From f3e4a75aad6e5cae398d4fd984f3ba580e4f42b3 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Mon, 21 Nov 2016 18:00:46 +0100
Subject: [PATCH] var_forecast: make calls more efficient
---
ComputingTasks.cc | 16 ++++++++++++++--
ComputingTasks.hh | 1 +
DynamicModel.cc | 19 ++++++++++++-------
DynamicModel.hh | 9 +++++++++
ModFile.cc | 10 ++++++----
5 files changed, 42 insertions(+), 13 deletions(-)
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index 72a6f75b..a9745cf9 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -219,8 +219,20 @@ VarModelStatement::writeOutput(ostream &output, const string &basename, bool min
options_list.writeOutput(output);
symbol_list.writeOutput("options_.var.var_list_", output);
output << "M_.var." << name << " = options_.var;" << endl
- << "clear options_.var;" << endl
- << "writeVarExpectationFunction('" << name << "');" << endl;
+ << "clear options_.var;" << endl;
+}
+
+void
+VarModelStatement::createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const
+{
+ if (var_expectation_functions_to_write.find(name) == var_expectation_functions_to_write.end())
+ return;
+
+ stringstream ss;
+ set<int> horizons = var_expectation_functions_to_write.find(name)->second;
+ for (set<int>::const_iterator it = horizons.begin(); it != horizons.end(); it++)
+ ss << *it << " ";
+ output << "writeVarExpectationFunction('" << name << "', [" << ss.rdbuf() << "]);" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index 7bda35b0..651b28ea 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -125,6 +125,7 @@ public:
void getVarModelNameAndVarList(map<string, SymbolList > &var_model_info);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+ void createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const;
};
class ForecastStatement : public Statement
diff --git a/DynamicModel.cc b/DynamicModel.cc
index 7034ff63..a01a2970 100644
--- a/DynamicModel.cc
+++ b/DynamicModel.cc
@@ -1564,23 +1564,28 @@ DynamicModel::writeDynamicMFile(const string &dynamic_basename) const
}
void
-DynamicModel::writeVarExpectationCalls(ostream &output) const
+DynamicModel::fillVarExpectationFunctionsToWrite()
{
- map<string, set<int> > var_expectation_functions_to_write;
for (var_expectation_node_map_t::const_iterator it = var_expectation_node_map.begin();
it != var_expectation_node_map.end(); it++)
var_expectation_functions_to_write[it->first.first].insert(it->first.second.second);
+}
+
+map<string, set<int> >
+DynamicModel::getVarExpectationFunctionsToWrite() const
+{
+ return var_expectation_functions_to_write;
+}
+void
+DynamicModel::writeVarExpectationCalls(ostream &output) const
+{
for (map<string, set<int> >::const_iterator it = var_expectation_functions_to_write.begin();
it != var_expectation_functions_to_write.end(); it++)
{
int i = 0;
- stringstream ss;
- for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
- ss << *it1 << " ";
-
output << "dynamic_var_forecast_" << it->first << " = "
- << "var_forecast_" << it->first << "(y, [" << ss.rdbuf() << "]);" << endl;
+ << "var_forecast_" << it->first << "(y);" << endl;
for (set<int>::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++)
output << "dynamic_var_forecast_" << it->first << "_" << *it1 << " = "
diff --git a/DynamicModel.hh b/DynamicModel.hh
index 64c368ce..ff9ddfd1 100644
--- a/DynamicModel.hh
+++ b/DynamicModel.hh
@@ -209,6 +209,9 @@ private:
//! List for each equation its block number
vector<int> equation_block;
+ //! Used for var_expectation and var_model
+ map<string, set<int> > var_expectation_functions_to_write;
+
//!Maximum lead and lag for each block on endogenous of the block, endogenous of the previous blocks, exogenous and deterministic exogenous
vector<pair<int, int> > endo_max_leadlag_block, other_endo_max_leadlag_block, exo_max_leadlag_block, exo_det_max_leadlag_block, max_leadlag_block;
@@ -325,6 +328,12 @@ public:
//! Transforms the model by removing trends specified by the user
void detrendEquations();
+ //! Fill var_expectation_functions_to_write
+ void fillVarExpectationFunctionsToWrite();
+
+ //! Get var_expectation_functions_to_write
+ map<string, set<int> > getVarExpectationFunctionsToWrite() const;
+
//! Transforms the model by replacing trend variables with a 1
void removeTrendVariableFromEquations();
diff --git a/ModFile.cc b/ModFile.cc
index a6e180e4..310e6ce5 100644
--- a/ModFile.cc
+++ b/ModFile.cc
@@ -422,6 +422,7 @@ ModFile::transformPass(bool nostrict, bool compute_xrefs)
}
if (!var_model_info.empty())
dynamic_model.setVarExpectationIndices(var_model_info);
+ dynamic_model.fillVarExpectationFunctionsToWrite();
// Freeze the symbol table
symbol_table.freeze();
@@ -831,10 +832,6 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
for (vector<Statement *>::const_iterator it = statements.begin();
it != statements.end(); it++)
{
- // Don't print var_model statements again as they were already printed
- // if (dynamic_cast<VarModelStatement *>(*it) != NULL)
- // continue;
-
(*it)->writeOutput(mOutputFile, basename, minimal_workspace);
/* Special treatment for initval block: insert initial values for the
@@ -855,6 +852,11 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool clear_glo
LoadParamsAndSteadyStateStatement *lpass = dynamic_cast<LoadParamsAndSteadyStateStatement *>(*it);
if (lpass && !no_static)
static_model.writeAuxVarInitval(mOutputFile, oMatlabOutsideModel);
+
+ // Special treatement for Var Models
+ VarModelStatement *vms = dynamic_cast<VarModelStatement *>(*it);
+ if (vms != NULL)
+ vms->createVarModelMFunction(mOutputFile, dynamic_model.getVarExpectationFunctionsToWrite());
}
// Remove path for block option with M-files
--
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