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Commits on Source (203)
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with 6131 additions and 4334 deletions
......@@ -11,8 +11,12 @@ BreakInheritanceList: AfterColon
Cpp11BracedListStyle: true
DeriveLineEnding: false
IndentPPDirectives: AfterHash
InsertNewlineAtEOF: true
PackConstructorInitializers: NextLine
PPIndentWidth: 1
PointerAlignment: Left
# RemoveParentheses: ReturnStatement
# RemoveSemicolon: true
SpaceAfterTemplateKeyword: false
SpaceBeforeParens: ControlStatements
SpaceBeforeCpp11BracedList: true
# TODO: add the following check families:
# - bugprone-*
# - cppcoreguidelines-
# NB: as of clang-tidy 16, we get several false positives inside boost, notably this one:
# https://github.com/llvm/llvm-project/issues/40486
Checks: 'performance-*,modernize-*,-modernize-use-trailing-return-type,-clang-diagnostic-unqualified-std-cast-call'
variables:
TERM: linux
MINGW32_BOOST_VERSION: 1.81.0-7
MINGW64_BOOST_VERSION: 1.81.0-7
MINGW64_BOOST_VERSION: 1.88.0-2
WGET_OPTIONS: '--no-verbose --no-use-server-timestamps --retry-connrefused --retry-on-host-error'
# To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
......@@ -65,3 +64,23 @@ build_macos_arm64:
artifacts:
paths:
- build/src/dynare-preprocessor
test_clang_format:
stage: test
script:
- meson setup build-clang-format
- ninja -C build-clang-format clang-format-check
needs: []
test_clang_tidy:
stage: test
script:
# Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
- mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
- export PATH="$HOME/.local/bin:$PATH"
- meson setup build-clang-tidy
# Generate Flex and Bison files
- meson compile -C build-clang-tidy
- ninja -C build-clang-tidy clang-tidy
needs: []
when: manual
......@@ -15,7 +15,7 @@
\pgfdeclareimage[height=0.8cm]{logo}{dlogo}
\institute[Dynare Team]{\pgfuseimage{logo}}
\date{23 May 2023}
\date{31 May 2024}
\AtBeginSection[]
{
......@@ -156,9 +156,9 @@
\item comparison operators: \texttt{< > <= >= == !=}
\item logical operators: \verb+&& || !+
\item range with unit increment: \texttt{1:4} is equivalent to
real array \texttt{[1, 2, 3, 4]}. (NB: \texttt{[1:4]} is equivalent to an
real array \texttt{[1, 2, 3, 4]} \\ (NB: \texttt{[1:4]} is equivalent to an
array containing an array of reals, \textit{i.e.} \texttt{[[1, 2, 3, 4]]})
\item range with user-defined increment: \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}.
\item range with user-defined increment: \\ \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}
\end{itemize}
\end{block}
......@@ -314,7 +314,7 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Defining macro-variables}
\frametitle{Defining macro-variables (1/2)}
The value of a macro-variable can be defined with the \verb+@#define+
directive.
......@@ -335,9 +335,31 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
@#define t = ("US" in w) // Equals true
\end{verbatim}
\end{block}
NB: You can define macro variables on the Dynare command line by using the \texttt{-D} option
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Defining macro-variables (2/2)}
Macro variables can also be defined on the Dynare command line by using the
\texttt{-D} option, for easily switching between different flavours of a model.
\begin{block}{Example 1}
\begin{verbatim}
dynare myfile.mod -Dx=5
\end{verbatim}
The macro-variable \texttt{x} will be equal to \texttt{5} when running \texttt{myfile.mod}.
\end{block}
\begin{block}{Example 2}
Use single quotes around the \texttt{-D} option when there are spaces or
special characters in the variable definition.
\begin{verbatim}
dynare myfile.mod '-DA=[ i in [1,2,3] when i > 1 ]'
\end{verbatim}
The macro-variable \texttt{A} will be equal to \texttt{[2,3]} when running \texttt{myfile.mod}.
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Expression substitution}
\framesubtitle{Dummy example}
......@@ -611,7 +633,7 @@ end;
\begin{frame}
\frametitle{Macro-related command line options}
\begin{itemize}
\item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file-macroexp.mod}.
\item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file\_macroexp.mod}.
\item NB: \texttt{savemacro=filename} allows a user-defined file name
\item \texttt{linemacro}: In the output of \texttt{savemacro}, print line numbers where the macro directives were placed.
\item \texttt{onlymacro}: Stops processing after the macro processing step.
......@@ -866,7 +888,7 @@ rhos = [ 0.8, 0.9, 1];
\ccbysa
\column{0.71\textwidth}
\tiny
Copyright © 2008-2023 Dynare Team \\
Copyright © 2008-2024 Dynare Team \\
License: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
Commons Attribution-ShareAlike 4.0}
\end{columns}
......
......@@ -2,7 +2,7 @@
# It is not used when building Dynare as a whole.
project('dynare-preprocessor', 'cpp',
version : '6-unstable',
version : '7-unstable',
# NB: update C++ standard in .clang-format whenever the following is modified
default_options : [ 'cpp_std=gnu++20', 'warning_level=2' ],
meson_version : '>=0.64.0')
......
# Meson native file for compiling under Homebrew / arm64
[binaries]
cpp = '/opt/homebrew/bin/g++-13'
cpp = '/opt/homebrew/bin/g++-15'
flex = '/opt/homebrew/opt/flex/bin/flex'
bison = '/opt/homebrew/opt/bison/bin/bison'
......
# Meson native file for compiling under Homebrew / x86-64
[binaries]
cpp = '/usr/local/bin/g++-13'
cpp = '/usr/local/bin/g++-15'
flex = '/usr/local/opt/flex/bin/flex'
bison = '/usr/local/opt/bison/bin/bison'
......
# Meson cross file for creating a WebAssembly version of the preprocessor.
#
# Requires emscripten to be installed.
# Was successfully tested with emscripten 3.1.69 installed through emsdk
# tool, as described on: https://emscripten.org/docs/getting_started/downloads.html
# Don’t forget to source script snippet in current shell before running meson.
#
# Compilation creates a .wasm and .js wrapper under <builddir>/src/
#
# Can be run locally with node.js using:
# node dynare-preprocessor.js file.mod
# NB: a version of node.js is shipped with emscripten (under the node/
# subdirectory), but another version should also work.
[binaries]
cpp = 'em++'
[host_machine]
system = 'emscripten'
# Could be changed to wasm64 if 4GB memory constraint is hit
# Some background: https://v8.dev/blog/4gb-wasm-memory
cpu_family = 'wasm32'
cpu = 'wasm32'
endian = 'little'
[built-in options]
# Never do a debug build, because otherwise the lack of optimisations can
# overflow the memory capacities.
buildtype = 'release'
# The -fexceptions flag (for both compilation and linking) is needed for an
# unknown reason (C++ compilers are supposed to always add exception support).
# The -Wno-unqualified-std-cast-call flag removes many warnings about “move”
# not being qualified with “std::” namespace.
# The -fexperimental-library flag is needed to get std::jthread support (it was
# supposed to no longer be necessary for LLVM 20, but for some reason we still
# need it).
cpp_args = [ '-fexceptions', '-Wno-unqualified-std-cast-call', '-fexperimental-library' ]
# NODERAWFS=1 is needed for accessing the local filesystem
cpp_link_args = [ '-s', 'NODERAWFS=1', '-fexceptions' ]
[properties]
# It’s necessary to use a different copy of Boost than the one under
# /usr/include, because otherwise GCC headers confuse Clang
boost_root = '/tmp/boost_1_86_0'
/*
* Copyright © 2022-2023 Dynare Team
* Copyright © 2022-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,14 +17,17 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <ios>
#include <cstdlib>
#include <algorithm>
#include <cstdlib>
#include <ios>
#include <iostream>
#include "Bytecode.hh"
BytecodeWriter::BytecodeWriter(const filesystem::path &filename)
namespace Bytecode
{
Writer::Writer(const filesystem::path& filename)
{
open(filename, ios::out | ios::binary);
if (!is_open())
......@@ -35,17 +38,16 @@ BytecodeWriter::BytecodeWriter(const filesystem::path &filename)
}
template<>
BytecodeWriter &
operator<<(BytecodeWriter &code_file, const FCALL_ &instr)
Writer&
operator<<(Writer& code_file, const FCALL& instr)
{
code_file.instructions_positions.push_back(code_file.tellp());
auto write_member = [&code_file](const auto &member)
{
auto write_member = [&code_file](const auto& member) {
code_file.write(reinterpret_cast<const char*>(&member), sizeof member);
};
write_member(instr.op_code);
write_member(instr.tag);
write_member(instr.nb_output_arguments);
write_member(instr.nb_input_arguments);
write_member(instr.indx);
......@@ -66,23 +68,22 @@ operator<<(BytecodeWriter &code_file, const FCALL_ &instr)
}
template<>
BytecodeWriter &
operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr)
Writer&
operator<<(Writer& code_file, const FBEGINBLOCK& instr)
{
code_file.instructions_positions.push_back(code_file.tellp());
auto write_member = [&code_file](const auto &member)
{
auto write_member = [&code_file](const auto& member) {
code_file.write(reinterpret_cast<const char*>(&member), sizeof member);
};
write_member(instr.op_code);
write_member(instr.tag);
write_member(instr.size);
write_member(instr.type);
for (int i = 0; i < instr.size; i++)
{
write_member(instr.variable[i]);
write_member(instr.equation[i]);
write_member(instr.variables[i]);
write_member(instr.equations[i]);
}
if (instr.type == BlockSimulationType::solveTwoBoundariesSimple
|| instr.type == BlockSimulationType::solveTwoBoundariesComplete
......@@ -96,8 +97,10 @@ operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr)
write_member(instr.det_exo_size);
write_member(instr.exo_size);
for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
ranges::for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
ranges::for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
return code_file;
}
}
/*
* Copyright © 2007-2023 Dynare Team
* Copyright © 2007-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,50 +17,66 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _BYTECODE_HH
#define _BYTECODE_HH
#ifndef BYTECODE_HH
#define BYTECODE_HH
#include <concepts>
#include <filesystem>
#include <fstream>
#include <vector>
#include <utility>
#include <ios>
#include <filesystem>
#include <type_traits>
#include <utility>
#include <vector>
#include "CommonEnums.hh"
using namespace std;
// The different opcodes of bytecode
enum class Tags
namespace Bytecode
{
// The different tags encoding a bytecode instruction
enum class Tag
{
FLDZ, // Loads a zero onto the stack
FLDC, // Loads a constant term onto the stack
FDIMT, // Defines the number of temporary terms - dynamic context (the period has to be indicated)
FDIMST, // Defines the number of temporary terms - static context (the period hasn’t to be indicated)
FDIMST, // Defines the number of temporary terms - static context (the period hasn’t to be
// indicated)
FLDT, // Loads a temporary term onto the stack - dynamic context (the period has to be indicated)
FLDST, // Loads a temporary term onto the stack - static context (the period hasn’t to be indicated)
FSTPT, // Stores a temporary term from the stack - dynamic context (the period has to be indicated)
FSTPST, // Stores a temporary term from the stack - static context (the period hasn’t to be indicated)
FLDU, // Loads an element of the vector U onto the stack - dynamic context (the period has to be indicated)
FLDSU, // Loads an element of the vector U onto the stack - static context (the period hasn’t to be indicated)
FSTPU, // Stores an element of the vector U from the stack - dynamic context (the period has to be indicated)
FSTPSU, // Stores an element of the vector U from the stack - static context (the period hasn’t to be indicated)
FLDV, // Loads a variable (described in SymbolType) onto the stack - dynamic context (the period has to be indicated)
FLDSV, // Loads a variable (described in SymbolType) onto the stack - static context (the period hasn’t to be indicated)
FLDVS, // Loads a variable (described in SymbolType) onto the stack - dynamic context but inside the STEADY_STATE operator (the period hasn’t to be indicated)
FSTPV, // Stores a variable (described in SymbolType) from the stack - dynamic context (the period has to be indicated)
FSTPSV, // Stores a variable (described in SymbolType) from the stack - static context (the period hasn’t to be indicated)
FLDST, // Loads a temporary term onto the stack - static context (the period hasn’t to be
// indicated)
FSTPT, // Stores a temporary term from the stack - dynamic context (the period has to be
// indicated)
FSTPST, // Stores a temporary term from the stack - static context (the period hasn’t to be
// indicated)
FLDU, // Loads an element of the vector U onto the stack - dynamic context (the period has to be
// indicated)
FLDSU, // Loads an element of the vector U onto the stack - static context (the period hasn’t to
// be indicated)
FSTPU, // Stores an element of the vector U from the stack - dynamic context (the period has to be
// indicated)
FSTPSU, // Stores an element of the vector U from the stack - static context (the period hasn’t to
// be indicated)
FLDV, // Loads a variable (described in SymbolType) onto the stack - dynamic context (the period
// has to be indicated)
FLDSV, // Loads a variable (described in SymbolType) onto the stack - static context (the period
// hasn’t to be indicated)
FLDVS, // Loads a variable (described in SymbolType) onto the stack - dynamic context but inside
// the STEADY_STATE operator (the period hasn’t to be indicated)
FSTPV, // Stores a variable (described in SymbolType) from the stack - dynamic context (the period
// has to be indicated)
FSTPSV, // Stores a variable (described in SymbolType) from the stack - static context (the period
// hasn’t to be indicated)
FLDR, // Loads a residual onto the stack
FSTPR, // Stores a residual from the stack
FSTPG, // Stores a derivative from the stack
FSTPG2, // Stores a derivative matrix for a static model from the stack
FSTPG3, // Stores a derivative matrix for a dynamic model from the stack
FSTPG, // Stores the derivative of a simple (single-equation) block in simulate mode
FSTPG2, // Stores the derivative matrix of a block in evaluate mode
FUNARY, // A unary operator
FBINARY, // A binary operator
......@@ -71,7 +87,8 @@ enum class Tags
FBEGINBLOCK, // Marks the beginning of a model block
FENDBLOCK, // Marks the end of a model block
FENDEQU, // Marks the last equation of the block; for a block that has to be solved, the derivatives appear just after this flag
FENDEQU, // Marks the last equation of the block; for a block that has to be solved, the
// derivatives appear just after this flag
FEND, // Marks the end of the model code
FNUMEXPR, // Stores the expression type and references
......@@ -105,660 +122,342 @@ enum class ExternalFunctionCallType
numericalSecondDerivative
};
struct Block_contain_type
{
int Equation, Variable, Own_Derivative;
};
class BytecodeWriter;
class Writer;
struct BytecodeInstruction
struct Instruction
{
const Tags op_code;
explicit BytecodeInstruction(Tags op_code_arg) :
op_code {op_code_arg}
const Tag tag;
explicit Instruction(Tag tag_arg) : tag {tag_arg}
{
}
protected:
/* This is a base class, so the destructor should be either public+virtual or
protected+non-virtual. We opt for the latter, because otherwise this class
would no longer be POD; its memory representation would also include
runtime type information, and our crude serialization technique (copying the
whole object from memory) would thus not work. */
~BytecodeInstruction() = default;
~Instruction() = default;
};
template<typename T1>
class TagWithOneArgument : public BytecodeInstruction
{
protected:
T1 arg1;
public:
TagWithOneArgument(Tags op_code_arg, T1 arg_arg1) : BytecodeInstruction{op_code_arg},
arg1{arg_arg1}
{
};
protected:
// See BytecodeInstruction destructor for the rationale
~TagWithOneArgument() = default;
};
template<typename T>
concept IsInstruction = derived_from<T, Instruction>;
template<typename T1, typename T2>
class TagWithTwoArguments : public BytecodeInstruction
struct FLDZ final : public Instruction
{
protected:
T1 arg1;
T2 arg2;
public:
TagWithTwoArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2) :
BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2}
FLDZ() : Instruction {Tag::FLDZ}
{
};
protected:
// See BytecodeInstruction destructor for the rationale
~TagWithTwoArguments() = default;
};
template<typename T1, typename T2, typename T3>
class TagWithThreeArguments : public BytecodeInstruction
{
protected:
T1 arg1;
T2 arg2;
T3 arg3;
public:
TagWithThreeArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2, T3 arg_arg3) :
BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2}, arg3{arg_arg3}
{
};
protected:
// See BytecodeInstruction destructor for the rationale
~TagWithThreeArguments() = default;
};
template<typename T1, typename T2, typename T3, typename T4>
class TagWithFourArguments : public BytecodeInstruction
{
protected:
T1 arg1;
T2 arg2;
T3 arg3;
T4 arg4;
public:
TagWithFourArguments(Tags op_code_arg, T1 arg_arg1, T2 arg_arg2, T3 arg_arg3, T4 arg_arg4) :
BytecodeInstruction{op_code_arg}, arg1{arg_arg1}, arg2{arg_arg2},
arg3{move(arg_arg3)}, arg4{arg_arg4}
{
};
protected:
// See BytecodeInstruction destructor for the rationale
~TagWithFourArguments() = default;
};
class FLDZ_ final : public BytecodeInstruction
{
public:
FLDZ_() : BytecodeInstruction{Tags::FLDZ}
{
};
}
};
class FEND_ final : public BytecodeInstruction
struct FEND final : public Instruction
{
public:
FEND_() : BytecodeInstruction{Tags::FEND}
FEND() : Instruction {Tag::FEND}
{
};
}
};
class FENDBLOCK_ final : public BytecodeInstruction
struct FENDBLOCK final : public Instruction
{
public:
FENDBLOCK_() : BytecodeInstruction{Tags::FENDBLOCK}
FENDBLOCK() : Instruction {Tag::FENDBLOCK}
{
};
}
};
class FENDEQU_ final : public BytecodeInstruction
struct FENDEQU final : public Instruction
{
public:
FENDEQU_() : BytecodeInstruction{Tags::FENDEQU}
FENDEQU() : Instruction {Tag::FENDEQU}
{
};
}
};
class FDIMT_ final : public TagWithOneArgument<int>
struct FDIMT final : public Instruction
{
public:
explicit FDIMT_(int size_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FDIMT, size_arg}
const int size;
explicit FDIMT(int size_arg) : Instruction {Tag::FDIMT}, size {size_arg}
{
};
int
get_size()
{
return arg1;
};
}
};
class FDIMST_ final : public TagWithOneArgument<int>
struct FDIMST final : public Instruction
{
public:
explicit FDIMST_(int size_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FDIMST, size_arg}
const int size;
explicit FDIMST(int size_arg) : Instruction {Tag::FDIMST}, size {size_arg}
{
};
int
get_size()
{
return arg1;
};
}
};
class FLDC_ final : public TagWithOneArgument<double>
{
public:
explicit FLDC_(double value_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDC, value_arg}
struct FLDC final : public Instruction
{
};
double
get_value()
const double value;
explicit FLDC(double value_arg) : Instruction {Tag::FLDC}, value {value_arg}
{
return arg1;
};
}
};
class FLDU_ final : public TagWithOneArgument<int>
struct FLDU final : public Instruction
{
public:
explicit FLDU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDU, pos_arg}
{
};
int
get_pos()
const int pos;
explicit FLDU(int pos_arg) : Instruction {Tag::FLDU}, pos {pos_arg}
{
return arg1;
};
}
};
class FLDSU_ final : public TagWithOneArgument<int>
struct FLDSU final : public Instruction
{
public:
explicit FLDSU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDSU, pos_arg}
{
};
int
get_pos()
const int pos;
explicit FLDSU(int pos_arg) : Instruction {Tag::FLDSU}, pos {pos_arg}
{
return arg1;
};
}
};
class FLDR_ final : public TagWithOneArgument<int>
struct FLDR final : public Instruction
{
public:
explicit FLDR_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDR, pos_arg}
const int pos;
explicit FLDR(int pos_arg) : Instruction {Tag::FLDR}, pos {pos_arg}
{
};
int
get_pos()
{
return arg1;
};
}
};
class FLDT_ final : public TagWithOneArgument<int>
{
public:
explicit FLDT_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDT, pos_arg}
struct FLDT final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FLDT(int pos_arg) : Instruction {Tag::FLDT}, pos {pos_arg}
{
return arg1;
};
}
};
class FLDST_ final : public TagWithOneArgument<int>
{
public:
explicit FLDST_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FLDST, pos_arg}
struct FLDST final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FLDST(int pos_arg) : Instruction {Tag::FLDST}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPT_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPT_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPT, pos_arg}
struct FSTPT final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FSTPT(int pos_arg) : Instruction {Tag::FSTPT}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPST_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPST_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPST, pos_arg}
struct FSTPST final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FSTPST(int pos_arg) : Instruction {Tag::FSTPST}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPR_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPR_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPR, pos_arg}
struct FSTPR final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FSTPR(int pos_arg) : Instruction {Tag::FSTPR}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPU_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPU, pos_arg}
struct FSTPU final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FSTPU(int pos_arg) : Instruction {Tag::FSTPU}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPSU_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPSU_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPSU, pos_arg}
struct FSTPSU final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FSTPSU(int pos_arg) : Instruction {Tag::FSTPSU}, pos {pos_arg}
{
return arg1;
};
}
};
class FSTPG_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPG_(int pos_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPG, pos_arg}
struct FSTPG final : public Instruction
{
};
int
get_pos()
explicit FSTPG() : Instruction {Tag::FSTPG}
{
return arg1;
};
}
};
class FSTPG2_ final : public TagWithTwoArguments<int, int>
{
public:
FSTPG2_(int row_arg, int col_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPG2, row_arg, col_arg}
{
};
int
get_row()
struct FSTPG2 final : public Instruction
{
return arg1;
};
int
get_col()
const int row, col;
FSTPG2(int row_arg, int col_arg) : Instruction {Tag::FSTPG2}, row {row_arg}, col {col_arg}
{
return arg2;
};
}
};
class FSTPG3_ final : public TagWithFourArguments<int, int, int, int>
{
public:
FSTPG3_(int row_arg, int col_arg, int lag_arg, int col_pos_arg) : TagWithFourArguments::TagWithFourArguments{Tags::FSTPG3, row_arg, col_arg, lag_arg, col_pos_arg}
{
};
int
get_row()
{
return arg1;
};
int
get_col()
struct FUNARY final : public Instruction
{
return arg2;
};
int
get_lag()
{
return arg3;
};
int
get_col_pos()
const UnaryOpcode op_code;
explicit FUNARY(UnaryOpcode op_code_arg) : Instruction {Tag::FUNARY}, op_code {op_code_arg}
{
return arg4;
};
}
};
class FUNARY_ final : public TagWithOneArgument<UnaryOpcode>
{
public:
explicit FUNARY_(UnaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FUNARY, op_type_arg}
struct FBINARY final : public Instruction
{
};
UnaryOpcode
get_op_type()
const BinaryOpcode op_code;
explicit FBINARY(BinaryOpcode op_code_arg) : Instruction {Tag::FBINARY}, op_code {op_code_arg}
{
return arg1;
};
}
};
class FBINARY_ final : public TagWithOneArgument<BinaryOpcode>
struct FTRINARY final : public Instruction
{
public:
explicit FBINARY_(BinaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FBINARY, op_type_arg}
{
};
BinaryOpcode
get_op_type()
const TrinaryOpcode op_code;
explicit FTRINARY(TrinaryOpcode op_code_arg) : Instruction {Tag::FTRINARY}, op_code {op_code_arg}
{
return arg1;
};
}
};
class FTRINARY_ final : public TagWithOneArgument<TrinaryOpcode>
struct FJMPIFEVAL final : public Instruction
{
public:
explicit FTRINARY_(TrinaryOpcode op_type_arg) : TagWithOneArgument::TagWithOneArgument{Tags::FTRINARY, op_type_arg}
const int pos;
explicit FJMPIFEVAL(int pos_arg) : Instruction {Tag::FJMPIFEVAL}, pos {pos_arg}
{
};
TrinaryOpcode
get_op_type()
{
return arg1;
};
}
};
class FJMPIFEVAL_ final : public TagWithOneArgument<int>
{
public:
explicit FJMPIFEVAL_(int arg_pos) : TagWithOneArgument::TagWithOneArgument{Tags::FJMPIFEVAL, arg_pos}
struct FJMP final : public Instruction
{
};
int
get_pos()
const int pos;
explicit FJMP(int pos_arg) : Instruction {Tag::FJMP}, pos {pos_arg}
{
return arg1;
}
};
class FJMP_ final : public TagWithOneArgument<int>
struct FLDTEF final : public Instruction
{
public:
explicit FJMP_(int arg_pos) : TagWithOneArgument::TagWithOneArgument{Tags::FJMP, arg_pos}
{
};
int
get_pos()
const int number;
explicit FLDTEF(int number_arg) : Instruction {Tag::FLDTEF}, number {number_arg}
{
return arg1;
}
};
class FLDTEF_ final : public TagWithOneArgument<int>
{
public:
explicit FLDTEF_(int number) : TagWithOneArgument::TagWithOneArgument{Tags::FLDTEF, number}
struct FSTPTEF final : public Instruction
{
};
int
get_number()
const int number;
explicit FSTPTEF(int number_arg) : Instruction {Tag::FSTPTEF}, number {number_arg}
{
return arg1;
}
};
class FSTPTEF_ final : public TagWithOneArgument<int>
{
public:
explicit FSTPTEF_(int number) : TagWithOneArgument::TagWithOneArgument{Tags::FSTPTEF, number}
struct FLDTEFD final : public Instruction
{
};
int
get_number()
const int indx, row;
FLDTEFD(int indx_arg, int row_arg) : Instruction {Tag::FLDTEFD}, indx {indx_arg}, row {row_arg}
{
return arg1;
}
};
class FLDTEFD_ final : public TagWithTwoArguments<int, int>
{
public:
FLDTEFD_(int indx, int row) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDTEFD, indx, row}
{
};
int
get_indx()
struct FSTPTEFD final : public Instruction
{
return arg1;
};
int
get_row()
const int indx, row;
FSTPTEFD(int indx_arg, int row_arg) : Instruction {Tag::FSTPTEFD}, indx {indx_arg}, row {row_arg}
{
return arg2;
};
}
};
class FSTPTEFD_ final : public TagWithTwoArguments<int, int>
{
public:
FSTPTEFD_(int indx, int row) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPTEFD, indx, row}
{
};
int
get_indx()
struct FLDTEFDD final : public Instruction
{
return arg1;
};
int
get_row()
const int indx, row, col;
FLDTEFDD(int indx_arg, int row_arg, int col_arg) :
Instruction {Tag::FLDTEFDD}, indx {indx_arg}, row {row_arg}, col {col_arg}
{
return arg2;
};
}
};
class FLDTEFDD_ final : public TagWithThreeArguments<int, int, int>
{
public:
FLDTEFDD_(int indx, int row, int col) : TagWithThreeArguments::TagWithThreeArguments{Tags::FLDTEFDD, indx, row, col}
struct FSTPTEFDD final : public Instruction
{
};
int
get_indx()
const int indx, row, col;
FSTPTEFDD(int indx_arg, int row_arg, int col_arg) :
Instruction {Tag::FSTPTEF}, indx {indx_arg}, row {row_arg}, col {col_arg}
{
return arg1;
};
int
get_row()
{
return arg2;
};
int
get_col()
{
return arg3;
};
}
};
class FSTPTEFDD_ final : public TagWithThreeArguments<int, int, int>
{
public:
FSTPTEFDD_(int indx, int row, int col) : TagWithThreeArguments::TagWithThreeArguments{Tags::FSTPTEF, indx, row, col}
struct FLDVS final : public Instruction
{
};
int
get_indx()
const SymbolType type;
const int pos;
FLDVS(SymbolType type_arg, int pos_arg) : Instruction {Tag::FLDVS}, type {type_arg}, pos {pos_arg}
{
return arg1;
};
int
get_row()
{
return arg2;
};
int
get_col()
{
return arg3;
};
}
};
class FLDVS_ final : public TagWithTwoArguments<SymbolType, int>
{
public:
FLDVS_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDVS, type_arg, pos_arg}
{
};
SymbolType
get_type()
struct FLDSV final : public Instruction
{
return arg1;
};
int
get_pos()
const SymbolType type;
const int pos;
FLDSV(SymbolType type_arg, int pos_arg) : Instruction {Tag::FLDSV}, type {type_arg}, pos {pos_arg}
{
return arg2;
};
}
};
class FLDSV_ final : public TagWithTwoArguments<SymbolType, int>
struct FSTPSV final : public Instruction
{
public:
FLDSV_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FLDSV, type_arg, pos_arg}
{
};
SymbolType
get_type()
const SymbolType type;
const int pos;
FSTPSV(SymbolType type_arg, int pos_arg) :
Instruction {Tag::FSTPSV}, type {type_arg}, pos {pos_arg}
{
return arg1;
};
int
get_pos()
{
return arg2;
};
}
};
class FSTPSV_ final : public TagWithTwoArguments<SymbolType, int>
struct FLDV final : public Instruction
{
public:
FSTPSV_(SymbolType type_arg, int pos_arg) : TagWithTwoArguments::TagWithTwoArguments{Tags::FSTPSV, type_arg, pos_arg}
const SymbolType type;
const int pos, lead_lag;
FLDV(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
Instruction {Tag::FLDV}, type {type_arg}, pos {pos_arg}, lead_lag {lead_lag_arg}
{
};
SymbolType
get_type()
{
return arg1;
};
int
get_pos()
{
return arg2;
};
}
};
class FLDV_ final : public TagWithThreeArguments<SymbolType, int, int>
{
public:
FLDV_(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
TagWithThreeArguments::TagWithThreeArguments{Tags::FLDV, type_arg, pos_arg, lead_lag_arg}
{
};
SymbolType
get_type()
struct FSTPV final : public Instruction
{
return arg1;
};
int
get_pos()
{
return arg2;
};
int
get_lead_lag()
const SymbolType type;
const int pos, lead_lag;
FSTPV(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
Instruction {Tag::FSTPV}, type {type_arg}, pos {pos_arg}, lead_lag {lead_lag_arg}
{
return arg3;
};
}
};
class FSTPV_ final : public TagWithThreeArguments<SymbolType, int, int>
{
public:
FSTPV_(SymbolType type_arg, int pos_arg, int lead_lag_arg) :
TagWithThreeArguments::TagWithThreeArguments{Tags::FSTPV, type_arg, pos_arg, lead_lag_arg}
{
};
SymbolType
get_type()
{
return arg1;
};
int
get_pos()
{
return arg2;
};
int
get_lead_lag()
class FCALL final : public Instruction
{
return arg3;
};
};
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
class FCALL_ final : public BytecodeInstruction
{
template<typename B>
friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
private:
int nb_output_arguments, nb_input_arguments, indx;
string func_name;
string arg_func_name;
int add_input_arguments {0}, row {0}, col {0};
ExternalFunctionCallType call_type;
public:
FCALL_(int nb_output_arguments_arg, int nb_input_arguments_arg, string func_name_arg, int indx_arg, ExternalFunctionCallType call_type_arg) :
BytecodeInstruction{Tags::FCALL},
FCALL(int nb_output_arguments_arg, int nb_input_arguments_arg, string func_name_arg, int indx_arg,
ExternalFunctionCallType call_type_arg) :
Instruction {Tag::FCALL},
nb_output_arguments {nb_output_arguments_arg},
nb_input_arguments {nb_input_arguments_arg},
indx {indx_arg},
func_name {move(func_name_arg)},
call_type {call_type_arg}
{
};
}
/* Deserializing constructor.
Updates the code pointer to point beyond the bytes read. */
FCALL_(char *&code) :
BytecodeInstruction{Tags::FCALL}
FCALL(char*& code) : Instruction {Tag::FCALL}
{
code += sizeof(op_code);
code += sizeof(tag);
auto read_member = [&code](auto &member)
{
auto read_member = [&code](auto& member) {
member = *reinterpret_cast<add_pointer_t<decltype(member)>>(code);
code += sizeof member;
};
......@@ -786,47 +485,47 @@ public:
{
// printf("get_function_name => func_name=%s\n",func_name.c_str());fflush(stdout);
return func_name;
};
}
int
get_nb_output_arguments()
{
return nb_output_arguments;
};
}
int
get_nb_input_arguments()
{
return nb_input_arguments;
};
}
int
get_indx()
{
return indx;
};
}
void
set_arg_func_name(string arg_arg_func_name)
{
arg_func_name = arg_arg_func_name;
};
arg_func_name = move(arg_arg_func_name);
}
string
get_arg_func_name()
{
return arg_func_name;
};
}
void
set_nb_add_input_arguments(int arg_add_input_arguments)
{
add_input_arguments = arg_add_input_arguments;
};
}
int
get_nb_add_input_arguments()
{
return add_input_arguments;
};
}
void
set_row(int arg_row)
{
row = arg_row;
};
}
int
get_row()
{
......@@ -836,12 +535,12 @@ public:
set_col(int arg_col)
{
col = arg_col;
};
}
int
get_col()
{
return col;
};
}
ExternalFunctionCallType
get_call_type()
{
......@@ -849,38 +548,40 @@ public:
}
};
class FNUMEXPR_ final : public BytecodeInstruction
class FNUMEXPR final : public Instruction
{
private:
ExpressionType expression_type;
int equation; // Equation number (non-block-specific) (or temporary term number for ExpressionType::TemporaryTerm)
int equation; // Equation number (non-block-specific) (or temporary term number for
// ExpressionType::TemporaryTerm)
int dvariable1; // For derivatives, type-specific ID of the derivation variable
int lag1; // For derivatives, lead/lag of the derivation variable
public:
FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg) :
BytecodeInstruction{Tags::FNUMEXPR},
FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg) :
Instruction {Tag::FNUMEXPR},
expression_type {expression_type_arg},
equation {equation_arg},
dvariable1 {0},
lag1 {0}
{
};
FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg) :
BytecodeInstruction{Tags::FNUMEXPR},
}
FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg) :
Instruction {Tag::FNUMEXPR},
expression_type {expression_type_arg},
equation {equation_arg},
dvariable1 {dvariable1_arg},
lag1 {0}
{
};
FNUMEXPR_(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg, int lag1_arg) :
BytecodeInstruction{Tags::FNUMEXPR},
}
FNUMEXPR(const ExpressionType expression_type_arg, int equation_arg, int dvariable1_arg,
int lag1_arg) :
Instruction {Tag::FNUMEXPR},
expression_type {expression_type_arg},
equation {equation_arg},
dvariable1 {dvariable1_arg},
lag1 {lag1_arg}
{
};
}
ExpressionType
get_expression_type()
{
......@@ -890,49 +591,51 @@ public:
get_equation()
{
return equation;
};
}
int
get_dvariable1()
{
return dvariable1;
};
}
int
get_lag1()
{
return lag1;
};
}
};
class FBEGINBLOCK_ final : public BytecodeInstruction
class FBEGINBLOCK final : public Instruction
{
template<typename B>
friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
private:
int size {0};
BlockSimulationType type;
vector<int> variable;
vector<int> equation;
vector<int> variables;
vector<int> equations;
vector<int> exogenous;
vector<int> det_exogenous;
bool is_linear {false};
vector<Block_contain_type> Block_Contain_;
int u_count_int {0};
int nb_col_jacob {0};
int det_exo_size, exo_size;
public:
/* Constructor when derivatives w.r.t. exogenous are present (only makes
sense when there is no block-decomposition, since there is no provision for
derivatives w.r.t. endogenous not belonging to the block) */
FBEGINBLOCK_(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int> &variable_arg, const vector<int> &equation_arg,
bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg,
int det_exo_size_arg, int exo_size_arg,
vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
BytecodeInstruction{Tags::FBEGINBLOCK},
FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int>& variables_arg, const vector<int>& equations_arg,
bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg, int det_exo_size_arg,
int exo_size_arg, vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
Instruction {Tag::FBEGINBLOCK},
size {size_arg},
type {type_arg},
variable{variable_arg.begin()+first_element, variable_arg.begin()+(first_element+block_size)},
equation{equation_arg.begin()+first_element, equation_arg.begin()+(first_element+block_size)},
variables {variables_arg.begin() + first_element,
variables_arg.begin() + (first_element + block_size)},
equations {equations_arg.begin() + first_element,
equations_arg.begin() + (first_element + block_size)},
exogenous {move(exogenous_arg)},
det_exogenous {move(det_exogenous_arg)},
is_linear {is_linear_arg},
......@@ -943,14 +646,16 @@ public:
{
}
// Constructor when derivatives w.r.t. exogenous are absent
FBEGINBLOCK_(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int> &variable_arg, const vector<int> &equation_arg,
FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int>& variables_arg, const vector<int>& equations_arg,
bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg) :
BytecodeInstruction{Tags::FBEGINBLOCK},
Instruction {Tag::FBEGINBLOCK},
size {size_arg},
type {type_arg},
variable{variable_arg.begin()+first_element, variable_arg.begin()+(first_element+block_size)},
equation{equation_arg.begin()+first_element, equation_arg.begin()+(first_element+block_size)},
variables {variables_arg.begin() + first_element,
variables_arg.begin() + (first_element + block_size)},
equations {equations_arg.begin() + first_element,
equations_arg.begin() + (first_element + block_size)},
is_linear {is_linear_arg},
u_count_int {u_count_int_arg},
nb_col_jacob {nb_col_jacob_arg},
......@@ -960,25 +665,23 @@ public:
}
/* Deserializing constructor.
Updates the code pointer to point beyond the bytes read. */
FBEGINBLOCK_(char *&code) :
BytecodeInstruction{Tags::FBEGINBLOCK}
FBEGINBLOCK(char*& code) : Instruction {Tag::FBEGINBLOCK}
{
code += sizeof(op_code);
code += sizeof(tag);
auto read_member = [&code](auto &member)
{
auto read_member = [&code](auto& member) {
member = *reinterpret_cast<add_pointer_t<decltype(member)>>(code);
code += sizeof member;
};
read_member(size);
read_member(type);
variables.resize(size);
equations.resize(size);
for (int i {0}; i < size; i++)
{
Block_contain_type bc;
read_member(bc.Variable);
read_member(bc.Equation);
Block_Contain_.push_back(move(bc));
read_member(variables[i]);
read_member(equations[i]);
}
if (type == BlockSimulationType::solveTwoBoundariesSimple
|| type == BlockSimulationType::solveTwoBoundariesComplete
......@@ -1010,46 +713,46 @@ public:
get_size()
{
return size;
};
}
BlockSimulationType
get_type()
{
return type;
};
}
bool
get_is_linear()
{
return is_linear;
};
}
int
get_u_count_int()
{
return u_count_int;
};
vector<Block_contain_type>
get_Block_Contain()
}
vector<int>
get_variables()
{
return Block_Contain_;
};
return variables;
}
vector<int>
get_equations()
{
return equations;
}
int
get_nb_col_jacob()
{
return nb_col_jacob;
};
}
int
get_exo_size()
{
return exo_size;
};
}
int
get_det_exo_size()
{
return det_exo_size;
};
vector<int>
get_endogenous()
{
return variable;
}
vector<int>
get_exogenous()
......@@ -1059,15 +762,17 @@ public:
};
// Superclass of std::ofstream for writing a sequence of bytecode instructions
class BytecodeWriter : private ofstream
class Writer : private ofstream
{
template<typename B>
friend BytecodeWriter &operator<<(BytecodeWriter &code_file, const B &instr);
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
private:
// Stores the positions of all instructions in the byte stream
vector<pos_type> instructions_positions;
public:
BytecodeWriter(const filesystem::path &filename);
Writer(const filesystem::path& filename);
// Returns the number of the next instruction to be written
int
getInstructionCounter() const
......@@ -1077,9 +782,8 @@ public:
/* Overwrites an existing instruction, given its number.
It is the responsibility of the caller to ensure that the new instruction
occupies exactly as many bytes as the former one. */
template<typename B>
void
overwriteInstruction(int instruction_number, const B &new_instruction)
overwriteInstruction(int instruction_number, const IsInstruction auto& new_instruction)
{
seekp(instructions_positions.at(instruction_number));
*this << new_instruction;
......@@ -1090,9 +794,9 @@ public:
// Overloads of operator<< for writing bytecode instructions
template<typename B>
BytecodeWriter &
operator<<(BytecodeWriter &code_file, const B &instr)
template<IsInstruction B>
Writer&
operator<<(Writer& code_file, const B& instr)
{
code_file.instructions_positions.push_back(code_file.tellp());
code_file.write(reinterpret_cast<const char*>(&instr), sizeof(B));
......@@ -1100,9 +804,11 @@ operator<<(BytecodeWriter &code_file, const B &instr)
}
template<>
BytecodeWriter &operator<<(BytecodeWriter &code_file, const FCALL_ &instr);
Writer& operator<<(Writer& code_file, const FCALL& instr);
template<>
BytecodeWriter &operator<<(BytecodeWriter &code_file, const FBEGINBLOCK_ &instr);
Writer& operator<<(Writer& code_file, const FBEGINBLOCK& instr);
}
#endif // _BYTECODE_HH
#endif
/*
* Copyright © 2007-2022 Dynare Team
* Copyright © 2007-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,24 +17,30 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _COMMON_ENUMS_HH
#define _COMMON_ENUMS_HH
#ifndef COMMON_ENUMS_HH
#define COMMON_ENUMS_HH
//! Enumeration of possible symbol types
/*! Warning: do not to change existing values for 0 to 4: the values matter for homotopy_setup command */
/*! Warning: do not to change existing values for 0 to 4: the values matter for homotopy_setup
* command */
enum class SymbolType
{
endogenous = 0, //!< Endogenous
exogenous = 1, //!< Exogenous
exogenousDet = 2, //!< Exogenous deterministic
parameter = 4, //!< Parameter
modelLocalVariable = 10, //!< Local variable whose scope is model (pound expression)
modFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
externalFunction = 12, //!< External (user-defined) function
trend = 13, //!< Trend variable
statementDeclaredVariable = 14, //!< Local variable assigned within a Statement (see subsample statement for example)
endogenous = 0, // Endogenous (non-heterogeneous)
exogenous = 1, // Exogenous (non-heterogeneous)
exogenousDet = 2, // Exogenous deterministic (non-heterogeneous)
parameter = 4, // Parameter (non-heterogeneous)
heterogeneousEndogenous = 5, // Endogenous that is heterogeneous across some dimension
heterogeneousExogenous = 6, // Exogenous that is heterogeneous across some dimension
heterogeneousParameter = 7, // Parameter that is heterogeneous across some dimension
modelLocalVariable = 10, // Local variable whose scope is model (pound expression)
modFileLocalVariable = 11, // Local variable whose scope is mod file (model excluded)
externalFunction = 12, // External (user-defined) function
trend = 13, // Trend variable
statementDeclaredVariable
= 14, //!< Local variable assigned within a Statement (see subsample statement for example)
logTrend = 15, //!< Log-trend variable
unusedEndogenous = 16, //!< Type to mark unused endogenous variables when `nostrict` option is passed
unusedEndogenous
= 16, //!< Type to mark unused endogenous variables when `nostrict` option is passed
// Value 17 is unused for the time being (but could be reused)
......@@ -42,6 +48,13 @@ enum class SymbolType
excludedVariable = 19 //!< Variable excluded via model_remove/var_remove/include_eqs/exclude_eqs
};
constexpr bool
isHeterogeneous(SymbolType type)
{
return type == SymbolType::heterogeneousEndogenous || type == SymbolType::heterogeneousExogenous
|| type == SymbolType::heterogeneousParameter;
}
enum class UnaryOpcode
{
uminus,
......@@ -66,12 +79,14 @@ enum class UnaryOpcode
sign,
steadyState,
steadyStateParamDeriv, // for the derivative of the STEADY_STATE operator w.r.t. to a parameter
steadyStateParam2ndDeriv, // for the 2nd derivative of the STEADY_STATE operator w.r.t. to a parameter
steadyStateParam2ndDeriv, // for the 2nd derivative of the STEADY_STATE operator w.r.t. to a
// parameter
expectation,
erf,
erfc,
diff,
adl
adl,
sum
};
enum class BinaryOpcode
......@@ -119,8 +134,10 @@ enum class PriorDistributions
enum class EquationType
{
evaluate, //!< Simple evaluation, normalized variable on left-hand side (written as such by the user)
evaluateRenormalized, //!< Simple evaluation, normalized variable on left-hand side (normalization computed by the preprocessor)
evaluate, //!< Simple evaluation, normalized variable on left-hand side (written as such by the
//!< user)
evaluateRenormalized, //!< Simple evaluation, normalized variable on left-hand side (normalization
//!< computed by the preprocessor)
solve //!< No simple evaluation of the equation, it has to be solved
};
......@@ -133,7 +150,8 @@ enum class BlockSimulationType
solveTwoBoundariesSimple, //!< Block of one equation, Newton solver needed, forward and backward
solveForwardComplete, //!< Block of several equations, Newton solver needed, forward
solveBackwardComplete, //!< Block of several equations, Newton solver needed, backward
solveTwoBoundariesComplete //!< Block of several equations, Newton solver needed, forward and backwar
solveTwoBoundariesComplete //!< Block of several equations, Newton solver needed, forward and
//!< backwar
};
enum class PacTargetKind
......@@ -144,4 +162,4 @@ enum class PacTargetKind
dd
};
#endif // _COMMON_ENUMS_HH
#endif
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,27 +17,27 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <algorithm>
#include <cassert>
#include <iostream>
#include <sstream>
#include <algorithm>
#include <iterator>
#include <sstream>
using namespace std;
#include "ComputingTasks.hh"
#include "Statement.hh"
#include "ParsingDriver.hh"
#include "Statement.hh"
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wold-style-cast"
#include <boost/algorithm/string/trim.hpp>
#include <boost/algorithm/string/split.hpp>
#include <boost/algorithm/string/trim.hpp>
#include <boost/tokenizer.hpp>
#pragma GCC diagnostic pop
#include <utility>
#include <algorithm>
#include <utility>
SteadyStatement::SteadyStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
......@@ -71,8 +71,7 @@ SteadyStatement::writeJsonOutput(ostream &output) const
output << "}";
}
CheckStatement::CheckStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
CheckStatement::CheckStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
{
}
......@@ -128,8 +127,7 @@ ModelInfoStatement::writeJsonOutput(ostream &output) const
output << "}";
}
SimulStatement::SimulStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
SimulStatement::SimulStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
{
}
......@@ -155,8 +153,8 @@ SimulStatement::writeOutput(ostream &output, [[maybe_unused]] const string &base
options_list_new.erase("datafile");
}
options_list_new.writeOutput(output);
output << "perfect_foresight_setup;" << endl
<< "perfect_foresight_solver;" << endl;
output << "oo_ = perfect_foresight_setup(M_, options_, oo_);" << endl
<< "[oo_, Simulated_time_series] = perfect_foresight_solver(M_, options_, oo_);" << endl;
}
void
......@@ -177,7 +175,8 @@ PerfectForesightSetupStatement::PerfectForesightSetupStatement(OptionsList optio
}
void
PerfectForesightSetupStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
PerfectForesightSetupStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
auto options_list_new = options_list; // Need a copy, because of const
......@@ -190,7 +189,7 @@ PerfectForesightSetupStatement::writeOutput(ostream &output, [[maybe_unused]] co
options_list_new.erase("datafile");
}
options_list_new.writeOutput(output);
output << "perfect_foresight_setup;" << endl;
output << "oo_ = perfect_foresight_setup(M_, options_, oo_);" << endl;
}
void
......@@ -218,11 +217,12 @@ PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct,
}
void
PerfectForesightSolverStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
PerfectForesightSolverStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_solver;" << endl;
output << "[oo_, Simulated_time_series] = perfect_foresight_solver(M_, options_, oo_);" << endl;
}
void
......@@ -237,18 +237,19 @@ PerfectForesightSolverStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PerfectForesightWithExpectationErrorsSetupStatement::PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg) :
PerfectForesightWithExpectationErrorsSetupStatement::
PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
}
void
PerfectForesightWithExpectationErrorsSetupStatement::writeOutput(ostream &output,
[[maybe_unused]] const string &basename,
PerfectForesightWithExpectationErrorsSetupStatement::writeOutput(
ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_with_expectation_errors_setup;" << endl;
output << "oo_ = perfect_foresight_with_expectation_errors_setup(M_, options_, oo_);" << endl;
}
void
......@@ -263,25 +264,28 @@ PerfectForesightWithExpectationErrorsSetupStatement::writeJsonOutput(ostream &ou
output << "}";
}
PerfectForesightWithExpectationErrorsSolverStatement::PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg) :
PerfectForesightWithExpectationErrorsSolverStatement::
PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg) :
options_list(move(options_list_arg))
{
}
void
PerfectForesightWithExpectationErrorsSolverStatement::checkPass(ModFileStructure &mod_file_struct,
[[maybe_unused]] WarningConsolidation &warnings)
PerfectForesightWithExpectationErrorsSolverStatement::checkPass(
ModFileStructure& mod_file_struct, [[maybe_unused]] WarningConsolidation& warnings)
{
mod_file_struct.perfect_foresight_with_expectation_errors_solver_present = true;
}
void
PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(ostream &output,
[[maybe_unused]] const string &basename,
PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(
ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_with_expectation_errors_solver;" << endl;
output << "[oo_, Simulated_time_series] = perfect_foresight_with_expectation_errors_solver(M_, "
"options_, oo_);"
<< endl;
}
void
......@@ -298,8 +302,7 @@ PerfectForesightWithExpectationErrorsSolverStatement::writeJsonOutput(ostream &o
PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg,
OptionsList options_list_arg) :
prior_func{prior_func_arg},
options_list{move(options_list_arg)}
prior_func {prior_func_arg}, options_list {move(options_list_arg)}
{
}
......@@ -307,17 +310,18 @@ void
PriorPosteriorFunctionStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
if (auto opt = options_list.get_if<OptionsList::StringVal>("function");
!opt || opt->empty())
if (auto opt = options_list.get_if<OptionsList::StringVal>("function"); !opt || opt->empty())
{
cerr << "ERROR: both the 'prior_function' and 'posterior_function' commands require the 'function' option"
cerr << "ERROR: both the 'prior_function' and 'posterior_function' commands require the "
"'function' option"
<< endl;
exit(EXIT_FAILURE);
}
}
void
PriorPosteriorFunctionStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
PriorPosteriorFunctionStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
......@@ -506,92 +510,6 @@ RamseyModelStatement::writeJsonOutput(ostream &output) const
output << "}";
}
RamseyConstraintsStatement::RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg) :
symbol_table{symbol_table_arg},
constraints{move(constraints_arg)}
{
}
void
RamseyConstraintsStatement::checkPass(ModFileStructure &mod_file_struct,
[[maybe_unused]] WarningConsolidation &warnings)
{
mod_file_struct.ramsey_constraints_present = true;
}
void
RamseyConstraintsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.ramsey_model_constraints = {" << endl;
for (bool printed_something{false};
const auto &it : constraints)
{
if (exchange(printed_something, true))
output << ", ";
output << "{" << it.endo + 1 << ", '";
switch (it.code)
{
case BinaryOpcode::less:
output << '<';
break;
case BinaryOpcode::greater:
output << '>';
break;
case BinaryOpcode::lessEqual:
output << "<=";
break;
case BinaryOpcode::greaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << "', '";
it.expression->writeOutput(output);
output << "'}" << endl;
}
output << "};" << endl;
}
void
RamseyConstraintsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ramsey_constraints")"
<< R"(, "ramsey_model_constraints": [)" << endl;
for (bool printed_something{false};
const auto &it : constraints)
{
if (exchange(printed_something, true))
output << ", ";
output << R"({"constraint": ")" << symbol_table.getName(it.endo) << " ";
switch (it.code)
{
case BinaryOpcode::less:
output << '<';
break;
case BinaryOpcode::greater:
output << '>';
break;
case BinaryOpcode::lessEqual:
output << "<=";
break;
case BinaryOpcode::greaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << " ";
it.expression->writeJsonOutput(output, {}, {});
output << R"("})" << endl;
}
output << "]" << endl;
output << "}";
}
RamseyPolicyStatement::RamseyPolicyStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
......@@ -714,7 +632,8 @@ DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(SymbolList symbol_lis
}
void
DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
DiscretionaryPolicyStatement::checkPass(ModFileStructure& mod_file_struct,
WarningConsolidation& warnings)
{
mod_file_struct.discretionary_policy_present = true;
......@@ -775,7 +694,8 @@ DiscretionaryPolicyStatement::writeOutput(ostream &output, [[maybe_unused]] cons
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);" << endl;
output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);"
<< endl;
}
void
......@@ -830,7 +750,9 @@ OccbinSolverStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output, "options_.occbin");
output << "[oo_.dr, oo_.occbin.simul]= occbin.solver(M_, options_, oo_.dr , oo_.steady_state, oo_.exo_steady_state, oo_.exo_det_steady_state);" << endl;
output << "[oo_.dr, oo_.occbin.simul]= occbin.solver(M_, options_, oo_.dr , oo_.steady_state, "
"oo_.exo_steady_state, oo_.exo_det_steady_state);"
<< endl;
}
void
......@@ -872,8 +794,7 @@ OccbinWriteRegimesStatement::writeJsonOutput(ostream &output) const
OccbinGraphStatement::OccbinGraphStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
symbol_list {move(symbol_list_arg)}, options_list {move(options_list_arg)}
{
}
......@@ -904,8 +825,7 @@ OccbinGraphStatement::writeJsonOutput(ostream &output) const
}
EstimationStatement::EstimationStatement(const SymbolTable& symbol_table_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg) :
SymbolList symbol_list_arg, OptionsList options_list_arg) :
symbol_table {symbol_table_arg},
symbol_list {move(symbol_list_arg)},
options_list {move(options_list_arg)}
......@@ -939,8 +859,7 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
mod_file_struct.estimation_analytic_derivation = true;
if (options_list.contains("dsge_var"))
options_list.visit("dsge_var", [&]<class T>(const T &v)
{
options_list.visit("dsge_var", [&]<class T>(const T& v) {
if constexpr (is_same_v<T, OptionsList::StringVal>)
mod_file_struct.dsge_var_estimated = true;
else if constexpr (is_same_v<T, OptionsList::NumVal>)
......@@ -948,37 +867,36 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
});
// Fill in mod_file_struct.bayesian_irf_present
if (auto opt = options_list.get_if<OptionsList::NumVal>("bayesian_irf");
opt && *opt == "true")
if (auto opt = options_list.get_if<OptionsList::NumVal>("bayesian_irf"); opt && *opt == "true")
mod_file_struct.bayesian_irf_present = true;
if (options_list.contains("dsge_varlag"))
if (mod_file_struct.dsge_var_calibrated.empty()
&& !mod_file_struct.dsge_var_estimated)
if (mod_file_struct.dsge_var_calibrated.empty() && !mod_file_struct.dsge_var_estimated)
{
cerr << "ERROR: The estimation statement requires a dsge_var option to be passed "
<< "if the dsge_varlag option is passed." << endl;
exit(EXIT_FAILURE);
}
if (!mod_file_struct.dsge_var_calibrated.empty()
&& mod_file_struct.dsge_var_estimated)
if (!mod_file_struct.dsge_var_calibrated.empty() && mod_file_struct.dsge_var_estimated)
{
cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl;
exit(EXIT_FAILURE);
}
if (!options_list.contains("datafile")
&& !mod_file_struct.estimation_data_statement_present)
if (!options_list.contains("datafile") && !mod_file_struct.estimation_data_statement_present)
{
cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
cerr << "ERROR: The estimation statement requires a data file to be supplied via the "
"datafile option."
<< endl;
exit(EXIT_FAILURE);
}
if (options_list.contains("mode_file")
&& mod_file_struct.estim_params_use_calib)
if (options_list.contains("mode_file") && mod_file_struct.estim_params_use_calib)
{
cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the use_calibration option of the estimated_params_init block." << endl;
cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the "
"use_calibration option of the estimated_params_init block."
<< endl;
exit(EXIT_FAILURE);
}
......@@ -987,30 +905,33 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
{
if (options_list.contains("mh_jscale"))
{
cerr << "ERROR: The mh_tune_jscale and mh_jscale options of the estimation statement are incompatible." << endl;
cerr << "ERROR: The mh_tune_jscale and mh_jscale options of the estimation statement are "
"incompatible."
<< endl;
exit(EXIT_FAILURE);
}
}
else if (options_list.contains("mh_tune_jscale.guess"))
{
cerr << "ERROR: The option mh_tune_guess in estimation statement cannot be used without option mh_tune_jscale." << endl;
cerr << "ERROR: The option mh_tune_guess in estimation statement cannot be used without "
"option mh_tune_jscale."
<< endl;
exit(EXIT_FAILURE);
}
/* Check that we are not trying to estimate a parameter appearing in the
planner discount factor (see dynare#1173) */
vector<int> estimated_params_in_planner_discount;
set_intersection(mod_file_struct.estimated_parameters.begin(),
mod_file_struct.estimated_parameters.end(),
mod_file_struct.parameters_in_planner_discount.begin(),
mod_file_struct.parameters_in_planner_discount.end(),
ranges::set_intersection(mod_file_struct.estimated_parameters,
mod_file_struct.parameters_in_planner_discount,
back_inserter(estimated_params_in_planner_discount));
if (!estimated_params_in_planner_discount.empty())
{
cerr << "ERROR: It is not possible to estimate a parameter ("
<< symbol_table.getName(estimated_params_in_planner_discount[0])
<< ") that appears in the discount factor of the planner (i.e. in the 'planner_discount' option)." << endl;
<< ") that appears in the discount factor of the planner (i.e. in the "
"'planner_discount' option)."
<< endl;
exit(EXIT_FAILURE);
}
......@@ -1032,11 +953,9 @@ EstimationStatement::writeOutput(ostream &output, [[maybe_unused]] const string
options_list.writeOutput(output);
// Special treatment for order option and particle filter
if (auto opt = options_list.get_if<OptionsList::NumVal>("order");
!opt)
if (auto opt = options_list.get_if<OptionsList::NumVal>("order"); !opt)
output << "options_.order = 1;" << endl;
else if (int order {stoi(*opt)};
order >= 2)
else if (int order {stoi(*opt)}; order >= 2)
{
output << "options_.particle.status = true;" << endl;
if (order > 2)
......@@ -1044,8 +963,7 @@ EstimationStatement::writeOutput(ostream &output, [[maybe_unused]] const string
}
// Do not check for the steady state in diffuse filter mode (#400)
if (auto opt = options_list.get_if<OptionsList::NumVal>("diffuse_filter");
opt && *opt == "true")
if (auto opt = options_list.get_if<OptionsList::NumVal>("diffuse_filter"); opt && *opt == "true")
output << "options_.steadystate.nocheck = true;" << endl;
symbol_list.writeOutput("var_list_", output);
......@@ -1069,17 +987,16 @@ EstimationStatement::writeJsonOutput(ostream &output) const
output << "}";
}
DynareSensitivityStatement::DynareSensitivityStatement(OptionsList options_list_arg) :
SensitivityStatement::SensitivityStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
}
void
DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct,
SensitivityStatement::checkPass(ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
if (auto opt = options_list.get_if<OptionsList::NumVal>("identification");
opt && *opt == "1")
if (auto opt = options_list.get_if<OptionsList::NumVal>("identification"); opt && *opt == "1")
{
mod_file_struct.identification_present = true;
// The following triggers 3rd order derivatives, see preprocessor#40
......@@ -1089,7 +1006,7 @@ DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct,
}
void
DynareSensitivityStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
SensitivityStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output, "options_gsa");
......@@ -1106,13 +1023,13 @@ DynareSensitivityStatement::writeOutput(ostream &output, [[maybe_unused]] const
if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("graph_format"))
opt->writeOutput("options_.graph_format", output);
output << "dynare_sensitivity(options_gsa);" << endl;
output << "gsa.run(M_,oo_,options_,bayestopt_,estim_params_,options_gsa);" << endl;
}
void
DynareSensitivityStatement::writeJsonOutput(ostream &output) const
SensitivityStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "dynare_sensitivity")";
output << R"({"statementName": "sensitivity")";
if (!options_list.empty())
{
output << ", ";
......@@ -1121,10 +1038,8 @@ DynareSensitivityStatement::writeJsonOutput(ostream &output) const
output << "}";
}
RplotStatement::RplotStatement(SymbolList symbol_list_arg,
const SymbolTable &symbol_table_arg) :
symbol_list{move(symbol_list_arg)},
symbol_table{symbol_table_arg}
RplotStatement::RplotStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -1134,7 +1049,8 @@ RplotStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous}, symbol_table);
symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
symbol_table);
}
catch (SymbolList::SymbolListException& e)
{
......@@ -1167,8 +1083,7 @@ void
UnitRootVarsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_.diffuse_filter = 1;" << endl
<< "options_.steadystate.nocheck = 1;" << endl;
output << "options_.diffuse_filter = 1;" << endl << "options_.steadystate.nocheck = 1;" << endl;
}
void
......@@ -1205,10 +1120,9 @@ DsampleStatement::writeJsonOutput(ostream &output) const
<< R"("value2": )" << val2 << "}";
}
AbstractEstimatedParamsStatement::AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list{move(estim_params_list_arg)},
symbol_table{symbol_table_arg}
AbstractEstimatedParamsStatement::AbstractEstimatedParamsStatement(
vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
estim_params_list {move(estim_params_list_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -1229,7 +1143,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
if (already_declared_corr.contains(x))
{
cerr << "ERROR: in `" << blockName() << "' block, the correlation between " << it.name << " and " << it.name2 << " is declared twice." << endl;
cerr << "ERROR: in `" << blockName() << "' block, the correlation between " << it.name
<< " and " << it.name2 << " is declared twice." << endl;
exit(EXIT_FAILURE);
}
else
......@@ -1239,7 +1154,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
{
if (already_declared.contains(it.name))
{
cerr << "ERROR: in `" << blockName() << "' block, the symbol " << it.name << " is declared twice." << endl;
cerr << "ERROR: in `" << blockName() << "' block, the symbol " << it.name
<< " is declared twice." << endl;
exit(EXIT_FAILURE);
}
else
......@@ -1267,10 +1183,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
it.p4->collectVariables(SymbolType::parameter, used_params);
it.jscale->collectVariables(SymbolType::parameter, used_params);
vector<int> intersect;
set_intersection(declared_params.begin(), declared_params.end(),
used_params.begin(), used_params.end(),
back_inserter(intersect));
if (intersect.size() > 0)
ranges::set_intersection(declared_params, used_params, back_inserter(intersect));
if (!intersect.empty())
{
cerr << "ERROR: in `" << blockName() << "' block, the value of estimated parameter "
<< symbol_table.getName(intersect[0]) << " is used in the declaration for ";
......@@ -1307,10 +1221,11 @@ EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct,
if (it.prior == PriorDistributions::beta)
try
{
if (it.mean->eval(eval_context_t()) == 0.5
&& it.std->eval(eval_context_t()) == 0.5)
if (it.mean->eval(eval_context_t()) == 0.5 && it.std->eval(eval_context_t()) == 0.5)
{
cerr << "ERROR: The prior density is not defined for the beta distribution when the mean = standard deviation = 0.5." << endl;
cerr << "ERROR: The prior density is not defined for the beta distribution when "
"the mean = standard deviation = 0.5."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -1352,7 +1267,9 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
int tsid = symbol_table.getTypeSpecificID(it.name) + 1;
int tsid2;
SymbolType symb_type = symbol_table.getType(it.name);
string errmsg = " has been specified twice in two concatenated ''estimated_params'' blocks. Depending on your intention, you may want to use the ''overwrite'' option or an ''estimated_params_remove'' block.";
string errmsg = " has been specified twice in two concatenated ''estimated_params'' blocks. "
"Depending on your intention, you may want to use the ''overwrite'' option "
"or an ''estimated_params_remove'' block.";
switch (it.type)
{
......@@ -1364,7 +1281,8 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
<< "estim_params_.var_exo = [estim_params_.var_exo; ";
else if (symb_type == SymbolType::endogenous)
output << "if ~isempty(find(estim_params_.var_endo(:,1)==" << tsid << "))" << endl
<< " error('The standard deviation of the measurement error for " << it.name << errmsg << "')" << endl
<< " error('The standard deviation of the measurement error for " << it.name
<< errmsg << "')" << endl
<< "end" << endl
<< "estim_params_.var_endo = [estim_params_.var_endo; ";
output << tsid;
......@@ -1373,21 +1291,26 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
output << "if ~isempty(find(estim_params_.param_vals(:,1)==" << tsid << "))" << endl
<< " error('Parameter " << it.name << errmsg << "')" << endl
<< "end" << endl
<< "estim_params_.param_vals = [estim_params_.param_vals; "
<< tsid;
<< "estim_params_.param_vals = [estim_params_.param_vals; " << tsid;
break;
case 3:
tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
if (symb_type == SymbolType::exogenous)
output << "if ~isempty(find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << ")))" << endl
<< " error('The correlation between " << it.name << " and " << it.name2 << errmsg << "')" << endl
output << "if ~isempty(find((estim_params_.corrx(:,1)==" << tsid
<< " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid
<< " & estim_params_.corrx(:,1)==" << tsid2 << ")))" << endl
<< " error('The correlation between " << it.name << " and " << it.name2
<< errmsg << "')" << endl
<< "end" << endl
<< "estim_params_.corrx = [estim_params_.corrx; ";
else if (symb_type == SymbolType::endogenous)
output << "if ~isempty(find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << ")))" << endl
<< " error('The correlation between measurement errors on " << it.name << " and " << it.name2 << errmsg << "')" << endl
output << "if ~isempty(find((estim_params_.corrn(:,1)==" << tsid
<< " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid
<< " & estim_params_.corrn(:,1)==" << tsid2 << ")))" << endl
<< " error('The correlation between measurement errors on " << it.name
<< " and " << it.name2 << errmsg << "')" << endl
<< "end" << endl
<< "estim_params_.corrn = [estim_params_.corrn; ";
output << tsid << ", " << symbol_table.getTypeSpecificID(it.name2) + 1;
......@@ -1399,8 +1322,7 @@ EstimatedParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
it.low_bound->writeOutput(output);
output << ", ";
it.up_bound->writeOutput(output);
output << ", "
<< static_cast<int>(it.prior) << ", ";
output << ", " << static_cast<int>(it.prior) << ", ";
it.mean->writeOutput(output);
output << ", ";
it.std->writeOutput(output);
......@@ -1419,8 +1341,7 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimated_params", )"
<< R"("params": [)";
for (bool printed_something{false};
const auto &it : estim_params_list)
for (bool printed_something {false}; const auto& it : estim_params_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -1445,9 +1366,7 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
it.low_bound->writeJsonOutput(output, {}, {});
output << R"(", "upper_bound": ")";
it.up_bound->writeJsonOutput(output, {}, {});
output << R"(", "prior_distribution": )"
<< static_cast<int>(it.prior)
<< R"(, "mean": ")";
output << R"(", "prior_distribution": )" << static_cast<int>(it.prior) << R"(, "mean": ")";
it.mean->writeJsonOutput(output, {}, {});
output << R"(", "std": ")";
it.std->writeJsonOutput(output, {}, {});
......@@ -1463,8 +1382,8 @@ EstimatedParamsStatement::writeJsonOutput(ostream &output) const
<< "}";
}
EstimatedParamsInitStatement::EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg,
EstimatedParamsInitStatement::EstimatedParamsInitStatement(
vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg,
const bool use_calibration_arg) :
AbstractEstimatedParamsStatement(move(estim_params_list_arg), symbol_table_arg),
use_calibration {use_calibration_arg}
......@@ -1501,37 +1420,38 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, [[maybe_unused]] cons
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " disp(sprintf('The standard deviation of %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{" << tsid << "}))" << endl;
<< " disp(sprintf('The standard deviation of %s is not estimated (the "
"value provided in estimated_params_init is not used).', M_.exo_names{"
<< tsid << "}))" << endl;
skipline = true;
output << "else" << endl
<< " estim_params_.var_exo(tmp1,2) = ";
output << "else" << endl << " estim_params_.var_exo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl
<< "end" << endl;
output << ";" << endl << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " disp(sprintf('The standard deviation of the measurement error on %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{" << tsid << "}))" << endl;
<< " disp(sprintf('The standard deviation of the measurement error on %s "
"is not estimated (the value provided in estimated_params_init is not "
"used).', M_.endo_names{"
<< tsid << "}))" << endl;
skipline = true;
output << "else" << endl
<< " estim_params_.var_endo(tmp1,2) = ";
output << "else" << endl << " estim_params_.var_endo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl
<< "end" << endl;
output << ";" << endl << "end" << endl;
}
else if (symb_type == SymbolType::parameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " disp(sprintf('Parameter %s is not estimated (the value provided in estimated_params_init is not used).', M_.param_names{" << tsid << "}))" << endl;
<< " disp(sprintf('Parameter %s is not estimated (the value provided in "
"estimated_params_init is not used).', M_.param_names{"
<< tsid << "}))" << endl;
skipline = true;
output << "else" << endl
<< " estim_params_.param_vals(tmp1,2) = ";
output << "else" << endl << " estim_params_.param_vals(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl
<< "end" << endl;
output << ";" << endl << "end" << endl;
}
}
else
......@@ -1539,31 +1459,34 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, [[maybe_unused]] cons
int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
<< " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid
<< " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
<< "if isempty(tmp1)" << endl
<< " disp(sprintf('The correlation between %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{"
<< " disp(sprintf('The correlation between %s and %s is not estimated (the "
"value provided in estimated_params_init is not used).', M_.exo_names{"
<< tsid << "}, M_.exo_names{" << tsid2 << "}))" << endl;
skipline = true;
output << "else" << endl
<< " estim_params_.corrx(tmp1,3) = ";
output << "else" << endl << " estim_params_.corrx(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl
<< "end" << endl;
output << ";" << endl << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
<< " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid
<< " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
<< "if isempty(tmp1)" << endl
<< " disp(sprintf('The correlation between measurement errors on %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.endo_names{"
<< " disp(sprintf('The correlation between measurement errors on %s and %s "
"is not estimated (the value provided in estimated_params_init is not "
"used).', M_.endo_names{"
<< tsid << "}, M_.endo_names{" << tsid2 << "}))" << endl;
skipline = true;
output << "else" << endl
<< " estim_params_.corrn(tmp1,3) = ";
output << "else" << endl << " estim_params_.corrn(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl
<< "end" << endl;
output << ";" << endl << "end" << endl;
}
}
}
......@@ -1580,8 +1503,7 @@ EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const
output << R"(, "use_calibration_initialization": 1)";
output << R"(, "params": [)";
for (bool printed_something{false};
const auto &it : estim_params_list)
for (bool printed_something {false}; const auto& it : estim_params_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -1607,8 +1529,8 @@ EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const
<< "}";
}
EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(
vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
AbstractEstimatedParamsStatement(move(estim_params_list_arg), symbol_table_arg)
{
}
......@@ -1621,7 +1543,8 @@ EstimatedParamsBoundsStatement::checkPass([[maybe_unused]] ModFileStructure &mod
}
void
EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
EstimatedParamsBoundsStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
for (const auto& it : estim_params_list)
......@@ -1636,8 +1559,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
<< "estim_params_.var_exo(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl
<< "estim_params_.var_exo(tmp1,4) = ";
output << ";" << endl << "estim_params_.var_exo(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
......@@ -1646,8 +1568,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
<< "estim_params_.var_endo(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl
<< "estim_params_.var_endo(tmp1,4) = ";
output << ";" << endl << "estim_params_.var_endo(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
......@@ -1656,8 +1577,7 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
<< "estim_params_.param_vals(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl
<< "estim_params_.param_vals(tmp1,4) = ";
output << ";" << endl << "estim_params_.param_vals(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
......@@ -1667,23 +1587,25 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] co
int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
<< " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid
<< " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
<< "estim_params_.corrx(tmp1,4) = ";
it.low_bound->writeOutput(output);
output << ";" << endl
<< "estim_params_.corrx(tmp1,5) = ";
output << ";" << endl << "estim_params_.corrx(tmp1,5) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
<< " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid
<< " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
<< "estim_params_.corrn(tmp1,4) = ";
it.low_bound->writeOutput(output);
output << ";" << endl
<< "estim_params_.corrn(tmp1,5) = ";
output << ";" << endl << "estim_params_.corrn(tmp1,5) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
......@@ -1697,8 +1619,7 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "estimated_params_bounds", )"
<< R"("params": [)";
for (bool printed_something{false};
const auto &it : estim_params_list)
for (bool printed_something {false}; const auto& it : estim_params_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -1726,15 +1647,15 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
<< "}";
}
EstimatedParamsRemoveStatement::EstimatedParamsRemoveStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list{move(estim_params_list_arg)},
symbol_table{symbol_table_arg}
EstimatedParamsRemoveStatement::EstimatedParamsRemoveStatement(
vector<EstimationParams> estim_params_list_arg, const SymbolTable& symbol_table_arg) :
estim_params_list {move(estim_params_list_arg)}, symbol_table {symbol_table_arg}
{
}
void
EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
EstimatedParamsRemoveStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
for (const auto& it : estim_params_list)
......@@ -1747,21 +1668,27 @@ EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] co
if (symb_type == SymbolType::exogenous)
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " error(sprintf('estimated_params_remove: the standard deviation of %s is not estimated.', M_.exo_names{" << tsid << "}))" << endl
<< " error(sprintf('estimated_params_remove: the standard deviation of %s is "
"not estimated.', M_.exo_names{"
<< tsid << "}))" << endl
<< "else" << endl
<< " estim_params_.var_exo(tmp1,:) = [];"
<< "end" << endl;
else if (symb_type == SymbolType::endogenous)
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " error(sprintf('estimated_params_remove: the standard deviation of the measurement error on %s is not estimated.', M_.endo_names{" << tsid << "}))" << endl
<< " error(sprintf('estimated_params_remove: the standard deviation of the "
"measurement error on %s is not estimated.', M_.endo_names{"
<< tsid << "}))" << endl
<< "else" << endl
<< " estim_params_.var_endo(tmp1,:) = [];"
<< "end" << endl;
else if (symb_type == SymbolType::parameter)
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
<< "if isempty(tmp1)" << endl
<< " error(sprintf('estimated_params_remove: parameter %s is not estimated.', M_.param_names{" << tsid << "}))" << endl
<< " error(sprintf('estimated_params_remove: parameter %s is not "
"estimated.', M_.param_names{"
<< tsid << "}))" << endl
<< "else" << endl
<< " estim_params_.param_vals(tmp1,:) = [];"
<< "end" << endl;
......@@ -1770,19 +1697,25 @@ EstimatedParamsRemoveStatement::writeOutput(ostream &output, [[maybe_unused]] co
{
int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
if (symb_type == SymbolType::exogenous)
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid
<< " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrx(:,2)==" << tsid
<< " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
<< "if isempty(tmp1)" << endl
<< " error(sprintf('estimated_params_remove: the correlation between %s and %s is not estimated.', M_.exo_names{"
<< " error(sprintf('estimated_params_remove: the correlation between %s and "
"%s is not estimated.', M_.exo_names{"
<< tsid << "}, M_.exo_names{" << tsid2 << "}))" << endl
<< "else" << endl
<< " estim_params_.corrx(tmp1,:) = [];"
<< "end" << endl;
else if (symb_type == SymbolType::endogenous)
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid
<< " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
<< "(estim_params_.corrn(:,2)==" << tsid
<< " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
<< "if isempty(tmp1)" << endl
<< " error(sprintf('estimated_params_remove: the correlation between measurement errors on %s and %s is not estimated.', M_.endo_names{"
<< " error(sprintf('estimated_params_remove: the correlation between "
"measurement errors on %s and %s is not estimated.', M_.endo_names{"
<< tsid << "}, M_.endo_names{" << tsid2 << "}))" << endl
<< "else" << endl
<< " estim_params_.corrn(tmp1,:) = [];"
......@@ -1797,8 +1730,7 @@ EstimatedParamsRemoveStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "estimated_params_remove", )"
<< R"("params": [)";
for (bool printed_something{false};
const auto &it : estim_params_list)
for (bool printed_something {false}; const auto& it : estim_params_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -1824,8 +1756,7 @@ EstimatedParamsRemoveStatement::writeJsonOutput(ostream &output) const
DeterministicTrendsStatement::DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg) :
trend_elements{move(trend_elements_arg)},
symbol_table{symbol_table_arg}
trend_elements {move(trend_elements_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -1834,19 +1765,16 @@ DeterministicTrendsStatement::writeOutput(ostream &output, [[maybe_unused]] cons
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto &trend_element : trend_elements)
for (const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
SymbolType type = symbol_table.getType(trend_element.first);
if (type == SymbolType::endogenous)
{
output << "tmp1 = strmatch('" << trend_element.first << "',M_.endogenous_names,'exact');" << endl;
output << "options_.deterministic_trend_coeffs{tmp1} = '";
trend_element.second->writeOutput(output);
output << "tmp1 = strmatch('" << name << "',M_.endogenous_names,'exact');" << endl
<< "options_.deterministic_trend_coeffs{tmp1} = '";
val->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
}
void
......@@ -1854,28 +1782,24 @@ DeterministicTrendsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "deterministic_trends", )"
<< R"("trends" : {)";
for (bool printed_something{false};
const auto &trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
for (bool printed_something {false}; const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
if (exchange(printed_something, true))
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << name << R"(": ")";
val->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
output << "}"
<< "}";
}
ObservationTrendsStatement::ObservationTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg) :
trend_elements{move(trend_elements_arg)},
symbol_table{symbol_table_arg}
trend_elements {move(trend_elements_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -1884,19 +1808,16 @@ ObservationTrendsStatement::writeOutput(ostream &output, [[maybe_unused]] const
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto &trend_element : trend_elements)
for (const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
SymbolType type = symbol_table.getType(trend_element.first);
if (type == SymbolType::endogenous)
{
output << "tmp1 = strmatch('" << trend_element.first << "',options_.varobs,'exact');" << endl;
output << "options_.trend_coeffs{tmp1} = '";
trend_element.second->writeOutput(output);
output << "tmp1 = strmatch('" << name << "',options_.varobs,'exact');" << endl
<< "options_.trend_coeffs{tmp1} = '";
val->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
}
void
......@@ -1904,25 +1825,23 @@ ObservationTrendsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "observation_trends", )"
<< R"("trends" : {)";
for (bool printed_something{false};
const auto &trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
for (bool printed_something {false}; const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
if (exchange(printed_something, true))
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << name << R"(": ")";
val->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
output << "}"
<< "}";
}
FilterInitialStateStatement::FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
FilterInitialStateStatement::FilterInitialStateStatement(
filter_initial_state_elements_t filter_initial_state_elements_arg,
const SymbolTable& symbol_table_arg) :
filter_initial_state_elements {move(filter_initial_state_elements_arg)},
symbol_table {symbol_table_arg}
......@@ -1958,8 +1877,7 @@ FilterInitialStateStatement::writeOutput(ostream &output, [[maybe_unused]] const
}
}
output << "M_.filter_initial_state("
<< symbol_table.getTypeSpecificID(symb_id) + 1
output << "M_.filter_initial_state(" << symbol_table.getTypeSpecificID(symb_id) + 1
<< ",:) = {'" << symbol_table.getName(symb_id) << "', '";
val->writeOutput(output);
output << ";'};" << endl;
......@@ -1972,14 +1890,12 @@ FilterInitialStateStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "filter_initial_state", )"
<< R"("states": [)";
for (bool printed_something{false};
const auto &[key, val] : filter_initial_state_elements)
for (bool printed_something {false}; const auto& [key, val] : filter_initial_state_elements)
{
if (exchange(printed_something, true))
output << ", ";
auto& [symb_id, lag] = key;
output << R"({ "var": ")" << symbol_table.getName(symb_id)
<< R"(", "lag": )" << lag
output << R"({ "var": ")" << symbol_table.getName(symb_id) << R"(", "lag": )" << lag
<< R"(, "value": ")";
val->writeJsonOutput(output, {}, {});
output << R"(" })";
......@@ -1987,9 +1903,9 @@ FilterInitialStateStatement::writeJsonOutput(ostream &output) const
output << "] }";
}
OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable &symbol_table_arg) :
symbol_list{move(symbol_list_arg)},
symbol_table{symbol_table_arg}
OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg,
const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -1997,7 +1913,7 @@ void
OsrParamsStatement::checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings)
{
if (mod_file_struct.osr_params_present)
cerr << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
warnings << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
mod_file_struct.osr_params_present = true;
try
......@@ -2018,9 +1934,9 @@ OsrParamsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &
symbol_list.writeOutput("M_.osr.param_names", output);
output << "M_.osr.param_names = cellstr(M_.osr.param_names);" << endl
<< "M_.osr.param_indices = zeros(length(M_.osr.param_names), 1);" << endl;
for (int i{0};
auto &symbol : symbol_list.getSymbols())
output << "M_.osr.param_indices(" << ++i <<") = " << symbol_table.getTypeSpecificID(symbol) + 1 << ";" << endl;
for (int i {0}; auto& symbol : symbol_list.getSymbols())
output << "M_.osr.param_indices(" << ++i << ") = " << symbol_table.getTypeSpecificID(symbol) + 1
<< ";" << endl;
}
void
......@@ -2046,7 +1962,8 @@ OsrParamsBoundsStatement::checkPass(ModFileStructure &mod_file_struct,
{
if (!mod_file_struct.osr_params_present)
{
cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block." << endl;
cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -2056,7 +1973,9 @@ OsrParamsBoundsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.osr.param_bounds = [-inf(length(M_.osr.param_names), 1), inf(length(M_.osr.param_names), 1)];" << endl;
output << "M_.osr.param_bounds = [-inf(length(M_.osr.param_names), 1), "
"inf(length(M_.osr.param_names), 1)];"
<< endl;
for (const auto& it : osr_params_list)
{
......@@ -2073,8 +1992,7 @@ OsrParamsBoundsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "osr_params_bounds")"
<< R"(, "bounds": [)";
for (bool printed_something{false};
const auto &it : osr_params_list)
for (bool printed_something {false}; const auto& it : osr_params_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -2117,7 +2035,6 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
opt && *opt == "1")
mod_file_struct.osr_analytic_derivation = true;
// Option k_order_solver (implicit when order >= 3)
if (auto opt = options_list.get_if<OptionsList::NumVal>("k_order_solver");
(opt && *opt == "true") || mod_file_struct.order_option >= 3)
......@@ -2146,7 +2063,9 @@ OsrStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basena
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[info, oo_, options_, M_] = osr.run(M_, options_, oo_, var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);" << endl;
output << "[info, oo_, options_, M_] = osr.run(M_, options_, oo_, "
"var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);"
<< endl;
}
void
......@@ -2190,7 +2109,8 @@ OptimWeightsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
<< "% OPTIM_WEIGHTS" << endl
<< "%" << endl
<< "M_.osr.variable_weights = sparse(M_.endo_nbr,M_.endo_nbr);" << endl
<< "M_.osr.variable_indices = [];" << endl << endl;
<< "M_.osr.variable_indices = [];" << endl
<< endl;
for (const auto& [name, value] : var_weights)
{
......@@ -2208,7 +2128,8 @@ OptimWeightsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
output << "M_.osr.variable_weights(" << id1 << "," << id2 << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];" << endl;
output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];"
<< endl;
}
}
......@@ -2255,7 +2176,8 @@ DynaSaveStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous }, symbol_table);
symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
symbol_table);
}
catch (SymbolList::SymbolListException& e)
{
......@@ -2269,8 +2191,7 @@ DynaSaveStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
[[maybe_unused]] bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynasave('" << filename
<< "',var_list_);" << endl;
output << "dynasave('" << filename << "',var_list_);" << endl;
}
void
......@@ -2300,7 +2221,8 @@ DynaTypeStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struct,
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous }, symbol_table);
symbol_list.checkPass(warnings, {SymbolType::endogenous, SymbolType::exogenous},
symbol_table);
}
catch (SymbolList::SymbolListException& e)
{
......@@ -2314,8 +2236,7 @@ DynaTypeStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
[[maybe_unused]] bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynatype('" << filename
<< "',var_list_);" << endl;
output << "dynatype('" << filename << "',var_list_);" << endl;
}
void
......@@ -2333,8 +2254,7 @@ DynaTypeStatement::writeJsonOutput(ostream &output) const
ModelComparisonStatement::ModelComparisonStatement(filename_list_t filename_list_arg,
OptionsList options_list_arg) :
filename_list{move(filename_list_arg)},
options_list{move(options_list_arg)}
filename_list {move(filename_list_arg)}, options_list {move(options_list_arg)}
{
}
......@@ -2344,8 +2264,7 @@ ModelComparisonStatement::writeOutput(ostream &output, [[maybe_unused]] const st
{
options_list.writeOutput(output);
output << "ModelNames_ = {};" << endl
<< "ModelPriors_ = [];" << endl;
output << "ModelNames_ = {};" << endl << "ModelPriors_ = [];" << endl;
for (const auto& [name, prior] : filename_list)
output << "ModelNames_ = { ModelNames_{:} '" << name << "'};" << endl
......@@ -2361,8 +2280,7 @@ ModelComparisonStatement::writeJsonOutput(ostream &output) const
if (!filename_list.empty())
output << R"(, "filename_list": {)";
for (bool printed_something{false};
const auto &[name, prior] : filename_list)
for (bool printed_something {false}; const auto& [name, prior] : filename_list)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -2382,8 +2300,8 @@ ModelComparisonStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PlannerObjectiveStatement::PlannerObjectiveStatement(const PlannerObjective &model_tree_arg) :
model_tree{model_tree_arg}
PlannerObjectiveStatement::PlannerObjectiveStatement(unique_ptr<PlannerObjective> model_tree_arg) :
model_tree {move(model_tree_arg)}
{
}
......@@ -2391,10 +2309,11 @@ void
PlannerObjectiveStatement::checkPass(ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
assert(model_tree.equation_number() == 1);
if (model_tree.exoPresentInEqs())
assert(model_tree->equation_number() == 1);
if (model_tree->exoPresentInEqs())
{
cerr << "ERROR: You cannot include exogenous variables (or variables of undeclared type) in the planner objective. Please "
cerr << "ERROR: You cannot include exogenous variables (or variables of undeclared type) in "
"the planner objective. Please "
<< "define an auxiliary endogenous variable like eps_aux=epsilon and use it instead "
<< "of the varexo." << endl;
exit(EXIT_FAILURE);
......@@ -2405,13 +2324,13 @@ PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct,
const PlannerObjective&
PlannerObjectiveStatement::getPlannerObjective() const
{
return model_tree;
return *model_tree;
}
void
PlannerObjectiveStatement::computingPass(const ModFileStructure& mod_file_struct)
{
model_tree.computingPass(max(3, mod_file_struct.order_option), 0, {}, false, false, false);
model_tree->computingPass(max(3, mod_file_struct.order_option), 0, {}, false, false, false);
computing_pass_called = true;
}
......@@ -2419,15 +2338,8 @@ void
PlannerObjectiveStatement::writeOutput(ostream& output, const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.NNZDerivatives_objective = [";
for (int i=1; i < static_cast<int>(model_tree.getNNZDerivatives().size()); i++)
output << (i > model_tree.getComputedDerivsOrder() ? -1 : model_tree.getNNZDerivatives()[i]) << ";";
output << "];" << endl
<< "M_.objective_tmp_nbr = [";
for (const auto &temporary_terms_derivative : model_tree.getTemporaryTermsDerivatives())
output << temporary_terms_derivative.size() << "; ";
output << "];" << endl;
model_tree.writeStaticFile(basename + ".objective", false, "", {}, false);
model_tree->writeDriverOutput(output);
model_tree->writeStaticFile(basename + ".objective", false, "", {}, false);
}
void
......@@ -2436,16 +2348,15 @@ PlannerObjectiveStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "planner_objective")"
<< ", ";
if (computing_pass_called)
model_tree.writeJsonComputingPassOutput(output, false);
model_tree->writeJsonComputingPassOutput(output, false);
else
model_tree.writeJsonOutput(output);
model_tree->writeJsonOutput(output);
output << "}";
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg) :
maxnlags{maxnlags_arg},
options_list{move(options_list_arg)}
maxnlags {maxnlags_arg}, options_list {move(options_list_arg)}
{
}
......@@ -2477,8 +2388,7 @@ BVARDensityStatement::writeJsonOutput(ostream &output) const
}
BVARForecastStatement::BVARForecastStatement(int nlags_arg, OptionsList options_list_arg) :
nlags{nlags_arg},
options_list{move(options_list_arg)}
nlags {nlags_arg}, options_list {move(options_list_arg)}
{
}
......@@ -2510,8 +2420,7 @@ BVARForecastStatement::writeJsonOutput(ostream &output) const
}
BVARIRFStatement::BVARIRFStatement(int nirf_arg, string identificationname_arg) :
nirf{nirf_arg},
identificationname{move(identificationname_arg)}
nirf {nirf_arg}, identificationname {move(identificationname_arg)}
{
}
......@@ -2536,8 +2445,7 @@ BVARIRFStatement::writeJsonOutput(ostream &output) const
output << "}";
}
SBVARStatement::SBVARStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
SBVARStatement::SBVARStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
{
}
......@@ -2580,8 +2488,7 @@ MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct,
mod_file_struct.bvar_present = true;
if (!options_list.contains("ms.create_init")
&& (!options_list.contains("datafile")
|| !options_list.contains("ms.initial_year")))
&& (!options_list.contains("datafile") || !options_list.contains("ms.initial_year")))
{
cerr << "ERROR: If you do not pass no_create_init to ms_estimation, "
<< "you must pass the datafile and initial_year options." << endl;
......@@ -2631,8 +2538,7 @@ MSSBVARSimulationStatement::writeOutput(ostream &output, [[maybe_unused]] const
options_list.writeOutput(output);
// Redeclare drop option if necessary
if ((options_list.contains("ms.mh_replic")
|| options_list.contains("ms.thinning_factor"))
if ((options_list.contains("ms.mh_replic") || options_list.contains("ms.thinning_factor"))
&& !options_list.contains("ms.drop"))
output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl;
......@@ -2684,7 +2590,8 @@ MSSBVARComputeMDDStatement::writeJsonOutput(ostream &output) const
output << "}";
}
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg) :
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(
OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
}
......@@ -2743,8 +2650,7 @@ MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
regimes_present = options_list.contains("ms.regimes"),
filtered_probabilities_present = options_list.contains("ms.filtered_probabilities");
(filtered_probabilities_present && regime_present)
|| (filtered_probabilities_present && regimes_present)
|| (regimes_present && regime_present))
|| (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_irf" << endl;
......@@ -2800,8 +2706,7 @@ MSSBVARForecastStatement::checkPass(ModFileStructure &mod_file_struct,
{
mod_file_struct.bvar_present = true;
if (options_list.contains("ms.regimes")
&& options_list.contains("ms.regime"))
if (options_list.contains("ms.regimes") && options_list.contains("ms.regime"))
{
cerr << "ERROR: You may only pass one of regime and regimes to ms_forecast" << endl;
exit(EXIT_FAILURE);
......@@ -2829,7 +2734,8 @@ MSSBVARForecastStatement::writeJsonOutput(ostream &output) const
output << "}";
}
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg) :
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(
OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
}
......@@ -2844,8 +2750,7 @@ MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_stru
regimes_present = options_list.contains("ms.regimes"),
filtered_probabilities_present = options_list.contains("ms.filtered_probabilities");
(filtered_probabilities_present && regime_present)
|| (filtered_probabilities_present && regimes_present)
|| (regimes_present && regime_present))
|| (filtered_probabilities_present && regimes_present) || (regimes_present && regime_present))
{
cerr << "ERROR: You may only pass one of regime, regimes and "
<< "filtered_probabilities to ms_variance_decomposition" << endl;
......@@ -2875,13 +2780,14 @@ MSSBVARVarianceDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
IdentificationStatement::IdentificationStatement(OptionsList options_list_arg)
: options_list{move(options_list_arg)}
IdentificationStatement::IdentificationStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
if (auto opt = options_list.get_if<OptionsList::NumVal>("max_dim_cova_group");
opt && stoi(*opt) == 0)
{
cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0." << endl;
cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -2897,14 +2803,16 @@ IdentificationStatement::checkPass(ModFileStructure &mod_file_struct,
int order = stoi(*opt);
if (order < 1 || order > 3)
{
cerr << "ERROR: the order option of identification command must be between 1 and 3" << endl;
cerr << "ERROR: the order option of identification command must be between 1 and 3"
<< endl;
exit(EXIT_FAILURE);
}
mod_file_struct.identification_order = max(mod_file_struct.identification_order, order);
}
else
// The default value for order is 1 (which triggers 2nd order dynamic derivatives, see preprocessor#40)
// The default value for order is 1 (which triggers 2nd order dynamic derivatives, see
// preprocessor#40)
mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
}
......@@ -2926,7 +2834,8 @@ IdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const str
if (auto opt = options_list.get_if<OptionsList::SymbolListVal>("graph_format"))
opt->writeOutput("options_.graph_format", output);
output << "dynare_identification(options_ident);" << endl;
output << "identification.run(M_,oo_,options_,bayestopt_,estim_params_,"
<< "options_ident);" << endl;
}
void
......@@ -2941,14 +2850,15 @@ IdentificationStatement::writeJsonOutput(ostream &output) const
output << "}";
}
WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg) :
dynamic_model{dynamic_model_arg},
write_equation_tags{write_equation_tags_arg}
WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(
const DynamicModel& dynamic_model_arg, bool write_equation_tags_arg) :
dynamic_model {dynamic_model_arg}, write_equation_tags {write_equation_tags_arg}
{
}
void
WriteLatexDynamicModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
WriteLatexDynamicModelStatement::writeOutput([[maybe_unused]] ostream& output,
const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
dynamic_model.writeLatexFile(basename, write_equation_tags);
......@@ -2960,14 +2870,15 @@ WriteLatexDynamicModelStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "write_latex_dynamic_model"})";
}
WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg, bool write_equation_tags_arg) :
static_model(static_model_arg),
write_equation_tags(write_equation_tags_arg)
WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel& static_model_arg,
bool write_equation_tags_arg) :
static_model(static_model_arg), write_equation_tags(write_equation_tags_arg)
{
}
void
WriteLatexStaticModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
WriteLatexStaticModelStatement::writeOutput([[maybe_unused]] ostream& output,
const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
static_model.writeLatexFile(basename, write_equation_tags);
......@@ -2979,14 +2890,15 @@ WriteLatexStaticModelStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "write_latex_static_model"})";
}
WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg) :
original_model{original_model_arg},
write_equation_tags{write_equation_tags_arg}
WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(
const DynamicModel& original_model_arg, bool write_equation_tags_arg) :
original_model {original_model_arg}, write_equation_tags {write_equation_tags_arg}
{
}
void
WriteLatexOriginalModelStatement::writeOutput([[maybe_unused]] ostream &output, const string &basename,
WriteLatexOriginalModelStatement::writeOutput([[maybe_unused]] ostream& output,
const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
original_model.writeLatexOriginalFile(basename, write_equation_tags);
......@@ -2998,7 +2910,8 @@ WriteLatexOriginalModelStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "write_latex_original_model"})";
}
WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(const SteadyStateModel &steady_state_model_arg) :
WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(
const SteadyStateModel& steady_state_model_arg) :
steady_state_model {steady_state_model_arg}
{
}
......@@ -3034,7 +2947,8 @@ ShockDecompositionStatement::ShockDecompositionStatement(SymbolList symbol_list_
}
void
ShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
ShockDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
WarningConsolidation& warnings)
{
if (auto opt = options_list.get_if<OptionsList::NumVal>("shock_decomp.with_epilogue");
opt && *opt == "true")
......@@ -3057,7 +2971,8 @@ ShockDecompositionStatement::writeOutput(ostream &output, [[maybe_unused]] const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);"
<< endl;
}
void
......@@ -3077,9 +2992,8 @@ ShockDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const SymbolTable &symbol_table_arg) :
RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(
SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)},
options_list {move(options_list_arg)},
symbol_table {symbol_table_arg}
......@@ -3087,7 +3001,8 @@ RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolL
}
void
RealtimeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
RealtimeShockDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
WarningConsolidation& warnings)
{
if (auto opt = options_list.get_if<OptionsList::NumVal>("shock_decomp.with_epilogue");
opt && *opt == "true")
......@@ -3111,7 +3026,9 @@ RealtimeShockDecompositionStatement::writeOutput(ostream &output,
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
output
<< "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);"
<< endl;
}
void
......@@ -3131,9 +3048,8 @@ RealtimeShockDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PlotShockDecompositionStatement::PlotShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const SymbolTable &symbol_table_arg) :
PlotShockDecompositionStatement::PlotShockDecompositionStatement(
SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)},
options_list {move(options_list_arg)},
symbol_table {symbol_table_arg}
......@@ -3156,7 +3072,8 @@ PlotShockDecompositionStatement::checkPass([[maybe_unused]] ModFileStructure &mo
}
void
PlotShockDecompositionStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
PlotShockDecompositionStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl;
......@@ -3182,9 +3099,8 @@ PlotShockDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const SymbolTable &symbol_table_arg) :
InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(
SymbolList symbol_list_arg, OptionsList options_list_arg, const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)},
options_list {move(options_list_arg)},
symbol_table {symbol_table_arg}
......@@ -3192,7 +3108,8 @@ InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(S
}
void
InitialConditionDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
InitialConditionDecompositionStatement::checkPass(ModFileStructure& mod_file_struct,
WarningConsolidation& warnings)
{
if (auto opt = options_list.get_if<OptionsList::NumVal>("initial_condition_decomp.with_epilogue");
opt && *opt == "true")
......@@ -3217,7 +3134,9 @@ InitialConditionDecompositionStatement::writeOutput(ostream &output,
output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
output << "oo_ = initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, "
"estim_params_);"
<< endl;
}
void
......@@ -3237,10 +3156,9 @@ InitialConditionDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(SymbolList symbol_list_arg,
const SymbolTable &symbol_table_arg) :
symbol_list{move(symbol_list_arg)},
symbol_table{symbol_table_arg}
SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(
SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg) :
symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -3306,7 +3224,9 @@ ConditionalForecastStatement::writeOutput(ostream &output, [[maybe_unused]] cons
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output, "options_cond_fcst_");
output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl;
output << "oo_.conditional_forecast=conditional_forecasts.run(M_,options_,"
<< "oo_,bayestopt_,estim_params_,constrained_paths_, constrained_vars_,"
<< "options_cond_fcst_);" << endl;
}
void
......@@ -3321,12 +3241,10 @@ ConditionalForecastStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PlotConditionalForecastStatement::PlotConditionalForecastStatement(optional<int> periods_arg,
SymbolList symbol_list_arg,
PlotConditionalForecastStatement::PlotConditionalForecastStatement(
const optional<int>& periods_arg, SymbolList symbol_list_arg,
const SymbolTable& symbol_table_arg) :
periods{move(periods_arg)},
symbol_list{move(symbol_list_arg)},
symbol_table{symbol_table_arg}
periods {periods_arg}, symbol_list {move(symbol_list_arg)}, symbol_table {symbol_table_arg}
{
}
......@@ -3346,14 +3264,15 @@ PlotConditionalForecastStatement::checkPass([[maybe_unused]] ModFileStructure &m
}
void
PlotConditionalForecastStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
PlotConditionalForecastStatement::writeOutput(ostream& output,
[[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
if (periods)
output << "plot_icforecast(var_list_, " << *periods << ",options_,oo_);" << endl;
output << "conditional_forecasts.plot(var_list_, " << *periods << ",options_,oo_);" << endl;
else
output << "plot_icforecast(var_list_,[],options_,oo_);" << endl;
output << "conditional_forecasts.plot(var_list_,[],options_,oo_);" << endl;
}
void
......@@ -3370,10 +3289,9 @@ PlotConditionalForecastStatement::writeJsonOutput(ostream &output) const
output << "}";
}
SvarIdentificationStatement::SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg,
bool upper_cholesky_present_arg,
bool lower_cholesky_present_arg,
bool constants_exclusion_present_arg,
SvarIdentificationStatement::SvarIdentificationStatement(
svar_identification_restrictions_t restrictions_arg, bool upper_cholesky_present_arg,
bool lower_cholesky_present_arg, bool constants_exclusion_present_arg,
const SymbolTable& symbol_table_arg) :
restrictions {move(restrictions_arg)},
upper_cholesky_present {upper_cholesky_present_arg},
......@@ -3420,9 +3338,7 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
[[maybe_unused]] bool minimal_workspace) const
{
assert(!(upper_cholesky_present && lower_cholesky_present));
output << "%" << endl
<< "% SVAR IDENTIFICATION" << endl
<< "%" << endl;
output << "%" << endl << "% SVAR IDENTIFICATION" << endl << "%" << endl;
if (upper_cholesky_present)
output << "options_.ms.upper_cholesky=1;" << endl;
......@@ -3442,8 +3358,7 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
if (k < 1)
{
cerr << "ERROR: lag = " << r
<< ", number of endogenous variables = " << n
cerr << "ERROR: lag = " << r << ", number of endogenous variables = " << n
<< ", number of exogenous variables = " << m
<< ". If this is not a logical error in the specification"
<< " of the .mod file, please report it to the Dynare Team." << endl;
......@@ -3451,8 +3366,10 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
}
if (n < 1)
{
cerr << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
<< "error in the specification of the .mod file, please report it to the Dynare Team." << endl;
cerr
<< "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
<< "error in the specification of the .mod file, please report it to the Dynare Team."
<< endl;
exit(EXIT_FAILURE);
}
output << "options_.ms.Qi = cell(" << n << ",1);" << endl
......@@ -3462,17 +3379,22 @@ SvarIdentificationStatement::writeOutput(ostream &output, [[maybe_unused]] const
{
assert(it.lag >= 0);
if (it.lag == 0)
output << "options_.ms.Qi{" << it.equation << "}(" << it.restriction_nbr << ", " << it.variable + 1 << ") = ";
output << "options_.ms.Qi{" << it.equation << "}(" << it.restriction_nbr << ", "
<< it.variable + 1 << ") = ";
else
{
int col = (it.lag - 1) * n + it.variable + 1;
if (col > k)
{
cerr << "ERROR: lag =" << it.lag << ", num endog vars = " << n << "current endog var index = " << it.variable << ". Index "
<< "out of bounds. If the above does not represent a logical error, please report this to the Dynare Team." << endl;
cerr << "ERROR: lag =" << it.lag << ", num endog vars = " << n
<< "current endog var index = " << it.variable << ". Index "
<< "out of bounds. If the above does not represent a logical error, please "
"report this to the Dynare Team."
<< endl;
exit(EXIT_FAILURE);
}
output << "options_.ms.Ri{" << it.equation << "}(" << it.restriction_nbr << ", " << col << ") = ";
output << "options_.ms.Ri{" << it.equation << "}(" << it.restriction_nbr << ", "
<< col << ") = ";
}
it.value->writeOutput(output);
output << ";" << endl;
......@@ -3497,11 +3419,9 @@ SvarIdentificationStatement::writeJsonOutput(ostream &output) const
if (!upper_cholesky_present && !lower_cholesky_present)
{
output << R"(, "nlags": )" << getMaxLag()
<< R"(, "restrictions": [)";
output << R"(, "nlags": )" << getMaxLag() << R"(, "restrictions": [)";
for (bool printed_something{false};
const auto &it : restrictions)
for (bool printed_something {false}; const auto& it : restrictions)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -3529,7 +3449,8 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg)
{
if (restriction.size() != 3)
{
cerr << "ERROR: restrictions in the subsample statement must be specified in the form "
cerr
<< "ERROR: restrictions in the subsample statement must be specified in the form "
<< "[current_period_regime, next_period_regime, transition_probability]" << endl;
exit(EXIT_FAILURE);
}
......@@ -3541,7 +3462,8 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg)
if (from_regime > num_regimes || to_regime > num_regimes)
{
cerr << "ERROR: the regimes specified in the restrictions option must be "
<< "<= the number of regimes specified in the number_of_regimes option" << endl;
<< "<= the number of regimes specified in the number_of_regimes option"
<< endl;
exit(EXIT_FAILURE);
}
......@@ -3653,14 +3575,11 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
assert(options_list.contains("ms.duration"));
output << "options_.ms.duration = ";
bool isDurationAVec { options_list.visit("ms.duration",
[&]<class T>(const T &v) -> bool
{
bool isDurationAVec {options_list.visit("ms.duration", [&]<class T>(const T& v) -> bool {
if constexpr (is_same_v<T, OptionsList::VecValueVal>)
{
output << "[";
for (bool printed_something{false};
const auto &it : v)
for (bool printed_something {false}; const auto& it : v)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -3676,7 +3595,9 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
}
else
{
cerr << "MarkovSwitchingStatement::writeOutput: incorrect value type for 'ms.duration' option" << endl;
cerr << "MarkovSwitchingStatement::writeOutput: incorrect value type for 'ms.duration' "
"option"
<< endl;
exit(EXIT_FAILURE);
}
})};
......@@ -3685,18 +3606,16 @@ MarkovSwitchingStatement::writeOutput(ostream &output, [[maybe_unused]] const st
int NOR {stoi(options_list.get<OptionsList::NumVal>("ms.number_of_regimes"))};
for (int i {0}; i < NOR; i++)
{
output << "options_.ms.ms_chain(" << chainNumber << ").regime("
<< i+1 << ").duration = options_.ms.duration";
output << "options_.ms.ms_chain(" << chainNumber << ").regime(" << i + 1
<< ").duration = options_.ms.duration";
if (isDurationAVec)
output << "(" << i + 1 << ")";
output << ";" << endl;
}
for (int restrictions_index{0};
const auto &[regimes, prob] : restriction_map)
output << "options_.ms.ms_chain(" << chainNumber << ").restrictions("
<< ++restrictions_index << ") = {[" << regimes.first << ", "
<< regimes.second << ", " << prob << "]};" << endl;
for (int restrictions_index {0}; const auto& [regimes, prob] : restriction_map)
output << "options_.ms.ms_chain(" << chainNumber << ").restrictions(" << ++restrictions_index
<< ") = {[" << regimes.first << ", " << regimes.second << ", " << prob << "]};" << endl;
}
void
......@@ -3711,23 +3630,19 @@ MarkovSwitchingStatement::writeJsonOutput(ostream &output) const
if (!restriction_map.empty())
output << ", {";
for (bool printed_something{false};
const auto &[regimes, prob] : restriction_map)
for (bool printed_something {false}; const auto& [regimes, prob] : restriction_map)
{
if (exchange(printed_something, true))
output << ", ";
output << R"({"current_period_regime": )" << regimes.first
<< R"(, "next_period_regime": )" << regimes.second
<< R"(, "transition_probability": )"<< prob
<< "}";
output << R"({"current_period_regime": )" << regimes.first << R"(, "next_period_regime": )"
<< regimes.second << R"(, "transition_probability": )" << prob << "}";
}
if (!restriction_map.empty())
output << "}";
output << "}";
}
SvarStatement::SvarStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
SvarStatement::SvarStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
{
}
......@@ -3800,8 +3715,7 @@ SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream &output) const
output << R"({"statementName": "svar_global_identification"})";
}
SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
SetTimeStatement::SetTimeStatement(string period_arg) : period {move(period_arg)}
{
}
......@@ -3809,19 +3723,13 @@ void
SetTimeStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "options_.initial_period = " << period << endl;
}
void
SetTimeStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "set_time")";
if (!options_list.empty())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
output << R"({"statementName": "set_time", "period": ")" << period << R"("})";
}
EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) :
......@@ -3838,12 +3746,12 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct,
if (auto opt = options_list.get_if<OptionsList::NumVal>("nobs"))
if (stoi(*opt) <= 0)
{
cerr << "ERROR: The nobs option of the data statement only accepts positive integers." << endl;
cerr << "ERROR: The nobs option of the data statement only accepts positive integers."
<< endl;
exit(EXIT_FAILURE);
}
bool has_file = options_list.contains("file"),
has_series = options_list.contains("series");
bool has_file = options_list.contains("file"), has_series = options_list.contains("series");
if (!has_file && !has_series)
{
cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
......@@ -3851,7 +3759,9 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct,
}
if (has_file && has_series)
{
cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
cerr << "ERROR: The file and series options cannot be used simultaneously in the data "
"statement."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -3875,8 +3785,7 @@ EstimationDataStatement::writeJsonOutput(ostream &output) const
output << "}";
}
SubsamplesStatement::SubsamplesStatement(string name1_arg,
string name2_arg,
SubsamplesStatement::SubsamplesStatement(string name1_arg, string name2_arg,
subsample_declaration_map_t subsample_declaration_map_arg,
const SymbolTable& symbol_table_arg) :
name1 {move(name1_arg)},
......@@ -3887,12 +3796,11 @@ SubsamplesStatement::SubsamplesStatement(string name1_arg,
}
void
SubsamplesStatement::writeOutput(ostream &output,
[[maybe_unused]] const string &basename,
SubsamplesStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '"
<< name1 << "','" << name2 << "');" << endl
output << "subsamples_indx = get_new_or_existing_ei_index('subsamples_index', '" << name1 << "','"
<< name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_indx) = {'" << name1;
if (!name2.empty())
output << ":" << name2;
......@@ -3900,15 +3808,14 @@ SubsamplesStatement::writeOutput(ostream &output,
<< "estimation_info.subsamples(subsamples_indx).range = {};" << endl
<< "estimation_info.subsamples(subsamples_indx).range_index = {};" << endl;
for (int map_indx{1};
const auto &[range, dates] : subsample_declaration_map)
for (int map_indx {1}; const auto& [range, dates] : subsample_declaration_map)
{
output << "estimation_info.subsamples(subsamples_indx).range_index(" << map_indx << ") = {'"
<< range << "'};" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date1 = "
<< dates.first << ";" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date2 = "
<< dates.second << ";" << endl;
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx
<< ").date1 = " << dates.first << ";" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx
<< ").date2 = " << dates.second << ";" << endl;
map_indx++;
}
......@@ -3935,8 +3842,7 @@ SubsamplesStatement::writeOutput(ostream &output,
if (!name2.empty())
output << "_corr";
output << "_prior_index', '"
<< name1 << "', '";
output << "_prior_index', '" << name1 << "', '";
if (!name2.empty())
output << name2;
output << "');" << endl;
......@@ -3952,7 +3858,8 @@ SubsamplesStatement::writeOutput(ostream &output,
output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).subsample_prior(1:" << subsample_declaration_map.size()
<< ") = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;"
<< lhs_field
<< "(eifind).range_index = estimation_info.subsamples(subsamples_indx).range_index;"
<< endl;
}
......@@ -3965,8 +3872,7 @@ SubsamplesStatement::writeJsonOutput(ostream &output) const
output << R"(, "name2": ")" << name2 << R"(")";
output << R"(, "declarations": {)";
for (bool printed_something{false};
const auto &[range, dates] : subsample_declaration_map)
for (bool printed_something {false}; const auto& [range, dates] : subsample_declaration_map)
{
if (exchange(printed_something, true))
output << ",";
......@@ -3980,10 +3886,8 @@ SubsamplesStatement::writeJsonOutput(ostream &output) const
<< "}";
}
SubsamplesEqualStatement::SubsamplesEqualStatement(string to_name1_arg,
string to_name2_arg,
string from_name1_arg,
string from_name2_arg,
SubsamplesEqualStatement::SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg,
string from_name1_arg, string from_name2_arg,
const SymbolTable& symbol_table_arg) :
to_name1 {move(to_name1_arg)},
to_name2 {move(to_name2_arg)},
......@@ -3997,15 +3901,16 @@ void
SubsamplesEqualStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '"
<< to_name1 << "','" << to_name2 << "');" << endl
output << "subsamples_to_indx = get_new_or_existing_ei_index('subsamples_index', '" << to_name1
<< "','" << to_name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_to_indx) = {'" << to_name1;
if (!to_name2.empty())
output << ":" << to_name2;
output << "'};" << endl
<< "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');"
<< endl
<< "estimation_info.subsamples(subsamples_to_indx) = estimation_info.subsamples(subsamples_from_indx);"
<< "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
<< from_name2 << "');" << endl
<< "estimation_info.subsamples(subsamples_to_indx) = "
"estimation_info.subsamples(subsamples_from_indx);"
<< endl;
// Initialize associated subsample substructures in estimation_info
......@@ -4031,8 +3936,7 @@ SubsamplesEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const st
if (!to_name2.empty())
output << "_corr";
output << "_prior_index', '"
<< to_name1 << "', '";
output << "_prior_index', '" << to_name1 << "', '";
if (!to_name2.empty())
output << to_name2;
output << "');" << endl;
......@@ -4046,9 +3950,12 @@ SubsamplesEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const st
output << "'};" << endl;
output << lhs_field << "(eifind).subsample_prior = estimation_info.empty_prior;" << endl
<< lhs_field << "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_index,2)) = estimation_info.empty_prior;"
<< lhs_field
<< "(eifind).subsample_prior(1:size(estimation_info.subsamples(subsamples_to_indx).range_"
"index,2)) = estimation_info.empty_prior;"
<< endl
<< lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
<< lhs_field
<< "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
<< endl;
}
......@@ -4096,8 +4003,7 @@ JointPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
exit(EXIT_FAILURE);
}
if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain");
opt && opt->size() != 4)
if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain"); opt && opt->size() != 4)
{
cerr << "ERROR: You must pass exactly four values to the domain option." << endl;
exit(EXIT_FAILURE);
......@@ -4111,12 +4017,14 @@ JointPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string
for (const auto& joint_parameter : joint_parameters)
output << "eifind = get_new_or_existing_ei_index('joint_parameter_prior_index', '"
<< joint_parameter << "', '');" << endl
<< "estimation_info.joint_parameter_prior_index(eifind) = {'" << joint_parameter << "'};" << endl;
<< "estimation_info.joint_parameter_prior_index(eifind) = {'" << joint_parameter << "'};"
<< endl;
output << "key = {[";
for (const auto& joint_parameter : joint_parameters)
output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter << "', '') ..."
<< endl << " ";
output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter
<< "', '') ..." << endl
<< " ";
output << "]};" << endl;
string lhs_field("estimation_info.joint_parameter_tmp");
......@@ -4146,24 +4054,25 @@ JointPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string
<< " " << lhs_field << ".stdev , ..." << endl
<< " " << lhs_field << ".truncate , ..." << endl
<< " " << lhs_field << ".variance];" << endl
<< "estimation_info.joint_parameter = [estimation_info.joint_parameter; estimation_info.joint_parameter_tmp];" << endl
<< "estimation_info.joint_parameter = [estimation_info.joint_parameter; "
"estimation_info.joint_parameter_tmp];"
<< endl
<< "estimation_info=rmfield(estimation_info, 'joint_parameter_tmp');" << endl;
}
void
JointPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
JointPriorStatement::writeOutputHelper(ostream& output, const string& field,
const string& lhs_field) const
{
output << lhs_field << "." << field << " = {";
if (options_list.contains(field))
options_list.visit(field, [&]<class T>(const T &v)
{
options_list.visit(field, [&]<class T>(const T& v) {
if constexpr (is_same_v<T, OptionsList::NumVal>)
output << v;
else if constexpr (is_same_v<T, OptionsList::VecValueVal>)
{
output << "[";
for (bool printed_something{false};
const auto &it2 : v)
for (bool printed_something {false}; const auto& it2 : v)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -4174,14 +4083,12 @@ JointPriorStatement::writeOutputHelper(ostream &output, const string &field, con
else if constexpr (is_same_v<T, vector<vector<string>>>)
{
output << "{";
for (bool printed_something{false};
const auto &it2 : v)
for (bool printed_something {false}; const auto& it2 : v)
{
if (exchange(printed_something, true))
output << ", ";
output << "[";
for (bool printed_something2{false};
const auto &it3 : it2)
for (bool printed_something2 {false}; const auto& it3 : it2)
{
if (exchange(printed_something2, true))
output << ", ";
......@@ -4207,8 +4114,7 @@ JointPriorStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "joint_prior")"
<< R"(, "key": [)";
for (bool printed_something{false};
const auto &it : joint_parameters)
for (bool printed_something {false}; const auto& it : joint_parameters)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -4256,10 +4162,8 @@ JointPriorStatement::writeJsonOutput(ostream &output) const
output << "}";
}
BasicPriorStatement::BasicPriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
BasicPriorStatement::BasicPriorStatement(string name_arg, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg) :
name {move(name_arg)},
subsample_name {move(subsample_name_arg)},
......@@ -4288,12 +4192,12 @@ BasicPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
if (bool has_stdev = options_list.contains("stdev");
(!has_stdev && !variance) || (has_stdev && variance))
{
cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl;
cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement."
<< endl;
exit(EXIT_FAILURE);
}
if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain");
opt && opt->size() != 2)
if (auto opt = options_list.get_if<OptionsList::VecValueVal>("domain"); opt && opt->size() != 2)
{
cerr << "ERROR: You must pass exactly two values to the domain option." << endl;
exit(EXIT_FAILURE);
......@@ -4303,18 +4207,13 @@ BasicPriorStatement::checkPass([[maybe_unused]] ModFileStructure &mod_file_struc
bool
BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == SymbolType::exogenous)
return true;
return false;
return symb_type == SymbolType::exogenous;
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -4344,11 +4243,11 @@ BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field)
}
void
BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
BasicPriorStatement::writeCommonOutputHelper(ostream& output, const string& field,
const string& lhs_field) const
{
if (options_list.contains(field))
options_list.visit(field, [&]<class T>(const T &v)
{
options_list.visit(field, [&]<class T>(const T& v) {
if constexpr (is_same_v<T, OptionsList::NumVal>)
output << lhs_field << "." << field << " = " << v << ";" << endl;
// TODO: handle other variant types
......@@ -4362,8 +4261,10 @@ BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const
lhs_field += ".prior(1)";
else
{
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2
<< "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');"
<< endl;
lhs_field += ".subsample_prior(eisind)";
}
writeCommonOutput(output, lhs_field);
......@@ -4424,12 +4325,11 @@ BasicPriorStatement::writeJsonShape(ostream &output) const
}
}
PriorStatement::PriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
PriorStatement::PriorStatement(string name_arg, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg) :
BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)}
BasicPriorStatement {move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg,
move(options_list_arg)}
{
}
......@@ -4438,8 +4338,8 @@ PriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &base
[[maybe_unused]] bool minimal_workspace) const
{
string lhs_field = "estimation_info.parameter(eifind)";
output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '"
<< name << "', '');" << endl
output << "eifind = get_new_or_existing_ei_index('parameter_prior_index', '" << name << "', '');"
<< endl
<< "estimation_info.parameter_prior_index(eifind) = {'" << name << "'};" << endl;
writePriorOutput(output, lhs_field, "");
}
......@@ -4452,13 +4352,12 @@ PriorStatement::writeJsonOutput(ostream &output) const
output << "}";
}
StdPriorStatement::StdPriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
StdPriorStatement::StdPriorStatement(string name_arg, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
BasicPriorStatement{move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)},
BasicPriorStatement {move(name_arg), move(subsample_name_arg), prior_shape_arg, variance_arg,
move(options_list_arg)},
symbol_table {symbol_table_arg}
{
}
......@@ -4469,8 +4368,8 @@ StdPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &b
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
<< name << "', '');" << endl
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '" << name
<< "', '');" << endl
<< "estimation_info." << lhs_field << "_prior_index(eifind) = {'" << name << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
......@@ -4487,11 +4386,11 @@ StdPriorStatement::writeJsonOutput(ostream &output) const
CorrPriorStatement::CorrPriorStatement(string name_arg1, string name_arg2,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
BasicPriorStatement{move(name_arg1), move(subsample_name_arg), prior_shape_arg, variance_arg, move(options_list_arg)},
BasicPriorStatement {move(name_arg1), move(subsample_name_arg), prior_shape_arg, variance_arg,
move(options_list_arg)},
name1 {move(name_arg2)},
symbol_table {symbol_table_arg}
{
......@@ -4519,8 +4418,8 @@ CorrPriorStatement::writeOutput(ostream &output, [[maybe_unused]] const string &
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_prior_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'"
<< name << ":" << name1 << "'};" << endl;
<< "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'" << name << ":"
<< name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writePriorOutput(output, lhs_field, name1);
......@@ -4535,14 +4434,10 @@ CorrPriorStatement::writeJsonOutput(ostream &output) const
output << "}";
}
PriorEqualStatement::PriorEqualStatement(string to_declaration_type_arg,
string to_name1_arg,
string to_name2_arg,
string to_subsample_name_arg,
string from_declaration_type_arg,
string from_name1_arg,
string from_name2_arg,
string from_subsample_name_arg,
PriorEqualStatement::PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg,
string to_name2_arg, string to_subsample_name_arg,
string from_declaration_type_arg, string from_name1_arg,
string from_name2_arg, string from_subsample_name_arg,
const SymbolTable& symbol_table_arg) :
to_declaration_type {move(to_declaration_type_arg)},
to_name1 {move(to_name1_arg)},
......@@ -4560,8 +4455,10 @@ void
PriorEqualStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
if ((to_declaration_type != "par" && to_declaration_type != "std"
&& to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std"
&& from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
......@@ -4622,8 +4519,10 @@ PriorEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const string
lhs_field += ".prior";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','"
<< to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '"
<< to_subsample_name << "');" << endl;
lhs_field += ".subsample_prior(ei_to_ss_ind)";
}
......@@ -4631,8 +4530,10 @@ PriorEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const string
rhs_field += ".prior";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
<< from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '"
<< from_subsample_name << "');" << endl;
rhs_field += ".subsample_prior(ei_from_ss_ind)";
}
......@@ -4654,8 +4555,7 @@ PriorEqualStatement::writeJsonOutput(ostream &output) const
<< "}";
}
BasicOptionsStatement::BasicOptionsStatement(string name_arg,
string subsample_name_arg,
BasicOptionsStatement::BasicOptionsStatement(string name_arg, string subsample_name_arg,
OptionsList options_list_arg) :
name {move(name_arg)},
subsample_name {move(subsample_name_arg)},
......@@ -4672,10 +4572,7 @@ BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) cons
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -4689,11 +4586,11 @@ BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_fiel
}
void
BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
BasicOptionsStatement::writeCommonOutputHelper(ostream& output, const string& field,
const string& lhs_field) const
{
if (options_list.contains(field))
options_list.visit(field, [&]<class T>(const T &v)
{
options_list.visit(field, [&]<class T>(const T& v) {
if constexpr (is_same_v<T, OptionsList::NumVal>)
output << lhs_field << "." << field << " = " << v << ";" << endl;
// TODO: handle other variant types
......@@ -4701,14 +4598,17 @@ BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &fi
}
void
BasicOptionsStatement::writeOptionsOutput(ostream &output, string &lhs_field, const string &name2) const
BasicOptionsStatement::writeOptionsOutput(ostream& output, string& lhs_field,
const string& name2) const
{
if (subsample_name.empty())
lhs_field += ".options(1)";
else
{
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2 << "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');" << endl;
output << "subsamples_indx = get_existing_subsamples_indx('" << name << "','" << name2
<< "');" << endl
<< "eisind = get_subsamples_range_indx(subsamples_indx, '" << subsample_name << "');"
<< endl;
lhs_field += ".subsample_options(eisind)";
}
writeCommonOutput(output, lhs_field);
......@@ -4727,8 +4627,7 @@ BasicOptionsStatement::writeJsonOptionsOutput(ostream &output) const
}
}
OptionsStatement::OptionsStatement(string name_arg,
string subsample_name_arg,
OptionsStatement::OptionsStatement(string name_arg, string subsample_name_arg,
OptionsList options_list_arg) :
BasicOptionsStatement {move(name_arg), move(subsample_name_arg), move(options_list_arg)}
{
......@@ -4739,8 +4638,8 @@ OptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string &ba
[[maybe_unused]] bool minimal_workspace) const
{
string lhs_field = "estimation_info.parameter(eifind)";
output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '"
<< name << "', '');" << endl
output << "eifind = get_new_or_existing_ei_index('parameter_options_index', '" << name
<< "', '');" << endl
<< "estimation_info.parameter_options_index(eifind) = {'" << name << "'};" << endl;
writeOptionsOutput(output, lhs_field, "");
}
......@@ -4753,8 +4652,7 @@ OptionsStatement::writeJsonOutput(ostream &output) const
output << "}";
}
StdOptionsStatement::StdOptionsStatement(string name_arg,
string subsample_name_arg,
StdOptionsStatement::StdOptionsStatement(string name_arg, string subsample_name_arg,
OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
BasicOptionsStatement {move(name_arg), move(subsample_name_arg), move(options_list_arg)},
......@@ -4768,9 +4666,10 @@ StdOptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< name << "', '');" << endl
<< "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};" << endl;
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '" << name
<< "', '');" << endl
<< "estimation_info." << lhs_field << "_options_index(eifind) = {'" << name << "'};"
<< endl;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
writeOptionsOutput(output, lhs_field, "");
......@@ -4785,8 +4684,7 @@ StdOptionsStatement::writeJsonOutput(ostream &output) const
}
CorrOptionsStatement::CorrOptionsStatement(string name_arg1, string name_arg2,
string subsample_name_arg,
OptionsList options_list_arg,
string subsample_name_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
BasicOptionsStatement {move(name_arg1), move(subsample_name_arg), move(options_list_arg)},
name1 {move(name_arg2)},
......@@ -4816,8 +4714,8 @@ CorrOptionsStatement::writeOutput(ostream &output, [[maybe_unused]] const string
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_options_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'"
<< name << ":" << name1 << "'};" << endl;
<< "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'" << name << ":"
<< name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writeOptionsOutput(output, lhs_field, name1);
......@@ -4832,13 +4730,10 @@ CorrOptionsStatement::writeJsonOutput(ostream &output) const
output << "}";
}
OptionsEqualStatement::OptionsEqualStatement(string to_declaration_type_arg,
string to_name1_arg,
string to_name2_arg,
string to_subsample_name_arg,
OptionsEqualStatement::OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg,
string to_name2_arg, string to_subsample_name_arg,
string from_declaration_type_arg,
string from_name1_arg,
string from_name2_arg,
string from_name1_arg, string from_name2_arg,
string from_subsample_name_arg,
const SymbolTable& symbol_table_arg) :
to_declaration_type {move(to_declaration_type_arg)},
......@@ -4857,8 +4752,10 @@ void
OptionsEqualStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
if ((to_declaration_type != "par" && to_declaration_type != "std"
&& to_declaration_type != "corr")
|| (from_declaration_type != "par" && from_declaration_type != "std"
&& from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
......@@ -4883,10 +4780,7 @@ OptionsEqualStatement::writeJsonOutput(ostream &output) const
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -4934,8 +4828,10 @@ OptionsEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
lhs_field += ".options";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','"
<< to_name2 << "');" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '"
<< to_subsample_name << "');" << endl;
lhs_field += ".subsample_options(ei_to_ss_ind)";
}
......@@ -4943,8 +4839,10 @@ OptionsEqualStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
rhs_field += ".options";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','"
<< from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '"
<< from_subsample_name << "');" << endl;
rhs_field += ".subsample_options(ei_from_ss_ind)";
}
......@@ -4985,7 +4883,9 @@ CalibSmootherStatement::writeOutput(ostream &output, [[maybe_unused]] const stri
symbol_list.writeOutput("var_list_", output);
output << "options_.smoother = true;" << endl
<< "options_.order = 1;" << endl
<< "[oo_, M_, options_, bayestopt_] = evaluate_smoother(options_.parameter_set, var_list_, M_, oo_, options_, bayestopt_, estim_params_);" << endl;
<< "[oo_, M_, options_, bayestopt_] = evaluate_smoother(options_.parameter_set, "
"var_list_, M_, oo_, options_, bayestopt_, estim_params_);"
<< endl;
}
void
......@@ -5005,8 +4905,8 @@ CalibSmootherStatement::writeJsonOutput(ostream &output) const
output << "}";
}
ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg)
: options_list{move(options_list_arg)}
ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
{
}
......@@ -5034,7 +4934,8 @@ ExtendedPathStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
options_list_new.erase("periods");
options_list_new.writeOutput(output);
output << "extended_path([], " << periods << ", [], options_, M_, oo_);" << endl;
output << "[Simulated_time_series, oo_] = extended_path([], " << periods
<< ", [], options_, M_, oo_);" << endl;
}
void
......@@ -5111,14 +5012,19 @@ MethodOfMomentsStatement::checkPass(ModFileStructure &mod_file_struct,
if (!options_list.contains("mom.mom_method"))
{
cerr << "ERROR: The 'method_of_moments' statement requires a method to be supplied via the 'mom_method' option. Possible values are 'GMM', 'SMM', or 'IRF_MATCHING'." << endl;
cerr << "ERROR: The 'method_of_moments' statement requires a method to be supplied via the "
"'mom_method' option. Possible values are 'GMM', 'SMM', or 'IRF_MATCHING'."
<< endl;
exit(EXIT_FAILURE);
}
auto mom_method_value = options_list.get_if<OptionsList::StringVal>("mom.mom_method");
if ((mom_method_value == "GMM" || mom_method_value == "SMM") && !options_list.contains("datafile"))
if ((mom_method_value == "GMM" || mom_method_value == "SMM")
&& !options_list.contains("datafile"))
{
cerr << "ERROR: The 'method_of_moments' statement requires a data file to be supplied via the 'datafile' option." << endl;
cerr << "ERROR: The 'method_of_moments' statement requires a data file to be supplied via "
"the 'datafile' option."
<< endl;
exit(EXIT_FAILURE);
}
......@@ -5153,7 +5059,9 @@ MethodOfMomentsStatement::writeOutput(ostream &output, [[maybe_unused]] const st
{
options_list.writeOutput(output, "options_mom_");
output << "[oo_, options_mom_, M_] = mom.run(bayestopt_, options_, oo_, estim_params_, M_, options_mom_);" << endl;
output << "[oo_, options_mom_, M_] = mom.run(bayestopt_, options_, oo_, estim_params_, M_, "
"options_mom_);"
<< endl;
}
void
......@@ -5168,9 +5076,8 @@ MethodOfMomentsStatement::writeJsonOutput(ostream &output) const
output << "}";
}
GenerateIRFsStatement::GenerateIRFsStatement(OptionsList options_list_arg,
vector<string> generate_irf_names_arg,
GenerateIRFsStatement::GenerateIRFsStatement(
OptionsList options_list_arg, vector<string> generate_irf_names_arg,
vector<map<string, double>> generate_irf_elements_arg) :
options_list {move(options_list_arg)},
generate_irf_names {move(generate_irf_names_arg)},
......@@ -5192,14 +5099,13 @@ GenerateIRFsStatement::writeOutput(ostream &output, [[maybe_unused]] const strin
output << "'" << generate_irf_name << "'; ";
output << "};" << endl;
output << "options_.irf_opt.irf_shocks = zeros(M_.exo_nbr, "
<< generate_irf_names.size() << ");" << endl;
output << "options_.irf_opt.irf_shocks = zeros(M_.exo_nbr, " << generate_irf_names.size() << ");"
<< endl;
for (size_t i = 0; i < generate_irf_names.size(); i++)
for (auto& [exo_name, exo_value] : generate_irf_elements[i])
output << "options_.irf_opt.irf_shocks(M_.exo_names == '"
<< exo_name << "', " << i + 1 << ") = "
<< exo_value << ";" << endl;
output << "options_.irf_opt.irf_shocks(M_.exo_names == '" << exo_name << "', " << i + 1
<< ") = " << exo_value << ";" << endl;
}
void
......@@ -5235,7 +5141,8 @@ GenerateIRFsStatement::writeJsonOutput(ostream &output) const
output << "}";
}
MatchedMomentsStatement::MatchedMomentsStatement(const SymbolTable &symbol_table_arg,
MatchedMomentsStatement::MatchedMomentsStatement(
const SymbolTable& symbol_table_arg,
vector<tuple<vector<int>, vector<int>, vector<int>>> moments_arg) :
symbol_table {symbol_table_arg}, moments {move(moments_arg)}
{
......@@ -5266,30 +5173,26 @@ void
MatchedMomentsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "matched_moments", "moments": [)" << endl;
for (bool printed_something{false};
const auto &[symb_ids, lags, powers] : moments)
for (bool printed_something {false}; const auto& [symb_ids, lags, powers] : moments)
{
if (exchange(printed_something, true))
output << ',';
output << R"( { "endos": [)";
for (bool printed_something2{false};
int s : symb_ids)
for (bool printed_something2 {false}; int s : symb_ids)
{
if (exchange(printed_something2, true))
output << ',';
output << symbol_table.getTypeSpecificID(s) + 1;
}
output << R"(], "lags": [)";
for (bool printed_something2{false};
int l : lags)
for (bool printed_something2 {false}; int l : lags)
{
if (exchange(printed_something2, true))
output << ',';
output << l;
}
output << R"(], "powers": [)";
for (bool printed_something2{false};
int p : powers)
for (bool printed_something2 {false}; int p : powers)
{
if (exchange(printed_something2, true))
output << ',';
......@@ -5300,9 +5203,10 @@ MatchedMomentsStatement::writeJsonOutput(ostream &output) const
output << "]}" << endl;
}
OccbinConstraintsStatement::OccbinConstraintsStatement(const DataTree &data_tree_arg,
vector<tuple<string, BinaryOpNode *, BinaryOpNode *, expr_t, expr_t>> constraints_arg)
: data_tree{data_tree_arg}, constraints{move(constraints_arg)}
OccbinConstraintsStatement::OccbinConstraintsStatement(
const DataTree& data_tree_arg,
vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints_arg) :
data_tree {data_tree_arg}, constraints {move(constraints_arg)}
{
}
......@@ -5317,7 +5221,8 @@ OccbinConstraintsStatement::checkPass(ModFileStructure &mod_file_struct,
}
if (constraints.size() > 2)
{
cerr << "ERROR: only up to two constraints are supported in 'occbin_constraints' block" << endl;
cerr << "ERROR: only up to two constraints are supported in 'occbin_constraints' block"
<< endl;
exit(EXIT_FAILURE);
}
mod_file_struct.occbin_constraints_present = true;
......@@ -5330,7 +5235,10 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
output << "M_.occbin.constraint_nbr = " << constraints.size() << ';' << endl
<< "M_.occbin.pswitch = [" << endl;
for (const auto& [name, bind, relax, error_bind, error_relax] : constraints)
output << data_tree.symbol_table.getTypeSpecificID(ParsingDriver::buildOccbinBindParamName(name)) + 1 << ' ';
output << data_tree.symbol_table.getTypeSpecificID(
ParsingDriver::buildOccbinBindParamName(name))
+ 1
<< ' ';
output << "];" << endl
<< "options_.occbin = struct();" << endl
<< "options_.occbin = occbin.set_default_options(options_.occbin, M_);" << endl
......@@ -5343,20 +5251,21 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
cerr << "Error: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
diff_output << "function [binding, relax, err] = occbin_difference(zdatalinear, params, steady_state)" << endl;
for (int idx{1};
const auto &[name, bind, relax, error_bind, error_relax] : constraints)
diff_output
<< "function [binding, relax, err] = occbin_difference(zdatalinear, params, steady_state)"
<< endl;
for (int idx {1}; const auto& [name, bind, relax, error_bind, error_relax] : constraints)
{
diff_output << "binding.constraint_" << idx << " = ";
dynamic_cast<ExprNode *>(bind)->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
diff_output << ';' << endl
<< "relax.constraint_" << idx << " = ";
dynamic_cast<ExprNode*>(bind)->writeOutput(diff_output,
ExprNodeOutputType::occbinDifferenceFile);
diff_output << ';' << endl << "relax.constraint_" << idx << " = ";
if (relax)
dynamic_cast<ExprNode *>(relax)->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
dynamic_cast<ExprNode*>(relax)->writeOutput(diff_output,
ExprNodeOutputType::occbinDifferenceFile);
else
diff_output << "~binding.constraint_" << idx;
diff_output << ';' << endl
<< "err.binding_constraint_" << idx << " = ";
diff_output << ';' << endl << "err.binding_constraint_" << idx << " = ";
if (error_bind)
error_bind->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
else
......@@ -5367,8 +5276,7 @@ OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename,
bind->arg2->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
diff_output << "))";
}
diff_output << ';' << endl
<< "err.relax_constraint_" << idx << " = ";
diff_output << ';' << endl << "err.relax_constraint_" << idx << " = ";
if (error_relax)
error_relax->writeOutput(diff_output, ExprNodeOutputType::occbinDifferenceFile);
else if (relax)
......@@ -5426,8 +5334,7 @@ OccbinConstraintsStatement::writeJsonOutput(ostream &output) const
output << "]}" << endl;
}
ResidStatement::ResidStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
ResidStatement::ResidStatement(OptionsList options_list_arg) : options_list {move(options_list_arg)}
{
}
......@@ -5435,8 +5342,8 @@ void
ResidStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output, "options_resid_");
output << "display_static_residuals(M_, options_, oo_, options_resid_);" << endl;
options_list.writeOutput(output);
output << "display_static_residuals(M_, options_, oo_);" << endl;
}
void
......@@ -5450,3 +5357,103 @@ ResidStatement::writeJsonOutput(ostream &output) const
}
output << "}";
}
MatchedIrfsStatement::MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg) :
values_weights {move(values_weights_arg)}, overwrite {overwrite_arg}
{
}
void
MatchedIrfsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
if (overwrite)
output << "M_.matched_irfs = {};" << endl;
for (const auto& [key, vec] : values_weights)
{
const auto& [endo, exo] = key;
output << "M_.matched_irfs = [M_.matched_irfs; {'" << endo << "', '" << exo << "', {";
for (const auto& [p1, p2, value, weight] : vec)
{
output << p1 << ":" << p2 << ", ";
value->writeOutput(output);
output << ", ";
weight->writeOutput(output);
output << "; ";
}
output << "}}];" << endl;
}
}
void
MatchedIrfsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "matched_irfs")"
<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
for (bool printed_something {false}; const auto& [key, vec] : values_weights)
{
if (exchange(printed_something, true))
output << ", ";
const auto& [endo, exo] = key;
output << R"({"var": ")" << endo << R"(", "varexo": ")" << exo
<< R"(", "periods_values_weights": [)";
for (bool printed_something2 {false}; const auto& [p1, p2, value, weight] : vec)
{
if (exchange(printed_something2, true))
output << ", ";
output << R"({"period1": )" << p1 << ", "
<< R"("period2": })" << p2 << ", "
<< R"("value": ")";
value->writeJsonOutput(output, {}, {});
output << R"(", "weight": ")";
weight->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]}";
}
output << "]}";
}
MatchedIrfsWeightsStatement::MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg,
bool overwrite_arg) :
weights {move(weights_arg)}, overwrite {overwrite_arg}
{
}
void
MatchedIrfsWeightsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
if (overwrite)
output << "M_.matched_irfs_weights = {};" << endl;
for (const auto& [key, val] : weights)
{
const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
output << "M_.matched_irfs_weights = [M_.matched_irfs_weights; {'" << endo1 << "', "
<< periods1 << ", '" << exo1 << "', '" << endo2 << "', " << periods2 << ", '" << exo2
<< "', ";
val->writeOutput(output);
output << "}];" << endl;
}
}
void
MatchedIrfsWeightsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "matched_irfs_weights")"
<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
for (bool printed_something {false}; const auto& [key, val] : weights)
{
const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
if (exchange(printed_something, true))
output << ", ";
output << R"({"endo1": ")" << endo1 << R"(", "periods1": ")" << periods1 << R"(", "exo1": )"
<< exo1 << R"(", "endo2": ")" << endo2 << R"(", "periods2": ")" << periods2
<< R"(", "exo2": )" << exo2 << R"(", "weight": ")";
val->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]}";
}
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,23 +17,25 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _COMPUTINGTASKS_HH
#define _COMPUTINGTASKS_HH
#ifndef COMPUTING_TASKS_HH
#define COMPUTING_TASKS_HH
#include <ostream>
#include <memory>
#include <optional>
#include <ostream>
#include "SymbolList.hh"
#include "SymbolTable.hh"
#include "Statement.hh"
#include "StaticModel.hh"
#include "DynamicModel.hh"
#include "ModelEquationBlock.hh"
#include "Statement.hh"
#include "StaticModel.hh"
#include "SymbolList.hh"
#include "SymbolTable.hh"
class SteadyStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SteadyStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -45,6 +47,7 @@ class CheckStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit CheckStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -56,6 +59,7 @@ class SimulStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SimulStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -67,6 +71,7 @@ class PerfectForesightSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -77,6 +82,7 @@ class PerfectForesightSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightSolverStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -88,6 +94,7 @@ class PerfectForesightWithExpectationErrorsSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -98,6 +105,7 @@ class PerfectForesightWithExpectationErrorsSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -110,6 +118,7 @@ class PriorPosteriorFunctionStatement : public Statement
private:
const bool prior_func;
const OptionsList options_list;
public:
PriorPosteriorFunctionStatement(const bool prior_func_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -121,6 +130,7 @@ class ModelInfoStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ModelInfoStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -133,6 +143,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
StochSimulStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -147,6 +158,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
ForecastStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -159,28 +171,9 @@ class RamseyModelStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit RamseyModelStatement(OptionsList options_list_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;
};
class RamseyConstraintsStatement : public Statement
{
public:
struct Constraint
{
int endo;
BinaryOpcode code;
expr_t expression;
};
using constraints_t = vector<Constraint>;
private:
const SymbolTable &symbol_table;
const constraints_t constraints;
public:
RamseyConstraintsStatement(const SymbolTable &symbol_table_arg, constraints_t constraints_arg);
explicit RamseyModelStatement(OptionsList options_list_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;
......@@ -192,6 +185,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
RamseyPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -204,6 +198,7 @@ class EvaluatePlannerObjectiveStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit EvaluatePlannerObjectiveStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -214,6 +209,7 @@ class OccbinSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit OccbinSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -224,6 +220,7 @@ class OccbinSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit OccbinSolverStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -234,6 +231,7 @@ class OccbinWriteRegimesStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit OccbinWriteRegimesStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -245,9 +243,9 @@ class OccbinGraphStatement : public Statement
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
OccbinGraphStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
OccbinGraphStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -258,6 +256,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
DiscretionaryPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -271,6 +270,7 @@ class RplotStatement : public Statement
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
RplotStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -289,6 +289,7 @@ class DsampleStatement : public Statement
{
private:
const int val1, val2;
public:
explicit DsampleStatement(int val1_arg);
DsampleStatement(int val1_arg, int val2_arg);
......@@ -302,21 +303,22 @@ private:
const SymbolTable& symbol_table;
const SymbolList symbol_list;
const OptionsList options_list;
public:
EstimationStatement(const SymbolTable &symbol_table_arg,
SymbolList symbol_list_arg,
EstimationStatement(const SymbolTable& symbol_table_arg, SymbolList symbol_list_arg,
OptionsList options_list_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;
};
class DynareSensitivityStatement : public Statement
class SensitivityStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit DynareSensitivityStatement(OptionsList options_list_arg);
explicit SensitivityStatement(OptionsList options_list_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;
......@@ -326,9 +328,11 @@ class ObservationTrendsStatement : public Statement
{
public:
using trend_elements_t = map<string, expr_t>;
private:
const trend_elements_t trend_elements;
const SymbolTable& symbol_table;
public:
ObservationTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg);
......@@ -340,9 +344,11 @@ class DeterministicTrendsStatement : public Statement
{
public:
using trend_elements_t = map<string, expr_t>;
private:
const trend_elements_t trend_elements;
const SymbolTable& symbol_table;
public:
DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg);
......@@ -354,9 +360,11 @@ class FilterInitialStateStatement : public Statement
{
public:
using filter_initial_state_elements_t = map<pair<int, int>, expr_t>;
private:
const filter_initial_state_elements_t filter_initial_state_elements;
const SymbolTable& symbol_table;
public:
FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
const SymbolTable& symbol_table_arg);
......@@ -369,6 +377,7 @@ class OsrParamsStatement : public Statement
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -382,6 +391,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
OsrStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -410,6 +420,7 @@ class OsrParamsBoundsStatement : public Statement
{
private:
const vector<OsrParams> osr_params_list;
public:
explicit OsrParamsBoundsStatement(vector<OsrParams> osr_params_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -423,6 +434,7 @@ private:
const SymbolList symbol_list;
const string filename;
const SymbolTable& symbol_table;
public:
DynaTypeStatement(SymbolList symbol_list_arg, string filename_arg,
const SymbolTable& symbol_table_arg);
......@@ -437,6 +449,7 @@ private:
const SymbolList symbol_list;
const string filename;
const SymbolTable& symbol_table;
public:
DynaSaveStatement(SymbolList symbol_list_arg, string filename_arg,
const SymbolTable& symbol_table_arg);
......@@ -449,12 +462,13 @@ class ModelComparisonStatement : public Statement
{
public:
using filename_list_t = vector<pair<string, string>>;
private:
filename_list_t filename_list;
OptionsList options_list;
public:
ModelComparisonStatement(filename_list_t filename_list_arg,
OptionsList options_list_arg);
ModelComparisonStatement(filename_list_t filename_list_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -493,7 +507,7 @@ protected:
const SymbolTable& symbol_table;
AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg);
virtual string blockName() const = 0;
[[nodiscard]] virtual string blockName() const = 0;
// Part of the check pass that is common to the three estimated_params{,_init,bounds} blocks
void commonCheckPass() const;
};
......@@ -502,11 +516,15 @@ class EstimatedParamsStatement : public AbstractEstimatedParamsStatement
{
private:
const bool overwrite;
public:
EstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg,
bool overwrite_arg);
string blockName() const override { return "estimated_params"; };
const SymbolTable& symbol_table_arg, bool overwrite_arg);
[[nodiscard]] string
blockName() const override
{
return "estimated_params";
}
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;
......@@ -516,11 +534,15 @@ class EstimatedParamsInitStatement : public AbstractEstimatedParamsStatement
{
private:
const bool use_calibration;
public:
EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg,
const bool use_calibration_arg);
string blockName() const override { return "estimated_params_init"; };
const SymbolTable& symbol_table_arg, const bool use_calibration_arg);
[[nodiscard]] string
blockName() const override
{
return "estimated_params_init";
}
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;
......@@ -531,7 +553,11 @@ class EstimatedParamsBoundsStatement : public AbstractEstimatedParamsStatement
public:
EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg);
string blockName() const override { return "estimated_params_bounds"; };
[[nodiscard]] string
blockName() const override
{
return "estimated_params_bounds";
}
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;
......@@ -554,13 +580,14 @@ class OptimWeightsStatement : public Statement
public:
using var_weights_t = map<string, expr_t>;
using covar_weights_t = map<pair<string, string>, expr_t>;
private:
const var_weights_t var_weights;
const covar_weights_t covar_weights;
const SymbolTable& symbol_table;
public:
OptimWeightsStatement(var_weights_t var_weights_arg,
covar_weights_t covar_weights_arg,
OptimWeightsStatement(var_weights_t var_weights_arg, covar_weights_t covar_weights_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;
......@@ -570,10 +597,11 @@ public:
class PlannerObjectiveStatement : public Statement
{
private:
PlannerObjective model_tree;
unique_ptr<PlannerObjective> model_tree;
bool computing_pass_called {false};
public:
explicit PlannerObjectiveStatement(const PlannerObjective &model_tree_arg);
explicit PlannerObjectiveStatement(unique_ptr<PlannerObjective> model_tree_arg);
/*! \todo check there are only endogenous variables at the current period in the objective
(no exogenous, no lead/lag) */
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -582,7 +610,7 @@ public:
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
//! Return a reference the Planner Objective model tree
const PlannerObjective &getPlannerObjective() const;
[[nodiscard]] const PlannerObjective& getPlannerObjective() const;
};
class BVARDensityStatement : public Statement
......@@ -590,6 +618,7 @@ class BVARDensityStatement : public Statement
private:
const int maxnlags;
const OptionsList options_list;
public:
BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -602,6 +631,7 @@ class BVARForecastStatement : public Statement
private:
const int nlags;
const OptionsList options_list;
public:
BVARForecastStatement(int nlags_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -614,6 +644,7 @@ class BVARIRFStatement : public Statement
private:
const int nirf;
const string identificationname;
public:
BVARIRFStatement(int nirf_arg, string identificationname_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -625,6 +656,7 @@ class SBVARStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SBVARStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -636,6 +668,7 @@ class MSSBVAREstimationStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVAREstimationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -647,6 +680,7 @@ class MSSBVARSimulationStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARSimulationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -658,6 +692,7 @@ class MSSBVARComputeMDDStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARComputeMDDStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -669,6 +704,7 @@ class MSSBVARComputeProbabilitiesStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -682,6 +718,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
MSSBVARIrfStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -694,6 +731,7 @@ class MSSBVARForecastStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARForecastStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -705,6 +743,7 @@ class MSSBVARVarianceDecompositionStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -716,6 +755,7 @@ class IdentificationStatement : public Statement
{
private:
OptionsList options_list;
public:
explicit IdentificationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -728,8 +768,10 @@ class WriteLatexDynamicModelStatement : public Statement
private:
const DynamicModel& dynamic_model;
const bool write_equation_tags;
public:
WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg);
WriteLatexDynamicModelStatement(const DynamicModel& dynamic_model_arg,
bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -739,6 +781,7 @@ class WriteLatexStaticModelStatement : public Statement
private:
const StaticModel& static_model;
const bool write_equation_tags;
public:
WriteLatexStaticModelStatement(const StaticModel& static_model_arg, bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -750,8 +793,10 @@ class WriteLatexOriginalModelStatement : public Statement
private:
const DynamicModel& original_model;
const bool write_equation_tags;
public:
WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg, bool write_equation_tags_arg);
WriteLatexOriginalModelStatement(const DynamicModel& original_model_arg,
bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -760,6 +805,7 @@ class WriteLatexSteadyStateModelStatement : public Statement
{
private:
const SteadyStateModel& steady_state_model;
public:
explicit WriteLatexSteadyStateModelStatement(const SteadyStateModel& steady_state_model_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -773,6 +819,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
ShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -787,6 +834,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
RealtimeShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -801,6 +849,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
PlotShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -815,6 +864,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
InitialConditionDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -828,6 +878,7 @@ class SqueezeShockDecompositionStatement : public Statement
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
SqueezeShockDecompositionStatement(SymbolList symbol_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -840,6 +891,7 @@ class ConditionalForecastStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ConditionalForecastStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -853,8 +905,9 @@ private:
const optional<int> periods; // The user is allowed not to declare periods
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
PlotConditionalForecastStatement(optional<int> periods_arg, SymbolList symbol_list_arg,
PlotConditionalForecastStatement(const optional<int>& periods_arg, SymbolList symbol_list_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;
......@@ -867,6 +920,7 @@ private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
CalibSmootherStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
......@@ -879,6 +933,7 @@ class ExtendedPathStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ExtendedPathStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -900,15 +955,16 @@ public:
};
using svar_identification_restrictions_t = vector<svar_identification_restriction>;
private:
const svar_identification_restrictions_t restrictions;
const bool upper_cholesky_present, lower_cholesky_present, constants_exclusion_present;
const SymbolTable& symbol_table;
int getMaxLag() const;
[[nodiscard]] int getMaxLag() const;
public:
SvarIdentificationStatement(svar_identification_restrictions_t restrictions_arg,
bool upper_cholesky_present_arg,
bool lower_cholesky_present_arg,
bool upper_cholesky_present_arg, bool lower_cholesky_present_arg,
bool constants_exclusion_present_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -921,6 +977,7 @@ class MarkovSwitchingStatement : public Statement
private:
const OptionsList options_list;
map<pair<int, int>, double> restriction_map;
public:
explicit MarkovSwitchingStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -932,6 +989,7 @@ class SvarStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SvarStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -949,9 +1007,10 @@ public:
class SetTimeStatement : public Statement
{
private:
const OptionsList options_list;
const string period;
public:
explicit SetTimeStatement(OptionsList options_list_arg);
explicit SetTimeStatement(string period_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -960,6 +1019,7 @@ class EstimationDataStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit EstimationDataStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -972,13 +1032,14 @@ class SubsamplesStatement : public Statement
public:
//! Storage for declaring subsamples: map<subsample_name, <date1, date2 >
using subsample_declaration_map_t = map<string, pair<string, string>>;
private:
const string name1, name2;
const subsample_declaration_map_t subsample_declaration_map;
const SymbolTable& symbol_table;
public:
SubsamplesStatement(string name1_arg,
string name2_arg,
SubsamplesStatement(string name1_arg, string name2_arg,
subsample_declaration_map_t subsample_declaration_map_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -990,12 +1051,10 @@ class SubsamplesEqualStatement : public Statement
private:
const string to_name1, to_name2, from_name1, from_name2;
const SymbolTable& symbol_table;
public:
SubsamplesEqualStatement(string to_name1_arg,
string to_name2_arg,
string from_name1_arg,
string from_name2_arg,
const SymbolTable &symbol_table_arg);
SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg, string from_name1_arg,
string from_name2_arg, const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -1007,9 +1066,9 @@ private:
const PriorDistributions prior_shape;
const OptionsList options_list;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
public:
JointPriorStatement(vector<string> joint_parameters_arg,
PriorDistributions prior_shape_arg,
JointPriorStatement(vector<string> joint_parameters_arg, PriorDistributions prior_shape_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -1023,17 +1082,15 @@ protected:
const PriorDistributions prior_shape;
const expr_t variance;
const OptionsList options_list;
BasicPriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
BasicPriorStatement(string name_arg, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void writeCommonOutput(ostream& output, const string& lhs_field) const;
void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
void writePriorOutput(ostream& output, string& lhs_field, const string& name2) const;
bool is_structural_innovation(const SymbolType symb_type) const;
[[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
void writePriorIndex(ostream& output, const string& lhs_field) const;
void writeVarianceOption(ostream& output, const string& lhs_field) const;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
......@@ -1045,11 +1102,8 @@ protected:
class PriorStatement : public BasicPriorStatement
{
public:
PriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
OptionsList options_list_arg);
PriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
expr_t variance_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......@@ -1058,12 +1112,10 @@ class StdPriorStatement : public BasicPriorStatement
{
private:
const SymbolTable& symbol_table;
public:
StdPriorStatement(string name_arg,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
OptionsList options_list_arg,
StdPriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
expr_t variance_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -1074,14 +1126,11 @@ class CorrPriorStatement : public BasicPriorStatement
private:
const string name1;
const SymbolTable& symbol_table;
public:
CorrPriorStatement(string name_arg1,
string name_arg2,
string subsample_name_arg,
PriorDistributions prior_shape_arg,
expr_t variance_arg,
OptionsList options_list_arg,
const SymbolTable &symbol_table_arg);
CorrPriorStatement(string name_arg1, string name_arg2, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_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;
......@@ -1093,15 +1142,11 @@ private:
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
const SymbolTable& symbol_table;
public:
PriorEqualStatement(string to_declaration_type_arg,
string to_name1_arg,
string to_name2_arg,
string to_subsample_name_arg,
string from_declaration_type_arg,
string from_name1_arg,
string from_name2_arg,
string from_subsample_name_arg,
PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
string to_subsample_name_arg, string from_declaration_type_arg,
string from_name1_arg, string from_name2_arg, string from_subsample_name_arg,
const SymbolTable& symbol_table_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -1114,14 +1159,12 @@ class BasicOptionsStatement : public Statement
protected:
const string name, subsample_name;
const OptionsList options_list;
BasicOptionsStatement(string name_arg,
string subsample_name_arg,
OptionsList options_list_arg);
BasicOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void writeOptionsOutput(ostream& output, string& lhs_field, const string& name2) const;
void writeCommonOutput(ostream& output, const string& lhs_field) const;
void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
bool is_structural_innovation(const SymbolType symb_type) const;
[[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
void writeOptionsIndex(ostream& output, const string& lhs_field) const;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
void writeJsonOptionsOutput(ostream& output) const;
......@@ -1139,10 +1182,9 @@ class StdOptionsStatement : public BasicOptionsStatement
{
private:
const SymbolTable& symbol_table;
public:
StdOptionsStatement(string name_arg,
string subsample_name_arg,
OptionsList options_list_arg,
StdOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -1153,11 +1195,10 @@ class CorrOptionsStatement : public BasicOptionsStatement
private:
const string name1;
const SymbolTable& symbol_table;
public:
CorrOptionsStatement(string name_arg1, string name_arg2,
string subsample_name_arg,
OptionsList options_list_arg,
const SymbolTable &symbol_table_arg);
CorrOptionsStatement(string name_arg1, string name_arg2, string subsample_name_arg,
OptionsList options_list_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;
......@@ -1169,16 +1210,12 @@ private:
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
const SymbolTable& symbol_table;
public:
OptionsEqualStatement(string to_declaration_type_arg,
string to_name1_arg,
string to_name2_arg,
string to_subsample_name_arg,
string from_declaration_type_arg,
string from_name1_arg,
string from_name2_arg,
string from_subsample_name_arg,
const SymbolTable &symbol_table_arg);
OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
string to_subsample_name_arg, string from_declaration_type_arg,
string from_name1_arg, string from_name2_arg,
string from_subsample_name_arg, const SymbolTable& symbol_table_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -1196,6 +1233,7 @@ class Smoother2histvalStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit Smoother2histvalStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -1206,6 +1244,7 @@ class MethodOfMomentsStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MethodOfMomentsStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
......@@ -1220,9 +1259,9 @@ private:
const OptionsList options_list;
const vector<string> generate_irf_names;
const vector<map<string, double>> generate_irf_elements;
public:
GenerateIRFsStatement(OptionsList options_list_arg,
vector<string> generate_irf_names_arg,
GenerateIRFsStatement(OptionsList options_list_arg, vector<string> generate_irf_names_arg,
vector<map<string, double>> generate_irf_elements_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -1232,6 +1271,7 @@ class MatchedMomentsStatement : public Statement
{
private:
const SymbolTable& symbol_table;
public:
/* Each moment is represented by a three vectors: symb_ids, lags, powers.
See the definition of ExprNode::matchMatchedMoment() for more details */
......@@ -1246,10 +1286,13 @@ class OccbinConstraintsStatement : public Statement
{
private:
DataTree data_tree;
public:
// The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax} can be nullptr)
// The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax}
// can be nullptr)
const vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints;
OccbinConstraintsStatement(const DataTree &data_tree_arg,
OccbinConstraintsStatement(
const DataTree& data_tree_arg,
vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
......@@ -1260,10 +1303,40 @@ class ResidStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ResidStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MatchedIrfsStatement : public Statement
{
public:
// (endo name, exo name) → vector of (period start, period end, value, weight)
using matched_irfs_t = map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>;
MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
private:
const matched_irfs_t values_weights;
const bool overwrite;
};
class MatchedIrfsWeightsStatement : public Statement
{
public:
/* (endo1 name, period index or range for endo1, exo1 name, endo2 name, period index or range for
endo2, exo2 name) → weight */
using matched_irfs_weights_t = map<tuple<string, string, string, string, string, string>, expr_t>;
MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg, bool overwrite_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
private:
const matched_irfs_weights_t weights;
const bool overwrite;
};
#endif
/*
* Copyright © 2010-2023 Dynare Team
* Copyright © 2010-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,33 +17,25 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <fstream>
#include <iostream>
#include <utility>
#include <vector>
#include "ConfigFile.hh"
#ifdef _WIN32
# include <shlobj.h>
#endif
#include "Configuration.hh"
#include "DataTree.hh" // For strsplit()
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wold-style-cast"
#include <boost/algorithm/string/trim.hpp>
#include <boost/algorithm/string/split.hpp>
#include <boost/algorithm/string/trim.hpp>
#include <boost/tokenizer.hpp>
#pragma GCC diagnostic pop
using namespace std;
Hook::Hook(string global_init_file_arg)
{
if (global_init_file_arg.empty())
{
cerr << "ERROR: The Hook must have a Global Initialization File argument." << endl;
exit(EXIT_FAILURE);
}
hooks["global_init_file"] = move(global_init_file_arg);
}
Path::Path(vector<string> includepath_arg)
Configuration::Path::Path(vector<string> includepath_arg)
{
if (includepath_arg.empty())
{
......@@ -53,10 +45,13 @@ Path::Path(vector<string> includepath_arg)
paths["include"] = move(includepath_arg);
}
FollowerNode::FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
string password_arg, string remoteDrive_arg, string remoteDirectory_arg,
string programPath_arg, string programConfig_arg, string matlabOctavePath_arg, bool singleCompThread_arg,
int numberOfThreadsPerJob_arg, string operatingSystem_arg) :
Configuration::FollowerNode::FollowerNode(string computerName_arg, string port_arg,
int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
string password_arg, string remoteDrive_arg,
string remoteDirectory_arg, string programPath_arg,
string programConfig_arg, string matlabOctavePath_arg,
bool singleCompThread_arg, int numberOfThreadsPerJob_arg,
string operatingSystem_arg) :
computerName {move(computerName_arg)},
port {move(port_arg)},
minCpuNbr {minCpuNbr_arg},
......@@ -81,12 +76,13 @@ FollowerNode::FollowerNode(string computerName_arg, string port_arg, int minCpuN
if (!operatingSystem.empty())
if (operatingSystem != "windows" && operatingSystem != "unix")
{
cerr << "ERROR: The OperatingSystem must be either 'unix' or 'windows' (Case Sensitive)." << endl;
cerr << "ERROR: The OperatingSystem must be either 'unix' or 'windows' (Case Sensitive)."
<< endl;
exit(EXIT_FAILURE);
}
}
Cluster::Cluster(member_nodes_t member_nodes_arg) :
Configuration::Cluster::Cluster(member_nodes_t member_nodes_arg) :
member_nodes {move(member_nodes_arg)}
{
if (member_nodes.empty())
......@@ -96,10 +92,11 @@ Cluster::Cluster(member_nodes_t member_nodes_arg) :
}
}
ConfigFile::ConfigFile(bool parallel_arg, bool parallel_test_arg,
Configuration::Configuration(bool parallel_arg, bool parallel_test_arg,
bool parallel_follower_open_mode_arg, bool parallel_use_psexec_arg,
string cluster_name_arg) :
parallel{parallel_arg}, parallel_test{parallel_test_arg},
parallel {parallel_arg},
parallel_test {parallel_test_arg},
parallel_follower_open_mode {parallel_follower_open_mode_arg},
parallel_use_psexec {parallel_use_psexec_arg},
cluster_name {move(cluster_name_arg)}
......@@ -107,70 +104,63 @@ ConfigFile::ConfigFile(bool parallel_arg, bool parallel_test_arg,
}
void
ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
Configuration::getConfigFileInfo(const filesystem::path& conffile_option,
WarningConsolidation& warnings)
{
using namespace boost;
ifstream configFile;
filesystem::path config_file {conffile_option};
if (config_file.empty())
{
filesystem::path defaultConfigFile;
// Test OS and try to open default file
#if defined(_WIN32) || defined(__CYGWIN32__)
if (auto appdata = getenv("APPDATA");
appdata)
defaultConfigFile = filesystem::path{appdata} / "dynare.ini";
else
{
if (parallel || parallel_test)
cerr << "ERROR: ";
else
cerr << "WARNING: ";
cerr << "APPDATA environment variable not found." << endl;
config_file = findConfigFile("dynare.ini");
if (parallel || parallel_test)
exit(EXIT_FAILURE);
}
if (config_file.empty()) // Try old default location (Dynare ⩽ 5) for backward compatibility
{
filesystem::path old_default_config_file;
#ifdef _WIN32
array<wchar_t, MAX_PATH + 1> appdata;
if (SHGetFolderPathW(nullptr, CSIDL_APPDATA | CSIDL_FLAG_DONT_VERIFY, nullptr,
SHGFP_TYPE_CURRENT, appdata.data())
== S_OK)
old_default_config_file = filesystem::path {appdata.data()} / "dynare.ini";
#else
if (auto home = getenv("HOME");
home)
defaultConfigFile = filesystem::path{home} / ".dynare";
else
if (auto home = getenv("HOME"); home)
old_default_config_file = filesystem::path {home} / ".dynare";
#endif
if (!old_default_config_file.empty() && exists(old_default_config_file))
{
if (parallel || parallel_test)
cerr << "ERROR: ";
else
cerr << "WARNING: ";
cerr << "HOME environment variable not found." << endl;
if (parallel || parallel_test)
exit(EXIT_FAILURE);
warnings << "WARNING: the location " << old_default_config_file.string()
<< " for the configuration file is obsolete; please see the reference"
<< " manual for the new location." << endl;
config_file = old_default_config_file;
}
#endif
configFile.open(defaultConfigFile, fstream::in);
if (!configFile.is_open())
}
}
if (config_file.empty())
{
if (parallel || parallel_test)
{
cerr << "ERROR: Could not open the default config file (" << defaultConfigFile.string() << ")" << endl;
cerr << "ERROR: the parallel or parallel_test option was passed but no configuration "
<< "file was found" << endl;
exit(EXIT_FAILURE);
}
else
return;
}
}
else
{
ifstream configFile;
configFile.open(config_file, fstream::in);
if (!configFile.is_open())
{
cerr << "ERROR: Couldn't open file " << config_file.string() << endl;;
cerr << "ERROR: Couldn't open configuration file " << config_file.string() << endl;
exit(EXIT_FAILURE);
}
}
string name, computerName, port, userName, password, remoteDrive,
remoteDirectory, programPath, programConfig, matlabOctavePath,
operatingSystem, global_init_file;
string name, computerName, port, userName, password, remoteDrive, remoteDirectory, programPath,
programConfig, matlabOctavePath, operatingSystem;
vector<string> includepath;
int minCpuNbr {0}, maxCpuNbr {0};
int numberOfThreadsPerJob {1};
......@@ -187,24 +177,17 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
if (line.empty() || !line.compare(0, 1, "#"))
continue;
if (line == "[node]"
|| line == "[cluster]"
|| line == "[hooks]"
|| line == "[paths]")
if (line == "[node]" || line == "[cluster]" || line == "[hooks]" || line == "[paths]")
{
if (!global_init_file.empty())
// we were just in [hooks]
addHooksConfFileElement(global_init_file);
else if (!includepath.empty())
if (!includepath.empty())
// we were just in [paths]
addPathsConfFileElement(includepath);
else
// we were just in [node] or [cluster]
addParallelConfFileElement(inNode, inCluster, member_nodes, name,
computerName, port, minCpuNbr, maxCpuNbr, userName,
password, remoteDrive, remoteDirectory,
programPath, programConfig, matlabOctavePath, singleCompThread,
numberOfThreadsPerJob, operatingSystem);
addParallelConfFileElement(
inNode, inCluster, member_nodes, name, computerName, port, minCpuNbr, maxCpuNbr,
userName, password, remoteDrive, remoteDirectory, programPath, programConfig,
matlabOctavePath, singleCompThread, numberOfThreadsPerJob, operatingSystem);
//! Reset communication vars / option defaults
if (line == "[hooks]")
......@@ -236,9 +219,8 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
inPaths = false;
}
name = userName = computerName = port = password = remoteDrive
= remoteDirectory = programPath = programConfig = matlabOctavePath
= operatingSystem = global_init_file = "";
name = userName = computerName = port = password = remoteDrive = remoteDirectory
= programPath = programConfig = matlabOctavePath = operatingSystem = "";
includepath.clear();
minCpuNbr = maxCpuNbr = 0;
numberOfThreadsPerJob = 1;
......@@ -251,7 +233,8 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
split(tokenizedLine, line, is_any_of("="));
if (tokenizedLine.size() != 2)
{
cerr << "ERROR (in config file): Options should be formatted as 'option = value'." << endl;
cerr << "ERROR (in config file): Options should be formatted as 'option = value'."
<< endl;
exit(EXIT_FAILURE);
}
trim(tokenizedLine.front());
......@@ -263,12 +246,15 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
global_init_file = tokenizedLine.back();
else
{
cerr << "ERROR: May not have more than one GlobalInitFile option in [hooks] block." << endl;
cerr
<< "ERROR: May not have more than one GlobalInitFile option in [hooks] block."
<< endl;
exit(EXIT_FAILURE);
}
else
{
cerr << "ERROR: Unrecognized option " << tokenizedLine.front() << " in [hooks] block." << endl;
cerr << "ERROR: Unrecognized option " << tokenizedLine.front()
<< " in [hooks] block." << endl;
exit(EXIT_FAILURE);
}
else if (inPaths)
......@@ -286,16 +272,17 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
}
else
{
cerr << "ERROR: May not have more than one Include option in [paths] block." << endl;
cerr << "ERROR: May not have more than one Include option in [paths] block."
<< endl;
exit(EXIT_FAILURE);
}
else
{
cerr << "ERROR: Unrecognized option " << tokenizedLine.front() << " in [paths] block." << endl;
cerr << "ERROR: Unrecognized option " << tokenizedLine.front()
<< " in [paths] block." << endl;
exit(EXIT_FAILURE);
}
else
if (tokenizedLine.front() == "Name")
else if (tokenizedLine.front() == "Name")
name = tokenizedLine.back();
else if (tokenizedLine.front() == "CPUnbr")
{
......@@ -308,8 +295,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
minCpuNbr = 1;
maxCpuNbr = stoi(tokenizedCpuNbr.front());
}
else if (tokenizedCpuNbr.size() == 2
&& tokenizedCpuNbr[0].at(0) == '['
else if (tokenizedCpuNbr.size() == 2 && tokenizedCpuNbr[0].at(0) == '['
&& tokenizedCpuNbr[1].at(tokenizedCpuNbr[1].size() - 1) == ']')
{
tokenizedCpuNbr[0].erase(0, 1);
......@@ -354,8 +340,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
remoteDrive = tokenizedLine.back();
else if (tokenizedLine.front() == "RemoteDirectory")
remoteDirectory = tokenizedLine.back();
else if (tokenizedLine.front() == "DynarePath"
|| tokenizedLine.front() == "ProgramPath")
else if (tokenizedLine.front() == "DynarePath" || tokenizedLine.front() == "ProgramPath")
programPath = tokenizedLine.back();
else if (tokenizedLine.front() == "ProgramConfig")
programConfig = tokenizedLine.back();
......@@ -370,7 +355,9 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
singleCompThread = false;
else
{
cerr << "ERROR (in config file): The value passed to SingleCompThread may only be 'true' or 'false'." << endl;
cerr << "ERROR (in config file): The value passed to SingleCompThread may only be "
"'true' or 'false'."
<< endl;
exit(EXIT_FAILURE);
}
else if (tokenizedLine.front() == "OperatingSystem")
......@@ -380,8 +367,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
char_separator sep(" ,;", "()", drop_empty_tokens);
tokenizer tokens(tokenizedLine.back(), sep);
string node_name;
for (bool begin_weight{false};
const auto &token : tokens)
for (bool begin_weight {false}; const auto& token : tokens)
{
if (token == "(")
{
......@@ -401,7 +387,9 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
{
if (member_nodes.contains(node_name))
{
cerr << "ERROR (in config file): Node entered twice in specification of cluster." << endl;
cerr << "ERROR (in config file): Node entered twice in specification "
"of cluster."
<< endl;
exit(EXIT_FAILURE);
}
else
......@@ -415,14 +403,18 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
auto weight = stod(token);
if (weight <= 0)
{
cerr << "ERROR (in config file): Misspecification of weights passed to Members option." << endl;
cerr << "ERROR (in config file): Misspecification of weights passed to "
"Members option."
<< endl;
exit(EXIT_FAILURE);
}
member_nodes[node_name] = weight;
}
catch (const invalid_argument&)
{
cerr << "ERROR (in config file): Misspecification of weights passed to Members option." << endl;
cerr << "ERROR (in config file): Misspecification of weights passed to "
"Members option."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -432,27 +424,27 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
member_nodes[node_name] = 1.0;
else
{
cerr << "ERROR (in config file): Node entered twice in specification of cluster." << endl;
cerr << "ERROR (in config file): Node entered twice in specification of "
"cluster."
<< endl;
exit(EXIT_FAILURE);
}
}
}
else
{
cerr << "ERROR (in config file): Option " << tokenizedLine.front() << " is invalid." << endl;
cerr << "ERROR (in config file): Option " << tokenizedLine.front() << " is invalid."
<< endl;
exit(EXIT_FAILURE);
}
}
}
if (!global_init_file.empty())
addHooksConfFileElement(global_init_file);
else if (!includepath.empty())
if (!includepath.empty())
addPathsConfFileElement(includepath);
else
addParallelConfFileElement(inNode, inCluster, member_nodes, name,
computerName, port, minCpuNbr, maxCpuNbr, userName,
password, remoteDrive, remoteDirectory,
addParallelConfFileElement(inNode, inCluster, member_nodes, name, computerName, port, minCpuNbr,
maxCpuNbr, userName, password, remoteDrive, remoteDirectory,
programPath, programConfig, matlabOctavePath, singleCompThread,
numberOfThreadsPerJob, operatingSystem);
......@@ -460,19 +452,7 @@ ConfigFile::getConfigFileInfo(const filesystem::path &config_file)
}
void
ConfigFile::addHooksConfFileElement(string global_init_file)
{
if (global_init_file.empty())
{
cerr << "ERROR: The global initialization file must be passed to the GlobalInitFile option." << endl;
exit(EXIT_FAILURE);
}
else
hooks.emplace_back(move(global_init_file));
}
void
ConfigFile::addPathsConfFileElement(vector<string> includepath)
Configuration::addPathsConfFileElement(vector<string> includepath)
{
if (includepath.empty())
{
......@@ -484,12 +464,15 @@ ConfigFile::addPathsConfFileElement(vector<string> includepath)
}
void
ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t &member_nodes, const string &name,
const string &computerName, const string &port, int minCpuNbr, int maxCpuNbr,
const string &userName, const string &password, const string &remoteDrive,
const string &remoteDirectory, const string &programPath, const string &programConfig,
const string &matlabOctavePath, bool singleCompThread, int numberOfThreadsPerJob,
const string &operatingSystem)
Configuration::addParallelConfFileElement(bool inNode, bool inCluster,
const member_nodes_t& member_nodes, const string& name,
const string& computerName, const string& port,
int minCpuNbr, int maxCpuNbr, const string& userName,
const string& password, const string& remoteDrive,
const string& remoteDirectory, const string& programPath,
const string& programConfig,
const string& matlabOctavePath, bool singleCompThread,
int numberOfThreadsPerJob, const string& operatingSystem)
{
//! ADD NODE
if (inNode)
......@@ -498,24 +481,22 @@ ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member
cerr << "Invalid option passed to [node]." << endl;
exit(EXIT_FAILURE);
}
else
if (name.empty() || follower_nodes.contains(name))
else if (name.empty() || follower_nodes.contains(name))
{
cerr << "ERROR: Every node must be assigned a unique name." << endl;
exit(EXIT_FAILURE);
}
else
follower_nodes.try_emplace(name, computerName, port, minCpuNbr, maxCpuNbr, userName,
password, remoteDrive, remoteDirectory, programPath, programConfig,
follower_nodes.try_emplace(name, computerName, port, minCpuNbr, maxCpuNbr, userName, password,
remoteDrive, remoteDirectory, programPath, programConfig,
matlabOctavePath, singleCompThread, numberOfThreadsPerJob,
operatingSystem);
//! ADD CLUSTER
else if (inCluster)
{
if (minCpuNbr > 0 || maxCpuNbr > 0 || !userName.empty()
|| !password.empty() || !remoteDrive.empty() || !remoteDirectory.empty()
|| !programPath.empty() || !programConfig.empty()
|| !matlabOctavePath.empty() || !operatingSystem.empty())
if (minCpuNbr > 0 || maxCpuNbr > 0 || !userName.empty() || !password.empty()
|| !remoteDrive.empty() || !remoteDirectory.empty() || !programPath.empty()
|| !programConfig.empty() || !matlabOctavePath.empty() || !operatingSystem.empty())
{
cerr << "Invalid option passed to [cluster]." << endl;
exit(EXIT_FAILURE);
......@@ -535,18 +516,8 @@ ConfigFile::addParallelConfFileElement(bool inNode, bool inCluster, const member
}
void
ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
{
for (bool global_init_file_declared{false};
const auto &hook : hooks)
for (const auto &mapit : hook.get_hooks())
if (mapit.first == "global_init_file")
if (exchange(global_init_file_declared, true))
Configuration::checkPass([[maybe_unused]] WarningConsolidation& warnings) const
{
cerr << "ERROR: Only one global initialization file may be provided." << endl;
exit(EXIT_FAILURE);
}
if (!parallel && !parallel_test)
return;
......@@ -573,19 +544,22 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
}
catch (const invalid_argument&)
{
cerr << "ERROR (node " << follower_node.first << "): the port must be an integer." << endl;
cerr << "ERROR (node " << follower_node.first << "): the port must be an integer."
<< endl;
exit(EXIT_FAILURE);
}
if (follower_node.second.computerName == "localhost") // We are working locally
{
if (!follower_node.second.remoteDrive.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option may not be passed for a local node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the RemoteDrive option may not be passed for a local node." << endl;
exit(EXIT_FAILURE);
}
if (!follower_node.second.remoteDirectory.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the RemoteDirectory option may not be passed for a local node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the RemoteDirectory option may not be passed for a local node." << endl;
exit(EXIT_FAILURE);
}
}
......@@ -593,19 +567,26 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
{
if (follower_node.second.userName.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the UserName option must be passed for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the UserName option must be passed for every remote node." << endl;
exit(EXIT_FAILURE);
}
if (follower_node.second.operatingSystem == "windows")
{
if (follower_node.second.password.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the Password option must be passed under Windows for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the Password option must be passed under Windows for every remote "
"node."
<< endl;
exit(EXIT_FAILURE);
}
if (follower_node.second.remoteDrive.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the RemoteDrive option must be passed under Windows for every remote "
"node."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -614,19 +595,26 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
{
if (follower_node.second.password.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the Password option must be passed under Windows for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the Password option must be passed under Windows for every remote "
"node."
<< endl;
exit(EXIT_FAILURE);
}
if (follower_node.second.remoteDrive.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the RemoteDrive option must be passed under Windows for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the RemoteDrive option must be passed under Windows for every remote "
"node."
<< endl;
exit(EXIT_FAILURE);
}
}
#endif
if (follower_node.second.remoteDirectory.empty())
{
cerr << "ERROR (node " << follower_node.first << "): the RemoteDirectory must be specified for every remote node." << endl;
cerr << "ERROR (node " << follower_node.first
<< "): the RemoteDirectory must be specified for every remote node." << endl;
exit(EXIT_FAILURE);
}
}
......@@ -641,7 +629,8 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
if (!cluster_name.empty() && !clusters.contains(cluster_name))
{
cerr << "ERROR: Cluster Name " << cluster_name << " was not found in the config file." << endl;
cerr << "ERROR: Cluster Name " << cluster_name << " was not found in the config file."
<< endl;
exit(EXIT_FAILURE);
}
......@@ -649,14 +638,21 @@ ConfigFile::checkPass([[maybe_unused]] WarningConsolidation &warnings) const
for (const auto& itmn : cluster.second.member_nodes)
if (!follower_nodes.contains(itmn.first))
{
cerr << "Error: node " << itmn.first << " specified in cluster " << cluster.first << " was not found" << endl;
cerr << "Error: node " << itmn.first << " specified in cluster " << cluster.first
<< " was not found" << endl;
exit(EXIT_FAILURE);
}
}
void
ConfigFile::transformPass()
Configuration::transformPass()
{
/* If the user did not specify the GlobalInitFile option, use global_init.m in configuration
directory if it exists */
if (auto default_global_init_file = findConfigFile("global_init.m");
global_init_file.empty() && !default_global_init_file.empty())
global_init_file = default_global_init_file.string();
if (!parallel && !parallel_test)
return;
......@@ -670,21 +666,21 @@ ConfigFile::transformPass()
}
#endif
auto cluster_it = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
auto& cluster = cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
double weight_denominator {0.0};
for (const auto &it : cluster_it->second.member_nodes)
weight_denominator += it.second;
for (const auto& [name, weight] : cluster.member_nodes)
weight_denominator += weight;
for (auto &member_node : cluster_it->second.member_nodes)
member_node.second /= weight_denominator;
for (auto& [name, weight] : cluster.member_nodes)
weight /= weight_denominator;
}
vector<filesystem::path>
ConfigFile::getIncludePaths() const
Configuration::getIncludePaths() const
{
vector<filesystem::path> include_paths;
for (auto path : paths)
for (const auto& path : paths)
for (const auto& mapit : path.get_paths())
for (const auto& vecit : mapit.second)
include_paths.emplace_back(vecit);
......@@ -692,64 +688,51 @@ ConfigFile::getIncludePaths() const
}
void
ConfigFile::writeHooks(ostream &output) const
Configuration::writeHooks(ostream& output) const
{
for (auto hook : hooks)
for (const auto &mapit : hook.get_hooks())
output << "options_." << mapit.first << " = '" << mapit.second << "';" << endl;
if (!global_init_file.empty())
output << "options_.global_init_file = '" << global_init_file << "';" << endl;
}
void
ConfigFile::writeCluster(ostream &output) const
Configuration::writeCluster(ostream& output) const
{
if (!parallel && !parallel_test)
return;
auto cluster_it = cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
const auto& cluster
= cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
for (int i{1};
const auto &follower_node : follower_nodes)
for (int i {1}; const auto& [name, node] : follower_nodes)
{
bool follower_node_in_member_nodes = false;
for (const auto &itmn : cluster_it->second.member_nodes)
if (follower_node.first == itmn.first)
follower_node_in_member_nodes = true;
if (!follower_node_in_member_nodes)
continue;
if (!cluster.member_nodes.contains(name))
continue; // Skip nodes not in the selected cluster
output << "options_.parallel";
if (i > 1)
output << "(" << i << ")";
i++;
output << " = struct('Local', ";
if (follower_node.second.computerName == "localhost")
output << "1, ";
else
output << "0, ";
output << "'ComputerName', '" << follower_node.second.computerName << "', "
<< "'Port', '" << follower_node.second.port << "', "
<< "'CPUnbr', [" << follower_node.second.minCpuNbr << ":" << follower_node.second.maxCpuNbr << "], "
<< "'UserName', '" << follower_node.second.userName << "', "
<< "'Password', '" << follower_node.second.password << "', "
<< "'RemoteDrive', '" << follower_node.second.remoteDrive << "', "
<< "'RemoteDirectory', '" << follower_node.second.remoteDirectory << "', "
output << " = struct('Local', " << noboolalpha << (node.computerName == "localhost") << ", "
<< "'ComputerName', '" << node.computerName << "', "
<< "'Port', '" << node.port << "', "
<< "'CPUnbr', [" << node.minCpuNbr << ":" << node.maxCpuNbr << "], "
<< "'UserName', '" << node.userName << "', "
<< "'Password', '" << node.password << "', "
<< "'RemoteDrive', '" << node.remoteDrive << "', "
<< "'RemoteDirectory', '" << node.remoteDirectory
<< "', "
// The following should be switched back to “ProgramPath” once we move to Dragonfly
<< "'DynarePath', '" << follower_node.second.programPath << "', "
<< "'ProgramConfig', '" << follower_node.second.programConfig << "', "
<< "'MatlabOctavePath', '" << follower_node.second.matlabOctavePath << "', "
<< "'OperatingSystem', '" << follower_node.second.operatingSystem << "', "
<< "'NodeWeight', '" << cluster_it->second.member_nodes.at(follower_node.first) << "', "
<< "'NumberOfThreadsPerJob', " << follower_node.second.numberOfThreadsPerJob << ", ";
if (follower_node.second.singleCompThread)
output << "'SingleCompThread', 'true');" << endl;
else
output << "'SingleCompThread', 'false');" << endl;
<< "'DynarePath', '" << node.programPath << "', "
<< "'ProgramConfig', '" << node.programConfig << "', "
<< "'MatlabOctavePath', '" << node.matlabOctavePath << "', "
<< "'OperatingSystem', '" << node.operatingSystem << "', "
<< "'NodeWeight', '" << cluster.member_nodes.at(name) << "', "
<< "'NumberOfThreadsPerJob', " << node.numberOfThreadsPerJob << ", "
<< "'SingleCompThread', '" << boolalpha << node.singleCompThread << "');" << endl;
}
// Default values for the following two are both in DynareMain.cc and matlab/default_option_values.m
// Default values for the following two are both in DynareMain.cc and
// matlab/default_option_values.m
if (parallel_follower_open_mode)
output << "options_.parallel_info.leaveSlaveOpen = 1;" << endl;
if (!parallel_use_psexec)
......@@ -759,14 +742,18 @@ ConfigFile::writeCluster(ostream &output) const
output << "InitializeComputationalEnvironment();" << endl;
if (parallel_test)
output << "ErrorCode = AnalyseComputationalEnvironment(options_.parallel, options_.parallel_info);" << endl
<< "disp(['AnalyseComputationalEnvironment returned with Error Code: ' num2str(ErrorCode)]);" << endl
output
<< "ErrorCode = AnalyseComputationalEnvironment(options_.parallel, options_.parallel_info);"
<< endl
<< "disp(['AnalyseComputationalEnvironment returned with Error Code: ' "
"num2str(ErrorCode)]);"
<< endl
<< "diary off;" << endl
<< "return;" << endl;
}
void
ConfigFile::writeEndParallel(ostream &output) const
Configuration::writeEndParallel(ostream& output) const
{
if ((!parallel && !parallel_test) || !parallel_follower_open_mode)
return;
......@@ -775,3 +762,46 @@ ConfigFile::writeEndParallel(ostream &output) const
<< " closeSlave(options_.parallel,options_.parallel_info.RemoteTmpFolder);" << endl
<< "end" << endl;
}
filesystem::path
Configuration::findConfigFile(const string& filename)
{
#ifdef _WIN32
array<wchar_t, MAX_PATH + 1> appdata;
if (SHGetFolderPathW(nullptr, CSIDL_APPDATA | CSIDL_FLAG_DONT_VERIFY, nullptr, SHGFP_TYPE_CURRENT,
appdata.data())
== S_OK)
{
filesystem::path candidate {filesystem::path {appdata.data()} / "dynare" / filename};
if (exists(candidate))
return candidate;
}
#else
filesystem::path xdg_config_home;
if (auto xdg_config_home_env = getenv("XDG_CONFIG_HOME"); xdg_config_home_env)
xdg_config_home = xdg_config_home_env;
if (auto home = getenv("HOME"); xdg_config_home.empty() && home)
xdg_config_home = filesystem::path {home} / ".config";
if (!xdg_config_home.empty())
{
filesystem::path candidate {xdg_config_home / "dynare" / filename};
if (exists(candidate))
return candidate;
}
string xdg_config_dirs;
if (auto xdg_config_dirs_env = getenv("XDG_CONFIG_DIRS"); xdg_config_dirs_env)
xdg_config_dirs = xdg_config_dirs_env;
if (xdg_config_dirs.empty())
xdg_config_dirs = "/etc/xdg";
for (const auto& dir : DataTree::strsplit(xdg_config_dirs, ':'))
{
filesystem::path candidate {filesystem::path {dir} / "dynare" / filename};
if (exists(candidate))
return candidate;
}
#endif
return {};
}
......@@ -17,57 +17,49 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _CONFIG_FILE_HH
#define _CONFIG_FILE_HH
#ifndef CONFIGURATION_HH
#define CONFIGURATION_HH
#include <filesystem>
#include <map>
#include <vector>
#include <filesystem>
#include "WarningConsolidation.hh"
using namespace std;
using member_nodes_t = map<string, double>;
class Hook
/* The abstract representation of the configuration.
Merges information from the command-line and from the configuration file. */
class Configuration
{
public:
explicit Hook(string global_init_file_arg);
Configuration(bool parallel_arg, bool parallel_test_arg, bool parallel_follower_open_mode_arg,
bool parallel_use_psexec_arg, string cluster_name);
private:
map<string, string> hooks;
public:
map<string, string>
get_hooks() const
{
return hooks;
};
};
using member_nodes_t = map<string, double>;
class Path
{
public:
explicit Path(vector<string> includepath_arg);
private:
map<string, vector<string>> paths;
public:
map<string, vector<string>>
[[nodiscard]] map<string, vector<string>>
get_paths() const
{
return paths;
};
}
private:
map<string, vector<string>> paths;
};
class FollowerNode
struct FollowerNode
{
friend class ConfigFile;
public:
FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg, string userName_arg,
string password_arg, string remoteDrive_arg, string remoteDirectory_arg,
string programPath_arg, string programConfig_arg, string matlabOctavePath_arg, bool singleCompThread_arg,
FollowerNode(string computerName_arg, string port_arg, int minCpuNbr_arg, int maxCpuNbr_arg,
string userName_arg, string password_arg, string remoteDrive_arg,
string remoteDirectory_arg, string programPath_arg, string programConfig_arg,
string matlabOctavePath_arg, bool singleCompThread_arg,
int numberOfThreadsPerJob_arg, string operatingSystem_arg);
protected:
const string computerName, port;
int minCpuNbr, maxCpuNbr;
const string userName, password;
......@@ -78,55 +70,51 @@ protected:
const string operatingSystem;
};
class Cluster
struct Cluster
{
friend class ConfigFile;
public:
explicit Cluster(member_nodes_t member_nodes_arg);
protected:
member_nodes_t member_nodes;
};
//! The abstract representation of a "config" file
class ConfigFile
{
public:
ConfigFile(bool parallel_arg, bool parallel_test_arg, bool parallel_follower_open_mode_arg,
bool parallel_use_psexec_arg, string cluster_name);
private:
const bool parallel, parallel_test, parallel_follower_open_mode, parallel_use_psexec;
const string cluster_name;
string firstClusterName;
//! Hooks
vector<Hook> hooks;
string global_init_file;
//! Paths
vector<Path> paths;
//! Cluster Table
map<string, Cluster> clusters;
//! Node Map
map<string, FollowerNode> follower_nodes;
//! Add Hooks
void addHooksConfFileElement(string global_init_file);
//! Add Paths
void addPathsConfFileElement(vector<string> includepath);
//! Add a FollowerNode or a Cluster object
void addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t &member_nodes, const string &name,
const string &computerName, const string &port, int minCpuNbr, int maxCpuNbr,
const string &userName, const string &password, const string &remoteDrive,
const string &remoteDirectory, const string &programPath, const string &programConfig,
const string &matlabOctavePath, bool singleCompThread, int numberOfThreadsPerJob,
const string &operatingSystem);
void addParallelConfFileElement(bool inNode, bool inCluster, const member_nodes_t& member_nodes,
const string& name, const string& computerName,
const string& port, int minCpuNbr, int maxCpuNbr,
const string& userName, const string& password,
const string& remoteDrive, const string& remoteDirectory,
const string& programPath, const string& programConfig,
const string& matlabOctavePath, bool singleCompThread,
int numberOfThreadsPerJob, const string& operatingSystem);
/* Given a filename (e.g. dynare.ini), looks for it in the configuration directory:
– if under Linux or macOS, look into the “dynare” subdirectory of the XDG
configuration directories (following the default values and the precedence order specified in
the XDG specification)
– if under Windows, look into %APPDATA%\dynare\
The returned path will be empty if the file is not found. */
[[nodiscard]] static filesystem::path findConfigFile(const string& filename);
public:
//! Parse config file
void getConfigFileInfo(const filesystem::path &parallel_config_file);
void getConfigFileInfo(const filesystem::path& conffile_option, WarningConsolidation& warnings);
//! Check Pass
void checkPass(WarningConsolidation& warnings) const;
//! Check Pass
void transformPass();
//! Get Path Info
vector<filesystem::path> getIncludePaths() const;
[[nodiscard]] vector<filesystem::path> getIncludePaths() const;
//! Write any hooks
void writeHooks(ostream& output) const;
//! Create options_.parallel structure, write options
......@@ -135,4 +123,4 @@ public:
void writeEndParallel(ostream& output) const;
};
#endif // ! CONFIG_FILE_HH
#endif
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,13 +17,14 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <cstdlib>
#include <cassert>
#include <iostream>
#include <algorithm>
#include <iterator>
#include <cassert>
#include <cstdlib>
#include <filesystem>
#include <fstream>
#include <iostream>
#include <iterator>
#include <ranges>
#include "DataTree.hh"
......@@ -46,13 +47,13 @@ DataTree::initConstants()
Pi = AddNonNegativeConstant("3.141592653589793");
}
DataTree::DataTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
DataTree::DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
bool is_dynamic_arg) :
HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg) :
symbol_table {symbol_table_arg},
num_constants {num_constants_arg},
external_functions_table {external_functions_table_arg},
heterogeneity_table {heterogeneity_table_arg},
is_dynamic {is_dynamic_arg}
{
initConstants();
......@@ -62,19 +63,21 @@ DataTree::DataTree(const DataTree &d) :
symbol_table {d.symbol_table},
num_constants {d.num_constants},
external_functions_table {d.external_functions_table},
heterogeneity_table {d.heterogeneity_table},
is_dynamic {d.is_dynamic},
local_variables_vector {d.local_variables_vector}
{
// Constants must be initialized first because they are used in some Add* methods
initConstants();
// See commment in DataTree::operator=() for the rationale
for (int symb_id : d.local_variables_vector)
local_variables_table[symb_id] = d.local_variables_table.at(symb_id)->clone(*this);
for (const auto& it : d.node_list)
it->clone(*this);
assert(node_list.size() == d.node_list.size());
for (const auto &[symb_id, value] : d.local_variables_table)
local_variables_table[symb_id] = value->clone(*this);
}
DataTree&
......@@ -83,6 +86,7 @@ DataTree::operator=(const DataTree &d)
assert(&symbol_table == &d.symbol_table);
assert(&num_constants == &d.num_constants);
assert(&external_functions_table == &d.external_functions_table);
assert(&heterogeneity_table == &d.heterogeneity_table);
assert(is_dynamic == d.is_dynamic);
num_const_node_map.clear();
......@@ -125,8 +129,7 @@ DataTree::AddNonNegativeConstant(const string &value)
{
int id = num_constants.AddNonNegativeConstant(value);
if (auto it = num_const_node_map.find(id);
it != num_const_node_map.end())
if (auto it = num_const_node_map.find(id); it != num_const_node_map.end())
return it->second;
auto sp = make_unique<NumConstNode>(*this, node_list.size(), id);
......@@ -145,8 +148,7 @@ DataTree::AddVariable(int symb_id, int lag)
exit(EXIT_FAILURE);
}
if (auto it = variable_node_map.find({ symb_id, lag });
it != variable_node_map.end())
if (auto it = variable_node_map.find({symb_id, lag}); it != variable_node_map.end())
return it->second;
auto sp = make_unique<VariableNode>(*this, node_list.size(), symb_id, lag);
......@@ -162,7 +164,8 @@ DataTree::getVariable(int symb_id, int lag) const
auto it = variable_node_map.find({symb_id, lag});
if (it == variable_node_map.end())
{
cerr << "DataTree::getVariable: unknown variable node for symb_id=" << symb_id << " and lag=" << lag << endl;
cerr << "DataTree::getVariable: unknown variable node for symb_id=" << symb_id
<< " and lag=" << lag << endl;
exit(EXIT_FAILURE);
}
return it->second;
......@@ -208,7 +211,7 @@ DataTree::AddPlus(expr_t iArg1, expr_t iArg2)
// To treat commutativity of "+"
// Nodes iArg1 and iArg2 are sorted by index
if (iArg1->idx > iArg2->idx && !no_commutativity)
if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
swap(iArg1, iArg2);
return AddBinaryOp(iArg1, BinaryOpcode::plus, iArg2);
}
......@@ -250,8 +253,7 @@ DataTree::AddUMinus(expr_t iArg1)
return Zero;
// Simplify -(-x) in x
if (auto uarg = dynamic_cast<UnaryOpNode *>(iArg1);
uarg && uarg->op_code == UnaryOpcode::uminus)
if (auto uarg = dynamic_cast<UnaryOpNode*>(iArg1); uarg && uarg->op_code == UnaryOpcode::uminus)
return uarg->arg;
return AddUnaryOp(UnaryOpcode::uminus, iArg1);
......@@ -287,7 +289,7 @@ DataTree::AddTimes(expr_t iArg1, expr_t iArg2)
// To treat commutativity of "*"
// Nodes iArg1 and iArg2 are sorted by index
if (iArg1->idx > iArg2->idx && !no_commutativity)
if (iArg1->idx > iArg2->idx && !no_commutativity) // NOLINT(clang-analyzer-core.NullDereference)
swap(iArg1, iArg2);
return AddBinaryOp(iArg1, BinaryOpcode::times, iArg2);
}
......@@ -668,7 +670,8 @@ DataTree::AddSteadyStateParamDeriv(expr_t iArg1, int param_symb_id)
expr_t
DataTree::AddSteadyStateParam2ndDeriv(expr_t iArg1, int param1_symb_id, int param2_symb_id)
{
return AddUnaryOp(UnaryOpcode::steadyStateParam2ndDeriv, iArg1, 0, param1_symb_id, param2_symb_id);
return AddUnaryOp(UnaryOpcode::steadyStateParam2ndDeriv, iArg1, 0, param1_symb_id,
param2_symb_id);
}
expr_t
......@@ -680,8 +683,7 @@ DataTree::AddExpectation(int iArg1, expr_t iArg2)
expr_t
DataTree::AddVarExpectation(const string& model_name)
{
if (auto it = var_expectation_node_map.find(model_name);
it != var_expectation_node_map.end())
if (auto it = var_expectation_node_map.find(model_name); it != var_expectation_node_map.end())
return it->second;
auto sp = make_unique<VarExpectationNode>(*this, node_list.size(), model_name);
......@@ -694,8 +696,7 @@ DataTree::AddVarExpectation(const string &model_name)
expr_t
DataTree::AddPacExpectation(const string& model_name)
{
if (auto it = pac_expectation_node_map.find(model_name);
it != pac_expectation_node_map.end())
if (auto it = pac_expectation_node_map.find(model_name); it != pac_expectation_node_map.end())
return it->second;
auto sp = make_unique<PacExpectationNode>(*this, node_list.size(), model_name);
......@@ -757,43 +758,56 @@ DataTree::AddExternalFunction(int symb_id, const vector<expr_t> &arguments)
}
expr_t
DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index)
DataTree::AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
int input_index)
{
assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction);
if (auto it = first_deriv_external_function_node_map.find({ arguments, input_index, top_level_symb_id });
if (auto it
= first_deriv_external_function_node_map.find({arguments, input_index, top_level_symb_id});
it != first_deriv_external_function_node_map.end())
return it->second;
auto sp = make_unique<FirstDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id, arguments, input_index);
auto sp = make_unique<FirstDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id,
arguments, input_index);
auto p = sp.get();
node_list.push_back(move(sp));
first_deriv_external_function_node_map.try_emplace({ arguments, input_index, top_level_symb_id }, p);
first_deriv_external_function_node_map.try_emplace({arguments, input_index, top_level_symb_id},
p);
return p;
}
expr_t
DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index1, int input_index2)
DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
int input_index1, int input_index2)
{
assert(symbol_table.getType(top_level_symb_id) == SymbolType::externalFunction);
if (auto it = second_deriv_external_function_node_map.find({ arguments, input_index1, input_index2,
top_level_symb_id });
if (auto it = second_deriv_external_function_node_map.find(
{arguments, input_index1, input_index2, top_level_symb_id});
it != second_deriv_external_function_node_map.end())
return it->second;
auto sp = make_unique<SecondDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id, arguments, input_index1, input_index2);
auto sp = make_unique<SecondDerivExternalFunctionNode>(*this, node_list.size(), top_level_symb_id,
arguments, input_index1, input_index2);
auto p = sp.get();
node_list.push_back(move(sp));
second_deriv_external_function_node_map.try_emplace({ arguments, input_index1, input_index2, top_level_symb_id }, p);
second_deriv_external_function_node_map.try_emplace(
{arguments, input_index1, input_index2, top_level_symb_id}, p);
return p;
}
expr_t
DataTree::AddSum(expr_t arg)
{
return AddUnaryOp(UnaryOpcode::sum, arg);
}
bool
DataTree::isSymbolUsed(int symb_id) const
{
for (const auto &[symb_lag, expr] : variable_node_map)
if (symb_lag.first == symb_id)
if (ranges::any_of(views::keys(variable_node_map),
[=](const auto& symb_lag) { return symb_lag.first == symb_id; }))
return true;
if (local_variables_table.contains(symb_id))
......@@ -840,18 +854,18 @@ DataTree::addAllParamDerivId([[maybe_unused]] set<int> &deriv_id_set)
bool
DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
{
return any_of(unary_op_node_map.begin(), unary_op_node_map.end(),
[=](const auto &it) { return get<1>(it.first) == opcode; });
return ranges::any_of(views::keys(unary_op_node_map),
[=](const auto& key) { return get<1>(key) == opcode; });
}
bool
DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
{
set<int> var;
for (const auto &it : unary_op_node_map)
if (get<1>(it.first) == opcode)
for (const auto& [key, value] : unary_op_node_map)
if (get<1>(key) == opcode)
{
it.second->collectVariables(type, var);
value->collectVariables(type, var);
if (!var.empty())
return true;
}
......@@ -861,18 +875,18 @@ DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
bool
DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
{
return any_of(binary_op_node_map.begin(), binary_op_node_map.end(),
[=](const auto &it) { return get<2>(it.first) == opcode; });
return ranges::any_of(views::keys(binary_op_node_map),
[=](const auto& key) { return get<2>(key) == opcode; });
}
bool
DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const
{
set<int> var;
for (const auto &it : binary_op_node_map)
if (get<2>(it.first) == opcode)
for (const auto& [key, value] : binary_op_node_map)
if (get<2>(key) == opcode)
{
it.second->collectVariables(type, var);
value->collectVariables(type, var);
if (!var.empty())
return true;
}
......@@ -897,7 +911,9 @@ DataTree::writeCHelpersDefinition(ostream &output) const
<< "inline double" << endl
<< "getPowerDeriv(double x, double p, int k)" << endl
<< "{" << endl
<< " if (fabs(x) < " << power_deriv_near_zero << " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')' << endl
<< " if (fabs(x) < " << power_deriv_near_zero
<< " && p >= 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
<< endl
<< " return 0.0;" << endl
<< " else" << endl
<< " {" << endl
......@@ -932,8 +948,7 @@ DataTree::strsplit(string_view str, char delim)
while (true)
{
size_t idx {str.find(delim)};
if (auto sub {str.substr(0, idx)};
!sub.empty())
if (auto sub {str.substr(0, idx)}; !sub.empty())
result.emplace_back(sub);
if (idx == string_view::npos)
break;
......@@ -943,10 +958,10 @@ DataTree::strsplit(string_view str, char delim)
}
filesystem::path
DataTree::packageDir(string_view package)
DataTree::packageDir(const string_view& package)
{
filesystem::path d;
for (const auto &it : strsplit(move(package), '.'))
for (const auto& it : strsplit(package, '.'))
d /= "+" + it;
return d;
}
......@@ -956,7 +971,7 @@ DataTree::writeToFileIfModified(stringstream &new_contents, const filesystem::pa
{
ifstream old_file {filename, ios::in | ios::binary};
if (old_file.is_open()
&& equal(istreambuf_iterator<char>{old_file}, istreambuf_iterator<char>{},
&& ranges::equal(istreambuf_iterator<char> {old_file}, istreambuf_iterator<char> {},
istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {}))
return;
old_file.close();
......@@ -969,7 +984,7 @@ DataTree::writeToFileIfModified(stringstream &new_contents, const filesystem::pa
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
copy(istreambuf_iterator<char>{new_contents}, istreambuf_iterator<char>{},
ranges::copy(istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {},
ostreambuf_iterator<char> {new_file});
new_file.close();
}
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,25 +17,26 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _DATATREE_HH
#define _DATATREE_HH
#ifndef DATA_TREE_HH
#define DATA_TREE_HH
#include <string>
#include <map>
#include <vector>
#include <sstream>
#include <iomanip>
#include <cmath>
#include <utility>
#include <memory>
#include <filesystem>
#include <iomanip>
#include <map>
#include <memory>
#include <sstream>
#include <string>
#include <string_view>
#include <utility>
#include <vector>
#include "SymbolTable.hh"
#include "NumericalConstants.hh"
#include "ExternalFunctionsTable.hh"
#include "ExprNode.hh"
#include "ExternalFunctionsTable.hh"
#include "HeterogeneityTable.hh"
#include "NumericalConstants.hh"
#include "SubModel.hh"
#include "SymbolTable.hh"
using namespace std;
......@@ -48,7 +49,11 @@ public:
NumericalConstants& num_constants;
//! A reference to the external functions table
ExternalFunctionsTable& external_functions_table;
// A reference to the heterogeneity table
HeterogeneityTable& heterogeneity_table;
//! Is it possible to use leads/lags on variable nodes?
/* NB: This data member cannot be replaced by a virtual method, because this information is needed
in AddVariable(), which itself can be called from the copy constructor. */
const bool is_dynamic;
private:
......@@ -60,8 +65,10 @@ private:
using variable_node_map_t = map<pair<int, int>, VariableNode*>;
variable_node_map_t variable_node_map;
//! (arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags) -> UnaryOpNode
using unary_op_node_map_t = map<tuple<expr_t, UnaryOpcode, int, int, int, string, vector<int>>, UnaryOpNode *>;
//! (arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags) ->
//! UnaryOpNode
using unary_op_node_map_t
= map<tuple<expr_t, UnaryOpcode, int, int, int, string, vector<int>>, UnaryOpNode*>;
unary_op_node_map_t unary_op_node_map;
//! ( arg1, arg2, opCode, order of Power Derivative) -> BinaryOpNode
......@@ -89,11 +96,13 @@ private:
pac_target_nonstationary_node_map_t pac_target_nonstationary_node_map;
// (arguments, deriv_idx, symb_id) -> FirstDerivExternalFunctionNode
using first_deriv_external_function_node_map_t = map<tuple<vector<expr_t>, int, int>, FirstDerivExternalFunctionNode *>;
using first_deriv_external_function_node_map_t
= map<tuple<vector<expr_t>, int, int>, FirstDerivExternalFunctionNode*>;
first_deriv_external_function_node_map_t first_deriv_external_function_node_map;
// (arguments, deriv_idx1, deriv_idx2, symb_id) -> SecondDerivExternalFunctionNode
using second_deriv_external_function_node_map_t = map<tuple<vector<expr_t>, int, int, int>, SecondDerivExternalFunctionNode *>;
using second_deriv_external_function_node_map_t
= map<tuple<vector<expr_t>, int, int, int>, SecondDerivExternalFunctionNode*>;
second_deriv_external_function_node_map_t second_deriv_external_function_node_map;
// Flag to disable simplifications related to commutativity of addition and multiplication
......@@ -102,11 +111,12 @@ private:
protected:
//! Stores local variables value (maps symbol ID to corresponding node)
map<int, expr_t> local_variables_table;
//! Stores the order of appearance of local variables in the model block. Needed following change in #563
//! Stores the order of appearance of local variables in the model block. Needed following change
//! in #563
vector<int> local_variables_vector;
//! Internal implementation of ParamUsedWithLeadLag()
bool ParamUsedWithLeadLagInternal() const;
[[nodiscard]] bool ParamUsedWithLeadLagInternal() const;
/* Writes the contents of “new_contents” to the file “filename”. However, if
the file already exists and would not be modified by this operation, then do
......@@ -119,18 +129,21 @@ private:
//! The list of nodes
vector<unique_ptr<ExprNode>> node_list;
inline expr_t AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set = 0, int param1_symb_id = 0, int param2_symb_id = 0, const string &adl_param_name = "", const vector<int> &adl_lags = vector<int>());
inline expr_t AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerDerivOrder = 0);
inline expr_t AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set = 0,
int param1_symb_id = 0, int param2_symb_id = 0,
const string& adl_param_name = "",
const vector<int>& adl_lags = vector<int>());
inline expr_t AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2,
int powerDerivOrder = 0);
inline expr_t AddTrinaryOp(expr_t arg1, TrinaryOpcode op_code, expr_t arg2, expr_t arg3);
//! Initializes the predefined constants, used only from the constructors
void initConstants();
public:
DataTree(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
bool is_static_args = false);
HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg = false);
virtual ~DataTree() = default;
......@@ -159,7 +172,7 @@ public:
//! Gets a variable
/*! Same as AddVariable, except that it fails if the variable node has not
already been created */
VariableNode *getVariable(int symb_id, int lag = 0) const;
[[nodiscard]] VariableNode* getVariable(int symb_id, int lag = 0) const;
//! Adds "arg1+arg2" to model tree
expr_t AddPlus(expr_t iArg1, expr_t iArg2);
//! Adds "arg1-arg2" to model tree
......@@ -261,22 +274,28 @@ public:
//! Adds an external function node
expr_t AddExternalFunction(int symb_id, const vector<expr_t>& arguments);
//! Adds an external function node for the first derivative of an external function
expr_t AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index);
expr_t AddFirstDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
int input_index);
//! Adds an external function node for the second derivative of an external function
expr_t AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t> &arguments, int input_index1, int input_index2);
expr_t AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
int input_index1, int input_index2);
// Adds "SUM(arg)" to model tree
expr_t AddSum(expr_t arg);
//! Checks if a given symbol is used somewhere in the data tree
bool isSymbolUsed(int symb_id) const;
[[nodiscard]] bool isSymbolUsed(int symb_id) const;
//! Checks if a given unary op is used somewhere in the data tree
bool isUnaryOpUsed(UnaryOpcode opcode) const;
[[nodiscard]] bool isUnaryOpUsed(UnaryOpcode opcode) const;
//! Checks if a given unary op is used somewhere in the data tree on an endogenous variable
bool isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const;
[[nodiscard]] bool isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const;
//! Checks if a given binary op is used somewhere in the data tree
bool isBinaryOpUsed(BinaryOpcode opcode) const;
[[nodiscard]] bool isBinaryOpUsed(BinaryOpcode opcode) const;
//! Checks if a given binary op is used somewhere in the data tree on an endogenous variable
bool isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const;
//! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and not only in the equations !!)
[[nodiscard]] bool isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const;
//! Returns the minimum lag (as a negative number) of the given symbol in the whole data tree (and
//! not only in the equations !!)
/*! Returns 0 if the symbol is not used */
int minLagForSymbol(int symb_id) const;
[[nodiscard]] int minLagForSymbol(int symb_id) const;
/* Writes definitions of C function helpers (getPowerDeriv(), sign()) as
inline functions */
void writeCHelpersDefinition(ostream& output) const;
......@@ -298,17 +317,17 @@ public:
};
// Returns the derivation ID, or throws an exception if the derivation ID does not exist
virtual int getDerivID(int symb_id, int lag) const noexcept(false);
[[nodiscard]] virtual int getDerivID(int symb_id, int lag) const noexcept(false);
// Get the type corresponding to a derivation ID
virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
[[nodiscard]] virtual SymbolType getTypeByDerivID(int deriv_id) const noexcept(false);
// Get the lag corresponding to a derivation ID
virtual int getLagByDerivID(int deriv_id) const noexcept(false);
[[nodiscard]] virtual int getLagByDerivID(int deriv_id) const noexcept(false);
// Get the symbol ID corresponding to a derivation ID
virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
[[nodiscard]] virtual int getSymbIDByDerivID(int deriv_id) const noexcept(false);
// Get the type-specific ID corresponding to a derivation ID
virtual int getTypeSpecificIDByDerivID(int deriv_id) const;
[[nodiscard]] virtual int getTypeSpecificIDByDerivID(int deriv_id) const;
// Get the symbol name corresponding to a derivation ID
string
[[nodiscard]] string
getNameByDerivID(int deriv_id) const
{
return symbol_table.getName(getSymbIDByDerivID(deriv_id));
......@@ -317,7 +336,7 @@ public:
/* Returns the column of the Jacobian associated to a derivation ID.
The “sparse” argument selects between the legacy representation and the
sparse representation. */
virtual int
[[nodiscard]] virtual int
getJacobianCol([[maybe_unused]] int deriv_id, [[maybe_unused]] bool sparse) const
{
throw UnknownDerivIDException();
......@@ -326,7 +345,7 @@ public:
/* Returns the number of columns of the Jacobian
The “sparse” argument selects between the legacy representation and the
sparse representation. */
virtual int
[[nodiscard]] virtual int
getJacobianColsNbr([[maybe_unused]] bool sparse) const
{
throw UnknownDerivIDException();
......@@ -335,27 +354,26 @@ public:
//! Adds to the set all the deriv IDs corresponding to parameters
virtual void addAllParamDerivId(set<int>& deriv_id_set);
//! Returns bool indicating whether DataTree represents a Dynamic Model (returns true in DynamicModel.hh)
virtual bool
isDynamic() const
{
return false;
};
struct UnknownLocalVariableException
{
//! Symbol ID
int id;
};
expr_t
getLocalVariable(int symb_id) const
[[nodiscard]] expr_t
getLocalVariable(int symb_id, int lead_lag) const
{
auto it = local_variables_table.find(symb_id);
if (it == local_variables_table.end())
throw UnknownLocalVariableException {symb_id};
/* In the following, the case without lead/lag is optimized. It makes a difference on models
with many nested model-local variables, see e.g.
https://forum.dynare.org/t/pre-processing-takes-very-long/26865 */
if (lead_lag == 0)
return it->second;
else
return it->second->decreaseLeadsLags(-lead_lag);
}
static void
......@@ -373,7 +391,7 @@ public:
and returns the path to the corresponding filesystem directory.
In practice the package nesting is used for the planner_objective (stored
inside +objective subdir). */
static filesystem::path packageDir(string_view package);
static filesystem::path packageDir(const string_view& package);
};
inline expr_t
......@@ -384,7 +402,7 @@ DataTree::AddPossiblyNegativeConstant(double v)
if (isnan(v))
return NaN;
if (isinf(v))
return (v < 0 ? MinusInfinity : Infinity);
return v < 0 ? MinusInfinity : Infinity;
bool neg = false;
if (v < 0)
......@@ -404,21 +422,23 @@ DataTree::AddPossiblyNegativeConstant(double v)
}
inline expr_t
DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int param1_symb_id, int param2_symb_id, const string &adl_param_name, const vector<int> &adl_lags)
DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int param1_symb_id,
int param2_symb_id, const string& adl_param_name, const vector<int>& adl_lags)
{
// If the node already exists in tree, share it
if (auto it = unary_op_node_map.find({ arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags });
if (auto it = unary_op_node_map.find({arg, op_code, arg_exp_info_set, param1_symb_id,
param2_symb_id, adl_param_name, adl_lags});
it != unary_op_node_map.end())
return it->second;
// Try to reduce to a constant
// Case where arg is a constant and op_code == UnaryOpcode::uminus (i.e. we're adding a negative constant) is skipped
if (auto carg = dynamic_cast<NumConstNode *>(arg);
op_code != UnaryOpcode::uminus || !carg)
// Case where arg is a constant and op_code == UnaryOpcode::uminus (i.e. we're adding a negative
// constant) is skipped
if (auto carg = dynamic_cast<NumConstNode*>(arg); op_code != UnaryOpcode::uminus || !carg)
{
try
{
double argval = arg->eval({});
double argval = arg->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
double val = UnaryOpNode::eval_opcode(op_code, argval);
return AddPossiblyNegativeConstant(val);
}
......@@ -427,10 +447,13 @@ DataTree::AddUnaryOp(UnaryOpcode op_code, expr_t arg, int arg_exp_info_set, int
}
}
auto sp = make_unique<UnaryOpNode>(*this, node_list.size(), op_code, arg, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags);
auto sp = make_unique<UnaryOpNode>(*this, node_list.size(), op_code, arg, arg_exp_info_set,
param1_symb_id, param2_symb_id, adl_param_name, adl_lags);
auto p = sp.get();
node_list.push_back(move(sp));
unary_op_node_map.try_emplace({ arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags }, p);
unary_op_node_map.try_emplace(
{arg, op_code, arg_exp_info_set, param1_symb_id, param2_symb_id, adl_param_name, adl_lags},
p);
return p;
}
......@@ -444,8 +467,8 @@ DataTree::AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerD
// Try to reduce to a constant
try
{
double argval1 = arg1->eval({});
double argval2 = arg2->eval({});
double argval1 = arg1->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
double argval2 = arg2->eval({}); // NOLINT(clang-analyzer-core.CallAndMessage)
double val = BinaryOpNode::eval_opcode(argval1, op_code, argval2, powerDerivOrder);
return AddPossiblyNegativeConstant(val);
}
......@@ -453,7 +476,8 @@ DataTree::AddBinaryOp(expr_t arg1, BinaryOpcode op_code, expr_t arg2, int powerD
{
}
auto sp = make_unique<BinaryOpNode>(*this, node_list.size(), arg1, op_code, arg2, powerDerivOrder);
auto sp
= make_unique<BinaryOpNode>(*this, node_list.size(), arg1, op_code, arg2, powerDerivOrder);
auto p = sp.get();
node_list.push_back(move(sp));
binary_op_node_map.try_emplace({arg1, arg2, op_code, powerDerivOrder}, p);
......
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,12 +17,13 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <iostream>
#include <algorithm>
#include <cassert>
#include <cmath>
#include <cstdlib>
#include <cassert>
#include <algorithm>
#include <iostream>
#include <numeric>
#include <ranges>
#include <regex>
#include <sstream>
#include <string_view>
......@@ -33,18 +34,27 @@
void
DynamicModel::copyHelper(const DynamicModel& m)
{
auto f = [this](const ExprNode *e) { return e->clone(*this); };
auto f = [this](const ExprNode* e) { return e ? e->clone(*this) : nullptr; };
for (const auto& it : m.static_only_equations)
static_only_equations.push_back(dynamic_cast<BinaryOpNode*>(f(it)));
for (const auto& it : m.static_only_complementarity_conditions)
if (it)
{
const auto& [symb_id, lb, ub] = *it;
static_only_complementarity_conditions.emplace_back(in_place, symb_id, f(lb), f(ub));
}
else
static_only_complementarity_conditions.emplace_back(nullopt);
}
DynamicModel::DynamicModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
DynamicModel::DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg,
TrendComponentModelTable& trend_component_model_table_arg,
VarModelTable& var_model_table_arg) :
ModelTree{symbol_table_arg, num_constants_arg, external_functions_table_arg, true},
ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg,
heterogeneity_table_arg, true},
trend_component_model_table {trend_component_model_table_arg},
var_model_table {var_model_table_arg}
{
......@@ -104,6 +114,7 @@ DynamicModel::operator=(const DynamicModel &m)
static_only_equations_lineno = m.static_only_equations_lineno;
static_only_equations_equation_tags = m.static_only_equations_equation_tags;
static_only_complementarity_conditions.clear();
deriv_id_table = m.deriv_id_table;
inv_deriv_id_table = m.inv_deriv_id_table;
dyn_jacobian_cols_table = m.dyn_jacobian_cols_table;
......@@ -160,43 +171,40 @@ DynamicModel::writeDynamicBytecode(const string &basename) const
simulation_type = BlockSimulationType::solveBackwardComplete;
// First write the .bin file
int u_count_int { writeBytecodeBinFile(basename + "/model/bytecode/dynamic.bin",
int u_count_int {
writeBytecodeBinFile(basename + "/model/bytecode/dynamic.bin",
simulation_type == BlockSimulationType::solveTwoBoundariesComplete)};
BytecodeWriter code_file {basename + "/model/bytecode/dynamic.cod"};
Bytecode::Writer code_file {basename + "/model/bytecode/dynamic.cod"};
// Declare temporary terms
code_file << FDIMT_{static_cast<int>(temporary_terms_derivatives[0].size()
code_file << Bytecode::FDIMT {static_cast<int>(temporary_terms_derivatives[0].size()
+ temporary_terms_derivatives[1].size())};
// Declare the (single) block
vector<int> exo(symbol_table.exo_nbr()), exo_det(symbol_table.exo_det_nbr());
iota(exo.begin(), exo.end(), 0);
iota(exo_det.begin(), exo_det.end(), 0);
int jacobian_ncols_endo
{ static_cast<int>(count_if(dyn_jacobian_cols_table.begin(), dyn_jacobian_cols_table.end(),
[this](const auto &v)
{ return getTypeByDerivID(v.first) == SymbolType::endogenous; }))
};
vector<int> eq_idx(equations.size());
iota(eq_idx.begin(), eq_idx.end(), 0);
vector<int> endo_idx(symbol_table.endo_nbr());
iota(endo_idx.begin(), endo_idx.end(), 0);
auto exo = views::iota(0, symbol_table.exo_nbr());
auto exo_det = views::iota(0, symbol_table.exo_det_nbr());
auto eq_idx = views::iota(0, static_cast<int>(equations.size()));
auto endo_idx = views::iota(0, symbol_table.endo_nbr());
code_file << FBEGINBLOCK_{symbol_table.endo_nbr(),
int jacobian_ncols_endo {
static_cast<int>(ranges::count_if(dyn_jacobian_cols_table, [this](const auto& v) {
return getTypeByDerivID(v.first) == SymbolType::endogenous;
}))};
code_file << Bytecode::FBEGINBLOCK {symbol_table.endo_nbr(),
simulation_type,
0,
symbol_table.endo_nbr(),
endo_idx,
eq_idx,
{endo_idx.begin(), endo_idx.end()},
{eq_idx.begin(), eq_idx.end()},
false,
u_count_int,
jacobian_ncols_endo,
symbol_table.exo_det_nbr(),
symbol_table.exo_nbr(),
exo_det,
exo};
{exo_det.begin(), exo_det.end()},
{exo.begin(), exo.end()}};
writeBytecodeHelper<true>(code_file);
}
......@@ -204,7 +212,7 @@ DynamicModel::writeDynamicBytecode(const string &basename) const
void
DynamicModel::writeDynamicBlockBytecode(const string& basename) const
{
BytecodeWriter code_file {basename + "/model/bytecode/block/dynamic.cod"};
Bytecode::Writer code_file {basename + "/model/bytecode/block/dynamic.cod"};
const filesystem::path bin_filename {basename + "/model/bytecode/block/dynamic.bin"};
ofstream bin_file {bin_filename, ios::out | ios::binary};
......@@ -215,7 +223,7 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
}
// Temporary variables declaration
code_file << FDIMT_{static_cast<int>(blocks_temporary_terms_idxs.size())};
code_file << Bytecode::FDIMT {static_cast<int>(blocks_temporary_terms_idxs.size())};
temporary_terms_t temporary_terms_written;
......@@ -225,13 +233,14 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
// Write section of .bin file except for evaluate blocks and solve simple blocks
const int u_count {simulation_type == BlockSimulationType::solveTwoBoundariesSimple
|| simulation_type == BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type
== BlockSimulationType::solveTwoBoundariesComplete
|| simulation_type == BlockSimulationType::solveBackwardComplete
|| simulation_type == BlockSimulationType::solveForwardComplete
? writeBlockBytecodeBinFile(bin_file, block)
: 0};
code_file << FBEGINBLOCK_{blocks[block].mfs_size,
code_file << Bytecode::FBEGINBLOCK {blocks[block].mfs_size,
simulation_type,
blocks[block].first_equation,
blocks[block].size,
......@@ -243,7 +252,7 @@ DynamicModel::writeDynamicBlockBytecode(const string &basename) const
writeBlockBytecodeHelper<true>(code_file, block, temporary_terms_written);
}
code_file << FEND_{};
code_file << Bytecode::FEND {};
}
void
......@@ -254,19 +263,21 @@ DynamicModel::writeDynamicMFile(const string &basename) const
ostringstream init_output, end_output;
init_output << "residual = zeros(" << equations.size() << ", 1);";
writeDynamicMFileHelper(basename, "dynamic_resid", "residual", "dynamic_resid_tt",
temporary_terms_derivatives[0].size(),
"", init_output, end_output, d_output[0], tt_output[0]);
temporary_terms_derivatives[0].size(), "", init_output, end_output,
d_output[0], tt_output[0]);
init_output.str("");
init_output << "g1 = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ");";
writeDynamicMFileHelper(basename, "dynamic_g1", "g1", "dynamic_g1_tt",
temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size(),
temporary_terms_derivatives[0].size()
+ temporary_terms_derivatives[1].size(),
"dynamic_resid_tt", init_output, end_output, d_output[1], tt_output[1]);
writeDynamicMWrapperFunction(basename, "g1");
// For order ≥ 2
int ncols {getJacobianColsNbr(false)};
int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size())};
int ntt {static_cast<int>(temporary_terms_derivatives[0].size()
+ temporary_terms_derivatives[1].size())};
for (size_t i {2}; i < derivatives.size(); i++)
{
ncols *= getJacobianColsNbr(false);
......@@ -281,15 +292,14 @@ DynamicModel::writeDynamicMFile(const string &basename) const
init_output << gname << "_i = zeros(" << NNZDerivatives[i] << ",1);" << endl
<< gname << "_j = zeros(" << NNZDerivatives[i] << ",1);" << endl
<< gname << "_v = zeros(" << NNZDerivatives[i] << ",1);" << endl;
end_output << gname << " = sparse("
<< gname << "_i," << gname << "_j," << gname << "_v,"
end_output << gname << " = sparse(" << gname << "_i," << gname << "_j," << gname << "_v,"
<< equations.size() << "," << ncols << ");";
}
else
init_output << gname << " = sparse([],[],[]," << equations.size() << "," << ncols << ");";
writeDynamicMFileHelper(basename, "dynamic_" + gname, gname, "dynamic_" + gname + "_tt", ntt,
"dynamic_" + gprevname + "_tt", init_output, end_output,
d_output[i], tt_output[i]);
"dynamic_" + gprevname + "_tt", init_output, end_output, d_output[i],
tt_output[i]);
if (i <= 3)
writeDynamicMWrapperFunction(basename, gname);
}
......@@ -301,7 +311,7 @@ string
DynamicModel::reform(const string& name1) const
{
string name = name1;
int pos = name.find(R"(\)", 0);
int pos = name.find('\\', 0);
while (pos >= 0)
{
if (name.substr(pos + 1, 1) != R"(\)")
......@@ -310,7 +320,7 @@ DynamicModel::reform(const string &name1) const
pos++;
}
pos++;
pos = name.find(R"(\)", pos);
pos = name.find('\\', pos);
}
return name;
}
......@@ -320,8 +330,7 @@ DynamicModel::printNonZeroHessianEquations(ostream &output) const
{
if (nonzero_hessian_eqs.size() != 1)
output << "[";
for (bool printed_something{false};
int it : nonzero_hessian_eqs)
for (bool printed_something {false}; int it : nonzero_hessian_eqs)
{
if (exchange(printed_something, true))
output << " ";
......@@ -351,44 +360,56 @@ DynamicModel::writeDynamicMWrapperFunction(const string &basename, const string
}
if (ending == "g1")
output << "function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
output << "function [residual, g1] = " << name << "(T, y, x, params, steady_state, it_, T_flag)"
<< endl
<< "% function [residual, g1] = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl;
else if (ending == "g2")
output << "function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function [residual, g1, g2] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
output << "function [residual, g1, g2] = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function [residual, g1, g2] = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl;
else if (ending == "g3")
output << "function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function [residual, g1, g2, g3] = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl;
output << "function [residual, g1, g2, g3] = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function [residual, g1, g2, g3] = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl;
output << "%" << endl
<< "% Wrapper function automatically created by Dynare" << endl
<< "%" << endl
<< endl
<< " if T_flag" << endl
<< " T = " << basename << ".dynamic_" << ending << "_tt(T, y, x, params, steady_state, it_);" << endl
<< " T = " << basename << ".dynamic_" << ending
<< "_tt(T, y, x, params, steady_state, it_);" << endl
<< " end" << endl;
if (ending == "g1")
output << " residual = " << basename << ".dynamic_resid(T, y, x, params, steady_state, it_, false);" << endl
<< " g1 = " << basename << ".dynamic_g1(T, y, x, params, steady_state, it_, false);" << endl;
output << " residual = " << basename
<< ".dynamic_resid(T, y, x, params, steady_state, it_, false);" << endl
<< " g1 = " << basename
<< ".dynamic_g1(T, y, x, params, steady_state, it_, false);" << endl;
else if (ending == "g2")
output << " [residual, g1] = " << basename << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
<< " g2 = " << basename << ".dynamic_g2(T, y, x, params, steady_state, it_, false);" << endl;
output << " [residual, g1] = " << basename
<< ".dynamic_resid_g1(T, y, x, params, steady_state, it_, false);" << endl
<< " g2 = " << basename
<< ".dynamic_g2(T, y, x, params, steady_state, it_, false);" << endl;
else if (ending == "g3")
output << " [residual, g1, g2] = " << basename << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, false);" << endl
<< " g3 = " << basename << ".dynamic_g3(T, y, x, params, steady_state, it_, false);" << endl;
output << " [residual, g1, g2] = " << basename
<< ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, false);" << endl
<< " g3 = " << basename
<< ".dynamic_g3(T, y, x, params, steady_state, it_, false);" << endl;
output << endl << "end" << endl;
output.close();
}
void
DynamicModel::writeDynamicMFileHelper(const string &basename,
const string &name, const string &retvalname,
const string &name_tt, size_t ttlen,
const string &previous_tt_name,
const ostringstream &init_s, const ostringstream &end_s,
const ostringstream &s, const ostringstream &s_tt) const
DynamicModel::writeDynamicMFileHelper(const string& basename, const string& name,
const string& retvalname, const string& name_tt, size_t ttlen,
const string& previous_tt_name, const ostringstream& init_s,
const ostringstream& end_s, const ostringstream& s,
const ostringstream& s_tt) const
{
filesystem::path filename {packageDir(basename) / (name_tt + ".m")};
ofstream output {filename, ios::out | ios::binary};
......@@ -404,27 +425,43 @@ DynamicModel::writeDynamicMFileHelper(const string &basename,
<< "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
<< "% Inputs:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
<< "% in M_.lead_lag_incidence; see the Manual" << endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
<< "% for all simulation periods" << endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "% it_ scalar double time period for exogenous variables for which" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be "
"filled by function"
<< endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables "
"in the order stored"
<< endl
<< "% in M_.lead_lag_incidence; see "
"the Manual"
<< endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables "
"(in declaration order)"
<< endl
<< "% for all simulation periods"
<< endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values"
<< endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in "
"declaration order"
<< endl
<< "% it_ scalar double time period for exogenous "
"variables for which"
<< endl
<< "% to evaluate the model" << endl
<< "%" << endl
<< "% Output:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms" << endl
<< "%" << endl << endl
<< "%" << endl
<< endl
<< "assert(length(T) >= " << ttlen << ");" << endl
<< endl;
if (!previous_tt_name.empty())
output << "T = " << basename << "." << previous_tt_name << "(T, y, x, params, steady_state, it_);" << endl << endl;
output << "T = " << basename << "." << previous_tt_name
<< "(T, y, x, params, steady_state, it_);" << endl
<< endl;
output << s_tt.str() << endl
<< "end" << endl;
output << s_tt.str() << endl << "end" << endl;
output.close();
filename = packageDir(basename) / (name + ".m");
......@@ -435,36 +472,53 @@ DynamicModel::writeDynamicMFileHelper(const string &basename,
exit(EXIT_FAILURE);
}
output << "function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function " << retvalname << " = " << name << "(T, y, x, params, steady_state, it_, T_flag)" << endl
output << "function " << retvalname << " = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "% function " << retvalname << " = " << name
<< "(T, y, x, params, steady_state, it_, T_flag)" << endl
<< "%" << endl
<< "% File created by Dynare Preprocessor from .mod file" << endl
<< "%" << endl
<< "% Inputs:" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be filled by function" << endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
<< "% in M_.lead_lag_incidence; see the Manual" << endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
<< "% for all simulation periods" << endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "% it_ scalar double time period for exogenous variables for which" << endl
<< "% T [#temp variables by 1] double vector of temporary terms to be "
"filled by function"
<< endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables "
"in the order stored"
<< endl
<< "% in M_.lead_lag_incidence; see "
"the Manual"
<< endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables "
"(in declaration order)"
<< endl
<< "% for all simulation periods"
<< endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values"
<< endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in "
"declaration order"
<< endl
<< "% it_ scalar double time period for exogenous "
"variables for which"
<< endl
<< "% to evaluate the model" << endl
<< "% T_flag boolean boolean flag saying whether or not to calculate temporary terms" << endl
<< "% T_flag boolean boolean flag saying whether or not to "
"calculate temporary terms"
<< endl
<< "%" << endl
<< "% Output:" << endl
<< "% " << retvalname << endl
<< "%" << endl << endl;
<< "%" << endl
<< endl;
if (!name_tt.empty())
output << "if T_flag" << endl
<< " T = " << basename << "." << name_tt << "(T, y, x, params, steady_state, it_);" << endl
<< " T = " << basename << "." << name_tt << "(T, y, x, params, steady_state, it_);"
<< endl
<< "end" << endl;
output << init_s.str() << endl
<< s.str()
<< end_s.str() << endl
<< "end" << endl;
output << init_s.str() << endl << s.str() << end_s.str() << endl << "end" << endl;
output.close();
}
......@@ -478,18 +532,24 @@ DynamicModel::writeDynamicMCompatFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
int ntt { static_cast<int>(temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size() + temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size()) };
int ntt {static_cast<int>(
temporary_terms_derivatives[0].size() + temporary_terms_derivatives[1].size()
+ temporary_terms_derivatives[2].size() + temporary_terms_derivatives[3].size())};
output << "function [residual, g1, g2, g3] = dynamic(y, x, params, steady_state, it_)" << endl
<< " T = NaN(" << ntt << ", 1);" << endl
<< " if nargout <= 1" << endl
<< " residual = " << basename << ".dynamic_resid(T, y, x, params, steady_state, it_, true);" << endl
<< " residual = " << basename
<< ".dynamic_resid(T, y, x, params, steady_state, it_, true);" << endl
<< " elseif nargout == 2" << endl
<< " [residual, g1] = " << basename << ".dynamic_resid_g1(T, y, x, params, steady_state, it_, true);" << endl
<< " [residual, g1] = " << basename
<< ".dynamic_resid_g1(T, y, x, params, steady_state, it_, true);" << endl
<< " elseif nargout == 3" << endl
<< " [residual, g1, g2] = " << basename << ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, true);" << endl
<< " [residual, g1, g2] = " << basename
<< ".dynamic_resid_g1_g2(T, y, x, params, steady_state, it_, true);" << endl
<< " else" << endl
<< " [residual, g1, g2, g3] = " << basename << ".dynamic_resid_g1_g2_g3(T, y, x, params, steady_state, it_, true);" << endl
<< " [residual, g1, g2, g3] = " << basename
<< ".dynamic_resid_g1_g2_g3(T, y, x, params, steady_state, it_, true);" << endl
<< " end" << endl
<< "end" << endl;
......@@ -499,8 +559,7 @@ DynamicModel::writeDynamicMCompatFile(const string &basename) const
vector<map<string, string>>
DynamicModel::parseIncludeExcludeEquations(const string& inc_exc_option_value, bool exclude_eqs)
{
auto removeLeadingTrailingWhitespace = [](string &str)
{
auto removeLeadingTrailingWhitespace = [](string& str) {
str.erase(0, str.find_first_not_of("\t\n\v\f\r "));
str.erase(str.find_last_not_of("\t\n\v\f\r ") + 1);
};
......@@ -523,12 +582,12 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
removeLeadingTrailingWhitespace(line);
if (!line.empty())
{
if (tags.empty() && line.find("=") != string::npos)
if (tags.empty() && line.find('=') != string::npos)
{
tagname_on_first_line = true;
tags += line + "(";
}
else if (line.find("'") != string::npos)
else if (line.find('\'') != string::npos)
tags += line + ",";
else
tags += "'" + line + "',";
......@@ -576,7 +635,8 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
string quote_regex = "'[^']+'";
string non_quote_regex = R"([^,\s]+)";
regex r(R"((\s*)" + quote_regex + "|" + non_quote_regex + R"(\s*)(,\s*()" + quote_regex + "|" + non_quote_regex + R"()\s*)*)");
regex r(R"((\s*)" + quote_regex + "|" + non_quote_regex + R"(\s*)(,\s*()" + quote_regex + "|"
+ non_quote_regex + R"()\s*)*)");
if (!regex_match(tags, r))
{
cerr << "ERROR: " << (exclude_eqs ? "exclude_eqs" : "include_eqs")
......@@ -586,8 +646,7 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
vector<map<string, string>> eq_tag_set;
regex s(quote_regex + "|" + non_quote_regex);
for (auto it = sregex_iterator(tags.begin(), tags.end(), s);
it != sregex_iterator(); ++it)
for (auto it = sregex_iterator(tags.begin(), tags.end(), s); it != sregex_iterator(); ++it)
{
string_view str {it->str()};
if (str.front() == '\'' && str.back() == '\'')
......@@ -601,10 +660,10 @@ DynamicModel::parseIncludeExcludeEquations(const string &inc_exc_option_value, b
}
vector<int>
DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag, bool exclude_eqs,
bool excluded_vars_change_type,
vector<BinaryOpNode *> &all_equations,
vector<optional<int>> &all_equations_lineno,
DynamicModel::removeEquationsHelper(
set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
EquationTags& all_equation_tags, bool static_equations) const
{
if (all_equations.empty())
......@@ -616,8 +675,7 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
the caller knows which tag pairs have not been handled. */
set<int> listed_eqs_by_number;
for (auto it = listed_eqs_by_tag.begin(); it != listed_eqs_by_tag.end();)
if (auto tmp = all_equation_tags.getEqnsByTags(*it);
!tmp.empty())
if (auto tmp = all_equation_tags.getEqnsByTags(*it); !tmp.empty())
{
listed_eqs_by_number.insert(tmp.begin(), tmp.end());
it = listed_eqs_by_tag.erase(it);
......@@ -637,6 +695,7 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
// remove from equations, equations_lineno, equation_tags
vector<BinaryOpNode*> new_equations;
vector<optional<int>> new_equations_lineno;
vector<optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
map<int, int> old_eqn_num_2_new;
vector<int> excluded_vars;
for (size_t i = 0; i < all_equations.size(); i++)
......@@ -655,7 +714,9 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
else
{
cerr << "ERROR: Equation " << i + 1
<< " has been excluded but it does not have a single variable on its left-hand side or an `endogenous` tag" << endl;
<< " has been excluded but it does not have a single variable on its "
"left-hand side or an `endogenous` tag"
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -666,11 +727,13 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
new_equations.emplace_back(all_equations[i]);
old_eqn_num_2_new[i] = new_equations.size() - 1;
new_equations_lineno.emplace_back(all_equations_lineno[i]);
new_complementarity_conditions.emplace_back(all_complementarity_conditions[i]);
}
int n_excl = all_equations.size() - new_equations.size();
all_equations = new_equations;
all_equations_lineno = new_equations_lineno;
all_equations = move(new_equations);
all_equations_lineno = move(new_equations_lineno);
all_complementarity_conditions = move(new_complementarity_conditions);
all_equation_tags.erase(eqs_to_delete_by_number, old_eqn_num_2_new);
......@@ -680,36 +743,42 @@ DynamicModel::removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
if (excluded_vars[i] == excluded_vars[j])
{
cerr << "ERROR: Variable " << symbol_table.getName(i) << " was excluded twice"
<< " via a model_remove or model_replace statement, or via the include_eqs or exclude_eqs option" << endl;
<< " via a model_remove or model_replace statement, or via the include_eqs or "
"exclude_eqs option"
<< endl;
exit(EXIT_FAILURE);
}
cout << "Excluded " << n_excl << (static_equations ? " static " : " dynamic ")
<< "equation" << (n_excl > 1 ? "s" : "") << " via model_remove or model_replace statement, or via include_eqs or exclude_eqs option" << endl;
cout << "Excluded " << n_excl << (static_equations ? " static " : " dynamic ") << "equation"
<< (n_excl > 1 ? "s" : "")
<< " via model_remove or model_replace statement, or via include_eqs or exclude_eqs option"
<< endl;
return excluded_vars;
}
void
DynamicModel::removeEquations(const vector<map<string, string>> &listed_eqs_by_tag, bool exclude_eqs,
bool excluded_vars_change_type)
DynamicModel::removeEquations(const vector<map<string, string>>& listed_eqs_by_tag,
bool exclude_eqs, bool excluded_vars_change_type)
{
/* Convert the const vector to a (mutable) set */
set listed_eqs_by_tag2(listed_eqs_by_tag.begin(), listed_eqs_by_tag.end());
vector<int> excluded_vars = removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs,
excluded_vars_change_type,
equations, equations_lineno,
equation_tags, false);
vector<int> excluded_vars
= removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type, equations,
equations_lineno, complementarity_conditions, equation_tags, false);
// Ignore output because variables are not excluded when equations marked 'static' are excluded
removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type,
static_only_equations, static_only_equations_lineno,
static_only_equations_equation_tags, true);
static_only_complementarity_conditions, static_only_equations_equation_tags,
true);
if (!listed_eqs_by_tag2.empty())
{
cerr << "ERROR: model_remove/model_replace/exclude_eqs/include_eqs: The equations specified by" << endl;
cerr
<< "ERROR: model_remove/model_replace/exclude_eqs/include_eqs: The equations specified by"
<< endl;
for (const auto& m : listed_eqs_by_tag)
{
cerr << " ";
......@@ -746,12 +815,18 @@ DynamicModel::removeEquations(const vector<map<string, string>> &listed_eqs_by_t
if (eqn_vars.contains(ev))
{
symbol_table.changeType(ev, SymbolType::exogenous);
cerr << "Variable '" << symbol_table.getName(ev) << "' turned into an exogenous, as its defining equation has been removed (but it still appears in an equation)" << endl;
cerr << "Variable '" << symbol_table.getName(ev)
<< "' turned into an exogenous, as its defining equation has been removed (but it "
"still appears in an equation)"
<< endl;
}
else
{
symbol_table.changeType(ev, SymbolType::excludedVariable);
cerr << "Variable '" << symbol_table.getName(ev) << "' has been excluded from the model, as its defining equation has been removed and it appears nowhere else" << endl;
cerr << "Variable '" << symbol_table.getName(ev)
<< "' has been excluded from the model, as its defining equation has been removed "
"and it appears nowhere else"
<< endl;
}
}
}
......@@ -771,7 +846,9 @@ DynamicModel::includeExcludeEquations(const string &inc_exc_option_value, bool e
ModFile::transformPass(), so we must do the check again */
if (staticOnlyEquationsNbr() != dynamicOnlyEquationsNbr())
{
cerr << "ERROR: exclude_eqs/include_eqs: You must remove the same number of equations marked `static` as equations marked `dynamic`." << endl;
cerr << "ERROR: exclude_eqs/include_eqs: You must remove the same number of equations marked "
"`static` as equations marked `dynamic`."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -779,26 +856,33 @@ DynamicModel::includeExcludeEquations(const string &inc_exc_option_value, bool e
void
DynamicModel::writeBlockDriverOutput(ostream& output) const
{
output << "M_.block_structure.time_recursive = " << boolalpha << time_recursive_block_decomposition << ";" << endl;
output << "M_.block_structure.time_recursive = " << boolalpha
<< time_recursive_block_decomposition << ";" << endl;
for (int blk = 0; blk < static_cast<int>(blocks.size()); blk++)
{
int block_size = blocks[blk].size;
output << "M_.block_structure.block(" << blk+1 << ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";" << endl
<< "M_.block_structure.block(" << blk+1 << ").endo_nbr = " << block_size << ";" << endl
<< "M_.block_structure.block(" << blk+1 << ").mfs = " << blocks[blk].mfs_size << ";" << endl
output << "M_.block_structure.block(" << blk + 1
<< ").Simulation_Type = " << static_cast<int>(blocks[blk].simulation_type) << ";"
<< endl
<< "M_.block_structure.block(" << blk + 1 << ").endo_nbr = " << block_size << ";"
<< endl
<< "M_.block_structure.block(" << blk + 1 << ").mfs = " << blocks[blk].mfs_size << ";"
<< endl
<< "M_.block_structure.block(" << blk + 1 << ").equation = [";
for (int eq = 0; eq < block_size; eq++)
output << " " << getBlockEquationID(blk, eq) + 1;
output << "];" << endl
<< "M_.block_structure.block(" << blk+1 << ").variable = [";
output << "];" << endl << "M_.block_structure.block(" << blk + 1 << ").variable = [";
for (int var = 0; var < block_size; var++)
output << " " << getBlockVariableID(blk, var) + 1;
output << "];" << endl
<< "M_.block_structure.block(" << blk+1 << ").is_linear = " << boolalpha << blocks[blk].linear << ';' << endl
<< "M_.block_structure.block(" << blk+1 << ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl
<< "M_.block_structure.block(" << blk + 1 << ").is_linear = " << boolalpha
<< blocks[blk].linear << ';' << endl
<< "M_.block_structure.block(" << blk + 1
<< ").NNZDerivatives = " << blocks_derivatives[blk].size() << ';' << endl
<< "M_.block_structure.block(" << blk + 1 << ").bytecode_jacob_cols_to_sparse = [";
const bool one_boundary {blocks[blk].simulation_type == BlockSimulationType::solveBackwardSimple
const bool one_boundary {
blocks[blk].simulation_type == BlockSimulationType::solveBackwardSimple
|| blocks[blk].simulation_type == BlockSimulationType::solveForwardSimple
|| blocks[blk].simulation_type == BlockSimulationType::solveBackwardComplete
|| blocks[blk].simulation_type == BlockSimulationType::solveForwardComplete};
......@@ -813,9 +897,13 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
for (auto& [key, index] : blocks_jacob_cols_endo[blk])
{
auto [var, lag] {key};
if (var >= blocks[blk].getRecursiveSize() // NB: this check can be removed once Jacobian no longer contains columns for derivatives w.r.t. recursive variables
if (var >= blocks[blk].getRecursiveSize() // NB: this check can be removed once Jacobian
// no longer contains columns for derivatives
// w.r.t. recursive variables
&& !(one_boundary && lag != 0))
bytecode_jacob_cols_to_sparse[index] = static_cast<int>(!one_boundary)*(lag+1)*blocks[blk].mfs_size + var - blocks[blk].getRecursiveSize();
bytecode_jacob_cols_to_sparse[index]
= static_cast<int>(!one_boundary) * (lag + 1) * blocks[blk].mfs_size + var
- blocks[blk].getRecursiveSize();
else
bytecode_jacob_cols_to_sparse[index] = -1;
}
......@@ -829,16 +917,14 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
output << "M_.block_structure.variable_reordered = [";
for (int i = 0; i < symbol_table.endo_nbr(); i++)
output << " " << endo_idx_block2orig[i] + 1;
output << "];" << endl
<< "M_.block_structure.equation_reordered = [";
output << "];" << endl << "M_.block_structure.equation_reordered = [";
for (int i = 0; i < symbol_table.endo_nbr(); i++)
output << " " << eq_idx_block2orig[i] + 1;
output << "];" << endl;
map<int, set<pair<int, int>>> lag_row_incidence;
for (const auto& [indices, d1] : derivatives[1])
if (int deriv_id = indices[1];
getTypeByDerivID(deriv_id) == SymbolType::endogenous)
if (int deriv_id = indices[1]; getTypeByDerivID(deriv_id) == SymbolType::endogenous)
{
int eq = indices[0];
int var {getTypeSpecificIDByDerivID(deriv_id)};
......@@ -847,13 +933,16 @@ DynamicModel::writeBlockDriverOutput(ostream &output) const
}
for (auto [lag, eq_var_set] : lag_row_incidence)
{
output << "M_.block_structure.incidence(" << max_endo_lag+lag+1 << ").lead_lag = " << lag << ";" << endl
<< "M_.block_structure.incidence(" << max_endo_lag+lag+1 << ").sparse_IM = [" << endl;
output << "M_.block_structure.incidence(" << max_endo_lag + lag + 1 << ").lead_lag = " << lag
<< ";" << endl
<< "M_.block_structure.incidence(" << max_endo_lag + lag + 1 << ").sparse_IM = ["
<< endl;
for (auto [eq, var] : eq_var_set)
output << " " << eq + 1 << " " << var + 1 << ";" << endl;
output << "];" << endl;
}
output << "M_.block_structure.dyn_tmp_nbr = " << blocks_temporary_terms_idxs.size() << ';' << endl;
output << "M_.block_structure.dyn_tmp_nbr = " << blocks_temporary_terms_idxs.size() << ';'
<< endl;
}
void
......@@ -876,20 +965,15 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
<< "M_.orig_maximum_exo_det_lead = " << max_exo_det_lead_orig << ";" << endl
<< "M_.orig_maximum_lag = " << max_lag_orig << ";" << endl
<< "M_.orig_maximum_lead = " << max_lead_orig << ";" << endl
<< "M_.orig_maximum_lag_with_diffs_expanded = " << max_lag_with_diffs_expanded_orig << ";" << endl
<< "M_.orig_maximum_lag_with_diffs_expanded = " << max_lag_with_diffs_expanded_orig << ";"
<< endl
<< "M_.lead_lag_incidence = [";
// Loop on endogenous variables
int nstatic = 0,
nfwrd = 0,
npred = 0,
nboth = 0;
int nstatic = 0, nfwrd = 0, npred = 0, nboth = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
output << endl;
int sstatic = 1,
sfwrd = 0,
spred = 0,
sboth = 0;
int sstatic = 1, sfwrd = 0, spred = 0, sboth = 0;
// Loop on periods
for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
{
......@@ -955,20 +1039,12 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
/* Say if static and dynamic models differ (because of [static] and [dynamic]
equation tags) */
output << "M_.static_and_dynamic_models_differ = "
<< boolalpha << (static_only_equations.size() > 0)
<< ";" << endl;
output << "M_.static_and_dynamic_models_differ = " << boolalpha
<< (static_only_equations.size() > 0) << ";" << endl;
// Say if model contains an external function call
bool has_external_function = false;
for (auto equation : equations)
if (equation->containsExternalFunction())
{
has_external_function = true;
break;
}
output << "M_.has_external_function = " << boolalpha << has_external_function
<< ';' << endl;
output << "M_.has_external_function = " << boolalpha
<< ranges::any_of(equations, &ExprNode::containsExternalFunction) << ';' << endl;
// Compute list of state variables, ordered in block-order
vector<int> state_var;
......@@ -978,7 +1054,7 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
try
{
getDerivID(symbol_table.getID(SymbolType::endogenous, endo_idx_block2orig[endoID]), lag);
if (find(state_var.begin(), state_var.end(), endo_idx_block2orig[endoID]) == state_var.end())
if (ranges::find(state_var, endo_idx_block2orig[endoID]) == state_var.end())
state_var.push_back(endo_idx_block2orig[endoID]);
}
catch (UnknownDerivIDException& e)
......@@ -1010,27 +1086,32 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
{
output << "M_.maximum_exo_det_lag = " << max_exo_det_lag << ";" << endl
<< "M_.maximum_exo_det_lead = " << max_exo_det_lead << ";" << endl
<< "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);" << endl;
<< "oo_.exo_det_steady_state = zeros(" << symbol_table.exo_det_nbr() << ", 1);"
<< endl;
}
output << "M_.params = " << "NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
output << "M_.params = "
<< "NaN(" << symbol_table.param_nbr() << ", 1);" << endl;
string empty_cell = "cell(" + to_string(symbol_table.endo_nbr()) + ", 1)";
output << "M_.endo_trends = struct('deflator', " << empty_cell
<< ", 'log_deflator', " << empty_cell << ", 'growth_factor', " << empty_cell
<< ", 'log_growth_factor', " << empty_cell << ");" << endl;
output << "M_.endo_trends = struct('deflator', " << empty_cell << ", 'log_deflator', "
<< empty_cell << ", 'growth_factor', " << empty_cell << ", 'log_growth_factor', "
<< empty_cell << ");" << endl;
for (int i = 0; i < symbol_table.endo_nbr(); i++)
{
int symb_id = symbol_table.getID(SymbolType::endogenous, i);
if (auto it = nonstationary_symbols_map.find(symb_id); it != nonstationary_symbols_map.end())
{
auto [is_log, deflator] = it->second;
output << "M_.endo_trends(" << i+1 << ")."
<< (is_log ? "log_deflator" : "deflator") << " = '";
output << "M_.endo_trends(" << i + 1 << ")." << (is_log ? "log_deflator" : "deflator")
<< " = '";
deflator->writeJsonOutput(output, {}, {});
output << "';" << endl;
auto growth_factor = const_cast<DynamicModel *>(this)->AddDivide(deflator, deflator->decreaseLeadsLags(1))->removeTrendLeadLag(trend_symbols_map)->replaceTrendVar();
auto growth_factor = const_cast<DynamicModel*>(this)
->AddDivide(deflator, deflator->decreaseLeadsLags(1))
->removeTrendLeadLag(trend_symbols_map)
->replaceTrendVar();
output << "M_.endo_trends(" << i + 1 << ")."
<< (is_log ? "log_growth_factor" : "growth_factor") << " = '";
growth_factor->writeJsonOutput(output, {}, {});
......@@ -1048,7 +1129,7 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
output << (i > computed_derivs_order ? -1 : NNZDerivatives[i]) << "; ";
output << "];" << endl;
writeDriverSparseIndicesHelper<true>(output);
writeDriverSparseIndicesHelper("dynamic", output);
// Write LHS of each equation in text form
output << "M_.lhs = {" << endl;
......@@ -1059,6 +1140,11 @@ DynamicModel::writeDriverOutput(ostream &output, bool compute_xrefs) const
output << "'; " << endl;
}
output << "};" << endl;
output << "M_.dynamic_mcp_equations_reordering = [";
for (auto i : mcp_equations_reordering)
output << i + 1 << "; ";
output << "];" << endl;
}
void
......@@ -1075,8 +1161,8 @@ DynamicModel::updateVarAndTrendModel() const
{
map<string, vector<optional<int>>> trend_varr;
map<string, vector<set<pair<int, int>>>> rhsr;
for (const auto &[model_name, eqns] : (var ? var_model_table.getEqNums()
: trend_component_model_table.getEqNums()))
for (const auto& [model_name, eqns] :
(var ? var_model_table.getEqNums() : trend_component_model_table.getEqNums()))
{
vector<int> lhs, trend_lhs;
vector<optional<int>> trend_var;
......@@ -1115,25 +1201,28 @@ DynamicModel::updateVarAndTrendModel() const
catch (...)
{
}
optional<int> trend_var_symb_id = equations[eqn]->arg2->findTargetVariable(lhs_symb_id);
optional<int> trend_var_symb_id
= equations[eqn]->arg2->findTargetVariable(lhs_symb_id);
if (trend_var_symb_id)
{
if (symbol_table.isDiffAuxiliaryVariable(*trend_var_symb_id))
try
{
trend_var_symb_id = symbol_table.getOrigSymbIdForAuxVar(*trend_var_symb_id);
trend_var_symb_id
= symbol_table.getOrigSymbIdForAuxVar(*trend_var_symb_id);
}
catch (...)
{
}
if (find(trend_lhs.begin(), trend_lhs.end(), *trend_var_symb_id) == trend_lhs.end())
if (ranges::find(trend_lhs, *trend_var_symb_id) == trend_lhs.end())
{
cerr << "ERROR: trend found in trend_component equation #" << eqn << " ("
<< symbol_table.getName(*trend_var_symb_id) << ") does not correspond to a trend equation" << endl;
<< symbol_table.getName(*trend_var_symb_id)
<< ") does not correspond to a trend equation" << endl;
exit(EXIT_FAILURE);
}
}
trend_var.push_back(move(trend_var_symb_id));
trend_var.push_back(trend_var_symb_id);
}
}
......@@ -1237,13 +1326,16 @@ DynamicModel::fillVarModelTableFromOrigModel() const
if (lag > 0)
{
cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
<< ". A VAR model may not have leaded endogenous variables on the RHS. " << endl;
<< ". A VAR model may not have leaded endogenous variables on the RHS. "
<< endl;
exit(EXIT_FAILURE);
}
else if (!var_model_table.getStructural().at(model_name) && lag == 0)
{
cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
<< ". A non-structural VAR model may not have contemporaneous endogenous variables on the RHS. " << endl;
<< ". A non-structural VAR model may not have contemporaneous endogenous "
"variables on the RHS. "
<< endl;
exit(EXIT_FAILURE);
}
......@@ -1252,15 +1344,16 @@ DynamicModel::fillVarModelTableFromOrigModel() const
if (lag != 0)
{
cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
<< ". A VAR model may not have lagged or leaded exogenous variables on the RHS. " << endl;
<< ". A VAR model may not have lagged or leaded exogenous variables on the "
"RHS. "
<< endl;
exit(EXIT_FAILURE);
}
// save lhs variables
equations[eqn]->arg1->collectVARLHSVariable(lhs);
equations[eqn]->arg1->countDiffs() > 0 ?
diff_vec.push_back(true) : diff_vec.push_back(false);
diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
if (diff_vec.back())
{
set<pair<int, int>> diff_set;
......@@ -1272,11 +1365,10 @@ DynamicModel::fillVarModelTableFromOrigModel() const
<< eqn << endl;
exit(EXIT_FAILURE);
}
orig_diff_var_vec.push_back(diff_set.begin()->first);
orig_diff_var_vec.emplace_back(diff_set.begin()->first);
}
else
orig_diff_var_vec.push_back(nullopt);
orig_diff_var_vec.emplace_back(nullopt);
}
if (eqns.size() != lhs.size())
......@@ -1310,8 +1402,7 @@ DynamicModel::getVARDerivIDs(int lhs_symb_id, int lead_lag) const
vector<int> deriv_ids;
// First directly look for the variable itself
if (auto it = deriv_id_table.find({ lhs_symb_id, lead_lag });
it != deriv_id_table.end())
if (auto it = deriv_id_table.find({lhs_symb_id, lead_lag}); it != deriv_id_table.end())
deriv_ids.push_back(it->second);
// Then go through auxiliary variables
......@@ -1371,7 +1462,7 @@ DynamicModel::fillVarModelTableMatrices()
// Fill autoregressive matrix (AR)
for (int lag = 1; lag <= max_lag; lag++)
{
vector<int> deriv_ids = getVARDerivIDs(lhs_symb_id, -lag);;
vector<int> deriv_ids = getVARDerivIDs(lhs_symb_id, -lag);
for (size_t i = 0; i < eqns.size(); i++)
{
expr_t d = Zero;
......@@ -1381,7 +1472,10 @@ DynamicModel::fillVarModelTableMatrices()
{
if (!d->isConstant())
{
cerr << "ERROR: Equation " << equation_tags.getTagValueByEqnAndKey(eqns[i], "name").value_or(to_string(eqns[i]+1)) << " is not linear" << endl;
cerr << "ERROR: Equation "
<< equation_tags.getTagValueByEqnAndKey(eqns[i], "name")
.value_or(to_string(eqns[i] + 1))
<< " is not linear" << endl;
exit(EXIT_FAILURE);
}
......@@ -1399,7 +1493,10 @@ DynamicModel::fillVarModelTableMatrices()
{
if (!d->isConstant())
{
cerr << "ERROR: Equation " << equation_tags.getTagValueByEqnAndKey(eqns[i], "name").value_or(to_string(eqns[i]+1)) << " is not linear" << endl;
cerr << "ERROR: Equation "
<< equation_tags.getTagValueByEqnAndKey(eqns[i], "name")
.value_or(to_string(eqns[i] + 1))
<< " is not linear" << endl;
exit(EXIT_FAILURE);
}
......@@ -1414,7 +1511,9 @@ DynamicModel::fillVarModelTableMatrices()
{
auto rhs = equations[eqns[i]]->arg2;
map<VariableNode*, NumConstNode*> subst_table;
auto rhs_vars = var_model_table.getRhs(model_name)[i]; // All the (transformed) endogenous on RHS, as computed by updateVarAndTrendModel()
auto rhs_vars = var_model_table.getRhs(
model_name)[i]; // All the (transformed) endogenous on RHS, as computed by
// updateVarAndTrendModel()
rhs->collectDynamicVariables(SymbolType::exogenous, rhs_vars); // Add exos
for (auto [symb_id, lag] : rhs_vars)
subst_table[AddVariable(symb_id, lag)] = Zero;
......@@ -1437,8 +1536,7 @@ DynamicModel::computeAutoregressiveMatrices() const
{
map<tuple<int, int, int>, expr_t> AR;
const vector<int>& lhs = trend_component_model_table.getNonTargetLhs(model_name);
for (int i{0};
auto eqn : eqns)
for (int i {0}; auto eqn : eqns)
{
auto bopn = dynamic_cast<BinaryOpNode*>(equations[eqn]->arg2);
bopn->fillAutoregressiveRow(i++, lhs, AR);
......@@ -1493,7 +1591,8 @@ DynamicModel::fillTrendComponentModelTable() const
if (lhs_set.size() != 1 || !lhs_tmp_set.empty())
{
cerr << "ERROR: in Equation " << eqtag
<< ". A trend component model may only have one endogenous variable on the LHS. " << endl;
<< ". A trend component model may only have one endogenous variable on the LHS. "
<< endl;
exit(EXIT_FAILURE);
}
......@@ -1501,7 +1600,8 @@ DynamicModel::fillTrendComponentModelTable() const
if (itlhs->second != 0)
{
cerr << "ERROR: in Equation " << eqtag
<< ". The variable on the LHS of a trend component model may not appear with a lead or a lag. "
<< ". The variable on the LHS of a trend component model may not appear with a "
"lead or a lag. "
<< endl;
exit(EXIT_FAILURE);
}
......@@ -1522,7 +1622,8 @@ DynamicModel::fillTrendComponentModelTable() const
rhsr[model_name] = rhs;
}
trend_component_model_table.setRhs(move(rhsr));
trend_component_model_table.setVals(move(eqnums), move(trend_eqnums), move(lhsr), move(lhs_expr_tr));
trend_component_model_table.setVals(move(eqnums), move(trend_eqnums), move(lhsr),
move(lhs_expr_tr));
}
pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>>
......@@ -1538,18 +1639,17 @@ DynamicModel::computeErrorComponentMatrices(const ExprNode::subst_table_t &diff_
vector<int> undiff_nontarget_lhs = getUndiffLHSForPac(model_name, diff_subst_table);
vector<int> parsed_undiff_nontarget_lhs;
for (int i{0};
auto eqn : eqns)
for (int i {0}; auto eqn : eqns)
{
if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
parsed_undiff_nontarget_lhs.push_back(undiff_nontarget_lhs.at(i));
i++;
}
for (int i{0};
auto eqn : eqns)
if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs, A0, A0star);
for (int i {0}; auto eqn : eqns)
if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs,
A0, A0star);
A0r[model_name] = A0;
A0starr[model_name] = A0star;
}
......@@ -1578,7 +1678,9 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
if (lag >= 0)
{
cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
<< ". A trend component model may not have leaded or contemporaneous endogenous variables on the RHS. " << endl;
<< ". A trend component model may not have leaded or contemporaneous "
"endogenous variables on the RHS. "
<< endl;
exit(EXIT_FAILURE);
}
equations[eqn]->arg2->collectDynamicVariables(SymbolType::exogenous, rhs_exo_set);
......@@ -1586,17 +1688,16 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
if (lag != 0)
{
cerr << "ERROR: in Equation " << eqtag.value_or(to_string(eqn + 1))
<< ". A trend component model may not have lagged or leaded exogenous variables on the RHS. " << endl;
<< ". A trend component model may not have lagged or leaded exogenous "
"variables on the RHS. "
<< endl;
exit(EXIT_FAILURE);
}
// save lhs variables
equations[eqn]->arg1->collectVARLHSVariable(lhs);
if (equations[eqn]->arg1->countDiffs() > 0)
diff_vec.push_back(true);
else
diff_vec.push_back(false);
diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
if (diff_vec.back())
{
set<pair<int, int>> diff_set;
......@@ -1608,10 +1709,10 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
<< eqn << endl;
exit(EXIT_FAILURE);
}
orig_diff_var_vec.push_back(diff_set.begin()->first);
orig_diff_var_vec.emplace_back(diff_set.begin()->first);
}
else
orig_diff_var_vec.push_back(nullopt);
orig_diff_var_vec.emplace_back(nullopt);
}
if (eqns.size() != lhs.size())
......@@ -1640,7 +1741,8 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
}
void
DynamicModel::fillTrendComponentModelTableAREC(const ExprNode::subst_table_t &diff_subst_table) const
DynamicModel::fillTrendComponentModelTableAREC(
const ExprNode::subst_table_t& diff_subst_table) const
{
auto ARr = computeAutoregressiveMatrices();
trend_component_model_table.setAR(move(ARr));
......@@ -1660,7 +1762,7 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
for (auto eqn : nontrend_eqnums)
{
auto i = distance(eqnumber.begin(), find(eqnumber.begin(), eqnumber.end(), eqn));
auto i = ranges::distance(eqnumber.begin(), ranges::find(eqnumber, eqn));
if (eqnumber[i] != eqn)
{
......@@ -1668,7 +1770,7 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
exit(EXIT_FAILURE);
}
if (diff.at(i) != true)
if (!diff.at(i))
{
cerr << "ERROR: the variable on the LHS of equation #" << eqn
<< " does not have the diff operator applied to it yet you are trying to undiff it."
......@@ -1676,7 +1778,6 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
exit(EXIT_FAILURE);
}
bool printerr = false;
expr_t node = nullptr;
expr_t aux_var = lhs_expr_t.at(i);
for (const auto& it : diff_subst_table)
......@@ -1693,11 +1794,8 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
}
node = node->undiff();
auto it1 = diff_subst_table.find(node);
if (it1 == diff_subst_table.end())
printerr = true;
if (printerr)
if (auto it1 = diff_subst_table.find(node); it1 == diff_subst_table.end())
{ // we have undiffed something like diff(x), hence x is not in diff_subst_table
lhs_expr_t.at(i) = node;
lhs.at(i) = dynamic_cast<VariableNode*>(node)->symb_id;
......@@ -1712,20 +1810,25 @@ DynamicModel::getUndiffLHSForPac(const string &aux_model_name,
}
void
DynamicModel::analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info)
DynamicModel::analyzePacEquationStructure(const string& name, map<string, string>& pac_eq_name,
PacModelTable::equation_info_t& pac_equation_info)
{
for (auto& equation : equations)
if (equation->containsPacExpectation(name))
{
if (!pac_eq_name[name].empty())
if (pac_eq_name.contains(name))
{
cerr << "It is not possible to use 'pac_expectation(" << name << ")' in several equations." << endl;
cerr << "It is not possible to use 'pac_expectation(" << name
<< ")' in several equations." << endl;
exit(EXIT_FAILURE);
}
optional<string> eqn { equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name") };
optional<string> eqn {
equation_tags.getTagValueByEqnAndKey(&equation - &equations[0], "name")};
if (!eqn)
{
cerr << "Every equation with a 'pac_expectation' operator must have been assigned an equation tag name" << endl;
cerr << "Every equation with a 'pac_expectation' operator must have been assigned an "
"equation tag name"
<< endl;
exit(EXIT_FAILURE);
}
pac_eq_name[name] = *eqn;
......@@ -1755,7 +1858,8 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
pair<int, vector<tuple<int, bool, int>>> ec_params_and_vars;
vector<tuple<optional<int>, optional<int>, int>> ar_params_and_vars;
vector<tuple<int, int, optional<int>, double>> non_optim_vars_params_and_constants, optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
vector<tuple<int, int, optional<int>, double>> non_optim_vars_params_and_constants,
optim_additive_vars_params_and_constants, additive_vars_params_and_constants;
if (!optim_part)
{
auto bopn = dynamic_cast<BinaryOpNode*>(equation->arg2);
......@@ -1764,7 +1868,8 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
cerr << "Error in PAC equation" << endl;
exit(EXIT_FAILURE);
}
bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, additive_vars_params_and_constants);
bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars,
additive_vars_params_and_constants);
}
else
{
......@@ -1774,12 +1879,15 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
cerr << "Error in PAC equation" << endl;
exit(EXIT_FAILURE);
}
bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars, optim_additive_vars_params_and_constants);
bopn->getPacAREC(lhs_symb_id, lhs_orig_symb_id, ec_params_and_vars, ar_params_and_vars,
optim_additive_vars_params_and_constants);
try
{
non_optim_vars_params_and_constants = non_optim_part->matchLinearCombinationOfVariables();
non_optim_vars_params_and_constants
= non_optim_part->matchLinearCombinationOfVariables();
if (additive_part)
additive_vars_params_and_constants = additive_part->matchLinearCombinationOfVariables();
additive_vars_params_and_constants
= additive_part->matchLinearCombinationOfVariables();
}
catch (ExprNode::MatchFailureException& e)
{
......@@ -1799,12 +1907,21 @@ DynamicModel::analyzePacEquationStructure(const string &name, map<string, string
cerr << "analyzePacEquationStructure: error obtaining RHS parameters." << endl;
exit(EXIT_FAILURE);
}
pac_equation_info[name] = { lhs, move(optim_share_index),
move(ar_params_and_vars), move(ec_params_and_vars),
pac_equation_info[name] = {lhs,
optim_share_index,
move(ar_params_and_vars),
move(ec_params_and_vars),
move(non_optim_vars_params_and_constants),
move(additive_vars_params_and_constants),
move(optim_additive_vars_params_and_constants)};
}
if (!pac_eq_name.contains(name))
{
cerr << "ERROR: the model does not contain the 'pac_expectation(" << name << ")' operator."
<< endl;
exit(EXIT_FAILURE);
}
}
int
......@@ -1816,7 +1933,8 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
set<pair<int, int>> lhss;
equation->arg1->collectDynamicVariables(SymbolType::endogenous, lhss);
if (lhss.size() != 1)
throw PacTargetNotIdentifiedException{pac_model_name, "LHS must contain a single endogenous"};
throw PacTargetNotIdentifiedException {pac_model_name,
"LHS must contain a single endogenous"};
int lhs_symb_id = lhss.begin()->first;
if (!symbol_table.isDiffAuxiliaryVariable(lhs_symb_id))
throw PacTargetNotIdentifiedException {pac_model_name, "LHS must be a diff operator"};
......@@ -1835,26 +1953,25 @@ DynamicModel::getPacTargetSymbId(const string &pac_model_name) const
for (auto [term, sign] : terms)
try
{
auto [param_id, target_id] = term->matchParamTimesTargetMinusVariable(undiff_lhs_symb_id);
auto [param_id, target_id]
= term->matchParamTimesTargetMinusVariable(undiff_lhs_symb_id);
return target_id;
}
catch (ExprNode::MatchFailureException&)
{
}
throw PacTargetNotIdentifiedException{pac_model_name, "No term of the form parameter*(target-LHS_level)"};
throw PacTargetNotIdentifiedException {pac_model_name,
"No term of the form parameter*(target-LHS_level)"};
}
throw PacTargetNotIdentifiedException{pac_model_name, "No equation with the corresponding pac_expectation operator"};
throw PacTargetNotIdentifiedException {
pac_model_name, "No equation with the corresponding pac_expectation operator"};
}
void
DynamicModel::computePacModelConsistentExpectationSubstitution(const string &name,
int discount_symb_id,
int pac_eq_max_lag,
expr_t growth_correction_term,
string auxname,
ExprNode::subst_table_t &diff_subst_table,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
DynamicModel::computePacModelConsistentExpectationSubstitution(
const string& name, int discount_symb_id, int pac_eq_max_lag, expr_t growth_correction_term,
string auxname, ExprNode::subst_table_t& diff_subst_table,
map<string, int>& pac_aux_var_symb_ids, map<string, vector<int>>& pac_aux_param_symb_ids,
map<string, expr_t>& pac_expectation_substitution)
{
int pac_target_symb_id;
......@@ -1886,22 +2003,22 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
pac_aux_param_symb_ids[name].push_back(alpha_i_symb_id);
A = AddPlus(A, AddVariable(alpha_i_symb_id));
fp = AddPlus(fp,
AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
AddVariable(mce_z1_symb_id, i)));
}
catch (SymbolTable::AlreadyDeclaredException& e)
{
cerr << "The variable/parameter '" << param_name << "' conflicts with a parameter that will be generated for the '" << name << "' PAC model. Please rename it." << endl;
cerr << "The variable/parameter '" << param_name
<< "' conflicts with a parameter that will be generated for the '" << name
<< "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
}
// Add diff nodes and eqs for pac_target_symb_id
const VariableNode* target_base_diff_node;
auto create_target_lag = [&](int lag)
{
auto create_target_lag = [&](int lag) {
if (symbol_table.isAuxiliaryVariable(pac_target_symb_id))
// We know it is a log, see ExprNode::matchParamTimesTargetMinusVariable()
return AddLog(AddVariable(symbol_table.getOrigSymbIdForAuxVar(pac_target_symb_id), lag));
......@@ -1910,16 +2027,14 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
};
expr_t diff_node_to_search = AddDiff(create_target_lag(0));
if (auto sit = diff_subst_table.find(diff_node_to_search);
sit != diff_subst_table.end())
if (auto sit = diff_subst_table.find(diff_node_to_search); sit != diff_subst_table.end())
target_base_diff_node = sit->second;
else
{
int symb_id = symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
target_base_diff_node = AddVariable(symb_id);
auto neweq = AddEqual(const_cast<VariableNode*>(target_base_diff_node),
AddMinus(create_target_lag(0),
create_target_lag(-1)));
AddMinus(create_target_lag(0), create_target_lag(-1)));
addEquation(neweq, nullopt);
addAuxEquation(neweq);
neqs++;
......@@ -1956,19 +2071,21 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
{
alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
ssum = AddPlus(ssum,
AddTimes(AddVariable(alpha_j_symb_id), AddPower(beta, AddPossiblyNegativeConstant(j))));
ssum = AddPlus(ssum, AddTimes(AddVariable(alpha_j_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(j))));
}
fs = AddPlus(fs, AddTimes(ssum, target_aux_var_to_add[k]));
}
auto neweq = AddEqual(AddVariable(mce_z1_symb_id),
auto neweq = AddEqual(
AddVariable(mce_z1_symb_id),
AddMinus(AddTimes(A, AddMinus(const_cast<VariableNode*>(target_base_diff_node), fs)), fp));
addEquation(neweq, nullopt);
/* This equation is not added to the list of auxiliary equations, because it
is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
neqs++;
cout << "PAC Model Consistent Expectation: added " << neqs << " auxiliary variables and equations for model " << name << "." << endl;
cout << "PAC Model Consistent Expectation: added " << neqs
<< " auxiliary variables and equations for model " << name << "." << endl;
/* The growth correction term is not added to the definition of Z₁
because the latter is recursive. Rather put it at the level of the
......@@ -1977,25 +2094,219 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(const string &nam
}
void
DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
expr_t growth_correction_term,
string auxname,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
const string& name, int discount_symb_id, int pac_eq_max_lag,
ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution)
{
auto create_aux_param = [&](const string &param_name)
auto create_aux_param = [&](const string& param_name) {
try
{
return symbol_table.addSymbol(param_name, SymbolType::parameter);
}
catch (SymbolTable::AlreadyDeclaredException)
{
cerr << "ERROR: the variable/parameter '" << param_name
<< "' conflicts with some auxiliary parameter that will be generated for the '" << name
<< "' PAC model. Please rename that parameter." << endl;
exit(EXIT_FAILURE);
}
};
int neqs = 0;
// At the end of this loop:
// ₘ ₘ
// A_1 = 1+∑ αᵢ = A(1) and A_beta = 1+∑ αᵢβⁱ
// ᵢ₌₁ ᵢ₌₁
expr_t A_1 = One;
expr_t A_beta = One;
expr_t beta = AddVariable(discount_symb_id);
for (int i = 1; i <= pac_eq_max_lag + 1; i++)
{
string param_name = "mce_alpha_" + name + "_" + to_string(i);
try
{
int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
pac_aux_param_symb_ids[name].push_back(alpha_i_symb_id);
A_1 = AddPlus(A_1, AddVariable(alpha_i_symb_id));
A_beta = AddPlus(A_beta, AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))));
}
catch (SymbolTable::AlreadyDeclaredException& e)
{
cerr << "The variable/parameter '" << param_name
<< "' conflicts with a parameter that will be generated for the '" << name
<< "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
}
auto create_target_lag = [&](int variable, int lag) {
if (symbol_table.isAuxiliaryVariable(variable))
return AddVariable(symbol_table.getOrigSymbIdForAuxVar(variable), lag);
else
return AddVariable(variable, lag);
};
expr_t substexpr = Zero;
for (int component_idx {1};
auto& [component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices,
original_growth, growth_info] : pac_target_components)
{
// Create the auxiliary variable for this component
int aux_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, component);
// Get the component variable id
int component_id = dynamic_cast<VariableNode*>(component)->symb_id;
// ₘ
// fp = ∑ αᵢβⁱZₜ₊ᵢ
// ᵢ₌₁
expr_t fp = Zero;
for (int i = 1; i <= pac_eq_max_lag + 1; i++)
{
int alpha_i_symb_id = -1;
string param_name = "mce_alpha_" + name + "_" + to_string(i);
try
{
alpha_i_symb_id = symbol_table.getID(param_name);
}
catch (SymbolTable::UnknownSymbolNameException& e)
{
alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
AddVariable(aux_id, i)));
}
if (kind != PacTargetKind::ll) // non-stationary component y¹ₜ
{
// Add diff nodes and eqs for the non-stationary component
const VariableNode* aux_target_ns_var_diff_node;
expr_t diff_node_to_search = AddDiff(create_target_lag(component_id, 0));
if (auto sit = diff_subst_table.find(diff_node_to_search); sit != diff_subst_table.end())
aux_target_ns_var_diff_node = sit->second;
else
{
int symb_id
= symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
aux_target_ns_var_diff_node = AddVariable(symb_id);
auto neweq = AddEqual(const_cast<VariableNode*>(aux_target_ns_var_diff_node),
AddMinus(create_target_lag(component_id, 0),
create_target_lag(component_id, -1)));
addEquation(neweq, nullopt);
addAuxEquation(neweq);
neqs++;
}
map<int, VariableNode*> target_ns_aux_var_to_add;
const VariableNode* last_aux_var = aux_target_ns_var_diff_node;
for (int i = 1; i <= pac_eq_max_lag; i++, neqs++)
{
expr_t this_diff_node = AddDiff(create_target_lag(component_id, i));
int symb_id = symbol_table.addDiffLeadAuxiliaryVar(
this_diff_node->idx, this_diff_node, last_aux_var->symb_id, 1);
VariableNode* current_aux_var = AddVariable(symb_id);
auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
addEquation(neweq, nullopt);
addAuxEquation(neweq);
last_aux_var = current_aux_var;
target_ns_aux_var_to_add[i] = current_aux_var;
}
// At the end of this loop,
// ₘ₋₁ ⎛ ₘ₋₁ ⎞
// fs = ∑ ⎢ ∑ αᵢβⁱ⎥ Δy¹ₜ₊ᵢ
// ₖ₌₁ ⎝ ᵢ₌ₖ ⎠
expr_t fs = Zero;
for (int k = 1; k <= pac_eq_max_lag; k++)
{
expr_t ssum = Zero;
for (int j = k + 1; j <= pac_eq_max_lag + 1; j++)
{
int alpha_j_symb_id = -1;
string param_name = "mce_alpha_" + name + "_" + to_string(j);
try
{
alpha_j_symb_id = symbol_table.getID(param_name);
}
catch (SymbolTable::UnknownSymbolNameException& e)
{
alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
ssum = AddPlus(ssum, AddTimes(AddVariable(alpha_j_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(j))));
}
fs = AddPlus(fs, AddTimes(ssum, target_ns_aux_var_to_add[k]));
}
// Assembling the equation Zₜ¹ = A_1 ( Δyₜ¹ - fs ) - fp_1
auto neweq_1 = AddEqual(
AddVariable(aux_id),
AddMinus(
AddTimes(A_1,
AddMinus(const_cast<VariableNode*>(aux_target_ns_var_diff_node), fs)),
fp));
addEquation(neweq_1, nullopt);
neqs++;
/* This equation is not added to the list of auxiliary equations, because it
is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
}
else // Stationary component yₜ⁰
{
// Assembling the equation Zₜ⁰ = A_beta A_1 yₜ⁰ - fp
auto neweq_0 = AddEqual(AddVariable(aux_id),
AddMinus(AddTimes(A_beta, AddTimes(A_1, component)), fp));
addEquation(neweq_0, nullopt);
neqs++;
/* This equation is not added to the list of auxiliary equations, because it
is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
}
// If needed, add the growth neutrality correction for this component
expr_t growth_correction_term = Zero;
string name_component = name + "_component" + to_string(component_idx);
if (growth)
{
growth_neutrality_param
= create_aux_param(name_component + "_pac_growth_neutrality_correction");
growth_correction_term = AddTimes(growth, AddVariable(growth_neutrality_param));
}
else
growth_neutrality_param = -1;
substexpr = AddPlus(substexpr,
AddTimes(coeff, AddPlus(AddVariable(aux_id), growth_correction_term)));
component_idx++;
}
cout << "PAC Model Consistent Expectation: added " << neqs
<< " auxiliary variables and equations for model " << name << "." << endl;
/* The growth correction term is not added to the definition of Z₁
because the latter is recursive. Rather put it at the level of the
substition of pac_expectation operator. */
pac_expectation_substitution[name] = substexpr;
}
void
DynamicModel::computePacBackwardExpectationSubstitution(
const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
expr_t growth_correction_term, string auxname, map<string, int>& pac_aux_var_symb_ids,
map<string, vector<int>>& pac_aux_param_symb_ids,
map<string, expr_t>& pac_expectation_substitution)
{
auto create_aux_param = [&](const string& param_name) {
try
{
return symbol_table.addSymbol(param_name, SymbolType::parameter);
}
catch (SymbolTable::AlreadyDeclaredException)
{
cerr << "ERROR: the variable/parameter '" << param_name << "' conflicts with some auxiliary parameter that will be generated for the '" << name << "' PAC model. Please rename that parameter." << endl;
cerr << "ERROR: the variable/parameter '" << param_name
<< "' conflicts with some auxiliary parameter that will be generated for the '" << name
<< "' PAC model. Please rename that parameter." << endl;
exit(EXIT_FAILURE);
}
};
......@@ -2012,13 +2323,11 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
int new_param_symb_id = create_aux_param("h_" + name + "_var_"
+ symbol_table.getName(lhsit)
int new_param_symb_id = create_aux_param("h_" + name + "_var_" + symbol_table.getName(lhsit)
+ "_lag_" + to_string(i));
pac_aux_param_symb_ids[name].push_back(new_param_symb_id);
subExpr = AddPlus(subExpr,
AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
subExpr
= AddPlus(subExpr, AddTimes(AddVariable(new_param_symb_id), AddVariable(lhsit, -i)));
}
subExpr = AddPlus(subExpr, growth_correction_term);
......@@ -2034,22 +2343,21 @@ DynamicModel::computePacBackwardExpectationSubstitution(const string &name,
}
void
DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const string &name,
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(
const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution)
{
auto create_aux_param = [&](const string &param_name)
{
auto create_aux_param = [&](const string& param_name) {
try
{
return symbol_table.addSymbol(param_name, SymbolType::parameter);
}
catch (SymbolTable::AlreadyDeclaredException)
{
cerr << "ERROR: the variable/parameter '" << param_name << "' conflicts with some auxiliary parameter that will be generated for the '" << name << "' PAC model. Please rename that parameter." << endl;
cerr << "ERROR: the variable/parameter '" << param_name
<< "' conflicts with some auxiliary parameter that will be generated for the '" << name
<< "' PAC model. Please rename that parameter." << endl;
exit(EXIT_FAILURE);
}
};
......@@ -2057,7 +2365,8 @@ DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const stri
expr_t substexpr = Zero;
for (int component_idx {1};
auto &[component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices, original_growth, growth_info] : pac_target_components)
auto& [component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices,
original_growth, growth_info] : pac_target_components)
{
string name_component = name + "_component" + to_string(component_idx);
......@@ -2074,16 +2383,19 @@ DynamicModel::computePacBackwardExpectationSubstitutionWithComponents(const stri
for (int i = 1; i < max_lag + 1; i++)
for (auto lhsit : lhs)
{
int new_param_symb_id = create_aux_param("h_" + name_component + "_var_" + symbol_table.getName(lhsit) + "_lag_" + to_string(i));
int new_param_symb_id
= create_aux_param("h_" + name_component + "_var_" + symbol_table.getName(lhsit)
+ "_lag_" + to_string(i));
h_indices.push_back(new_param_symb_id);
auxdef = AddPlus(auxdef, AddTimes(AddVariable(new_param_symb_id),
AddVariable(lhsit, -i)));
auxdef
= AddPlus(auxdef, AddTimes(AddVariable(new_param_symb_id), AddVariable(lhsit, -i)));
}
// If needed, add the growth neutrality correction for this component
if (growth)
{
growth_neutrality_param = create_aux_param(name_component + "_pac_growth_neutrality_correction");
growth_neutrality_param
= create_aux_param(name_component + "_pac_growth_neutrality_correction");
auxdef = AddPlus(auxdef, AddTimes(growth, AddVariable(growth_neutrality_param)));
}
else
......@@ -2114,7 +2426,8 @@ DynamicModel::substitutePacExpectation(const map<string, expr_t> &pac_expectatio
for (auto& [model_name, substexpr] : pac_expectation_substitution)
{
optional<int> eq {equation_tags.getEqnByTag("name", pac_eq_name.at(model_name))};
auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq.value()]->substitutePacExpectation(model_name, substexpr));
auto substeq = dynamic_cast<BinaryOpNode*>(
equations[eq.value()]->substitutePacExpectation(model_name, substexpr));
assert(substeq);
equations[eq.value()] = substeq;
}
......@@ -2124,12 +2437,14 @@ void
DynamicModel::substitutePacTargetNonstationary(const string& pac_model_name, expr_t substexpr)
{
for (auto& eq : equations)
eq = dynamic_cast<BinaryOpNode *>(eq->substitutePacTargetNonstationary(pac_model_name, substexpr));
eq = dynamic_cast<BinaryOpNode*>(
eq->substitutePacTargetNonstationary(pac_model_name, substexpr));
}
void
DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t &eval_context,
bool no_tmp_terms, bool block, bool use_dll)
DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder,
const eval_context_t& eval_context, bool no_tmp_terms, bool block,
bool use_dll)
{
initializeVariablesAndEquations();
......@@ -2151,15 +2466,16 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
removed once the legacy representation is dropped). */
if (log2(getJacobianColsNbr(false)) * derivsOrder >= numeric_limits<int>::digits)
{
cerr << "ERROR: The derivatives matrix of the " << modelClassName() << " is too large. Please decrease the approximation order." << endl;
cerr << "ERROR: The derivatives matrix of the " << modelClassName()
<< " is too large. Please decrease the approximation order." << endl;
exit(EXIT_FAILURE);
}
// Compute derivatives w.r. to all endogenous, exogenous and exogenous deterministic
set<int> vars;
for (auto& [symb_lag, deriv_id] : deriv_id_table)
if (SymbolType type = symbol_table.getType(symb_lag.first);
type == SymbolType::endogenous || type == SymbolType::exogenous
if (SymbolType type = symbol_table.getType(symb_lag.first); type == SymbolType::endogenous
|| type == SymbolType::exogenous
|| type == SymbolType::exogenousDet)
vars.insert(deriv_id);
......@@ -2174,7 +2490,8 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
if (paramsDerivsOrder > 0)
{
cout << "Computing " << modelClassName() << " derivatives w.r.t. parameters (order " << paramsDerivsOrder << ")." << endl;
cout << "Computing " << modelClassName() << " derivatives w.r.t. parameters (order "
<< paramsDerivsOrder << ")." << endl;
computeParamsDerivatives(paramsDerivsOrder);
}
......@@ -2199,21 +2516,21 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder, const eval_c
cerr << "ERROR: Block decomposition requested but failed." << endl;
exit(EXIT_FAILURE);
}
computeMCPEquationsReordering();
}
void
DynamicModel::computeXrefs()
{
for (int i{0};
auto &equation : equations)
for (int i {0}; auto& equation : equations)
{
ExprNode::EquationInfo ei;
equation->computeXrefs(ei);
xrefs[i++] = ei;
}
for (int i{0};
const auto &[eq, eqinfo] : xrefs)
for (int i {0}; const auto& [eq, eqinfo] : xrefs)
{
computeRevXref(xref_param, eqinfo.param, i);
computeRevXref(xref_endo, eqinfo.endo, i);
......@@ -2224,7 +2541,8 @@ DynamicModel::computeXrefs()
}
void
DynamicModel::computeRevXref(map<pair<int, int>, set<int>> &xrefset, const set<pair<int, int>> &eiref, int eqn)
DynamicModel::computeRevXref(map<pair<int, int>, set<int>>& xrefset,
const set<pair<int, int>>& eiref, int eqn)
{
for (const auto& it : eiref)
{
......@@ -2243,8 +2561,7 @@ DynamicModel::writeXrefs(ostream &output) const
<< "M_.xref1.endo = cell(1, M_.eq_nbr);" << endl
<< "M_.xref1.exo = cell(1, M_.eq_nbr);" << endl
<< "M_.xref1.exo_det = cell(1, M_.eq_nbr);" << endl;
for (int i{1};
const auto &[eq, eqinfo] : xrefs)
for (int i {1}; const auto& [eq, eqinfo] : xrefs)
{
output << "M_.xref1.param{" << i << "} = [ ";
for (const auto& [id, lag] : eqinfo.param)
......@@ -2253,17 +2570,20 @@ DynamicModel::writeXrefs(ostream &output) const
output << "M_.xref1.endo{" << i << "} = [ ";
for (const auto& [id, lag] : eqinfo.endo)
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
<< ");";
output << "];" << endl;
output << "M_.xref1.exo{" << i << "} = [ ";
for (const auto& [id, lag] : eqinfo.exo)
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
<< ");";
output << "];" << endl;
output << "M_.xref1.exo_det{" << i << "} = [ ";
for (const auto& [id, lag] : eqinfo.exo_det)
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag << ");";
output << "struct('id', " << symbol_table.getTypeSpecificID(id) + 1 << ", 'shift', " << lag
<< ");";
output << "];" << endl;
i++;
......@@ -2280,10 +2600,10 @@ DynamicModel::writeXrefs(ostream &output) const
}
void
DynamicModel::writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>> &xrefmap, const string &type) const
DynamicModel::writeRevXrefs(ostream& output, const map<pair<int, int>, set<int>>& xrefmap,
const string& type) const
{
for (int last_tsid{-1};
const auto &[key, eqs] : xrefmap)
for (int last_tsid {-1}; const auto& [key, eqs] : xrefmap)
{
auto& [id, lag] = key;
int tsid = symbol_table.getTypeSpecificID(id) + 1;
......@@ -2302,7 +2622,6 @@ DynamicModel::writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>>
}
}
map<tuple<int, int, int>, DynamicModel::BlockDerivativeType>
DynamicModel::determineBlockDerivativesType(int blk)
{
......@@ -2310,16 +2629,14 @@ DynamicModel::determineBlockDerivativesType(int blk)
int size = blocks[blk].size;
int nb_recursive = blocks[blk].getRecursiveSize();
for (int lag {time_recursive_block_decomposition ? 0 : -blocks[blk].max_endo_lag};
lag <= (time_recursive_block_decomposition ? 0 : blocks[blk].max_endo_lead);
lag++)
lag <= (time_recursive_block_decomposition ? 0 : blocks[blk].max_endo_lead); lag++)
for (int eq = 0; eq < size; eq++)
{
set<pair<int, int>> endos_and_lags;
int eq_orig = getBlockEquationID(blk, eq);
equations[eq_orig]->collectEndogenous(endos_and_lags);
for (int var = 0; var < size; var++)
if (int var_orig = getBlockVariableID(blk, var);
endos_and_lags.contains({ var_orig, lag }))
if (int var_orig = getBlockVariableID(blk, var); endos_and_lags.contains({var_orig, lag}))
{
if (getBlockEquationType(blk, eq) == EquationType::evaluateRenormalized
&& eq < nb_recursive)
......@@ -2360,7 +2677,8 @@ DynamicModel::computeChainRuleJacobian()
map<int, BinaryOpNode*> recursive_vars;
for (int i = 0; i < nb_recursives; i++)
{
int deriv_id = getDerivID(symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0);
int deriv_id = getDerivID(
symbol_table.getID(SymbolType::endogenous, getBlockVariableID(blk, i)), 0);
if (getBlockEquationType(blk, i) == EquationType::evaluateRenormalized)
recursive_vars[deriv_id] = getBlockEquationRenormalizedExpr(blk, i);
else
......@@ -2379,17 +2697,20 @@ DynamicModel::computeChainRuleJacobian()
switch (derivType)
{
case BlockDerivativeType::standard:
if (auto it = derivatives[1].find({ eq_orig, deriv_id });
it != derivatives[1].end())
if (auto it = derivatives[1].find({eq_orig, deriv_id}); it != derivatives[1].end())
d = it->second;
else
d = Zero;
break;
case BlockDerivativeType::chainRule:
d = equations[eq_orig]->getChainRuleDerivative(deriv_id, recursive_vars, non_null_chain_rule_derivatives, chain_rule_deriv_cache);
d = equations[eq_orig]->getChainRuleDerivative(deriv_id, recursive_vars,
non_null_chain_rule_derivatives,
chain_rule_deriv_cache);
break;
case BlockDerivativeType::normalizedChainRule:
d = equation_type_and_normalized_equation[eq_orig].second->getChainRuleDerivative(deriv_id, recursive_vars, non_null_chain_rule_derivatives, chain_rule_deriv_cache);
d = equation_type_and_normalized_equation[eq_orig].second->getChainRuleDerivative(
deriv_id, recursive_vars, non_null_chain_rule_derivatives,
chain_rule_deriv_cache);
break;
}
......@@ -2410,9 +2731,13 @@ DynamicModel::computeChainRuleJacobian()
auto& [eq, var, lag] {indices};
assert(lag >= -1 && lag <= 1 && eq >= nb_recursives);
if (var >= nb_recursives && !(one_boundary && lag != 0))
blocks_jacobian_sparse_column_major_order[blk].try_emplace({eq-nb_recursives, var-nb_recursives+static_cast<int>(!one_boundary)*(lag+1)*mfs_size}, d1);
blocks_jacobian_sparse_column_major_order[blk].try_emplace(
{eq - nb_recursives,
var - nb_recursives + static_cast<int>(!one_boundary) * (lag + 1) * mfs_size},
d1);
}
blocks_jacobian_sparse_colptr[blk] = computeCSCColPtr(blocks_jacobian_sparse_column_major_order[blk], (one_boundary ? 1 : 3)*mfs_size);
blocks_jacobian_sparse_colptr[blk] = computeCSCColPtr(
blocks_jacobian_sparse_column_major_order[blk], (one_boundary ? 1 : 3) * mfs_size);
}
}
}
......@@ -2430,21 +2755,20 @@ DynamicModel::computeBlockDynJacobianCols()
int block_eq {eq2block[eq_orig]};
int var {getTypeSpecificIDByDerivID(deriv_id)};
int lag {getLagByDerivID(deriv_id)};
if (getTypeByDerivID(deriv_id) == SymbolType::endogenous
&& block_eq == endo2block[var])
if (getTypeByDerivID(deriv_id) == SymbolType::endogenous && block_eq == endo2block[var])
dynamic_endo[block_eq].emplace(lag, getBlockInitialVariableID(block_eq, var));
}
// Compute Jacobian column indices
blocks_jacob_cols_endo.resize(nb_blocks);
for (size_t blk {0}; blk < nb_blocks; blk++)
for (int index{0};
auto [lag, var] : dynamic_endo[blk])
for (int index {0}; auto [lag, var] : dynamic_endo[blk])
blocks_jacob_cols_endo[blk][{var, lag}] = index++;
}
void
DynamicModel::writeDynamicFile(const string &basename, bool use_dll, const string &mexext, const filesystem::path &matlabroot, bool julia) const
DynamicModel::writeDynamicFile(const string& basename, bool use_dll, const string& mexext,
const filesystem::path& matlabroot, bool julia) const
{
filesystem::path model_dir {basename};
model_dir /= "model";
......@@ -2497,10 +2821,13 @@ DynamicModel::writeDynamicFile(const string &basename, bool use_dll, const strin
writeSetAuxiliaryVariablesFile<true>(basename, julia);
// Support for model debugging
if (!julia)
{
writeComplementarityConditionsFile<true>(basename);
// Support for model debugging
writeDebugModelMFiles<true>(basename);
}
}
void
DynamicModel::clearEquations()
......@@ -2508,6 +2835,7 @@ DynamicModel::clearEquations()
equations.clear();
equations_lineno.clear();
equation_tags.clear();
complementarity_conditions.clear();
}
void
......@@ -2515,14 +2843,26 @@ DynamicModel::replaceMyEquations(DynamicModel &dynamic_model) const
{
dynamic_model.clearEquations();
auto clone_if_not_null = [&](expr_t e) { return e ? e->clone(dynamic_model) : nullptr; };
for (size_t i = 0; i < equations.size(); i++)
dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i]);
{
optional<tuple<int, expr_t, expr_t>> cc_clone;
if (complementarity_conditions[i])
{
auto& [symb_id, lower_bound, upper_bound] = *complementarity_conditions[i];
cc_clone = {symb_id, clone_if_not_null(lower_bound), clone_if_not_null(upper_bound)};
}
dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i],
move(cc_clone));
}
dynamic_model.equation_tags = equation_tags;
}
int
DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
DynamicModel::computeRamseyPolicyFOCs(const StaticModel& planner_objective,
map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints)
{
cout << "Ramsey Problem: added " << equations.size() << " multipliers." << endl;
......@@ -2536,8 +2876,8 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
}
// Add Planner Objective to equations so that it appears in Lagrangian
assert(static_model.equations.size() == 1);
addEquation(static_model.equations[0]->clone(*this), nullopt);
assert(planner_objective.equations.size() == 1);
addEquation(planner_objective.equations[0]->clone(*this), nullopt);
// Get max endo lead and max endo lag
set<pair<int, int>> dynvars;
......@@ -2573,13 +2913,16 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
else
dfpower = AddMinus(Zero, AddNonNegativeConstant(lagstream.str()));
lagrangian = AddPlus(AddTimes(AddPower(discount_factor_node, dfpower),
equations[i]->getNonZeroPartofEquation()->decreaseLeadsLags(lag)), lagrangian);
lagrangian
= AddPlus(AddTimes(AddPower(discount_factor_node, dfpower),
equations[i]->getNonZeroPartofEquation()->decreaseLeadsLags(lag)),
lagrangian);
}
// Save line numbers and tags, see below
// Save line numbers, tags and complementarity conditions, see below
auto old_equations_lineno = equations_lineno;
auto old_equation_tags = equation_tags;
auto old_complementarity_conditions = complementarity_conditions;
// Prepare derivation of the Lagrangian
clearEquations();
......@@ -2596,24 +2939,37 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
vector<expr_t> neweqs;
vector<optional<int>> neweqs_lineno;
map<int, map<string, string>> neweqs_tags;
map<int, optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
int orig_endo_nbr {0};
for (auto& [symb_id_and_lag, deriv_id] : deriv_id_table)
{
auto& [symb_id, lag] = symb_id_and_lag;
if (symbol_table.getType(symb_id) == SymbolType::endogenous && lag == 0)
{
neweqs.push_back(AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(deriv_id), Zero));
if (optional<int> i = symbol_table.getEquationNumberForMultiplier(symb_id);
i)
neweqs.push_back(
AddEqual(equations[0]->getNonZeroPartofEquation()->getDerivative(deriv_id), Zero));
if (optional<int> i = symbol_table.getEquationNumberForMultiplier(symb_id); i)
{
// This is a derivative w.r.t. a Lagrange multiplier
neweqs_lineno.push_back(old_equations_lineno[*i]);
neweqs_tags[neweqs.size()-1] = old_equation_tags.getTagsByEqn(*i);
neweqs_tags.emplace(neweqs.size() - 1, old_equation_tags.getTagsByEqn(*i));
new_complementarity_conditions.emplace(neweqs.size() - 1,
old_complementarity_conditions.at(*i));
}
else
{
orig_endo_nbr++;
neweqs_lineno.push_back(nullopt);
neweqs_lineno.emplace_back(nullopt);
if (string eqname {"Ramsey FOC w.r.t. "s + symbol_table.getName(symb_id)};
!equation_tags.exists("name", eqname))
neweqs_tags.emplace(neweqs.size() - 1, map<string, string> {{"name", eqname}});
if (cloned_ramsey_constraints.contains(symb_id))
{
auto& [lower_bound, upper_bound] = cloned_ramsey_constraints.at(symb_id);
new_complementarity_conditions.emplace(neweqs.size() - 1,
tuple {symb_id, lower_bound, upper_bound});
}
}
}
}
......@@ -2621,7 +2977,7 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel &static_model)
// Overwrite equations with the Lagrangian derivatives
clearEquations();
for (size_t i = 0; i < neweqs.size(); i++)
addEquation(neweqs[i], neweqs_lineno[i], neweqs_tags[i]);
addEquation(neweqs[i], neweqs_lineno[i], new_complementarity_conditions[i], neweqs_tags[i]);
return orig_endo_nbr;
}
......@@ -2653,14 +3009,15 @@ DynamicModel::expandEqTags()
if (!existing_tags.contains(eq))
{
if (auto lhs_expr = dynamic_cast<VariableNode*>(equations[eq]->arg1);
lhs_expr
&& !equation_tags.exists("name", symbol_table.getName(lhs_expr->symb_id)))
equation_tags.add(eq, "name", symbol_table.getName(lhs_expr->symb_id));
lhs_expr && !equation_tags.exists("name", lhs_expr->getName()))
equation_tags.add(eq, "name", lhs_expr->getName());
else if (!equation_tags.exists("name", to_string(eq + 1)))
equation_tags.add(eq, "name", to_string(eq + 1));
else
{
cerr << "Error creating default equation tag: cannot assign default tag to equation number " << eq+1 << " because it is already in use" << endl;
cerr << "Error creating default equation tag: cannot assign default tag to equation "
"number "
<< eq + 1 << " because it is already in use" << endl;
exit(EXIT_FAILURE);
}
}
......@@ -2675,9 +3032,7 @@ DynamicModel::findUnusedEndogenous()
for (auto& equation : static_only_equations)
equation->collectVariables(SymbolType::endogenous, usedEndo);
set<int> allEndo = symbol_table.getEndogenous();
set_difference(allEndo.begin(), allEndo.end(),
usedEndo.begin(), usedEndo.end(),
inserter(unusedEndo, unusedEndo.begin()));
ranges::set_difference(allEndo, usedEndo, inserter(unusedEndo, unusedEndo.begin()));
return unusedEndo;
}
......@@ -2691,12 +3046,8 @@ DynamicModel::findUnusedExogenous()
equation->collectVariables(SymbolType::exogenous, usedExo);
set<int> observedExo = symbol_table.getObservedExogenous();
set<int> allExo = symbol_table.getExogenous();
set_difference(allExo.begin(), allExo.end(),
observedExo.begin(), observedExo.end(),
inserter(unobservedExo, unobservedExo.begin()));
set_difference(unobservedExo.begin(), unobservedExo.end(),
usedExo.begin(), usedExo.end(),
inserter(unusedExo, unusedExo.begin()));
ranges::set_difference(allExo, observedExo, inserter(unobservedExo, unobservedExo.begin()));
ranges::set_difference(unobservedExo, usedExo, inserter(unusedExo, unusedExo.begin()));
return unusedExo;
}
......@@ -2711,8 +3062,8 @@ DynamicModel::setLeadsLagsOrig()
equation->collectDynamicVariables(SymbolType::exogenous, dynvars);
equation->collectDynamicVariables(SymbolType::exogenousDet, dynvars);
max_lag_with_diffs_expanded_orig = max(equation->maxLagWithDiffsExpanded(),
max_lag_with_diffs_expanded_orig);
max_lag_with_diffs_expanded_orig
= max(equation->maxLagWithDiffsExpanded(), max_lag_with_diffs_expanded_orig);
}
for (const auto& [symb_id, lag] : dynvars)
......@@ -2831,8 +3182,7 @@ DynamicModel::getTypeSpecificIDByDerivID(int deriv_id) const
int
DynamicModel::getDerivID(int symb_id, int lag) const noexcept(false)
{
if (auto it = deriv_id_table.find({ symb_id, lag });
it == deriv_id_table.end())
if (auto it = deriv_id_table.find({symb_id, lag}); it == deriv_id_table.end())
throw UnknownDerivIDException();
else
return it->second;
......@@ -2849,7 +3199,8 @@ DynamicModel::addAllParamDerivId(set<int> &deriv_id_set)
void
DynamicModel::computeDynJacobianCols()
{
// Sort the dynamic endogenous variables by lexicographic order over (lag, type_specific_symbol_id)
// Sort the dynamic endogenous variables by lexicographic order over (lag,
// type_specific_symbol_id)
map<pair<int, int>, int> ordered_dyn_endo;
for (const auto& [symb_lag, deriv_id] : deriv_id_table)
if (const auto& [symb_id, lag] = symb_lag;
......@@ -2857,8 +3208,7 @@ DynamicModel::computeDynJacobianCols()
ordered_dyn_endo[{lag, symbol_table.getTypeSpecificID(symb_id)}] = deriv_id;
// Fill the dynamic jacobian columns for endogenous (legacy representation)
for (int sorted_id{0};
const auto &[ignore, deriv_id] : ordered_dyn_endo)
for (int sorted_id {0}; const auto& [ignore, deriv_id] : ordered_dyn_endo)
dyn_jacobian_cols_table[deriv_id] = sorted_id++;
/* Fill the dynamic columns for exogenous and exogenous deterministic (legacy
......@@ -2867,8 +3217,7 @@ DynamicModel::computeDynJacobianCols()
{
int symb_id {symb_lag.first};
int tsid {symbol_table.getTypeSpecificID(symb_id)}; // At this point, there is no trend_var
if (SymbolType type{symbol_table.getType(symb_id)};
type == SymbolType::exogenous)
if (SymbolType type {symbol_table.getType(symb_id)}; type == SymbolType::exogenous)
dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + tsid;
else if (type == SymbolType::exogenousDet)
dyn_jacobian_cols_table[deriv_id] = ordered_dyn_endo.size() + symbol_table.exo_nbr() + tsid;
......@@ -2876,7 +3225,8 @@ DynamicModel::computeDynJacobianCols()
/* NB: the following could differ from dyn_jacobian_cols_table.size() if
there are unused exogenous (and “nostrict” option is given) */
dyn_jacobian_ncols = ordered_dyn_endo.size() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
dyn_jacobian_ncols
= ordered_dyn_endo.size() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr();
}
void
......@@ -2888,8 +3238,7 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
|| symbol_table.getType(symb_id1) == SymbolType::logTrend)
for (int eq = 0; eq < static_cast<int>(equations.size()); eq++)
{
expr_t homogeneq = AddMinus(equations[eq]->arg1,
equations[eq]->arg2);
expr_t homogeneq = AddMinus(equations[eq]->arg1, equations[eq]->arg2);
// Do not run the test if the term inside the log is zero
if (fabs(homogeneq->eval(eval_context)) > zero_band)
......@@ -2900,16 +3249,22 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
if (auto& [symb_id2, lag2] = symb_lag2;
symbol_table.getType(symb_id2) == SymbolType::endogenous)
{
double nearZero = testeq->getDerivative(deriv_id2)->eval(eval_context); // eval d F / d Trend d Endog
double nearZero = testeq->getDerivative(deriv_id2)->eval(
eval_context); // eval d F / d Trend d Endog
if (fabs(nearZero) > balanced_growth_test_tol)
{
cerr << "ERROR: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1;
cerr << "ERROR: trends not compatible with balanced growth path; the "
"second-order cross partial of equation "
<< eq + 1;
if (equations_lineno[eq])
cerr << " (line " << *equations_lineno[eq] << ") ";
cerr << "w.r.t. trend variable "
<< symbol_table.getName(symb_id1) << " and endogenous variable "
<< symbol_table.getName(symb_id2) << " is not null (abs. value = "
<< fabs(nearZero) << "). If you are confident that your trends are correctly specified, you can raise the value of option 'balanced_growth_test_tol' in the 'model' block." << endl;
cerr << "w.r.t. trend variable " << symbol_table.getName(symb_id1)
<< " and endogenous variable " << symbol_table.getName(symb_id2)
<< " is not null (abs. value = " << fabs(nearZero)
<< "). If you are confident that your trends are correctly specified, "
"you can raise the value of option 'balanced_growth_test_tol' in "
"the 'model' block."
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -2920,13 +3275,15 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
void
DynamicModel::writeLatexFile(const string& basename, bool write_equation_tags) const
{
writeLatexModelFile(basename, "dynamic", ExprNodeOutputType::latexDynamicModel, write_equation_tags);
writeLatexModelFile(basename, "dynamic", ExprNodeOutputType::latexDynamicModel,
write_equation_tags);
}
void
DynamicModel::writeLatexOriginalFile(const string& basename, bool write_equation_tags) const
{
writeLatexModelFile(basename, "original", ExprNodeOutputType::latexDynamicModel, write_equation_tags);
writeLatexModelFile(basename, "original", ExprNodeOutputType::latexDynamicModel,
write_equation_tags);
}
void
......@@ -2954,7 +3311,8 @@ DynamicModel::substituteExoLag(bool deterministic_model)
}
void
DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset)
DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_model,
const vector<string>& subset)
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode*> neweqs;
......@@ -2999,7 +3357,8 @@ DynamicModel::substituteLeadLagInternal(AuxVarType type, bool deterministic_mode
switch (type)
{
case AuxVarType::endoLead:
subst = equation->substituteEndoLeadGreaterThanTwo(subst_table, neweqs, deterministic_model);
subst = equation->substituteEndoLeadGreaterThanTwo(subst_table, neweqs,
deterministic_model);
break;
case AuxVarType::endoLag:
subst = equation->substituteEndoLagGreaterThanTwo(subst_table, neweqs);
......@@ -3115,8 +3474,7 @@ set<int>
DynamicModel::findPacExpectationEquationNumbers() const
{
set<int> eqnumbers;
for (int i{0};
auto &equation : equations)
for (int i {0}; auto& equation : equations)
{
if (equation->containsPacExpectation())
eqnumbers.insert(i);
......@@ -3126,15 +3484,17 @@ DynamicModel::findPacExpectationEquationNumbers() const
}
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
DynamicModel::substituteUnaryOps(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
DynamicModel::substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table)
{
vector<int> eqnumbers(equations.size());
iota(eqnumbers.begin(), eqnumbers.end(), 0);
return substituteUnaryOps({ eqnumbers.begin(), eqnumbers.end() }, var_expectation_model_table, pac_model_table);
auto v = views::iota(0, static_cast<int>(equations.size()));
return substituteUnaryOps({v.begin(), v.end()}, var_expectation_model_table, pac_model_table);
}
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
DynamicModel::substituteUnaryOps(const set<int>& eqnumbers,
VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table)
{
lag_equivalence_table_t nodes;
ExprNode::subst_table_t subst_table;
......@@ -3153,13 +3513,14 @@ DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelT
// Substitute in model local variables
vector<BinaryOpNode*> neweqs;
for (int mlv : used_local_vars)
local_variables_table[mlv] = local_variables_table[mlv]->substituteUnaryOpNodes(nodes, subst_table, neweqs);
local_variables_table[mlv]
= local_variables_table[mlv]->substituteUnaryOpNodes(nodes, subst_table, neweqs);
// Substitute in equations
for (int eq : eqnumbers)
{
auto substeq = dynamic_cast<BinaryOpNode *>(equations[eq]->
substituteUnaryOpNodes(nodes, subst_table, neweqs));
auto substeq = dynamic_cast<BinaryOpNode*>(
equations[eq]->substituteUnaryOpNodes(nodes, subst_table, neweqs));
assert(substeq);
equations[eq] = substeq;
}
......@@ -3177,13 +3538,15 @@ DynamicModel::substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelT
}
if (subst_table.size() > 0)
cout << "Substitution of Unary Ops: added " << neweqs.size() << " auxiliary variables and equations." << endl;
cout << "Substitution of Unary Ops: added " << neweqs.size()
<< " auxiliary variables and equations." << endl;
return {nodes, subst_table};
}
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table)
DynamicModel::substituteDiff(VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table)
{
/* Note: at this point, we know that there is no diff operator with a lead,
because they have been expanded by DataTree::AddDiff().
......@@ -3215,8 +3578,8 @@ DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_tab
// Substitute in equations
for (auto& equation : equations)
{
auto substeq = dynamic_cast<BinaryOpNode *>(equation->
substituteDiff(diff_nodes, diff_subst_table, neweqs));
auto substeq = dynamic_cast<BinaryOpNode*>(
equation->substituteDiff(diff_nodes, diff_subst_table, neweqs));
assert(substeq);
equation = substeq;
}
......@@ -3232,7 +3595,8 @@ DynamicModel::substituteDiff(VarExpectationModelTable &var_expectation_model_tab
}
if (diff_subst_table.size() > 0)
cout << "Substitution of Diff operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
cout << "Substitution of Diff operator: added " << neweqs.size()
<< " auxiliary variables and equations." << endl;
return {diff_nodes, diff_subst_table};
}
......@@ -3250,7 +3614,8 @@ DynamicModel::substituteExpectation(bool partial_information_model)
// Substitute in equations
for (auto& equation : equations)
{
equation = dynamic_cast<BinaryOpNode *>(equation->substituteExpectation(subst_table, neweqs, partial_information_model));
equation = dynamic_cast<BinaryOpNode*>(
equation->substituteExpectation(subst_table, neweqs, partial_information_model));
assert(equation);
}
......@@ -3267,9 +3632,11 @@ DynamicModel::substituteExpectation(bool partial_information_model)
if (subst_table.size() > 0)
{
if (partial_information_model)
cout << "Substitution of Expectation operator: added " << subst_table.size() << " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
cout << "Substitution of Expectation operator: added " << subst_table.size()
<< " auxiliary variables and " << neweqs.size() << " auxiliary equations." << endl;
else
cout << "Substitution of Expectation operator: added " << neweqs.size() << " auxiliary variables and equations." << endl;
cout << "Substitution of Expectation operator: added " << neweqs.size()
<< " auxiliary variables and equations." << endl;
}
}
......@@ -3300,10 +3667,12 @@ DynamicModel::substituteLogTransform()
definition = definition->substituteLogTransform(symb_id, aux_symb_id);
for (auto& equation : equations)
equation = dynamic_cast<BinaryOpNode *>(equation->substituteLogTransform(symb_id, aux_symb_id));
equation
= dynamic_cast<BinaryOpNode*>(equation->substituteLogTransform(symb_id, aux_symb_id));
for (auto& equation : static_only_equations)
equation = dynamic_cast<BinaryOpNode *>(equation->substituteLogTransform(symb_id, aux_symb_id));
equation
= dynamic_cast<BinaryOpNode*>(equation->substituteLogTransform(symb_id, aux_symb_id));
/*
We add the following new equations:
......@@ -3319,8 +3688,37 @@ DynamicModel::substituteLogTransform()
block of type “evaluate”, or maybe even the epilogue)
*/
addAuxEquation(AddEqual(AddVariable(aux_symb_id), aux_def));
addEquation(AddEqual(AddVariable(symb_id), AddExp(AddVariable(aux_symb_id))),
nullopt, {});
addEquation(AddEqual(AddVariable(symb_id), AddExp(AddVariable(aux_symb_id))), nullopt, {});
}
}
void
DynamicModel::substituteAggregationOperators()
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode*> neweqs;
for (auto& [symb_id, expr] : local_variables_table)
expr = expr->substituteAggregationOperators(subst_table, neweqs);
for (auto& equation : equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->substituteAggregationOperators(subst_table, neweqs));
assert(equation);
}
for (auto& equation : static_only_equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->substituteAggregationOperators(subst_table, neweqs));
assert(equation);
}
for (auto neweq : neweqs)
{
addEquation(neweq, nullopt);
addAuxEquation(neweq);
}
}
......@@ -3334,12 +3732,11 @@ DynamicModel::checkNoWithLogTransform(const set<int> &eqnumbers)
const set<int>& with_log_transform = symbol_table.getVariablesWithLogTransform();
vector<int> intersect;
set_intersection(endos.begin(), endos.end(),
with_log_transform.begin(), with_log_transform.end(),
back_inserter(intersect));
ranges::set_intersection(endos, with_log_transform, back_inserter(intersect));
if (!intersect.empty())
{
cerr << "ERROR: the following variables are declared with var(log) and therefore cannot appear in a VAR/TCM/PAC equation: ";
cerr << "ERROR: the following variables are declared with var(log) and therefore cannot "
"appear in a VAR/TCM/PAC equation: ";
for (int symb_id : intersect)
cerr << symbol_table.getName(symb_id) << " ";
cerr << endl;
......@@ -3351,17 +3748,18 @@ void
DynamicModel::detrendEquations()
{
// We go backwards in the list of trend_vars, to deal correctly with I(2) processes
for (auto it = nonstationary_symbols_map.crbegin();
it != nonstationary_symbols_map.crend(); ++it)
for (const auto& [symb_id, deflator] : std::ranges::reverse_view(nonstationary_symbols_map))
{
for (auto& equation : equations)
{
equation = dynamic_cast<BinaryOpNode *>(equation->detrend(it->first, it->second.first, it->second.second));
equation = dynamic_cast<BinaryOpNode*>(
equation->detrend(symb_id, deflator.first, deflator.second));
assert(equation);
}
for (auto& equation : static_only_equations)
{
equation = dynamic_cast<BinaryOpNode *>(equation->detrend(it->first, it->second.first, it->second.second));
equation = dynamic_cast<BinaryOpNode*>(
equation->detrend(symb_id, deflator.first, deflator.second));
assert(equation);
}
}
......@@ -3439,14 +3837,17 @@ DynamicModel::fillEvalContext(eval_context_t &eval_context) const
}
void
DynamicModel::addStaticOnlyEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags)
DynamicModel::addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
optional<tuple<int, expr_t, expr_t>> complementarity_condition,
map<string, string> eq_tags)
{
auto beq = dynamic_cast<BinaryOpNode*>(eq);
assert(beq && beq->op_code == BinaryOpcode::equal);
static_only_equations_equation_tags.add(static_only_equations.size(), move(eq_tags));
static_only_equations.push_back(beq);
static_only_equations_lineno.push_back(move(lineno));
static_only_equations_lineno.push_back(lineno);
static_only_complementarity_conditions.push_back(move(complementarity_condition));
}
size_t
......@@ -3462,22 +3863,26 @@ DynamicModel::dynamicOnlyEquationsNbr() const
}
void
DynamicModel::addOccbinEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags, const vector<string> &regimes_bind, const vector<string> &regimes_relax)
DynamicModel::addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
const vector<string>& constraints_bind,
const vector<string>& constraints_relax)
{
auto beq = dynamic_cast<BinaryOpNode*>(eq);
assert(beq && beq->op_code == BinaryOpcode::equal);
occbin_regime_trackers[eq_tags.at("name")].addRegime(constraints_bind, constraints_relax);
// Construct the term to be added to the corresponding equation
expr_t basic_term = AddMinus(beq->arg1, beq->arg2);
expr_t term = basic_term;
for (auto &regime : regimes_bind)
for (auto& constraint : constraints_bind)
{
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
term = AddTimes(term, AddVariable(param_id));
}
for (auto &regime : regimes_relax)
for (auto& constraint : constraints_relax)
{
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
term = AddTimes(term, AddMinus(One, AddVariable(param_id)));
}
......@@ -3496,27 +3901,29 @@ DynamicModel::addOccbinEquation(expr_t eq, optional<int> lineno, map<string, str
{
auto eq_tags_dynamic = eq_tags;
eq_tags_dynamic["dynamic"] = "";
addEquation(AddEqual(term, Zero), lineno, eq_tags_dynamic);
addEquation(AddEqual(term, Zero), lineno, nullopt, eq_tags_dynamic);
}
// Create or update the static equation (corresponding to the pure relax regime)
if (regimes_bind.empty())
if (constraints_bind.empty())
{
/* Similar remark as above. We could have entirely skipped this
equation updating, since normally there is only one such clause,
but the following adds a (somewhat bizarre) support for equation
snippets without “bind” nor “relax” */
optional<int> eqn_static { static_only_equations_equation_tags.getEqnByTag("name", eq_tags.at("name")) };
optional<int> eqn_static {
static_only_equations_equation_tags.getEqnByTag("name", eq_tags.at("name"))};
if (eqn_static)
{
BinaryOpNode* orig_eq {static_only_equations[*eqn_static]};
static_only_equations[*eqn_static] = AddEqual(AddPlus(AddMinus(orig_eq->arg1, orig_eq->arg2), basic_term), Zero);
static_only_equations[*eqn_static]
= AddEqual(AddPlus(AddMinus(orig_eq->arg1, orig_eq->arg2), basic_term), Zero);
// It’s unclear how to update lineno and tags, so don’t do it
}
else
{
eq_tags["static"] = "";
addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, move(eq_tags));
addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, nullopt, move(eq_tags));
}
}
}
......@@ -3534,9 +3941,8 @@ DynamicModel::isChecksumMatching(const string &basename) const
deriv_node_temp_terms_t tef_terms;
temporary_terms_t temp_term_union;
writeTemporaryTerms<buffer_type>(temporary_terms_derivatives[0],
temp_term_union, temporary_terms_idxs,
buffer, tef_terms);
writeTemporaryTerms<buffer_type>(temporary_terms_derivatives[0], temp_term_union,
temporary_terms_idxs, buffer, tef_terms);
writeModelEquations<buffer_type>(buffer, temp_term_union);
......@@ -3585,8 +3991,7 @@ DynamicModel::writeJsonOutput(ostream &output) const
output << ", ";
writeJsonVariableMapping(output);
output << R"(, "dynamic_tmp_nbr": [)";
for (bool printed_something {false};
const auto &tts : temporary_terms_derivatives)
for (bool printed_something {false}; const auto& tts : temporary_terms_derivatives)
{
if (exchange(printed_something, true))
output << ", ";
......@@ -3623,16 +4028,13 @@ void
DynamicModel::writeJsonVariableMapping(ostream& output) const
{
output << R"("variable_mapping":[)" << endl;
for (bool printed_something{false};
const auto &[var, eqs] : variableMapping)
for (bool printed_something {false}; const auto& [var, eqs] : variableMapping)
{
if (exchange(printed_something, true))
output << ", ";
output << R"({"name": ")" << symbol_table.getName(var) << R"(", "equations":[)";
for (bool printed_something2{false};
int it2 : eqs)
if (auto tmp = equation_tags.getTagValueByEqnAndKey(it2, "name");
tmp)
for (bool printed_something2 {false}; int it2 : eqs)
if (auto tmp = equation_tags.getTagValueByEqnAndKey(it2, "name"); tmp)
{
if (exchange(printed_something2, true))
output << ", ";
......@@ -3644,18 +4046,16 @@ DynamicModel::writeJsonVariableMapping(ostream &output) const
}
void
DynamicModel::writeJsonXrefsHelper(ostream &output, const map<pair<int, int>, set<int>> &xrefmap) const
DynamicModel::writeJsonXrefsHelper(ostream& output,
const map<pair<int, int>, set<int>>& xrefmap) const
{
for (bool printed_something{false};
const auto &[symb_lag, eqs] : xrefmap)
for (bool printed_something {false}; const auto& [symb_lag, eqs] : xrefmap)
{
if (exchange(printed_something, true))
output << ", ";
output << R"({"name": ")" << symbol_table.getName(symb_lag.first) << R"(")"
<< R"(, "shift": )" << symb_lag.second
<< R"(, "equations": [)";
for (bool printed_something2{false};
int eq : eqs)
<< R"(, "shift": )" << symb_lag.second << R"(, "equations": [)";
for (bool printed_something2 {false}; int eq : eqs)
{
if (exchange(printed_something2, true))
output << ", ";
......@@ -3697,19 +4097,13 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
output << R"("model_info": {)"
<< R"("lead_lag_incidence": [)";
// Loop on endogenous variables
int nstatic = 0,
nfwrd = 0,
npred = 0,
nboth = 0;
int nstatic = 0, nfwrd = 0, npred = 0, nboth = 0;
for (int endoID = 0; endoID < symbol_table.endo_nbr(); endoID++)
{
if (endoID != 0)
output << ",";
output << "[";
int sstatic = 1,
sfwrd = 0,
spred = 0,
sboth = 0;
int sstatic = 1, sfwrd = 0, spred = 0, sboth = 0;
// Loop on periods
for (int lag = -max_endo_lag; lag <= max_endo_lead; lag++)
{
......@@ -3774,8 +4168,8 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
<< R"("orig_maximum_exo_det_lead": )" << max_exo_det_lead_orig << "," << endl
<< R"("orig_maximum_lag": )" << max_lag_orig << "," << endl
<< R"("orig_maximum_lead": )" << max_lead_orig << "," << endl
<< R"("orig_maximum_lag_with_diffs_expanded": )" << max_lag_with_diffs_expanded_orig
<< "," <<endl
<< R"("orig_maximum_lag_with_diffs_expanded": )" << max_lag_with_diffs_expanded_orig << ","
<< endl
<< R"("NNZDerivatives": [)";
for (int i = 1; i < static_cast<int>(NNZDerivatives.size()); i++)
{
......@@ -3783,8 +4177,7 @@ DynamicModel::writeJsonDynamicModelInfo(ostream &output) const
if (i < static_cast<int>(NNZDerivatives.size()) - 1)
output << ", ";
}
output << "]}"
<< endl;
output << "]}" << endl;
}
void
......@@ -3808,22 +4201,16 @@ DynamicModel::writeJsonParamsDerivatives(ostream &output, bool writeDetails) con
if (!params_derivatives.size())
return;
auto [mlv_output, tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
{ writeJsonParamsDerivativesHelper<true>(writeDetails) };
auto [mlv_output, tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output,
g3p_output] {writeJsonParamsDerivativesHelper<true>(writeDetails)};
if (writeDetails)
output << R"("dynamic_model_params_derivative": {)";
else
output << R"("dynamic_model_params_derivatives_simple": {)";
output << mlv_output.str()
<< ", " << tt_output.str()
<< ", " << rp_output.str()
<< ", " << gp_output.str()
<< ", " << rpp_output.str()
<< ", " << gpp_output.str()
<< ", " << hp_output.str()
<< ", " << g3p_output.str()
<< "}";
output << mlv_output.str() << ", " << tt_output.str() << ", " << rp_output.str() << ", "
<< gp_output.str() << ", " << rpp_output.str() << ", " << gpp_output.str() << ", "
<< hp_output.str() << ", " << g3p_output.str() << "}";
}
void
......@@ -3839,7 +4226,8 @@ DynamicModel::checkNoRemainingPacExpectation() const
for (size_t eq = 0; eq < equations.size(); eq++)
if (equations[eq]->containsPacExpectation())
{
cerr << "ERROR: in equation " << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq+1))
cerr << "ERROR: in equation "
<< equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq + 1))
<< ", the pac_expectation operator references an unknown pac_model" << endl;
exit(EXIT_FAILURE);
}
......@@ -3850,8 +4238,8 @@ DynamicModel::simplifyEquations()
{
size_t last_subst_table_size = 0;
map<VariableNode*, NumConstNode*> subst_table;
// Equations with “mcp” tag are excluded, see dynare#1697
findConstantEquationsWithoutMcpTag(subst_table);
// Equations with a complementarity condition are excluded, see dynare#1697
findConstantEquationsWithoutComplementarityCondition(subst_table);
while (subst_table.size() != last_subst_table_size)
{
last_subst_table_size = subst_table.size();
......@@ -3862,7 +4250,7 @@ DynamicModel::simplifyEquations()
for (auto& equation : static_only_equations)
equation = dynamic_cast<BinaryOpNode*>(equation->replaceVarsInEquation(subst_table));
subst_table.clear();
findConstantEquationsWithoutMcpTag(subst_table);
findConstantEquationsWithoutComplementarityCondition(subst_table);
}
}
......@@ -3872,8 +4260,11 @@ DynamicModel::checkNoRemainingPacTargetNonstationary() const
for (size_t eq = 0; eq < equations.size(); eq++)
if (equations[eq]->containsPacTargetNonstationary())
{
cerr << "ERROR: in equation " << equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq+1))
<< ", the pac_target_nonstationary operator does not match a corresponding 'pac_target_info' block" << endl;
cerr << "ERROR: in equation "
<< equation_tags.getTagValueByEqnAndKey(eq, "name").value_or(to_string(eq + 1))
<< ", the pac_target_nonstationary operator does not match a corresponding "
"'pac_target_info' block"
<< endl;
exit(EXIT_FAILURE);
}
}
......@@ -3883,16 +4274,161 @@ DynamicModel::checkIsLinear() const
{
if (!nonzero_hessian_eqs.empty())
{
cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero." << endl
cerr << "ERROR: If the model is declared linear the second derivatives must be equal to zero."
<< endl
<< " The following equations have non-zero second derivatives:" << endl;
for (auto it : nonzero_hessian_eqs)
{
cerr << " * Eq # " << it + 1;
if (optional<string> eqname { equation_tags.getTagValueByEqnAndKey(it, "name") };
eqname)
if (optional<string> eqname {equation_tags.getTagValueByEqnAndKey(it, "name")}; eqname)
cerr << " [" << *eqname << "]";
cerr << endl;
}
exit(EXIT_FAILURE);
}
}
void
DynamicModel::checkOccbinRegimes() const
{
for (const auto& [eq_name, tracker] : occbin_regime_trackers)
{
try
{
tracker.checkAllRegimesPresent();
}
catch (OccbinRegimeTracker::MissingRegimeException& e)
{
cerr << "ERROR: for equation '" << eq_name << "', the regime corresponding to ";
if (!e.constraints_bind.empty())
{
cerr << "bind='";
for (bool first_printed {false}; const auto& r : e.constraints_bind)
{
if (exchange(first_printed, true))
cerr << ",";
cerr << r;
}
}
if (!e.constraints_bind.empty() && !e.constraints_relax.empty())
cerr << "' and ";
if (!e.constraints_relax.empty())
{
cerr << "relax='";
for (bool first_printed {false}; const auto& r : e.constraints_relax)
{
if (exchange(first_printed, true))
cerr << ",";
cerr << r;
}
}
cerr << "' is not defined" << endl;
exit(EXIT_FAILURE);
}
}
}
void
DynamicModel::OccbinRegimeTracker::addRegime(const vector<string>& constraints_bind,
const vector<string>& constraints_relax)
{
// Check that no constraint appears in both bind and relax
set constraints_bind_sorted(constraints_bind.begin(), constraints_bind.end()),
constraints_relax_sorted(constraints_relax.begin(), constraints_relax.end());
vector<string> constraints_intersect;
ranges::set_intersection(constraints_bind_sorted, constraints_relax_sorted,
back_inserter(constraints_intersect));
if (!constraints_intersect.empty())
throw ConstraintInBothBindAndRelaxException {constraints_intersect.front()};
// If a constraint has never been mentioned before, add it to the list and adapt the regimes
vector<string> constraints_union;
ranges::set_union(constraints_bind_sorted, constraints_relax_sorted,
back_inserter(constraints_union));
for (const auto& c : constraints_union)
if (ranges::find(constraints, c) == constraints.end())
{
constraints.push_back(c);
auto regimes_copy = regimes_present;
regimes_present.clear();
for (const auto& r : regimes_copy)
{
auto r0 = r, r1 = r;
r0.push_back(false);
r1.push_back(true);
regimes_present.insert(r0);
regimes_present.insert(r1);
}
}
// Create the bit vector(s) corresponding to the function arguments
vector<bool> new_regime_template(constraints.size(), false);
for (const auto& c : constraints_bind)
{
int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
new_regime_template[i] = true;
}
set<vector<bool>> new_regimes {new_regime_template};
set all_constraints_sorted(constraints.begin(), constraints.end());
vector<string> constraints_not_mentioned;
ranges::set_difference(all_constraints_sorted, constraints_union,
back_inserter(constraints_not_mentioned));
for (const auto& c : constraints_not_mentioned)
{
int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
auto new_regimes_copy = new_regimes;
for (const auto& r : new_regimes_copy)
{
auto r2 = r;
r2[i] = true;
new_regimes.insert(move(r2));
}
}
// Add the new bit vector(s)
for (const auto& r : new_regimes)
{
auto [it, success] = regimes_present.insert(r);
if (!success)
{
auto [constraints_bind_duplicate, constraints_relax_duplicate]
= convertBitVectorToRegimes(r);
throw RegimeAlreadyPresentException {constraints_bind_duplicate,
constraints_relax_duplicate};
}
}
}
void
DynamicModel::OccbinRegimeTracker::checkAllRegimesPresent() const
{
vector<bool> r(constraints.size(), false);
do
{
if (!regimes_present.contains(r))
{
auto [constraints_bind, constraints_relax] = convertBitVectorToRegimes(r);
throw MissingRegimeException {constraints_bind, constraints_relax};
}
auto it = ranges::find(r, false);
if (it == r.end())
break;
*it = true;
/* NB: cannot use ranges::fill since vector<bool>::iterator does not satisfy
indirectly_writable concept. Should be fixed in C++23: https://wg21.link/p2321 */
fill(r.begin(), it, false);
}
while (true);
}
pair<vector<string>, vector<string>>
DynamicModel::OccbinRegimeTracker::convertBitVectorToRegimes(const vector<bool>& r) const
{
vector<string> constraints_bind, constraints_relax;
for (size_t i = 0; i < constraints.size(); i++)
if (r[i])
constraints_bind.push_back(constraints[i]);
else
constraints_relax.push_back(constraints[i]);
return {constraints_bind, constraints_relax};
}
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -17,14 +17,14 @@
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _DYNAMICMODEL_HH
#define _DYNAMICMODEL_HH
#ifndef DYNAMIC_MODEL_HH
#define DYNAMIC_MODEL_HH
#include <fstream>
#include <filesystem>
#include <fstream>
#include "StaticModel.hh"
#include "Bytecode.hh"
#include "StaticModel.hh"
using namespace std;
......@@ -42,6 +42,41 @@ public:
variable is zero. Controlled by option “balanced_growth_test_tol” of the
“model” block. The default should not be too small (see dynare#1389). */
double balanced_growth_test_tol {1e-6};
/* For a given equation, tracks all the regimes and the declared alternatives with combinations of
bind and relax tags */
class OccbinRegimeTracker
{
private:
// The list of constraints used for this equation
vector<string> constraints;
/* The list of regimes present for this equation; each regime is a vector of boolean, of same
length as “constraints”; each boolean represents a constraint (in the order of
“constraints”): false for relax, true for bind */
set<vector<bool>> regimes_present;
public:
struct ConstraintInBothBindAndRelaxException
{
const string constraint;
};
struct RegimeAlreadyPresentException
{
const vector<string> constraints_bind, constraints_relax;
};
void addRegime(const vector<string>& constraints_bind,
const vector<string>& constraints_relax) noexcept(false);
struct MissingRegimeException
{
const vector<string> constraints_bind, constraints_relax;
};
void checkAllRegimesPresent() const noexcept(false);
private:
[[nodiscard]] pair<vector<string>, vector<string>>
convertBitVectorToRegimes(const vector<bool>& r) const;
};
private:
/* Used in the balanced growth test, for skipping equations where the test
cannot be performed (i.e. when LHS=RHS at the initial values). Should not
......@@ -58,6 +93,9 @@ private:
//! Stores the equation tags of equations declared as [static]
EquationTags static_only_equations_equation_tags;
// Complementarity conditions of equations declared as [static]
vector<optional<tuple<int, expr_t, expr_t>>> static_only_complementarity_conditions;
using deriv_id_table_t = map<pair<int, int>, int>;
//! Maps a pair (symbol_id, lag) to a deriv ID
deriv_id_table_t deriv_id_table;
......@@ -89,7 +127,8 @@ private:
int max_endo_lag_orig {0}, max_endo_lead_orig {0};
//! Maximum lag and lead over exogenous variables (positive values) of original model
int max_exo_lag_orig {0}, max_exo_lead_orig {0};
//! Maximum lag and lead over deterministic exogenous variables (positive values) of original model
//! Maximum lag and lead over deterministic exogenous variables (positive values) of original
//! model
int max_exo_det_lag_orig {0}, max_exo_det_lead_orig {0};
// Cross reference information: eq → set of (symb_id, lag) for each symbol type
......@@ -156,7 +195,8 @@ private:
void testTrendDerivativesEqualToZero(const eval_context_t& eval_context);
//! Allocates the derivation IDs for all dynamic variables of the model
/*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of dynamic endos */
/*! Also computes max_{endo,exo}_{lead_lag}, and initializes dynJacobianColsNbr to the number of
* dynamic endos */
void computeDerivIDs();
/* Compute the Jacobian column indices in the block decomposition case
......@@ -167,26 +207,28 @@ private:
//! Factorized code for substitutions of leads/lags
/*! \param[in] type determines which type of variables is concerned
\param[in] deterministic_model whether we are in a deterministic model (only for exogenous leads/lags)
\param[in] subset variables to which to apply the transformation (only for diff of forward vars)
\param[in] deterministic_model whether we are in a deterministic model (only for exogenous
leads/lags) \param[in] subset variables to which to apply the transformation (only for diff of
forward vars)
*/
void substituteLeadLagInternal(AuxVarType type, bool deterministic_model, const vector<string> &subset);
void substituteLeadLagInternal(AuxVarType type, bool deterministic_model,
const vector<string>& subset);
//! Help computeXrefs to compute the reverse references (i.e. param->eqs, endo->eqs, etc)
void computeRevXref(map<pair<int, int>, set<int>> &xrefset, const set<pair<int, int>> &eiref, int eqn);
void computeRevXref(map<pair<int, int>, set<int>>& xrefset, const set<pair<int, int>>& eiref,
int eqn);
//! Write reverse cross references
void writeRevXrefs(ostream &output, const map<pair<int, int>, set<int>> &xrefmap, const string &type) const;
void writeRevXrefs(ostream& output, const map<pair<int, int>, set<int>>& xrefmap,
const string& type) const;
/* Writes MATLAB/Octave wrapper function for computing residuals and
derivatives at the same time (legacy representation) */
void writeDynamicMWrapperFunction(const string& name, const string& ending) const;
/* Helper for writing MATLAB/Octave functions for residuals/derivatives and
their temporary terms (legacy representation) */
void writeDynamicMFileHelper(const string &basename,
const string &name, const string &retvalname,
const string &name_tt, size_t ttlen,
const string &previous_tt_name,
void writeDynamicMFileHelper(const string& basename, const string& name, const string& retvalname,
const string& name_tt, size_t ttlen, const string& previous_tt_name,
const ostringstream& init_s, const ostringstream& end_s,
const ostringstream& s, const ostringstream& s_tt) const;
......@@ -221,7 +263,8 @@ private:
Returns a set of pairs (tag name, tag value) corresponding to the set of
equations to be included or excluded.
*/
static vector<map<string, string>> parseIncludeExcludeEquations(const string &inc_exc_option_value, bool exclude_eqs);
static vector<map<string, string>>
parseIncludeExcludeEquations(const string& inc_exc_option_value, bool exclude_eqs);
/* Helper for the removeEquations() method.
listed_eqs_by_tag describes a list of equations to remove (identified by
......@@ -240,12 +283,11 @@ private:
Returns a list of excluded variables (empty if
excluded_vars_change_type=false) */
vector<int> removeEquationsHelper(set<map<string, string>> &listed_eqs_by_tag,
bool exclude_eqs, bool excluded_vars_change_type,
vector<BinaryOpNode *> &all_equations,
vector<optional<int>> &all_equations_lineno,
EquationTags &all_equation_tags,
bool static_equations) const;
vector<int> removeEquationsHelper(
set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
EquationTags& all_equation_tags, bool static_equations) const;
//! Compute autoregressive matrices of trend component models
/* The algorithm uses matching rules over expression trees. It cannot handle
......@@ -254,7 +296,8 @@ private:
//! Compute error component matrices of trend component_models
/*! Returns a pair (A0r, A0starr) */
pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>> computeErrorComponentMatrices(const ExprNode::subst_table_t &diff_subst_table) const;
pair<map<string, map<tuple<int, int>, expr_t>>, map<string, map<tuple<int, int>, expr_t>>>
computeErrorComponentMatrices(const ExprNode::subst_table_t& diff_subst_table) const;
/* For a VAR model, given the symbol ID of a LHS variable, and a (negative)
lag, returns all the corresponding deriv_ids (by properly dealing with two
......@@ -270,6 +313,9 @@ private:
return blocks_jacob_cols_endo[blk].at({var, lag});
}
// Used to check consistency of bind/relax tags; the keys are equation names
map<string, OccbinRegimeTracker> occbin_regime_trackers;
protected:
string
modelClassName() const override
......@@ -278,9 +324,9 @@ protected:
}
public:
DynamicModel(SymbolTable &symbol_table_arg,
NumericalConstants &num_constants_arg,
DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg,
TrendComponentModelTable& trend_component_model_table_arg,
VarModelTable& var_model_table_arg);
......@@ -295,10 +341,11 @@ public:
//! Execute computations (variable sorting + derivation + block decomposition)
/*!
\param derivsOrder order of derivatives w.r. to exo, exo_det and endo should be computed (implies jacobianExo = true when order >= 2)
\param paramsDerivsOrder order of derivatives w.r. to a pair (endo/exo/exo_det, parameter) to be computed (>0 implies jacobianExo = true)
\param eval_context evaluation context for normalization
\param no_tmp_terms if true, no temporary terms will be computed in the dynamic files
\param derivsOrder order of derivatives w.r. to exo, exo_det and endo should be computed
(implies jacobianExo = true when order >= 2) \param paramsDerivsOrder order of derivatives w.r.
to a pair (endo/exo/exo_det, parameter) to be computed (>0 implies jacobianExo = true) \param
eval_context evaluation context for normalization \param no_tmp_terms if true, no temporary
terms will be computed in the dynamic files
*/
void computingPass(int derivsOrder, int paramsDerivsOrder, const eval_context_t& eval_context,
bool no_tmp_terms, bool block, bool use_dll);
......@@ -374,7 +421,8 @@ public:
void updateVarAndTrendModel() const;
//! Writes dynamic model file (+ bytecode)
void writeDynamicFile(const string &basename, bool use_dll, const string &mexext, const filesystem::path &matlabroot, bool julia) const;
void writeDynamicFile(const string& basename, bool use_dll, const string& mexext,
const filesystem::path& matlabroot, bool julia) const;
//! Writes file containing parameters derivatives
template<bool julia>
......@@ -383,7 +431,8 @@ public:
//! Creates mapping for variables and equations they are present in
void createVariableMapping();
//! Expands equation tags with default equation names (available "name" tag or LHS variable or equation ID)
//! Expands equation tags with default equation names (available "name" tag or LHS variable or
//! equation ID)
void expandEqTags();
//! Find endogenous variables not used in model
......@@ -411,7 +460,8 @@ public:
Returns the number of optimality FOCs, which is by construction equal to
the number of endogenous before adding the Lagrange multipliers
(internally called ramsey_endo_nbr). */
int computeRamseyPolicyFOCs(const StaticModel &static_model);
int computeRamseyPolicyFOCs(const StaticModel& planner_objective,
map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints);
//! Clears all equations
void clearEquations();
......@@ -420,7 +470,9 @@ public:
void replaceMyEquations(DynamicModel& dynamic_model) const;
//! Adds an equation marked as [static]
void addStaticOnlyEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags);
void addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
optional<tuple<int, expr_t, expr_t>> complementarity_condition,
map<string, string> eq_tags);
//! Returns number of static only equations
size_t staticOnlyEquationsNbr() const;
......@@ -433,7 +485,9 @@ public:
auxiliary parameters have already been added to the symbol table.
It also assumes that the “bind” and “relax” tags have been cleared from
eq_tags. */
void addOccbinEquation(expr_t eq, optional<int> lineno, map<string, string> eq_tags, const vector<string> &regimes_bind, const vector<string> &regimes_relax);
void addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
const vector<string>& constraints_bind,
const vector<string>& constraints_relax);
//! Writes LaTeX file with the equations of the dynamic model
void writeLatexFile(const string& basename, bool write_equation_tags) const;
......@@ -471,8 +525,7 @@ public:
}
else
{
if (auto it = dyn_jacobian_cols_table.find(deriv_id);
it == dyn_jacobian_cols_table.end())
if (auto it = dyn_jacobian_cols_table.find(deriv_id); it == dyn_jacobian_cols_table.end())
throw UnknownDerivIDException();
else
return it->second;
......@@ -481,20 +534,13 @@ public:
int
getJacobianColsNbr(bool sparse) const override
{
return sparse ?
3*symbol_table.endo_nbr() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr() :
dyn_jacobian_ncols;
return sparse
? 3 * symbol_table.endo_nbr() + symbol_table.exo_nbr() + symbol_table.exo_det_nbr()
: dyn_jacobian_ncols;
}
void addAllParamDerivId(set<int>& deriv_id_set) override;
//! Returns true indicating that this is a dynamic model
bool
isDynamic() const override
{
return true;
};
//! Drive test of detrended equations
void runTrendTest(const eval_context_t& eval_context);
......@@ -515,12 +561,17 @@ public:
//! Transforms the model by removing all UnaryOpcode::expectation
void substituteExpectation(bool partial_information_model);
//! Transforms the model by decreasing the lead/lag of predetermined variables in model equations by one
//! Transforms the model by decreasing the lead/lag of predetermined variables in model equations
//! by one
void transformPredeterminedVariables();
// Performs the transformations associated to variables declared with “var(log)”
void substituteLogTransform();
/* Performs the transformations associated to aggregation operators in heterogeneous models, such
as SUM(…) */
void substituteAggregationOperators();
// Check that no variable was declared with “var(log)” in the given equations
void checkNoWithLogTransform(const set<int>& eqnumbers);
......@@ -548,20 +599,28 @@ public:
/* Creates aux vars for all unary operators in all equations. Also makes the
substitution in growth terms of pac_model/pac_target_info and in
expressions of var_expectation_model. */
pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteUnaryOps(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table);
/* Creates aux vars for all unary operators in specified equations. Also makes the
substitution in growth terms of pac_model/pac_target_info and in
expressions of var_expectation_model. */
pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteUnaryOps(const set<int> &eqnumbers, VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
substituteUnaryOps(const set<int>& eqnumbers,
VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table);
//! Substitutes diff operator
pair<lag_equivalence_table_t, ExprNode::subst_table_t> substituteDiff(VarExpectationModelTable &var_expectation_model_table, PacModelTable &pac_model_table);
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
substituteDiff(VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table);
//! Substitute VarExpectation operators
void substituteVarExpectation(const map<string, expr_t>& subst_table);
void analyzePacEquationStructure(const string &name, map<string, string> &pac_eq_name, PacModelTable::equation_info_t &pac_equation_info);
void analyzePacEquationStructure(const string& name, map<string, string>& pac_eq_name,
PacModelTable::equation_info_t& pac_equation_info);
// Exception thrown by getPacTargetSymbId()
struct PacTargetNotIdentifiedException
......@@ -578,26 +637,31 @@ public:
The symbol IDs of the new endogenous are added to pac_aux_var_symb_ids,
and the new auxiliary parameters to pac_mce_alpha_symb_ids.
*/
void computePacModelConsistentExpectationSubstitution(const string &name,
int discount_symb_id, int pac_eq_max_lag,
expr_t growth_correction_term,
string auxname,
ExprNode::subst_table_t &diff_subst_table,
map<string, int> &pac_aux_var_symb_ids,
map<string, vector<int>> &pac_aux_param_symb_ids,
void computePacModelConsistentExpectationSubstitution(
const string& name, int discount_symb_id, int pac_eq_max_lag, expr_t growth_correction_term,
string auxname, ExprNode::subst_table_t& diff_subst_table,
map<string, int>& pac_aux_var_symb_ids, map<string, vector<int>>& pac_aux_param_symb_ids,
map<string, expr_t>& pac_expectation_substitution);
/* For a PAC MCE model with an associated pac_target_info, fill pac_expectation_substitution with
the expression that will be substituted for the pac_expectation operator. In the process, add
the variables and the equations defining Z₁ and Z₀ for each component. The new auxiliary
parameters are added to pac_mce_alpha_symb_ids. The routine also creates the auxiliary
variables for the components, and adds the corresponding equations.
*/
void computePacModelConsistentExpectationSubstitutionWithComponents(
const string& name, int discount_symb_id, int pac_eq_max_lag,
ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution);
/* For a PAC backward model, fill pac_expectation_substitution with the
expression that will be substituted for the pac_expectation operator.
The symbol IDs of the new parameters are also added to pac_aux_param_symb_ids.
The symbol ID of the new auxiliary variable is added to pac_aux_var_symb_ids. */
void computePacBackwardExpectationSubstitution(const string &name,
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
expr_t growth_correction_term,
string auxname,
void computePacBackwardExpectationSubstitution(const string& name, const vector<int>& lhs,
int max_lag, const string& aux_model_type,
expr_t growth_correction_term, string auxname,
map<string, int>& pac_aux_var_symb_ids,
map<string, vector<int>>& pac_aux_param_symb_ids,
map<string, expr_t>& pac_expectation_substitution);
......@@ -610,10 +674,8 @@ public:
in target_components.
The routine also creates the auxiliary variables for the components, and
adds the corresponding equations. */
void computePacBackwardExpectationSubstitutionWithComponents(const string &name,
const vector<int> &lhs,
int max_lag,
const string &aux_model_type,
void computePacBackwardExpectationSubstitutionWithComponents(
const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution);
......@@ -650,15 +712,17 @@ public:
auto
getStaticOnlyEquationsInfo() const
{
return tuple{static_only_equations, static_only_equations_lineno, static_only_equations_equation_tags};
};
return tuple {static_only_equations, static_only_equations_lineno,
static_only_complementarity_conditions, static_only_equations_equation_tags};
}
//! Returns true if a parameter was used in the model block with a lead or lag
bool ParamUsedWithLeadLag() const;
bool isChecksumMatching(const string& basename) const;
//! Simplify model equations: if a variable is equal to a constant, replace that variable elsewhere in the model
//! Simplify model equations: if a variable is equal to a constant, replace that variable
//! elsewhere in the model
/*! Equations with MCP tags are excluded, see dynare#1697 */
void simplifyEquations();
......@@ -685,6 +749,9 @@ public:
{
static_mfs = static_mfs_arg;
}
// Checks that all alternatives are declared for all Occbin regimes in all equations
void checkOccbinRegimes() const;
};
template<bool julia>
......@@ -694,10 +761,11 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
if (!params_derivatives.size())
return;
constexpr ExprNodeOutputType output_type { julia ? ExprNodeOutputType::juliaDynamicModel : ExprNodeOutputType::matlabDynamicModel };
constexpr ExprNodeOutputType output_type {julia ? ExprNodeOutputType::juliaDynamicModel
: ExprNodeOutputType::matlabDynamicModel};
auto [tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output, g3p_output]
{ writeParamsDerivativesFileHelper<output_type>() };
auto [tt_output, rp_output, gp_output, rpp_output, gpp_output, hp_output,
g3p_output] {writeParamsDerivativesFileHelper<output_type>()};
if constexpr (!julia)
{
......@@ -708,79 +776,159 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
paramsDerivsFile << "function [rp, gp, rpp, gpp, hp, g3p] = dynamic_params_derivs(y, x, params, steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)" << endl
paramsDerivsFile
<< "function [rp, gp, rpp, gpp, hp, g3p] = dynamic_params_derivs(y, x, params, "
"steady_state, it_, ss_param_deriv, ss_param_2nd_deriv)"
<< endl
<< "%" << endl
<< "% Compute the derivatives of the dynamic model with respect to the parameters" << endl
<< "% Inputs :" << endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables in the order stored" << endl
<< "% in M_.lead_lag_incidence; see the Manual" << endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in declaration order)" << endl
<< "% y [#dynamic variables by 1] double vector of endogenous variables in "
"the order stored"
<< endl
<< "% in M_.lead_lag_incidence; see the "
"Manual"
<< endl
<< "% x [nperiods by M_.exo_nbr] double matrix of exogenous variables (in "
"declaration order)"
<< endl
<< "% for all simulation periods" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in declaration order" << endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values" << endl
<< "% it_ scalar double time period for exogenous variables for which to evaluate the model" << endl
<< "% ss_param_deriv [M_.eq_nbr by #params] Jacobian matrix of the steady states values with respect to the parameters" << endl
<< "% ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the steady states values with respect to the parameters" << endl
<< "% params [M_.param_nbr by 1] double vector of parameter values in "
"declaration order"
<< endl
<< "% steady_state [M_.endo_nbr by 1] double vector of steady state values"
<< endl
<< "% it_ scalar double time period for exogenous "
"variables for which to evaluate the model"
<< endl
<< "% ss_param_deriv [M_.eq_nbr by #params] Jacobian matrix of the steady "
"states values with respect to the parameters"
<< endl
<< "% ss_param_2nd_deriv [M_.eq_nbr by #params by #params] Hessian matrix of the "
"steady states values with respect to the parameters"
<< endl
<< "%" << endl
<< "% Outputs:" << endl
<< "% rp [M_.eq_nbr by #params] double Jacobian matrix of dynamic model equations with respect to parameters " << endl
<< "% Dynare may prepend or append auxiliary equations, see M_.aux_vars" << endl
<< "% gp [M_.endo_nbr by #dynamic variables by #params] double Derivative of the Jacobian matrix of the dynamic model equations with respect to the parameters" << endl
<< "% rows: equations in order of declaration" << endl
<< "% columns: variables in order stored in M_.lead_lag_incidence" << endl
<< "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second derivatives of residuals with respect to parameters;" << endl
<< "% rows: respective derivative term" << endl
<< "% 1st column: equation number of the term appearing" << endl
<< "% 2nd column: number of the first parameter in derivative" << endl
<< "% 3rd column: number of the second parameter in derivative" << endl
<< "% 4th column: value of the Hessian term" << endl
<< "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second derivatives of the Jacobian with respect to the parameters;" << endl
<< "% rows: respective derivative term" << endl
<< "% 1st column: equation number of the term appearing" << endl
<< "% 2nd column: column number of variable in Jacobian of the dynamic model" << endl
<< "% 3rd column: number of the first parameter in derivative" << endl
<< "% 4th column: number of the second parameter in derivative" << endl
<< "% 5th column: value of the Hessian term" << endl
<< "% hp [#first_order_Hessian_terms by 5] double Jacobian matrix of derivatives of the dynamic Hessian with respect to the parameters;" << endl
<< "% rows: respective derivative term" << endl
<< "% 1st column: equation number of the term appearing" << endl
<< "% 2nd column: column number of first variable in Hessian of the dynamic model" << endl
<< "% 3rd column: column number of second variable in Hessian of the dynamic model" << endl
<< "% 4th column: number of the parameter in derivative" << endl
<< "% 5th column: value of the Hessian term" << endl
<< "% g3p [#first_order_g3_terms by 6] double Jacobian matrix of derivatives of g3 (dynamic 3rd derivs) with respect to the parameters;" << endl
<< "% rows: respective derivative term" << endl
<< "% 1st column: equation number of the term appearing" << endl
<< "% 2nd column: column number of first variable in g3 of the dynamic model" << endl
<< "% 3rd column: column number of second variable in g3 of the dynamic model" << endl
<< "% 4th column: column number of third variable in g3 of the dynamic model" << endl
<< "% 5th column: number of the parameter in derivative" << endl
<< "% 6th column: value of the Hessian term" << endl
<< "% rp [M_.eq_nbr by #params] double Jacobian matrix of dynamic model "
"equations with respect to parameters "
<< endl
<< "% Dynare may prepend or append "
"auxiliary equations, see M_.aux_vars"
<< endl
<< "% gp [M_.endo_nbr by #dynamic variables by #params] double Derivative of "
"the Jacobian matrix of the dynamic model equations with respect to the parameters"
<< endl
<< "% rows: equations in order "
"of declaration"
<< endl
<< "% columns: variables in "
"order stored in M_.lead_lag_incidence"
<< endl
<< "% rpp [#second_order_residual_terms by 4] double Hessian matrix of second "
"derivatives of residuals with respect to parameters;"
<< endl
<< "% rows: respective "
"derivative term"
<< endl
<< "% 1st column: equation "
"number of the term appearing"
<< endl
<< "% 2nd column: number of "
"the first parameter in derivative"
<< endl
<< "% 3rd column: number of "
"the second parameter in derivative"
<< endl
<< "% 4th column: value of "
"the Hessian term"
<< endl
<< "% gpp [#second_order_Jacobian_terms by 5] double Hessian matrix of second "
"derivatives of the Jacobian with respect to the parameters;"
<< endl
<< "% rows: respective "
"derivative term"
<< endl
<< "% 1st column: equation "
"number of the term appearing"
<< endl
<< "% 2nd column: column "
"number of variable in Jacobian of the dynamic model"
<< endl
<< "% 3rd column: number of "
"the first parameter in derivative"
<< endl
<< "% 4th column: number of "
"the second parameter in derivative"
<< endl
<< "% 5th column: value of "
"the Hessian term"
<< endl
<< "% hp [#first_order_Hessian_terms by 5] double Jacobian matrix of "
"derivatives of the dynamic Hessian with respect to the parameters;"
<< endl
<< "% rows: respective "
"derivative term"
<< endl
<< "% 1st column: equation "
"number of the term appearing"
<< endl
<< "% 2nd column: column "
"number of first variable in Hessian of the dynamic model"
<< endl
<< "% 3rd column: column "
"number of second variable in Hessian of the dynamic model"
<< endl
<< "% 4th column: number of "
"the parameter in derivative"
<< endl
<< "% 5th column: value of "
"the Hessian term"
<< endl
<< "% g3p [#first_order_g3_terms by 6] double Jacobian matrix of derivatives of "
"g3 (dynamic 3rd derivs) with respect to the parameters;"
<< endl
<< "% rows: respective "
"derivative term"
<< endl
<< "% 1st column: equation "
"number of the term appearing"
<< endl
<< "% 2nd column: column "
"number of first variable in g3 of the dynamic model"
<< endl
<< "% 3rd column: column "
"number of second variable in g3 of the dynamic model"
<< endl
<< "% 4th column: column "
"number of third variable in g3 of the dynamic model"
<< endl
<< "% 5th column: number of "
"the parameter in derivative"
<< endl
<< "% 6th column: value of "
"the Hessian term"
<< endl
<< "%" << endl
<< "%" << endl
<< "% Warning : this file is generated automatically by Dynare" << endl
<< "% from model file (.mod)" << endl << endl
<< "% from model file (.mod)" << endl
<< endl
<< "T = NaN(" << params_derivs_temporary_terms_idxs.size() << ",1);" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< tt_output.str() << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "if nargout >= 3" << endl
<< rp_output.str() << "gp = zeros(" << equations.size() << ", "
<< getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str() << "if nargout >= 3" << endl
<< "rpp = zeros(" << params_derivatives.at({0, 2}).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "end" << endl
<< rpp_output.str() << "gpp = zeros(" << params_derivatives.at({1, 2}).size() << ",5);"
<< endl
<< gpp_output.str() << "end" << endl
<< "if nargout >= 5" << endl
<< "hp = zeros(" << params_derivatives.at({2, 1}).size() << ",5);" << endl
<< hp_output.str()
<< "end" << endl
<< hp_output.str() << "end" << endl
<< "if nargout >= 6" << endl
<< "g3p = zeros(" << params_derivatives.at({3, 1}).size() << ",6);" << endl
<< g3p_output.str()
<< "end" << endl
<< g3p_output.str() << "end" << endl
<< "end" << endl;
paramsDerivsFile.close();
}
......@@ -793,25 +941,24 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
<< "function dynamic_params_derivs(y, x, params, steady_state, it_,"
<< "ss_param_deriv, ss_param_2nd_deriv)" << endl
<< "@inbounds begin" << endl
<< tt_output.str()
<< "rp = zeros(" << equations.size() << ", "
<< tt_output.str() << "rp = zeros(" << equations.size() << ", "
<< symbol_table.param_nbr() << ");" << endl
<< rp_output.str()
<< "gp = zeros(" << equations.size() << ", " << getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str()
<< "rpp = zeros(" << params_derivatives.at({ 0, 2 }).size() << ",4);" << endl
<< rpp_output.str()
<< "gpp = zeros(" << params_derivatives.at({ 1, 2 }).size() << ",5);" << endl
<< gpp_output.str()
<< "hp = zeros(" << params_derivatives.at({ 2, 1 }).size() << ",5);" << endl
<< hp_output.str()
<< "g3p = zeros(" << params_derivatives.at({ 3, 1 }).size() << ",6);" << endl
<< g3p_output.str()
<< "end" << endl
<< rp_output.str() << "gp = zeros(" << equations.size() << ", "
<< getJacobianColsNbr(false) << ", " << symbol_table.param_nbr() << ");" << endl
<< gp_output.str() << "rpp = zeros(" << params_derivatives.at({0, 2}).size() << ",4);"
<< endl
<< rpp_output.str() << "gpp = zeros(" << params_derivatives.at({1, 2}).size() << ",5);"
<< endl
<< gpp_output.str() << "hp = zeros(" << params_derivatives.at({2, 1}).size() << ",5);"
<< endl
<< hp_output.str() << "g3p = zeros(" << params_derivatives.at({3, 1}).size() << ",6);"
<< endl
<< g3p_output.str() << "end" << endl
<< "return (rp, gp, rpp, gpp, hp, g3p)" << endl
<< "end" << endl;
writeToFileIfModified(output, filesystem::path{basename} / "model" / "julia" / "DynamicParamsDerivs.jl");
writeToFileIfModified(output, filesystem::path {basename} / "model" / "julia"
/ "DynamicParamsDerivs.jl");
}
}
......
// -*- C++ -*-
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -28,20 +28,20 @@
%define parse.error verbose
%define parse.trace
%code top {
class ParsingDriver;
}
%code requires {
// Only headers needed for the value and location types go here
// Headers needed by the Bison file itself go in the unqualified %code section
#include <string>
#include <vector>
#include <map>
#include <utility>
#include <tuple>
#include <variant>
#include "CommonEnums.hh"
#include "ExprNode.hh"
#include "Shocks.hh"
class ParsingDriver;
}
%param { ParsingDriver &driver }
......@@ -54,11 +54,15 @@ class ParsingDriver;
}
%code {
#include <ranges>
#include <utility>
/* Little hack: we redefine the macro which computes the locations, because
we need to access the location from within the parsing driver for error
and warning messages. */
#define YYLLOC_DEFAULT(Current, Rhs, N) \
do { \
do \
{ \
if (N) \
{ \
(Current).begin = YYRHSLOC(Rhs, 1).begin; \
......@@ -69,7 +73,8 @@ class ParsingDriver;
(Current).begin = (Current).end = YYRHSLOC(Rhs, 0).end; \
} \
driver.location = (Current); \
} while(false)
} \
while (false)
#include "ParsingDriver.hh"
......@@ -85,7 +90,7 @@ string
str_tolower(string s)
{
// Converting to unsigned char is needed, see https://en.cppreference.com/w/cpp/string/byte/tolower
transform(s.begin(), s.end(), s.begin(), [](unsigned char c){ return std::tolower(c); });
ranges::transform(s, s.begin(), [](unsigned char c){ return std::tolower(c); });
return s;
}
}
......@@ -98,15 +103,15 @@ str_tolower(string s)
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_CYCLE_REDUCTION_MAXITER DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR EXPRESSION
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_SIMULATION_PERIOD LAST_OBS
%token SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
%token <string> FALSE FLOAT_NUMBER DATES
%token <string> FALSE FLOAT_NUMBER DATE
%token DEFAULT FIXED_POINT FLIP OPT_ALGO COMPILATION_SETUP COMPILER ADD_FLAGS SUBSTITUTE_FLAGS ADD_LIBS SUBSTITUTE_LIBS
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID USE_FIRST_ORDER_SOLUTION ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string> INT_NUMBER
%token CONDITIONAL_LIKELIHOOD
......@@ -115,11 +120,11 @@ str_tolower(string s)
%token LAPLACE LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_COMPLEX_THRESHOLD LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR
%token MATCHED_MOMENTS MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
%token MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
%token POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS BROOKS_GELMAN_PLOTROWS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH MULTINOMIAL
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS FILTER_INITIAL_STATE
%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string> NAME
......@@ -136,7 +141,7 @@ str_tolower(string s)
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
%token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token STDERR STEADY STOCH_SIMUL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
......@@ -159,7 +164,7 @@ str_tolower(string s)
%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ASINH ACOSH ATANH ERF ERFC DIFF ADL AUXILIARY_MODEL_NAME
%token SQRT CBRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
/* GSA analysis */
%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token SENSITIVITY DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
%token ALPHA_RMSE ALPHA2_RMSE
......@@ -168,7 +173,8 @@ str_tolower(string s)
%token VLISTLOG VLISTPER SPECTRAL_DENSITY INIT2SHOCKS
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET DIAGONAL OPTIMAL
%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR DIRICHLET MFS RESIDUAL
%token PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE UPDATED_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY SMOOTHER_REDUX
......@@ -212,14 +218,17 @@ str_tolower(string s)
%token FSOLVE_OPTIONS
%token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK HOMOTOPY_EXCLUDE_VAREXO FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS PERPENDICULAR
%token HETEROGENEITY HETEROGENEITY_DIMENSION SUM PERFECT_FORESIGHT_CONTROLLED_PATHS EXOGENIZE ENDOGENIZE
%token PRECONDITIONER UMFITER ITERSTACK ILU ITER_TOL ITER_MAXIT GMRES_RESTART ITERSTACK_MAXLU ITERSTACK_NPERIODS ITERSTACK_NLU ITERSTACK_RELU
CHECK_JACOBIAN_SINGULARITY
%token <vector<string>> SYMBOL_VEC
%type <expr_t> expression expression_or_empty
%type <expr_t> equation hand_side
%type <string> non_negative_number signed_number signed_integer date_str
%type <string> non_negative_number signed_number signed_integer
%type <string> filename symbol namespace_qualified_filename namespace_qualified_symbol
%type <string> date_expr signed_inf signed_number_w_inf range
%type <string> integer_range signed_integer_range boolean
......@@ -234,21 +243,31 @@ str_tolower(string s)
%type <vector<int>> vec_int_elem vec_int_1 vec_int vec_int_number
%type <PriorDistributions> prior_pdf prior_distribution
%type <pair<expr_t,expr_t>> calibration_range
%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair
%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair matched_irfs_elem_var_varexo
%type <vector<pair<string,string>>> partition partition_1 symbol_list_with_tex
%type <vector<map<string, string>>> tag_pair_list_for_selection
%type <map<string, string>> tag_pair_list
%type <tuple<string,string,string,string>> prior_eq_opt options_eq_opt
%type <vector<pair<int, int>>> period_list
%type <vector<expr_t>> matched_moments_list value_list
%type <AbstractShocksStatement::period_range_t> period_range
%type <vector<AbstractShocksStatement::period_range_t>> period_list
%type <vector<expr_t>> matched_moments_list value_list ramsey_constraints_list
%type <tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> occbin_constraints_regime
%type <vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>>> occbin_constraints_regimes_list
%type <map<string, expr_t>> occbin_constraints_regime_options_list
%type <pair<string, expr_t>> occbin_constraints_regime_option
%type <PacTargetKind> pac_target_kind
%type <vector<tuple<string, string, vector<pair<string, string>>>>> symbol_list_with_tex_and_partition
%type <map<string, variant<bool, string>>> mshocks_options_list
%type <pair<string, variant<bool, string>>> mshocks_option
%type <variant<int, string>> integer_or_date
%type <map<string, variant<bool, variant<int, string>>>> mshocks_options_list
%type <pair<string, variant<bool, variant<int, string>>>> mshocks_option
%type <pair<vector<expr_t>, vector<expr_t>>> matched_irfs_elem_values_weights
%type <pair<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_elem
%type <map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_list
%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
%type <tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>> perfect_foresight_controlled_paths_elem
%type <vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>>> perfect_foresight_controlled_paths_list
%%
%start statement_list;
......@@ -264,6 +283,7 @@ statement : parameters
| predetermined_variables
| model_local_variable
| change_type
| heterogeneity_dimension
| model
| initval
| initval_file
......@@ -324,7 +344,7 @@ statement : parameters
| bvar_forecast
| bvar_irf
| sbvar
| dynare_sensitivity
| sensitivity
| homotopy_setup
| forecast
| load_params_and_steady_state
......@@ -369,6 +389,7 @@ statement : parameters
| perfect_foresight_solver
| perfect_foresight_with_expectation_errors_setup
| perfect_foresight_with_expectation_errors_solver
| perfect_foresight_controlled_paths
| prior_function
| posterior_function
| method_of_moments
......@@ -384,6 +405,8 @@ statement : parameters
| var_remove
| pac_target_info
| resid
| matched_irfs
| matched_irfs_weights
;
dsample : DSAMPLE INT_NUMBER ';'
......@@ -521,9 +544,9 @@ log_trend_var : LOG_TREND_VAR '(' LOG_GROWTH_FACTOR EQUAL { driver.begin_model()
;
var : VAR symbol_list_with_tex_and_partition ';'
{ driver.var($2, false); }
{ driver.var($2, {}, false); }
| VAR '(' LOG ')' symbol_list_with_tex_and_partition ';'
{ driver.var($5, true); }
{ driver.var($5, {}, true); }
| VAR '(' DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
{ driver.end_nonstationary_var(false, $6, $8, false); }
| VAR '(' LOG COMMA DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
......@@ -532,6 +555,8 @@ var : VAR symbol_list_with_tex_and_partition ';'
{ driver.end_nonstationary_var(true, $6, $8, false); }
/* The case LOG + LOG_DEFLATOR is omitted, because it does not make much sense
from an economic point of view (amounts to taking the log two times) */
| VAR '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.var($7, $5, false); }
;
var_remove : VAR_REMOVE symbol_list ';' { driver.var_remove($2); };
......@@ -605,7 +630,9 @@ var_expectation_model_option : VARIABLE EQUAL symbol
;
varexo : VAREXO symbol_list_with_tex_and_partition ';'
{ driver.varexo($2); }
{ driver.varexo($2, {}); }
| VAREXO '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.varexo($7, $5); }
;
varexo_det : VAREXO_DET symbol_list_with_tex_and_partition ';'
......@@ -617,7 +644,9 @@ predetermined_variables : PREDETERMINED_VARIABLES symbol_list ';'
;
parameters : PARAMETERS symbol_list_with_tex_and_partition ';'
{ driver.parameters($2); }
{ driver.parameters($2, {}); }
| PARAMETERS '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.parameters($7, $5); }
;
model_local_variable : MODEL_LOCAL_VARIABLE symbol_list_with_tex ';'
......@@ -638,6 +667,10 @@ change_type_arg : PARAMETERS
{ $$ = SymbolType::exogenousDet; }
;
heterogeneity_dimension : HETEROGENEITY_DIMENSION symbol_list ';'
{ driver.heterogeneity_dimension($2); }
;
init_param : symbol EQUAL expression ';' { driver.init_param($1, $3); };
expression : '(' expression ')'
......@@ -774,20 +807,24 @@ h_options: o_filename
| o_first_obs
| o_data_first_obs
| o_first_simulation_period
| o_date_first_simulation_period
| o_last_simulation_period
| o_date_last_simulation_period
| o_last_obs
| o_data_last_obs
| o_nobs
| o_series
;
integer_or_date : INT_NUMBER
{ $$.emplace<int>(stoi($1)); }
| date_expr
{ $$.emplace<string>($1); }
;
endval : ENDVAL ';' endval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
{ driver.end_endval(true); }
| ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
| ENDVAL '(' LEARNT_IN EQUAL integer_or_date ')' ';' endval_list END ';'
{ driver.end_endval_learnt_in($5); }
;
......@@ -985,6 +1022,8 @@ model : MODEL ';' { driver.begin_model(); }
equation_list END ';' { driver.end_model(); }
| MODEL '(' model_options_list ')' ';' { driver.begin_model(); }
equation_list END ';' { driver.end_model(); }
| MODEL '(' HETEROGENEITY EQUAL symbol ')' { driver.begin_heterogeneous_model($5); }';'
equation_list END ';' { driver.end_model(); }
;
equation_list : equation_list equation
......@@ -1001,6 +1040,14 @@ equation : hand_side EQUAL hand_side ';'
{ $$ = driver.add_model_equal($4, $6, $2); }
| '[' tag_pair_list ']' hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($4, $2); }
| hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal($1, $3, {}, $5); }
| hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($1, {}, $3); }
| '[' tag_pair_list ']' hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal($4, $6, $2, $8); }
| '[' tag_pair_list ']' hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($4, $2, $6); }
;
tag_pair_list : tag_pair_list COMMA tag_pair
......@@ -1134,6 +1181,8 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_erfc($3); }
| STEADY_STATE '(' hand_side ')'
{ $$ = driver.add_steady_state($3); }
| SUM '(' hand_side ')'
{ $$ = driver.add_sum($3); }
;
comma_hand_side : hand_side
......@@ -1184,9 +1233,15 @@ shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
| SHOCKS '(' SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(false); }
| SHOCKS '(' SURPRISE COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
| SHOCKS '(' OVERWRITE COMMA SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
| SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
| SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
| SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
| SHOCKS '(' LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
| SHOCKS '(' LEARNT_IN EQUAL integer_or_date COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
| SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
| SHOCKS '(' HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
{ driver.end_heterogeneous_shocks($5, false); }
| SHOCKS '(' HETEROGENEITY EQUAL symbol COMMA OVERWRITE ')' ';' stoch_shock_list END ';'
{ driver.end_heterogeneous_shocks($5, true); }
| SHOCKS '(' OVERWRITE COMMA HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
{ driver.end_heterogeneous_shocks($7, true); }
;
shock_list : shock_list shock_elem
......@@ -1194,7 +1249,10 @@ shock_list : shock_list shock_elem
;
shock_elem : det_shock_elem
| VAR symbol ';' STDERR expression ';'
| stoch_shock_elem
;
stoch_shock_elem : VAR symbol ';' STDERR expression ';'
{ driver.add_stderr_shock($2, $5); }
| VAR symbol EQUAL expression ';'
{ driver.add_var_shock($2, $4); }
......@@ -1204,6 +1262,10 @@ shock_elem : det_shock_elem
{ driver.add_correl_shock($2, $4, $6); }
;
stoch_shock_list : stoch_shock_list stoch_shock_elem
| stoch_shock_elem
;
det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
{ driver.add_det_shock($2, $5, $8, ParsingDriver::DetShockType::standard); }
| VAR symbol ';' PERIODS period_list ';' ADD value_list ';'
......@@ -1319,11 +1381,13 @@ mshocks : MSHOCKS ';' mshock_list END ';'
{ driver.end_mshocks(false, false); }
| MSHOCKS '(' mshocks_options_list ')' ';' mshock_list END ';'
{
/* NB: the following relies of the fact that bool is the first
/* NB: the following relies on the fact that bool is the first
alternative in the variant, so that default initialization of the
variant by the [] operator will give false */
if ($3.contains("learnt_in"))
driver.end_mshocks_learnt_in(get<string>($3.at("learnt_in")), get<bool>($3["overwrite"]), get<bool>($3["relative_to_initval"]));
driver.end_mshocks_learnt_in(get<variant<int, string>>($3.at("learnt_in")),
get<bool>($3["overwrite"]),
get<bool>($3["relative_to_initval"]));
else
driver.end_mshocks(get<bool>($3["overwrite"]), get<bool>($3["relative_to_initval"]));
}
......@@ -1342,7 +1406,7 @@ mshocks_options_list : mshocks_option
mshocks_option : OVERWRITE
{ $$ = {"overwrite", true}; }
| LEARNT_IN EQUAL INT_NUMBER
| LEARNT_IN EQUAL integer_or_date
{ $$ = {"learnt_in", $3}; }
| RELATIVE_TO_INITVAL
{ $$ = {"relative_to_initval", true}; }
......@@ -1352,46 +1416,36 @@ mshock_list : mshock_list det_shock_elem
| det_shock_elem
;
period_list : period_list COMMA INT_NUMBER
{
$$ = $1;
int p = stoi($3);
$$.emplace_back(p, p);
}
| period_list INT_NUMBER
period_list : period_range
{ $$ = { $1 }; }
| period_list period_range
{
$$ = $1;
int p = stoi($2);
$$.emplace_back(p, p);
$$.emplace_back($2);
}
| period_list COMMA INT_NUMBER ':' INT_NUMBER
| period_list COMMA period_range
{
$$ = $1;
int p1 = stoi($3), p2 = stoi($5);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$.emplace_back(p1, p2);
$$.emplace_back($3);
}
| period_list INT_NUMBER ':' INT_NUMBER
;
period_range : INT_NUMBER
{
$$ = $1;
int p1 = stoi($2), p2 = stoi($4);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$.emplace_back(p1, p2);
int p = stoi($1);
$$.emplace<pair<int, int>>(p, p);
}
| INT_NUMBER ':' INT_NUMBER
{
int p1 = stoi($1), p2 = stoi($3);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$ = { { p1, p2 } };
}
| INT_NUMBER
{
int p = stoi($1);
$$ = { { p, p } };
$$.emplace<pair<int, int>>(p1, p2);
}
| date_expr
{ $$.emplace<pair<string, string>>($1, $1); }
| date_expr ':' date_expr
{ $$.emplace<pair<string, string>>($1, $3); }
;
value_list : value_list COMMA '(' expression ')'
......@@ -1409,22 +1463,22 @@ value_list : value_list COMMA '(' expression ')'
| value_list COMMA signed_number
{
$$ = $1;
$$.push_back($3.at(0) == '-' ?
driver.add_uminus(driver.add_non_negative_constant($3.substr(1))) :
driver.add_non_negative_constant($3));
$$.push_back($3.at(0) == '-'
? driver.add_uminus(driver.add_non_negative_constant($3.substr(1)))
: driver.add_non_negative_constant($3));
}
| value_list signed_number
{
$$ = $1;
$$.push_back($2.at(0) == '-' ?
driver.add_uminus(driver.add_non_negative_constant($2.substr(1))) :
driver.add_non_negative_constant($2));
$$.push_back($2.at(0) == '-'
? driver.add_uminus(driver.add_non_negative_constant($2.substr(1)))
: driver.add_non_negative_constant($2));
}
| signed_number
{
$$ = { $1.at(0) == '-' ?
driver.add_uminus(driver.add_non_negative_constant($1.substr(1))) :
driver.add_non_negative_constant($1) };
$$ = {$1.at(0) == '-'
? driver.add_uminus(driver.add_non_negative_constant($1.substr(1)))
: driver.add_non_negative_constant($1)};
}
;
......@@ -1445,9 +1499,11 @@ steady_options : o_solve_algo
| o_markowitz
| o_steady_maxit
| o_nocheck
| o_noprint
| o_steady_tolf
| o_steady_tolx
| o_fsolve_options
| o_non_zero
;
check : CHECK ';'
......@@ -1492,6 +1548,8 @@ perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMM
perfect_foresight_setup_options : o_periods
| o_datafile
| o_endval_steady
| o_pf_first_simulation_period
| o_pf_last_simulation_period
;
perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
......@@ -1529,6 +1587,16 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_homotopy_step_size_increase_success_count
| o_homotopy_linearization_fallback
| o_homotopy_marginal_linearization_fallback
| o_homotopy_exclude_varexo
| o_preconditioner
| o_iter_tol
| o_iter_maxit
| o_gmres_restart
| o_iterstack_maxlu
| o_iterstack_nperiods
| o_iterstack_nlu
| o_iterstack_relu
| o_check_jacobian_singularity
;
perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
......@@ -1543,6 +1611,8 @@ perfect_foresight_with_expectation_errors_setup_options_list : perfect_foresight
perfect_foresight_with_expectation_errors_setup_options : o_periods
| o_datafile
| o_pf_first_simulation_period
| o_pf_last_simulation_period
;
perfect_foresight_with_expectation_errors_solver : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER ';'
......@@ -1559,6 +1629,31 @@ perfect_foresight_with_expectation_errors_solver_options : o_pfwee_constant_simu
| perfect_foresight_solver_options
;
perfect_foresight_controlled_paths : PERFECT_FORESIGHT_CONTROLLED_PATHS ';' perfect_foresight_controlled_paths_list END ';'
{ driver.perfect_foresight_controlled_paths($3, 1); }
| PERFECT_FORESIGHT_CONTROLLED_PATHS '(' LEARNT_IN EQUAL integer_or_date ')' ';' perfect_foresight_controlled_paths_list END ';'
{ driver.perfect_foresight_controlled_paths($8, $5); }
;
perfect_foresight_controlled_paths_list : perfect_foresight_controlled_paths_list perfect_foresight_controlled_paths_elem
{
$$ = $1;
$$.push_back($2);
}
| perfect_foresight_controlled_paths_elem
{ $$ = { $1 }; }
;
perfect_foresight_controlled_paths_elem : EXOGENIZE symbol ';' PERIODS period_list ';' VALUES value_list ';' ENDOGENIZE symbol ';'
{
driver.check_symbol_is_endogenous($2);
driver.check_symbol_is_exogenous($11, false);
if ($5.size() != $8.size())
driver.error("The number of periods is different from the number of values");
$$ = { $2, $5, $8, $11};
}
;
method_of_moments : METHOD_OF_MOMENTS ';'
{ driver.method_of_moments(); }
| METHOD_OF_MOMENTS '(' method_of_moments_options_list ')' ';'
......@@ -1581,6 +1676,7 @@ method_of_moments_option : o_add_tiny_number_to_cholesky
| o_datafile
| o_dirname
| o_dr
| o_dr_cycle_reduction_maxiter
| o_dr_cycle_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_dr_logarithmic_reduction_tol
......@@ -1650,8 +1746,6 @@ method_of_moments_option : o_add_tiny_number_to_cholesky
| o_simulation_method
| o_simulation_multiple
| o_sub_draws
| o_sylvester
| o_sylvester_fixed_point_tol
| o_taper_steps
| o_tex
| o_use_penalized_objective_for_hessian
......@@ -1758,10 +1852,9 @@ stoch_simul_primary_options : o_solve_algo
| o_conditional_variance_decomposition
| o_k_order_solver
| o_pruning
| o_sylvester
| o_sylvester_fixed_point_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_cycle_reduction_maxiter
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_irf_plot_threshold
......@@ -2044,9 +2137,8 @@ prior_pdf : BETA_PDF
{ $$ = PriorDistributions::weibull; }
;
date_str : DATES
date_expr : date_str
date_expr : DATE
{ $$ = "dates('" + $1 + "')"; }
| date_expr PLUS INT_NUMBER
{ $$ = $1 + '+' + $3; }
;
......@@ -2293,13 +2385,12 @@ estimation_options : o_datafile
| o_cova_compute
| o_irf_shocks
| o_sub_draws
| o_sylvester
| o_sylvester_fixed_point_tol
| o_lyapunov
| o_lyapunov_fixed_point_tol
| o_lyapunov_doubling_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_cycle_reduction_maxiter
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
......@@ -2422,13 +2513,17 @@ trend_list : trend_list trend_element
trend_element : symbol '(' expression ')' ';' { driver.set_trend_element($1, $3); };
filter_initial_state : FILTER_INITIAL_STATE ';' filter_initial_state_list END ';' { driver.set_filter_initial_state(); };
filter_initial_state : FILTER_INITIAL_STATE ';' filter_initial_state_list END ';'
{ driver.set_filter_initial_state(); }
;
filter_initial_state_list : filter_initial_state_list filter_initial_state_element
| filter_initial_state_element
;
filter_initial_state_element : symbol '(' signed_integer ')' EQUAL expression ';' { driver.set_filter_initial_state_element($1, $3, $6); };
filter_initial_state_element : symbol '(' signed_integer ')' EQUAL expression ';'
{ driver.set_filter_initial_state_element($1, $3, $6); }
;
unit_root_vars : UNIT_ROOT_VARS symbol_list ';' { driver.set_unit_root_vars(); };
......@@ -2597,22 +2692,19 @@ ramsey_policy : RAMSEY_POLICY ';'
{ driver.ramsey_policy($5); }
;
ramsey_constraints : RAMSEY_CONSTRAINTS ';' ramsey_constraints_list END ';'
{ driver.add_ramsey_constraints_statement(); }
;
ramsey_constraints_list : ramsey_constraints_list ramsey_constraint
| ramsey_constraint
ramsey_constraints : RAMSEY_CONSTRAINTS ';'
{ driver.begin_ramsey_constraints(); }
ramsey_constraints_list END ';'
{ driver.end_ramsey_constraints($4); }
;
ramsey_constraint : NAME LESS expression ';'
{ driver.ramsey_constraint_add_less($1,$3); }
| NAME GREATER expression ';'
{ driver.ramsey_constraint_add_greater($1,$3); }
| NAME LESS_EQUAL expression ';'
{ driver.ramsey_constraint_add_less_equal($1,$3); }
| NAME GREATER_EQUAL expression ';'
{ driver.ramsey_constraint_add_greater_equal($1,$3); }
ramsey_constraints_list : ramsey_constraints_list hand_side ';'
{
$$ = $1;
$$.push_back($2);
}
| hand_side ';'
{ $$ = { $1 }; }
;
evaluate_planner_objective : EVALUATE_PLANNER_OBJECTIVE ';'
......@@ -3117,17 +3209,27 @@ ms_estimation : MS_ESTIMATION ';'
{ driver.ms_estimation(); }
;
dynare_sensitivity : DYNARE_SENSITIVITY ';'
{ driver.dynare_sensitivity(); }
| DYNARE_SENSITIVITY '(' dynare_sensitivity_options_list ')' ';'
{ driver.dynare_sensitivity(); }
sensitivity : SENSITIVITY ';'
{ driver.sensitivity(); }
| SENSITIVITY '(' sensitivity_options_list ')' ';'
{ driver.sensitivity(); }
| DYNARE_SENSITIVITY ';'
{
driver.warning("The 'dynare_sensitivity' command is deprecated. It has been renamed 'sensitivity'.");
driver.sensitivity();
}
| DYNARE_SENSITIVITY '(' sensitivity_options_list ')' ';'
{
driver.warning("The 'dynare_sensitivity' command is deprecated. It has been renamed 'sensitivity'.");
driver.sensitivity();
}
;
dynare_sensitivity_options_list : dynare_sensitivity_option COMMA dynare_sensitivity_options_list
| dynare_sensitivity_option
sensitivity_options_list : sensitivity_option COMMA sensitivity_options_list
| sensitivity_option
;
dynare_sensitivity_option : o_gsa_identification
sensitivity_option : o_gsa_identification
| o_gsa_morris
| o_gsa_stab
| o_gsa_redform
......@@ -3336,7 +3438,9 @@ conditional_forecast_paths_shock_list : conditional_forecast_paths_shock_elem
;
conditional_forecast_paths_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
{ driver.add_det_shock($2, $5, $8, ParsingDriver::DetShockType::conditional_forecast); }
{ driver.add_det_shock(
$2, $5, $8,
ParsingDriver::DetShockType::conditional_forecast); }
;
steady_state_model : STEADY_STATE_MODEL ';' { driver.begin_steady_state_model(); }
......@@ -3434,6 +3538,7 @@ extended_path_option : o_periods
| o_solver_periods
| o_extended_path_order
| o_hybrid
| o_use_first_order_solution
| o_lmmcp
;
......@@ -3446,7 +3551,8 @@ calibration_range : '[' expression COMMA expression ']'
| PLUS
{ $$ = {driver.add_non_negative_constant("0"), driver.add_inf_constant()}; }
| MINUS
{ $$ = { driver.add_uminus(driver.add_inf_constant()), driver.add_non_negative_constant("0") }; }
{ $$ = {driver.add_uminus(driver.add_inf_constant()),
driver.add_non_negative_constant("0")}; }
;
moment_calibration : MOMENT_CALIBRATION ';' moment_calibration_list END ';'
......@@ -3533,6 +3639,116 @@ init2shocks_element : symbol symbol ';' { driver.add_init2shocks($1, $2); }
| symbol COMMA symbol ';' { driver.add_init2shocks($1, $3); }
;
matched_irfs : MATCHED_IRFS ';' matched_irfs_list END ';'
{ driver.matched_irfs($3, false); }
| MATCHED_IRFS '(' OVERWRITE ')' ';' matched_irfs_list END ';'
{ driver.matched_irfs($6, true); }
;
matched_irfs_list : matched_irfs_elem
{ $$ = {$1}; }
| matched_irfs_list matched_irfs_elem
{
$$ = $1;
auto [it, success] = $$.insert($2);
if (!success)
driver.error("matched_irfs: the pair endogenous " + $2.first.first + " with exogenous " + $2.first.second + " appears two times");
}
;
matched_irfs_elem : matched_irfs_elem_var_varexo
PERIODS period_list ';'
matched_irfs_elem_values_weights
{
if ($3.size() != $5.first.size())
driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
if ($3.size() != $5.second.size())
driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
vector<tuple<int, int, expr_t, expr_t>> v;
v.reserve($3.size());
for (size_t i {0}; i < $3.size(); i++)
try
{
auto [p1, p2] = get<pair<int, int>>($3[i]);
v.emplace_back(p1, p2, $5.first[i], $5.second[i]);
}
catch (bad_variant_access&)
{
driver.error("matched_irfs: dates are not allowed in the 'periods' keyword");
}
$$ = {$1, v};
}
;
matched_irfs_elem_var_varexo : VAR symbol ';' VAREXO symbol ';'
{
driver.check_symbol_is_endogenous($2);
driver.check_symbol_is_exogenous($5, false);
$$ = {$2, $5};
}
| VAREXO symbol ';' VAR symbol ';'
{
driver.check_symbol_is_endogenous($5);
driver.check_symbol_is_exogenous($2, false);
$$ = {$5, $2};
}
;
matched_irfs_elem_values_weights : VALUES value_list ';'
{
$$ = {$2, vector($2.size(),
driver.add_non_negative_constant("1"))};
}
| VALUES value_list ';' WEIGHTS value_list ';'
{ $$ = {$2, $5}; }
| WEIGHTS value_list ';' VALUES value_list ';'
{ $$ = {$5, $2}; }
;
matched_irfs_weights : MATCHED_IRFS_WEIGHTS ';' matched_irfs_weights_list END ';'
{ driver.matched_irfs_weights($3, false); }
| MATCHED_IRFS_WEIGHTS '(' OVERWRITE ')' ';' matched_irfs_weights_list END ';'
{ driver.matched_irfs_weights($6, true); }
;
matched_irfs_weights_list : matched_irfs_weights_elem
{ $$ = {$1}; }
| matched_irfs_weights_list matched_irfs_weights_elem
{
$$ = $1;
auto [it, success] = $$.insert($2);
if (!success)
driver.error("matched_irfs: the tuple (" + get<0>($2.first)
+ "(" + get<1>($2.first) + ")," + get<2>($2.first)
+ "," + get<3>($2.first) + "(" + get<4>($2.first) + "),"
+ get<5>($2.first) + ") appears two times");
}
;
matched_irfs_weights_elem : matched_irfs_weights_elem_var_varexo COMMA
matched_irfs_weights_elem_var_varexo COMMA
expression ';'
{
$$ = {{get<0>($1), get<1>($1), get<2>($1),
get<0>($3), get<1>($3), get<2>($3)},
$5};
}
;
matched_irfs_weights_elem_var_varexo : symbol '(' INT_NUMBER ')' COMMA symbol
{
driver.check_symbol_is_endogenous($1);
driver.check_symbol_is_exogenous($6, false);
$$ = {$1, $3, $6};
}
| symbol '(' integer_range ')' COMMA symbol
{
driver.check_symbol_is_endogenous($1);
driver.check_symbol_is_exogenous($6, false);
$$ = {$1, $3, $6};
}
;
o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
o_robust_lin_solve : ROBUST_LIN_SOLVE { driver.option_num("simul.robust_lin_solve", "true"); };
......@@ -3558,6 +3774,7 @@ o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };
o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
o_use_first_order_solution : USE_FIRST_ORDER_SOLUTION { driver.option_num("ep.use_first_order_solution_as_initial_guess", "true"); };
o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_bandpass_filter : BANDPASS_FILTER { driver.option_num("bandpass.indicator", "true"); }
......@@ -3626,13 +3843,17 @@ o_est_first_obs : FIRST_OBS EQUAL vec_int
o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
{ driver.option_str("posterior_sampler_options.posterior_sampling_method", $3); } ;
o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); };
o_date_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("firstsimulationperiod", $3); } ;
o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); };
o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $3); } ;
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("first_obs", $3); } ;
o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); }
| FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("first_simulation_period", $3); }
;
o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); }
| LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("last_simulation_period", $3); }
;
o_pf_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.first_simulation_period", $3); };
o_pf_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.last_simulation_period", $3); };
o_last_obs : LAST_OBS EQUAL INT_NUMBER { driver.option_num("last_obs", $3); };
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("last_obs", $3); } ;
o_keep_kalman_algo_if_singularity_is_detected : KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED { driver.option_num("kalman.keep_kalman_algo_if_singularity_is_detected", "true"); } ;
o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
......@@ -3807,9 +4028,6 @@ o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_informat
o_sub_draws: SUB_DRAWS EQUAL INT_NUMBER { driver.option_num("sub_draws", $3); };
o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.set_planner_discount($3); };
o_planner_discount_latex_name : PLANNER_DISCOUNT_LATEX_NAME EQUAL TEX_NAME { driver.set_planner_discount_latex_name($3); };
o_sylvester : SYLVESTER EQUAL FIXED_POINT {driver.option_num("sylvester_fp", "true"); }
| SYLVESTER EQUAL DEFAULT {driver.option_num("sylvester_fp", "false"); };
o_sylvester_fixed_point_tol : SYLVESTER_FIXED_POINT_TOL EQUAL non_negative_number {driver.option_num("sylvester_fixed_point_tol",$3);};
o_lyapunov : LYAPUNOV EQUAL FIXED_POINT { driver.option_num("lyapunov_fp", "true"); }
| LYAPUNOV EQUAL DOUBLING { driver.option_num("lyapunov_db", "true"); }
| LYAPUNOV EQUAL SQUARE_ROOT_SOLVER { driver.option_num("lyapunov_srs", "true"); }
......@@ -3821,6 +4039,7 @@ o_dr : DR EQUAL CYCLE_REDUCTION {driver.option_num("dr_cycle_reduction", "true")
| DR EQUAL LOGARITHMIC_REDUCTION { driver.option_num("dr_logarithmic_reduction", "true"); }
| DR EQUAL DEFAULT { driver.option_num("dr_cycle_reduction", "false"); driver.option_num("dr_logarithmic_reduction", "false"); };
o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_cycle_reduction_tol", $3); };
o_dr_cycle_reduction_maxiter : DR_CYCLE_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_cycle_reduction_maxiter", $3); };
o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_logarithmic_reduction_tol", $3); };
o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_logarithmic_reduction_maxiter", $3); };
o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "true"); };
......@@ -3873,9 +4092,11 @@ o_resampling : RESAMPLING EQUAL SYSTEMATIC
| RESAMPLING EQUAL NONE { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.none", "true"); }
| RESAMPLING EQUAL GENERIC { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.generic", "true"); };
o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver.option_num("particle.resampling.threshold", $3); };
o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
| RESAMPLING_METHOD EQUAL SMOOTH {driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
| RESAMPLING_METHOD EQUAL STRATIFIED {driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); };
o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false") ;}
| RESAMPLING_METHOD EQUAL SMOOTH { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL RESIDUAL { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "true"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL MULTINOMIAL { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "true"); };
o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI { driver.option_num("particle.cpf_weights_method.amisanotristani", "true"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "false"); }
| CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW { driver.option_num("particle.cpf_weights_method.amisanotristani", "false"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "true"); };
o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
......@@ -3932,6 +4153,21 @@ o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER { driver.option_num("homotopy_mode", $3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER { driver.option_num("homotopy_steps", $3); };
o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue", $3); };
o_preconditioner : PRECONDITIONER EQUAL UMFITER
{ driver.option_str("simul.preconditioner", "umfiter"); }
| PRECONDITIONER EQUAL ITERSTACK
{ driver.option_str("simul.preconditioner", "iterstack"); }
| PRECONDITIONER EQUAL ILU
{ driver.option_str("simul.preconditioner", "ilu"); };
;
o_iter_tol : ITER_TOL EQUAL non_negative_number { driver.option_num("simul.iter_tol", $3); };
o_iter_maxit : ITER_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.iter_maxit", $3); };
o_gmres_restart : GMRES_RESTART EQUAL INT_NUMBER { driver.option_num("simul.gmres_restart", $3); };
o_iterstack_maxlu : ITERSTACK_MAXLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_maxlu", $3); };
o_iterstack_nperiods : ITERSTACK_NPERIODS EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nperiods", $3); };
o_iterstack_nlu : ITERSTACK_NLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nlu", $3); };
o_iterstack_relu : ITERSTACK_RELU EQUAL non_negative_number { driver.option_num("simul.iterstack_relu", $3); };
o_check_jacobian_singularity : CHECK_JACOBIAN_SINGULARITY { driver.option_num("simul.check_jacobian_singularity", "true"); };
o_nocheck : NOCHECK { driver.option_num("steadystate.nocheck", "true"); };
o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo", $4); };
......@@ -4146,10 +4382,11 @@ o_analytic_derivation_mode : ANALYTIC_DERIVATION_MODE EQUAL signed_number { driv
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "true"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
{ driver.option_str("MCMC_jumping_covariance", $3); } | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", $3); }
{ driver.option_str("MCMC_jumping_covariance", "hessian"); }
| MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", "prior_variance"); }
| MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
{ driver.option_str("MCMC_jumping_covariance", $3); }
{ driver.option_str("MCMC_jumping_covariance", "identity_matrix"); }
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
......@@ -4169,6 +4406,7 @@ o_homotopy_step_size_increase_success_count : HOMOTOPY_STEP_SIZE_INCREASE_SUCCES
o_homotopy_linearization_fallback : HOMOTOPY_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_linearization_fallback", "true"); }
o_homotopy_marginal_linearization_fallback : HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_marginal_linearization_fallback", "0.01"); }
| HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK EQUAL non_negative_number { driver.option_num("simul.homotopy_marginal_linearization_fallback", $3); }
o_homotopy_exclude_varexo : HOMOTOPY_EXCLUDE_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("simul.homotopy_exclude_varexo", $4); };
o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars", $4); };
......@@ -4219,7 +4457,7 @@ o_emas_girf : EMAS_GIRF { driver.option_num("irf_opt.ergodic_mean_irf", "true");
o_emas_drop : EMAS_DROP EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.drop", $3); };
o_emas_tolf : EMAS_TOLF EQUAL non_negative_number { driver.option_num("irf_opt.EM.tolf", $3); };
o_emas_max_iter : EMAS_MAX_ITER EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.iter", $3); };
o_non_zero : NON_ZERO { driver.option_num("non_zero", "true"); };
o_non_zero : NON_ZERO { driver.option_num("steady.non_zero", "true"); };
// Some options to "identification"
o_no_identification_strength : NO_IDENTIFICATION_STRENGTH { driver.option_num("no_identification_strength", "true"); };
......@@ -4309,9 +4547,8 @@ vec_int_number : INT_NUMBER
vec_int_elem : vec_int_number
| INT_NUMBER ':' INT_NUMBER
{
$$ = {};
for (int i = stoi($1); i <= stoi($3); i++)
$$.push_back(i);
auto v = views::iota(stoi($1), stoi($3) + 1);
$$ = {v.begin(), v.end()};
}
;
......@@ -4438,13 +4675,14 @@ symbol : NAME
| DD
| ADD
| MULTIPLY
| MFS
| RESIDUAL
;
%%
void
Dynare::parser::error(const Dynare::parser::location_type &l,
const string &m)
Dynare::parser::error(const Dynare::parser::location_type& l, const string& m)
{
driver.error(l, m);
}