From 784dd4122afe0f68ac2d0f903c0625b9c7e50b4f Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 31 Aug 2021 17:54:20 +0200
Subject: [PATCH] =?UTF-8?q?PAC:=20generate=20the=20=E2=80=9Cgrowth=5Fneutr?=
=?UTF-8?q?ality=5Fparam=5Findex=E2=80=9D=20MATLAB=20field=20for=20MCE=20m?=
=?UTF-8?q?odels?=
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Previously it was only generated in the case of backward PAC models.
---
src/DynamicModel.cc | 42 ++++++++++++++++++++++++------------------
src/DynamicModel.hh | 16 +++++++++++++---
src/ModFile.cc | 3 +++
3 files changed, 40 insertions(+), 21 deletions(-)
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index 81d3612c..78e102e3 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -114,6 +114,7 @@ DynamicModel::DynamicModel(const DynamicModel &m) :
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}
{
@@ -178,6 +179,7 @@ DynamicModel::operator=(const DynamicModel &m)
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;
@@ -3033,20 +3035,19 @@ DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool bl
output << "];" << endl;
}
- for (auto &it : pac_model_info)
+ 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)
{
- vector<int> lhs = get<0>(it.second);
- output << "M_.pac." << it.first << ".lhs = [";
+ auto &[lhs, aux_model_type] = values;
+ output << "M_.pac." << model << ".lhs = [";
for (auto it : lhs)
output << it + 1 << " ";
output << "];" << endl;
- if (int growth_param_index = get<1>(it.second);
- growth_param_index >= 0)
- output << "M_.pac." << it.first << ".growth_neutrality_param_index = "
- << symbol_table.getTypeSpecificID(growth_param_index) + 1 << ";" << endl;
-
- output << "M_.pac." << it.first << ".auxiliary_model_type = '" << get<2>(it.second) << "';" << endl;
+ output << "M_.pac." << model << ".auxiliary_model_type = '" << aux_model_type << "';" << endl;
}
for (auto &pit : pac_equation_info)
@@ -4194,6 +4195,14 @@ DynamicModel::addPacModelConsistentExpectationEquation(const string &name, int d
cout << "Pac Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
}
+void
+DynamicModel::createPacGrowthNeutralityParameter(const string &pac_model_name)
+{
+ int param_idx = symbol_table.addSymbol(pac_model_name +"_pac_growth_neutrality_correction",
+ SymbolType::parameter);
+ pac_growth_neutrality_params[pac_model_name] = param_idx;
+}
+
void
DynamicModel::fillPacModelInfo(const string &pac_model_name,
vector<int> lhs,
@@ -4208,12 +4217,6 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
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
- int growth_param_index = -1;
- if (growth)
- growth_param_index = symbol_table.addSymbol(pac_model_name
- +"_pac_growth_neutrality_correction",
- SymbolType::parameter);
-
for (auto pac_models_and_eqtags : pac_eqtag_and_lag)
{
if (pac_models_and_eqtags.first.first != pac_model_name)
@@ -4276,12 +4279,15 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
}
if (growth)
- subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(growth_param_index), growth));
+ {
+ int growth_param_index = pac_growth_neutrality_params.at(pac_model_name);
+ subExpr = AddPlus(subExpr,
+ AddTimes(AddVariable(growth_param_index), growth));
+ }
pac_expectation_substitution[{pac_model_name, eqtag}] = subExpr;
}
- pac_model_info[pac_model_name] = {move(lhs), growth_param_index, move(aux_model_type)};
+ pac_model_info[pac_model_name] = {move(lhs), move(aux_model_type)};
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index dead4814..7b97e8d4 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -134,13 +134,16 @@ private:
//! 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 pac models:
- //! pac_model_name -> (lhsvars, growth_param_index, aux_model_type)
- map<string, tuple<vector<int>, int, string>> pac_model_info;
+ //! 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) ->
@@ -414,7 +417,14 @@ public:
//! 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,
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 68081881..4cd14be5 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -484,6 +484,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
cerr << "Error: aux_model_name not recognized as VAR model or Trend Component model" << endl;
exit(EXIT_FAILURE);
}
+ if (pms->growth)
+ dynamic_model.createPacGrowthNeutralityParameter(pms->name);
+
auto eqtag_and_lag = dynamic_model.walkPacParameters(pms->name);
if (pms->aux_model_name.empty())
dynamic_model.addPacModelConsistentExpectationEquation(pms->name, symbol_table.getID(pms->discount),
--
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