From d922ae8ffc2fc846943d6ce21d1e10b52672709c Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Thu, 24 Jan 2019 19:35:30 +0100
Subject: [PATCH] pac_model: permit lag on growth option
---
src/ComputingTasks.cc | 119 +++++++++++++++++++++++++-----------------
src/ComputingTasks.hh | 9 ++--
src/DynamicModel.cc | 6 +--
src/DynamicModel.hh | 4 +-
src/DynareBison.yy | 6 ++-
src/ExprNode.cc | 87 ++++++++++++++++++++++++------
src/ExprNode.hh | 33 ++++++++----
src/ModFile.cc | 6 +--
src/ParsingDriver.cc | 21 ++++----
src/ParsingDriver.hh | 8 ++-
10 files changed, 200 insertions(+), 99 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 1b19d922..01c2cf84 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -260,12 +260,14 @@ PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
PacModelStatement::PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
- string growth_arg,
+ int growth_symb_id_arg,
+ int growth_lag_arg,
const SymbolTable &symbol_table_arg) :
name{move(name_arg)},
aux_model_name{move(aux_model_name_arg)},
discount{move(discount_arg)},
- growth{move(growth_arg)},
+ growth_symb_id{growth_symb_id_arg},
+ growth_lag{growth_lag_arg},
symbol_table{symbol_table_arg}
{
}
@@ -274,8 +276,24 @@ void
PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.pac_params.insert(symbol_table.getID(discount));
- if (!growth.empty())
- mod_file_struct.pac_params.insert(symbol_table.getID(growth));
+ if (growth_symb_id >= 0)
+ {
+ switch (symbol_table.getType(growth_symb_id))
+ {
+ case SymbolType::endogenous:
+ case SymbolType::exogenous:
+ case SymbolType::parameter:
+ break;
+ default:
+ {
+ 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;
+ exit(EXIT_FAILURE);
+ }
+ }
+ mod_file_struct.pac_params.insert(growth_symb_id);
+ mod_file_struct.pac_params.insert(growth_lag);
+ }
}
void
@@ -290,27 +308,53 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
output << "M_.pac." << name << ".auxiliary_model_name = '" << aux_model_name << "';" << endl
<< "M_.pac." << name << ".discount_index = " << symbol_table.getTypeSpecificID(discount) + 1 << ";" << endl;
- if (!growth.empty())
+ if (growth_symb_id >= 0)
{
- output << "M_.pac." << name << ".growth_index = " << symbol_table.getTypeSpecificID(growth) + 1 << ";" << endl
- << "M_.pac." << name << ".growth_type = ";
- switch(symbol_table.getType(growth))
+ string growth_type;
+ switch (symbol_table.getType(growth_symb_id))
{
case SymbolType::endogenous:
- output << "'endogenous';" << endl;
+ growth_type = "endogenous";
break;
case SymbolType::exogenous:
- output << "'exogenous';" << endl;
+ growth_type = "exogenous";
break;
case SymbolType::parameter:
- output << "'parameter';" << endl;
+ growth_type = "parameter";
break;
default:
- cerr << "pac_model: error encountered in growth type" << endl;
- exit(EXIT_FAILURE);
+ {
+ }
}
- }
+ try
+ {
+ // 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;
+ }
+ catch (...)
+ {
+ try
+ {
+ // 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;
+ }
+ 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;
+ }
+ }
+ }
output << "M_.pac." << name << ".lhs = [";
for (auto it = lhs.begin(); it !=lhs.end(); it++)
{
@@ -319,24 +363,6 @@ PacModelStatement::writeOutput(ostream &output, const string &basename, bool min
output << *it + 1;
}
output << "];" << endl;
- /*
- << "M_.pac." << name << ".undiff_eqtags = {";
- for (auto it = undiff.begin(); it != undiff.end(); it++)
- {
- if (it != undiff.begin())
- output << "; ";
- output << "'" << it->first << "'";
- }
- output << "};" << endl
- << "M_.pac." << name << ".undiff_num = [";
- for (auto it = undiff.begin(); it != undiff.end(); it++)
- {
- if (it != undiff.begin())
- output << " ";
- output << it->second;
- }
- output << "];" << endl;
- */
}
void
@@ -347,37 +373,36 @@ PacModelStatement::writeJsonOutput(ostream &output) const
<< "\"auxiliary_model_name\": \"" << aux_model_name << "\","
<< "\"discount_index\": " << symbol_table.getTypeSpecificID(discount) + 1;
- if (!growth.empty())
+ if (growth_symb_id >= 0)
{
- output << ","
- << "\"growth_index\": " << symbol_table.getTypeSpecificID(growth) + 1 << ","
- << "\"growth_type\": ";
- switch(symbol_table.getType(growth))
+ string growth_type;
+ switch (symbol_table.getType(growth_symb_id))
{
case SymbolType::endogenous:
- output << "\"endogenous\"" << endl;
+ growth_type = "endogenous";
break;
case SymbolType::exogenous:
- output << "\"exogenous\"" << endl;
+ growth_type = "exogenous";
break;
case SymbolType::parameter:
- output << "\"parameter\"" << endl;
+ growth_type = "parameter";
break;
default:
- cerr << "pac_model: error encountered in growth type" << endl;
- exit(EXIT_FAILURE);
+ {
+ }
}
+ output << ","
+ << "\"growth_index\": " << symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ","
+ << "\"growth_lag\": " << growth_lag << ","
+ << "\"growth_type\": " << "\"" << growth_type << "\"" << endl;
}
output << "}";
}
-tuple<string, string, int>
+tuple<string, string, int, int>
PacModelStatement::getPacModelInfoForPacExpectation() const
{
- int growth_symb_id = -1;
- if (!growth.empty())
- growth_symb_id = symbol_table.getID(growth);
- return { name, aux_model_name, growth_symb_id };
+ return { name, aux_model_name, growth_symb_id, growth_lag };
}
VarEstimationStatement::VarEstimationStatement(OptionsList options_list_arg) :
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index f28d47d2..f61b52f3 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -140,20 +140,21 @@ private:
const string name;
const string aux_model_name;
const string discount;
- const string growth;
+ const int growth_symb_id, growth_lag;
const SymbolTable &symbol_table;
vector<int> lhs;
public:
PacModelStatement(string name_arg,
string aux_model_name_arg,
string discount_arg,
- string growth_arg,
+ int growth_symb_id_arg,
+ int growth_lag_arg,
const SymbolTable &symbol_table_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
void fillUndiffedLHS(vector<int> &lhs);
- tuple<string, string, int> getPacModelInfoForPacExpectation() const;
+ tuple<string, string, int, int> getPacModelInfoForPacExpectation() const;
};
class VarRestrictionsStatement : public Statement
diff --git a/src/DynamicModel.cc b/src/DynamicModel.cc
index fbd878af..16d69326 100644
--- a/src/DynamicModel.cc
+++ b/src/DynamicModel.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -4318,11 +4318,11 @@ DynamicModel::fillPacExpectationVarInfo(string &pac_model_name,
int max_lag,
int pac_max_lag,
vector<bool> &nonstationary,
- int growth_symb_id)
+ int growth_symb_id, int growth_lag)
{
for (size_t i = 0; i < equations.size(); i++)
equations[i]->fillPacExpectationVarInfo(pac_model_name, lhs, max_lag,
- pac_max_lag, nonstationary, growth_symb_id, i);
+ pac_max_lag, nonstationary, growth_symb_id, growth_lag, i);
}
void
diff --git a/src/DynamicModel.hh b/src/DynamicModel.hh
index 2bbdb5c7..0f77e8f8 100644
--- a/src/DynamicModel.hh
+++ b/src/DynamicModel.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -351,7 +351,7 @@ public:
int max_lag,
int pac_max_lag,
vector<bool> &nonstationary,
- int growth_symb_id);
+ int growth_symb_id, int growth_lag);
//! Substitutes pac_expectation operator
void substitutePacExpectation();
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 9b30df42..9d3cfecb 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -1,6 +1,6 @@
// -*- C++ -*-
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -3130,7 +3130,9 @@ 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.option_str("pac.growth", $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_var_name : MODEL_NAME EQUAL symbol { driver.option_str("var.model_name", $3); };
o_var_order : ORDER EQUAL INT_NUMBER { driver.option_num("var.order", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
diff --git a/src/ExprNode.cc b/src/ExprNode.cc
index d6ac99cb..f6e52e48 100644
--- a/src/ExprNode.cc
+++ b/src/ExprNode.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2007-2018 Dynare Team
+ * Copyright (C) 2007-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -638,6 +638,12 @@ NumConstNode::containsExogenous() const
return false;
}
+bool
+NumConstNode::containsParameter() const
+{
+ return false;
+}
+
expr_t
NumConstNode::replaceTrendVar() const
{
@@ -687,7 +693,7 @@ NumConstNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pa
}
void
-NumConstNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+NumConstNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@@ -1865,6 +1871,12 @@ VariableNode::containsExogenous() const
return (get_type() == SymbolType::exogenous || get_type() == SymbolType::exogenousDet);
}
+bool
+VariableNode::containsParameter() const
+{
+ return get_type() == SymbolType::parameter ? true : false;
+}
+
expr_t
VariableNode::replaceTrendVar() const
{
@@ -1980,7 +1992,7 @@ VariableNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pa
}
void
-VariableNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+VariableNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@@ -3729,6 +3741,12 @@ UnaryOpNode::containsExogenous() const
return arg->containsExogenous();
}
+bool
+UnaryOpNode::containsParameter() const
+{
+ return arg->containsParameter();
+}
+
expr_t
UnaryOpNode::replaceTrendVar() const
{
@@ -3790,9 +3808,9 @@ UnaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pai
}
void
-UnaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+UnaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
- arg->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
+ arg->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@@ -5407,6 +5425,12 @@ BinaryOpNode::containsExogenous() const
return (arg1->containsExogenous() || arg2->containsExogenous());
}
+bool
+BinaryOpNode::containsParameter() const
+{
+ return (arg1->containsParameter() || arg2->containsParameter());
+}
+
expr_t
BinaryOpNode::replaceTrendVar() const
{
@@ -5815,10 +5839,10 @@ BinaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pa
}
void
-BinaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+BinaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
- arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
- arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
+ arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
+ arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@@ -6670,6 +6694,12 @@ TrinaryOpNode::containsExogenous() const
return (arg1->containsExogenous() || arg2->containsExogenous() || arg3->containsExogenous());
}
+bool
+TrinaryOpNode::containsParameter() const
+{
+ return (arg1->containsParameter() || arg2->containsParameter() || arg3->containsParameter());
+}
+
expr_t
TrinaryOpNode::replaceTrendVar() const
{
@@ -6739,11 +6769,11 @@ TrinaryOpNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, p
}
void
-TrinaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+TrinaryOpNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
- arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
- arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
- arg3->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
+ arg1->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
+ arg2->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
+ arg3->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@@ -7223,6 +7253,15 @@ AbstractExternalFunctionNode::containsExogenous() const
return false;
}
+bool
+AbstractExternalFunctionNode::containsParameter() const
+{
+ for (auto argument : arguments)
+ if (argument->containsParameter())
+ return true;
+ return false;
+}
+
expr_t
AbstractExternalFunctionNode::replaceTrendVar() const
{
@@ -7290,10 +7329,10 @@ AbstractExternalFunctionNode::addParamInfoToPac(pair<int, int> &lhs_arg, int opt
}
void
-AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+AbstractExternalFunctionNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
for (auto argument : arguments)
- argument->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, equation_number_arg);
+ argument->fillPacExpectationVarInfo(model_name_arg, lhs_arg, max_lag_arg, pac_max_lag_arg, nonstationary_arg, growth_symb_id_arg, growth_lag_arg, equation_number_arg);
}
bool
@@ -8827,6 +8866,13 @@ VarExpectationNode::containsExogenous() const
exit(EXIT_FAILURE);
}
+bool
+VarExpectationNode::containsParameter() const
+{
+ cerr << "VarExpectationNode::containsParameter not implemented." << endl;
+ exit(EXIT_FAILURE);
+}
+
bool
VarExpectationNode::isNumConstNodeEqualTo(double value) const
{
@@ -8912,7 +8958,7 @@ VarExpectationNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_a
}
void
-VarExpectationNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+VarExpectationNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
}
@@ -9371,6 +9417,12 @@ PacExpectationNode::containsExogenous() const
return false;
}
+bool
+PacExpectationNode::containsParameter() const
+{
+ return false;
+}
+
bool
PacExpectationNode::isNumConstNodeEqualTo(double value) const
{
@@ -9505,7 +9557,7 @@ PacExpectationNode::addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_a
void
-PacExpectationNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg)
+PacExpectationNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag_arg, int equation_number_arg)
{
if (model_name != model_name_arg)
return;
@@ -9514,6 +9566,7 @@ PacExpectationNode::fillPacExpectationVarInfo(string &model_name_arg, vector<int
max_lag = max_lag_arg;
pac_max_lag = pac_max_lag_arg;
growth_symb_id = growth_symb_id_arg;
+ growth_lag = growth_lag_arg;
equation_number = equation_number_arg;
for (vector<bool>::const_iterator it = nonstationary_arg.begin();
@@ -9574,7 +9627,7 @@ PacExpectationNode::substitutePacExpectation(map<const PacExpectationNode *, con
SymbolType::parameter);
subExpr = datatree.AddPlus(subExpr,
datatree.AddTimes(datatree.AddVariable(growth_param_index),
- datatree.AddVariable(growth_symb_id)));
+ datatree.AddVariable(growth_symb_id, growth_lag)));
}
subst_table[const_cast<PacExpectationNode *>(this)] = dynamic_cast<BinaryOpNode *>(subExpr);
diff --git a/src/ExprNode.hh b/src/ExprNode.hh
index e9095fef..71b1d34a 100644
--- a/src/ExprNode.hh
+++ b/src/ExprNode.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2007-2018 Dynare Team
+ * Copyright (C) 2007-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -526,6 +526,9 @@ class ExprNode
//! Returns true if the expression contains one or several exogenous variable
virtual bool containsExogenous() const = 0;
+ //! Returns true if the expression contains one or several parameters
+ virtual bool containsParameter() const = 0;
+
//! Returns the maximum number of nested diffs in the expression
virtual int countDiffs() const = 0;
@@ -603,7 +606,7 @@ class ExprNode
virtual void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) = 0;
//! Fills var_model info for pac_expectation node
- virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) = 0;
+ virtual void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) = 0;
//! Fills the AR matrix structure
virtual void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const = 0;
@@ -715,6 +718,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
expr_t replaceTrendVar() const override;
@@ -723,7 +727,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -804,6 +808,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
expr_t replaceTrendVar() const override;
@@ -812,7 +817,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -921,6 +926,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
expr_t replaceTrendVar() const override;
@@ -929,7 +935,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -1045,6 +1051,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
expr_t replaceTrendVar() const override;
@@ -1059,7 +1066,7 @@ public:
expr_t getNonZeroPartofEquation() const;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> &ar_params_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRowHelper(expr_t arg1, expr_t arg2,
int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
@@ -1170,6 +1177,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
expr_t replaceTrendVar() const override;
@@ -1178,7 +1186,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -1295,6 +1303,7 @@ public:
bool isNumConstNodeEqualTo(double value) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isVariableNodeEqualTo(SymbolType type_arg, int variable_id, int lag_arg) const override;
void writePrhs(ostream &output, ExprNodeOutputType output_type, const temporary_terms_t &temporary_terms, const temporary_terms_idxs_t &temporary_terms_idxs, const deriv_node_temp_terms_t &tef_terms, const string &ending) const;
@@ -1304,7 +1313,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -1508,6 +1517,7 @@ public:
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isNumConstNodeEqualTo(double value) const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@@ -1518,7 +1528,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
@@ -1541,7 +1551,7 @@ public:
const string model_name;
private:
string var_model_name;
- int growth_symb_id;
+ int growth_symb_id, growth_lag;
bool stationary_vars_present, nonstationary_vars_present;
vector<int> lhs;
pair<int, int> lhs_pac_var;
@@ -1608,6 +1618,7 @@ public:
void collectDynamicVariables(SymbolType type_arg, set<pair<int, int>> &result) const override;
bool containsEndogenous() const override;
bool containsExogenous() const override;
+ bool containsParameter() const override;
int countDiffs() const override;
bool isNumConstNodeEqualTo(double value) const override;
expr_t differentiateForwardVars(const vector<string> &subset, subst_table_t &subst_table, vector<BinaryOpNode *> &neweqs) const override;
@@ -1618,7 +1629,7 @@ public:
expr_t removeTrendLeadLag(map<int, expr_t> trend_symbols_map) const override;
bool isInStaticForm() const override;
void addParamInfoToPac(pair<int, int> &lhs_arg, int optim_share_arg, pair<int, pair<vector<int>, vector<bool>>> &ec_params_and_vars_arg, set<pair<int, pair<int, int>>> ¶ms_and_vars_arg, const vector<tuple<int, int, int, double>> &non_optim_vars_params_and_constants) override;
- void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int equation_number_arg) override;
+ void fillPacExpectationVarInfo(string &model_name_arg, vector<int> &lhs_arg, int max_lag_arg, int pac_max_lag_arg, vector<bool> &nonstationary_arg, int growth_symb_id_arg, int growth_lag, int equation_number_arg) override;
void fillAutoregressiveRow(int eqn, const vector<int> &lhs, map<tuple<int, int, int>, expr_t> &AR) const override;
void fillErrorCorrectionRow(int eqn, const vector<int> &nontrend_lhs, const vector<int> &trend_lhs, map<tuple<int, int, int>, expr_t> &EC) const override;
bool containsPacExpectation(const string &pac_model_name = "") const override;
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 25ef0a78..8557d682 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -419,9 +419,9 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
{
vector<int> lhs;
vector<bool> nonstationary;
- int growth_symb_id, max_lag;
+ int growth_symb_id, growth_lag, max_lag;
string aux_model_name, pac_model_name;
- tie ( pac_model_name, aux_model_name, growth_symb_id ) =
+ tie ( pac_model_name, aux_model_name, growth_symb_id, growth_lag ) =
pms->getPacModelInfoForPacExpectation();
if (trend_component_model_table.isExistingTrendComponentModelName(aux_model_name))
{
@@ -447,7 +447,7 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, const
dynamic_model.walkPacParameters();
int pac_max_lag = original_model.getPacMaxLag(pac_model_name);
dynamic_model.fillPacExpectationVarInfo(pac_model_name, lhs, max_lag,
- pac_max_lag, nonstationary, growth_symb_id);
+ pac_max_lag, nonstationary, growth_symb_id, growth_lag);
dynamic_model.substitutePacExpectation();
}
}
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 77c9f1e8..5fdf87c6 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -2625,18 +2625,21 @@ ParsingDriver::pac_model()
error("You must pass the discount option to the pac_model statement.");
auto discount = it->second;
- string growth;
- it = options_list.string_options.find("pac.growth");
- if (it != options_list.string_options.end())
- growth = it->second;
-
- mod_file->addStatement(make_unique<PacModelStatement>(name, aux_model_name, discount, growth,
+ mod_file->addStatement(make_unique<PacModelStatement>(name, aux_model_name, discount,
+ pac_growth_symb_id, pac_growth_lag,
mod_file->symbol_table));
-
- symbol_list.clear();
+ pac_growth_symb_id = -1;
+ pac_growth_lag = 0;
options_list.clear();
}
+void
+ParsingDriver::set_pac_growth(const string &name, int lag)
+{
+ pac_growth_symb_id = mod_file->symbol_table.getID(name);
+ pac_growth_lag = -lag;
+}
+
expr_t
ParsingDriver::add_exp(expr_t arg1)
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index c3c4aacf..a806eb53 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2018 Dynare Team
+ * Copyright (C) 2003-2019 Dynare Team
*
* This file is part of Dynare.
*
@@ -254,6 +254,10 @@ private:
WarningConsolidation &warnings;
+ //! Temporary storage for growth declared in pac_model
+ int pac_growth_symb_id = -1;
+ int pac_growth_lag = 0;
+
bool nostrict;
vector<pair<string, string>> model_errors;
@@ -727,6 +731,8 @@ public:
expr_t add_pac_expectation(const string &var_model_name);
//! Creates pac_model statement
void pac_model();
+ //! Adds growth for pac
+ void set_pac_growth(const string &name, int lag = 0);
//! Writes token "diff(arg1)" to model tree
expr_t add_diff(expr_t arg1);
//! Writes token "adl(arg1, lag)" to model tree
--
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