1b4 100644
--- a/src/ModelEquationBlock.cc
+++ b/src/ModelEquationBlock.cc
@@ -295,8 +295,8 @@ Epilogue::Epilogue(SymbolTable &symbol_table_arg,
Epilogue::Epilogue(const Epilogue &m) :
DynamicModel {m}
{
- for (const auto &it : m.def_table)
- def_table.emplace_back(it.first, it.second->clone(*this));
+ for (const auto &it : m.dynamic_def_table)
+ dynamic_def_table.emplace_back(it.first, it.second->clone(*this));
}
Epilogue &
@@ -304,9 +304,9 @@ Epilogue::operator=(const Epilogue &m)
{
DynamicModel::operator=(m);
- def_table.clear();
- for (const auto &it : m.def_table)
- def_table.emplace_back(it.first, it.second->clone(*this));
+ dynamic_def_table.clear();
+ for (const auto &it : m.dynamic_def_table)
+ dynamic_def_table.emplace_back(it.first, it.second->clone(*this));
return *this;
}
@@ -314,17 +314,17 @@ Epilogue::operator=(const Epilogue &m)
void
Epilogue::addDefinition(int symb_id, expr_t expr)
{
- def_table.emplace_back(symb_id, expr);
+ dynamic_def_table.emplace_back(symb_id, expr);
}
void
Epilogue::checkPass(WarningConsolidation &warnings) const
{
- if (def_table.size() == 0)
+ if (dynamic_def_table.size() == 0)
return;
vector<int> so_far_defined;
- for (const auto & it : def_table)
+ for (const auto & it : dynamic_def_table)
if (find(so_far_defined.begin(), so_far_defined.end(), it.first) != so_far_defined.end())
{
cerr << "WARNING: in the 'epilogue' block, variable '" << it.first
@@ -335,25 +335,32 @@ Epilogue::checkPass(WarningConsolidation &warnings) const
so_far_defined.push_back(it.first);
}
+void
+Epilogue::toStatic()
+{
+ for (const auto & [symb_id, expr] : dynamic_def_table)
+ static_def_table.emplace_back(make_pair(symb_id, expr->toStatic(*this)));
+}
+
void
Epilogue::detrend(const map<int, expr_t> & trend_symbols_map,
const nonstationary_symbols_map_t & nonstationary_symbols_map)
{
for (auto it = nonstationary_symbols_map.crbegin();
it != nonstationary_symbols_map.crend(); it++)
- for (auto & [symb_id, expr] : def_table)
+ for (auto & [symb_id, expr] : dynamic_def_table)
{
expr = expr->detrend(it->first, it->second.first, it->second.second);
assert(expr != nullptr);
}
- for (auto & [symb_id, expr] : def_table)
+ for (auto & [symb_id, expr] : dynamic_def_table)
{
expr = expr->removeTrendLeadLag(trend_symbols_map);
assert(expr != nullptr);
}
- for (auto & [symb_id, expr] : def_table)
+ for (auto & [symb_id, expr] : dynamic_def_table)
{
expr = expr->replaceTrendVar();
assert(expr != nullptr);
@@ -363,10 +370,17 @@ Epilogue::detrend(const map<int, expr_t> & trend_symbols_map,
void
Epilogue::writeEpilogueFile(const string &basename) const
{
- if (def_table.size() == 0)
+ if (dynamic_def_table.empty())
return;
- string filename = packageDir(basename) + "/epilogue.m";
+ writeEpilogueFile(basename, true);
+ writeEpilogueFile(basename, false);
+}
+
+void
+Epilogue::writeEpilogueFile(const string & basename, bool dynamic_file) const
+{
+ string filename = packageDir(basename) + "/epilogue_" + (dynamic_file ? "dynamic" : "static") + ".m";
ofstream output;
output.open(filename, ios::out | ios::binary);
if (!output.is_open())
@@ -375,26 +389,33 @@ Epilogue::writeEpilogueFile(const string &basename) const
exit(EXIT_FAILURE);
}
- ExprNodeOutputType output_type = ExprNodeOutputType::epilogueFile;
- output << "function dseries__ = epilogue(params, dseries__)" << endl
- << "% function dseries__ = epilogue(params, dseries__)" << endl
+ output << "function dseries__ = epilogue_" << (dynamic_file ? "dynamic" : "static") << "(params, dseries__)" << endl
+ << "% function dseries__ = epilogue_" << (dynamic_file ? "dynamic" : "static") << "(params, dseries__)" << endl
<< "% Epilogue file generated by Dynare preprocessor" << endl << endl
<< "simul_end_date = lastdate(dseries__);" << endl;
+ int def_table_idx = 0;
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temporary_terms;
temporary_terms_idxs_t temporary_terms_idxs;
- for (const auto & it : def_table)
- if (it.second->containsExternalFunction())
- it.second->writeExternalFunctionOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+ for (const auto & [symb_id, expr] : dynamic_def_table)
+ {
+ if (expr->containsExternalFunction())
+ if (dynamic_file)
+ expr->writeExternalFunctionOutput(output, ExprNodeOutputType::epilogueFile, temporary_terms, temporary_terms_idxs, tef_terms);
+ else
+ static_def_table.at(def_table_idx).second->writeExternalFunctionOutput(output, ExprNodeOutputType::epilogueFile, temporary_terms, temporary_terms_idxs, tef_terms);
+ def_table_idx++;
+ }
output << endl;
- for (const auto & it : def_table)
+ def_table_idx = 0;
+ for (const auto & [symb_id, expr] : dynamic_def_table)
{
- int max_lag = it.second->maxLagWithDiffsExpanded();
+ int max_lag = expr->maxLagWithDiffsExpanded();
set<int> used_symbols;
- it.second->collectVariables(SymbolType::endogenous, used_symbols);
- it.second->collectVariables(SymbolType::exogenous, used_symbols);
- it.second->collectVariables(SymbolType::epilogue, used_symbols);
+ expr->collectVariables(SymbolType::endogenous, used_symbols);
+ expr->collectVariables(SymbolType::exogenous, used_symbols);
+ expr->collectVariables(SymbolType::epilogue, used_symbols);
output << "simul_begin_date = firstobservedperiod(dseries__{";
for (auto it1 = used_symbols.begin(); it1 != used_symbols.end(); it1++)
@@ -403,13 +424,20 @@ Epilogue::writeEpilogueFile(const string &basename) const
output << ", ";
output << "'" << symbol_table.getName(*it1) << "'";
}
- output << "}) + " << max_lag << " + 1;" << endl
- << "if ~dseries__.exist('" << symbol_table.getName(it.first) << "')" << endl
- << " dseries__ = [dseries__ dseries(NaN(dseries__.nobs,1), dseries__.firstdate, '" << symbol_table.getName(it.first)<< "')];" << endl
+ if (dynamic_file)
+ output << "}) + " << max_lag << " + 1;" << endl;
+ else
+ output << "});" << endl;
+ output << "if ~dseries__.exist('" << symbol_table.getName(symb_id) << "')" << endl
+ << " dseries__ = [dseries__ dseries(NaN(dseries__.nobs,1), dseries__.firstdate, '" << symbol_table.getName(symb_id)<< "')];" << endl
<< "end" << endl
<< "from simul_begin_date to simul_end_date do "
- << "dseries__." << symbol_table.getName(it.first) << "(t) = ";
- it.second->writeOutput(output, output_type, temporary_terms, temporary_terms_idxs, tef_terms);
+ << "dseries__." << symbol_table.getName(symb_id) << "(t) = ";
+ if (dynamic_file)
+ expr->writeOutput(output, ExprNodeOutputType::epilogueFile, temporary_terms, temporary_terms_idxs, tef_terms);
+ else
+ static_def_table.at(def_table_idx).second->writeOutput(output, ExprNodeOutputType::epilogueFile, temporary_terms, temporary_terms_idxs, tef_terms);
+ def_table_idx++;
output << ";" << endl << endl;
}
output << "end" << endl;
@@ -419,17 +447,17 @@ Epilogue::writeEpilogueFile(const string &basename) const
void
Epilogue::writeOutput(ostream &output) const
{
- if (def_table.empty())
+ if (dynamic_def_table.empty())
return;
int idx = 1;
- output << "M_.epilogue_names = cell(" << def_table.size() << ",1);" << endl;
- for (const auto & [symb_id, expr] : def_table)
+ output << "M_.epilogue_names = cell(" << dynamic_def_table.size() << ",1);" << endl;
+ for (const auto & [symb_id, expr] : dynamic_def_table)
output << "M_.epilogue_names{" << idx++ << "} = '"
<< symbol_table.getName(symb_id) << "';" << endl;
set<int> endogs;
- for (const auto & [symb_id, expr] : def_table)
+ for (const auto & [symb_id, expr] : dynamic_def_table)
expr->collectVariables(SymbolType::endogenous, endogs);
SymbolList symbol_list;
diff --git a/src/ModelEquationBlock.hh b/src/ModelEquationBlock.hh
index 434ecbf9..05f2b398 100644
--- a/src/ModelEquationBlock.hh
+++ b/src/ModelEquationBlock.hh
@@ -70,7 +70,7 @@ class Epilogue : public DynamicModel
{
private:
//! Associates a set of symbol IDs (the variable(s) assigned in a given statement) to an expression (their assigned value)
- vector<pair<int, expr_t>> def_table;
+ vector<pair<int, expr_t>> dynamic_def_table, static_def_table;
public:
Epilogue(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
@@ -89,6 +89,9 @@ public:
//! Checks that no variable is declared twice
void checkPass(WarningConsolidation &warnings) const;
+ //! Creates static epilogue equations
+ void toStatic();
+
//! Deal with trend variables in the epilogue block
void detrend(const map<int, expr_t> & trend_symbols_map,
const nonstationary_symbols_map_t & nonstationary_symbols_map);
@@ -98,6 +101,9 @@ public:
//! Write Output
void writeOutput(ostream &output) const;
+private:
+ //! Helper for public writeEpilogueFile
+ void writeEpilogueFile(const string & basename, bool dynamic_file) const;
};
--
GitLab