From a0f74f5c16b9a1826069797a5fa9ebce2ae7777f Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 13 May 2019 17:43:16 +0200
Subject: [PATCH] pac growth: allow linear combination
---
src/ComputingTasks.cc | 136 ++++++++++++------------------------------
src/ComputingTasks.hh | 4 +-
src/DynamicModel.cc | 9 ++-
src/DynamicModel.hh | 2 +-
src/ModFile.cc | 2 +-
5 files changed, 46 insertions(+), 107 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 814eec45..fa84b3c7 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -275,66 +275,25 @@ PacModelStatement::PacModelStatement(string name_arg,
original_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}
+ symbol_table{symbol_table_arg}
{
}
-void
-PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
-{
- if (growth == nullptr)
- return;
-
- auto *vn = dynamic_cast<VariableNode *>(growth);
- if (vn != nullptr)
- {
- mod_file_struct.pac_params.insert(vn->symb_id);
- mod_file_struct.pac_params.insert(vn->lag);
- }
-
- auto *uon = dynamic_cast<UnaryOpNode *>(growth);
- if (uon != nullptr)
- if (uon->op_code == UnaryOpcode::diff)
- {
- auto *uonvn = dynamic_cast<VariableNode *>(uon->arg);
- auto *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 << "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(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;
- auto *vn = dynamic_cast<VariableNode *>(growth);
- if (vn == nullptr)
+ try
+ {
+ growth_info = growth->matchLinearCombinationOfVariables();
+ }
+ catch (ExprNode::MatchFailureException &e)
{
- cerr << "PacModelStatement::overwriteGrowth: Internal Dynare error: should not arrive here" << endl;
+ cerr << "Pac growth must be a linear combination of varibles" << endl;
+ exit(EXIT_FAILURE);
}
- growth_symb_id = vn->symb_id;
- growth_lag = vn->lag;
}
void
@@ -349,8 +308,20 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
output << "M_.pac." << name << ".steady_state_growth_rate = "
<< symbol_table.getTypeSpecificID(steady_state_growth_rate_symb_id) + 1 << ";" << endl;
- if (growth_symb_id >= 0)
+ size_t nlc = growth_info.size();
+ output << "M_.pac." << name << ".growth_index = repmat(-1, " << nlc << ", 1);" << endl
+ << "M_.pac." << name << ".growth_lag = zeros(" << nlc << ", 1);" << endl
+ << "M_.pac." << name << ".growth_param_id = repmat(-1, " << nlc << ", 1);" << endl
+ << "M_.pac." << name << ".growth_constant = zeros(" << nlc << ", 1);" << endl
+ << "M_.pac." << name << ".growth_type = repmat({''}, " << nlc << ", 1);" << endl
+ << "M_.pac." << name << ".growth_part_str = repmat({''}, " << nlc << ", 1);" << endl;
+ int i = 0;
+ for (auto & it : growth_info)
{
+ i++;
+ int growth_symb_id, growth_lag, param_id = -1;
+ double constant = 0;
+ tie(growth_symb_id, growth_lag, param_id, constant) = it;
string growth_type;
switch (symbol_table.getType(growth_symb_id))
{
@@ -372,12 +343,8 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
{
// case when this is not the highest lag of the growth variable
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, growth_lag);
- output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
- << "M_.pac." << name << ".growth_lag = 0;" << endl
- << "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
- << "M_.pac." << name << ".growth_str = '";
- original_growth->writeJsonOutput(output, {}, {}, true);
- output << "';" << endl;
+ output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
+ << "M_.pac." << name << ".growth_lag(" << i << ") = 0;" << endl;
}
catch (...)
{
@@ -386,25 +353,25 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
// case when this is the highest lag of the growth variable
int tmp_growth_lag = growth_lag + 1;
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, tmp_growth_lag);
- output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
- << "M_.pac." << name << ".growth_lag = -1;" << endl
- << "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
- << "M_.pac." << name << ".growth_str = '";
- original_growth->writeJsonOutput(output, {}, {}, true);
- output << "';" << endl;
+ output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
+ << "M_.pac." << name << ".growth_lag(" << i << ") = -1;" << endl;
}
catch (...)
{
// case when there is no aux var for the variable
- output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ";" << endl
- << "M_.pac." << name << ".growth_lag = " << growth_lag << ";" << endl
- << "M_.pac." << name << ".growth_type = '" << growth_type << "';" << endl
- << "M_.pac." << name << ".growth_str = '";
- original_growth->writeJsonOutput(output, {}, {}, true);
- output << "';" << endl;
+ output << "M_.pac." << name << ".growth_index(" << i << ") = " << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ";" << endl
+ << "M_.pac." << name << ".growth_lag(" << i << ") = " << growth_lag << ";" << endl;
}
}
+
+ output << "M_.pac." << name << ".growth_param_id(" << i << ") = "
+ << (param_id == -1 ? -1 : symbol_table.getTypeSpecificID(param_id)) + 1 << ";" << endl
+ << "M_.pac." << name << ".growth_constant(" << i << ") = " << constant << ";" << endl
+ << "M_.pac." << name << ".growth_type{" << i << "} = '" << growth_type << "';" << endl;
}
+ output << "M_.pac." << name << ".growth_str = '";
+ original_growth->writeJsonOutput(output, {}, {}, true);
+ output << "';" << endl;
}
void
@@ -413,35 +380,10 @@ PacModelStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "pac_model",)"
<< R"("model_name": ")" << name << R"(",)"
<< R"("auxiliary_model_name": ")" << aux_model_name << R"(",)"
- << R"("discount_index": )" << symbol_table.getTypeSpecificID(discount) + 1;
-
- if (growth_symb_id >= 0)
- {
- string growth_type;
- switch (symbol_table.getType(growth_symb_id))
- {
- case SymbolType::endogenous:
- growth_type = "endogenous";
- break;
- case SymbolType::exogenous:
- growth_type = "exogenous";
- break;
- case SymbolType::parameter:
- growth_type = "parameter";
- break;
- default:
- {
- }
- }
- output << ","
- << R"("growth_index": )" << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ","
- << R"("growth_lag": )" << growth_lag << ","
- << R"("growth_type": ")" << growth_type << R"(",)" << endl
- << R"("growth_str": ")";
- original_growth->writeJsonOutput(output, {}, {}, true);
- output << R"(")" << endl;
- }
- output << "}";
+ << R"("discount_index": )" << symbol_table.getTypeSpecificID(discount) + 1
+ << R"("growth_str": ")";
+ original_growth->writeJsonOutput(output, {}, {}, true);
+ output << R"("})" << endl;
}
VarEstimationStatement::VarEstimationStatement(OptionsList options_list_arg) :
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 24e6de75..d6c19e4e 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -143,9 +143,8 @@ private:
const double steady_state_growth_rate_number;
const int steady_state_growth_rate_symb_id;
const SymbolTable &symbol_table;
+ vector<tuple<int, int, int, double>> growth_info;
public:
- int growth_symb_id;
- int growth_lag;
PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
@@ -153,7 +152,6 @@ public:
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 81917191..fd2b5a8d 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -4729,7 +4729,7 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
string aux_model_type,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
- int growth_symb_id, int growth_lag)
+ expr_t growth)
{
pac_eqtag_and_lag.insert(eqtag_and_lag.begin(), eqtag_and_lag.end());
@@ -4745,7 +4745,7 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
stationary_vars_present = true;
int growth_param_index = -1;
- if (growth_symb_id >= 0)
+ if (growth != nullptr)
growth_param_index = symbol_table.addSymbol(pac_model_name +
"_pac_growth_neutrality_correction",
SymbolType::parameter);
@@ -4789,10 +4789,9 @@ DynamicModel::fillPacModelInfo(const string &pac_model_name,
AddVariable(lhsit, -i)));
}
- if (growth_symb_id >= 0)
+ if (growth != nullptr)
subExpr = AddPlus(subExpr,
- AddTimes(AddVariable(growth_param_index),
- AddVariable(growth_symb_id, growth_lag)));
+ AddTimes(AddVariable(growth_param_index), growth));
pac_expectation_substitution[{pac_model_name, eqtag}] = subExpr;
}
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 324fa8b7..ddd991fe 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -352,7 +352,7 @@ public:
string aux_model_type,
const map<pair<string, string>, pair<string, int>> &eqtag_and_lag,
const vector<bool> &nonstationary,
- int growth_symb_id, int growth_lag);
+ expr_t growth);
//! Substitutes pac_expectation operator with expectation based on auxiliary model
void substitutePacExpectation(const string & pac_model_name);
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 159bf6b6..d395a38b 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -471,7 +471,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
eqtag_and_lag, diff_subst_table);
else
dynamic_model.fillPacModelInfo(pms->name, lhs, max_lag, aux_model_type,
- eqtag_and_lag, nonstationary, pms->growth_symb_id, pms->growth_lag);
+ eqtag_and_lag, nonstationary, pms->growth);
dynamic_model.substitutePacExpectation(pms->name);
}
}
--
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