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/*
* Copyright © 2003-2021 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <cassert>
#include <iostream>
#include <sstream>
using namespace std;
#include "ComputingTasks.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/tokenizer.hpp>
#pragma GCC diagnostic pop
#include <utility>
#include <algorithm>
SteadyStatement::SteadyStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
SteadyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.steady_present = true;
}
void
SteadyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "steady;" << endl;
}
void
SteadyStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "steady")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
CheckStatement::CheckStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}{
}
void
CheckStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "oo_.dr.eigval = check(M_,options_,oo_);" << endl;
}
void
CheckStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.check_present = true;
}
void
CheckStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "check")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
ModelInfoStatement::ModelInfoStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
ModelInfoStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
//mod_file_struct.model_info_present = true;
}
void
ModelInfoStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "model_info();" << endl;
}
void
ModelInfoStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "model_info")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
SimulStatement::SimulStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.perfect_foresight_solver_present = true;
}
voidSimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Translate the “datafile” option into “initval_file” (see dynare#1663)
auto options_list_new = options_list; // Need a copy, because of const
if (auto it = options_list_new.string_options.find("datafile");
it != options_list_new.string_options.end())
{
output << "options_.initval_file = true;" << endl
<< "options_initvalf = struct();" << endl
<< "options_initvalf.datafile = '" << it->second << "';" << endl
<< "oo_.initval_series = histvalf_initvalf('INITVALF', M_, options_initvalf);" << endl;
options_list_new.string_options.erase(it);
}
options_list_new.writeOutput(output);
output << "perfect_foresight_setup;" << endl
<< "perfect_foresight_solver;" << endl;
}
void
SimulStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "simul")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PerfectForesightSetupStatement::PerfectForesightSetupStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
auto options_list_new = options_list; // Need a copy, because of const
if (auto it = options_list_new.string_options.find("datafile");
it != options_list_new.string_options.end())
{
output << "options_.initval_file = true;" << endl
<< "options_initvalf = struct();" << endl
<< "options_initvalf.datafile = '" << it->second << "';" << endl
<< "oo_.initval_series = histvalf_initvalf('INITVALF', M_, options_initvalf);" << endl;
options_list_new.string_options.erase(it);
}
options_list_new.writeOutput(output);
output << "perfect_foresight_setup;" << endl;
}
void
PerfectForesightSetupStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "perfect_foresight_setup")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PerfectForesightSolverStatement::PerfectForesightSolverStatement(OptionsList options_list_arg) :
options_list(move(options_list_arg))
{
}
voidPerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.perfect_foresight_solver_present = true;
}
void
PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_solver;" << endl;
}
void
PerfectForesightSolverStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "perfect_foresight_solver")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg,
OptionsList options_list_arg) :
prior_func{prior_func_arg},
options_list{move(options_list_arg)}
{
}
void
PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it2 = options_list.string_options.find("function");
it2 == options_list.string_options.end() || it2->second.empty())
{
cerr << "ERROR: both the prior_function and posterior_function commands require the 'function' argument"
<< endl;
exit(EXIT_FAILURE);
}
}
void
PriorPosteriorFunctionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
string type = prior_func ? "prior" : "posterior";
output << "oo_ = execute_prior_posterior_function("
<< "'" << options_list.string_options.find("function")->second << "', "
<< "M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, "
<< "'" << type << "');" << endl;
}
void
PriorPosteriorFunctionStatement::writeJsonOutput(ostream &output) const
{
string type = prior_func ? "prior" : "posterior";
output << R"({"statementName": "prior_posterior_function", "type": ")" << type << R"(")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PacModelStatement::PacModelStatement(string name_arg,
string aux_model_name_arg, string discount_arg,
expr_t growth_arg,
double steady_state_growth_rate_number_arg,
int steady_state_growth_rate_symb_id_arg,
const SymbolTable &symbol_table_arg) :
name{move(name_arg)},
aux_model_name{move(aux_model_name_arg)},
discount{move(discount_arg)},
growth{growth_arg},
original_growth{growth_arg},
steady_state_growth_rate_number{steady_state_growth_rate_number_arg},
steady_state_growth_rate_symb_id{steady_state_growth_rate_symb_id_arg},
symbol_table{symbol_table_arg}
{
}
void
PacModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (growth)
growth->collectVariables(SymbolType::exogenous, mod_file_struct.pac_params);
}
void
PacModelStatement::overwriteGrowth(expr_t new_growth)
{
if (!new_growth || !growth)
return;
growth = new_growth;
try
{
growth_info = growth->matchLinearCombinationOfVariables(false);
}
catch (ExprNode::MatchFailureException &e)
{
auto gv = dynamic_cast<const VariableNode *>(growth);
if (gv)
growth_info.emplace_back(gv->symb_id, gv->lag, -1, 1);
else
{
cerr << "Pac growth must be a linear combination of variables" << endl;
exit(EXIT_FAILURE);
}
}
}
void
PacModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "M_.pac." << name << ".auxiliary_model_name = '" << aux_model_name << "';" << endl
<< "M_.pac." << name << ".discount_index = " << symbol_table.getTypeSpecificID(discount) + 1 << ";" << endl;
if (steady_state_growth_rate_symb_id < 0 && steady_state_growth_rate_number > 0)
output << "M_.pac." << name << ".steady_state_growth_rate = "
<< steady_state_growth_rate_number << ";" << endl;
else if (steady_state_growth_rate_symb_id >= 0)
output << "M_.pac." << name << ".steady_state_growth_rate = "
<< symbol_table.getTypeSpecificID(steady_state_growth_rate_symb_id) + 1 << ";" << endl;
if (growth)
{
output << "M_.pac." << name << ".growth_str = '";
original_growth->writeJsonOutput(output, {}, {}, true);
output << "';" << endl;
int i = 0;
for (auto [growth_symb_id, growth_lag, param_id, constant] : growth_info)
{
string structname = "M_.pac." + name + ".growth_linear_comb(" + to_string(++i) + ").";
if (growth_symb_id >= 0) {
string var_field = "endo_id";
if (symbol_table.getType(growth_symb_id) == SymbolType::exogenous)
{
var_field = "exo_id";
output << structname << "endo_id = 0;" << endl;
}
else
output << structname << "exo_id = 0;" << endl;
try
{
// case when this is not the highest lag of the growth variable
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, growth_lag);
output << structname << var_field << " = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< structname << "lag = 0;" << endl;
}
catch (...)
{
try
{
// case when this is the highest lag of the growth variable
int tmp_growth_lag = growth_lag + 1;
int aux_symb_id = symbol_table.searchAuxiliaryVars(growth_symb_id, tmp_growth_lag);
output << structname << var_field << " = " << symbol_table.getTypeSpecificID(aux_symb_id) + 1 << ";" << endl
<< structname << "lag = -1;" << endl;
}
catch (...)
{
// case when there is no aux var for the variable
output << structname << var_field << " = "<< symbol_table.getTypeSpecificID(growth_symb_id) + 1 << ";" << endl
<< structname << "lag = " << growth_lag << ";" << endl;
}
}
}
else
output << structname << "endo_id = 0;" << endl
<< structname << "exo_id = 0;" << endl
<< structname << "lag = 0;" << endl;
output << structname << "param_id = "
<< (param_id == -1 ? 0 : symbol_table.getTypeSpecificID(param_id) + 1) << ";" << endl
<< structname << "constant = " << constant << ";" << endl;
}
}
}
void
PacModelStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "pac_model",)"
<< R"("model_name": ")" << name << R"(",)"
<< R"("auxiliary_model_name": ")" << aux_model_name << R"(",)"
<< R"("discount_index": )" << symbol_table.getTypeSpecificID(discount) + 1;
if (growth)
{
output << R"(,"growth_str": ")";
original_growth->writeJsonOutput(output, {}, {}, true);
output << R"(")";
}
output << "}" << endl;
}
StochSimulStatement::StochSimulStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings){
mod_file_struct.stoch_simul_present = true;
// Fill in option_order of mod_file_struct
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, stoi(it->second));
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
if (auto it = options_list.num_options.find("k_order_solver");
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
if (auto it = options_list.num_options.find("hp_filter"),
it1 = options_list.num_options.find("bandpass.indicator"),
it2 = options_list.num_options.find("one_sided_hp_filter");
(it != options_list.num_options.end() && it1 != options_list.num_options.end())
|| (it != options_list.num_options.end() && it2 != options_list.num_options.end())
|| (it1 != options_list.num_options.end() && it2 != options_list.num_options.end()))
{
cerr << "ERROR: stoch_simul: can only use one of hp, one-sided hp, and bandpass filters"
<< endl;
exit(EXIT_FAILURE);
}
symbol_list.removeDuplicates("stoch_simul", warnings);
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: stoch_simul: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
StochSimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
if (auto it = options_list.num_options.find("order"),
it1 = options_list.num_options.find("k_order_solver");
(it1 != options_list.num_options.end() && it1->second == "true")
|| (it != options_list.num_options.end() && stoi(it->second) >= 3))
output << "options_.k_order_solver = true;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);" << endl;
}
void
StochSimulStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "stoch_simul")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{ output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
ForecastStatement::ForecastStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
ForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: forecast: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
ForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[oo_.forecast,info] = dyn_forecast(var_list_,M_,options_,oo_,'simul');" << endl;
}
void
ForecastStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "forecast")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
RamseyModelStatement::RamseyModelStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
RamseyModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.ramsey_model_present = true;
/* Fill in option_order of mod_file_struct
Since ramsey model needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
{
int order = stoi(it->second);
if (order > 2) {
cerr << "ERROR: ramsey_model: order > 2 is not implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
if (auto it = options_list.num_options.find("k_order_solver");
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
// Fill list of instruments
if (auto it = options_list.symbol_list_options.find("instruments");
it != options_list.symbol_list_options.end())
mod_file_struct.instruments = it->second;
}
void
RamseyModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// options_.ramsey_policy indicates that a Ramsey model is present in the *.mod file
// this affects the computation of the steady state that uses a special algorithm
// It should probably rather be a M_ field, but we leave it in options_ for historical reason
// Ensure that order 3 implies k_order (#844)
if (auto it = options_list.num_options.find("order"),
it1 = options_list.num_options.find("k_order_solver");
(it1 != options_list.num_options.end() && it1->second == "true")
|| (it != options_list.num_options.end() && stoi(it->second) >= 3))
output << "options_.k_order_solver = true;" << endl;
output << "options_.ramsey_policy = true;" << endl;
options_list.writeOutput(output);
}
void
RamseyModelStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ramsey_model")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
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, WarningConsolidation &warnings)
{
if (!mod_file_struct.ramsey_model_present || !mod_file_struct.ramsey_policy_present)
cerr << "ramsey_constraints: can only be used with ramsey_model or ramsey_policy" << endl;
}
void
RamseyConstraintsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{ output << "M_.ramsey_model_constraints = {" << endl;
for (auto it = constraints.begin(); it != constraints.end(); ++it)
{
if (it != constraints.begin())
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 (auto it = constraints.begin(); it != constraints.end(); ++it)
{
if (it != constraints.begin())
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(const SymbolTable &symbol_table_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)}
{
}
void
RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
// ramsey_model_present indicates that the model is augmented with the FOC of the planner problem
mod_file_struct.ramsey_model_present = true;
// ramsey_policy_present indicates that ramsey_policy instruction for computation of first order approximation
// of a stochastic Ramsey problem if present in the *.mod file
mod_file_struct.ramsey_policy_present = true;
/* Fill in option_order of mod_file_struct
Since ramsey policy needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
{
int order = stoi(it->second);
if (order > 2)
{
cerr << "ERROR: ramsey_policy: order > 2 is not implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
if (auto it = options_list.num_options.find("k_order_solver");
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
// Fill list of instruments
if (auto it = options_list.symbol_list_options.find("instruments");
it != options_list.symbol_list_options.end())
mod_file_struct.instruments = it->second;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: ramsey_policy: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
RamseyPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
if (auto it = options_list.num_options.find("order"),
it1 = options_list.num_options.find("k_order_solver");
(it1 != options_list.num_options.end() && it1->second == "true")
|| (it != options_list.num_options.end() && stoi(it->second) >= 3))
output << "options_.k_order_solver = true;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "ramsey_policy(var_list_);" << endl;}
void
RamseyPolicyStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ramsey_policy")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
void
EvaluatePlannerObjective::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "oo_.planner_objective_value = evaluate_planner_objective(M_, options_, oo_);" << endl;
}
void
EvaluatePlannerObjective::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "evaluate_planner_objective"})";
}
DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.discretionary_policy_present = true;
if (options_list.symbol_list_options.find("instruments") == options_list.symbol_list_options.end())
{
cerr << "ERROR: discretionary_policy: the instruments option is required." << endl;
exit(EXIT_FAILURE);
}
/* Fill in option_order of mod_file_struct
Since discretionary policy needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
{
int order = stoi(it->second);
if (order > 1)
{
cerr << "ERROR: discretionary_policy: order > 1 is not yet implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3) if (auto it = options_list.num_options.find("k_order_solver");
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
// Fill list of instruments
if (auto it = options_list.symbol_list_options.find("instruments");
it != options_list.symbol_list_options.end())
mod_file_struct.instruments = it->second;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: discretionary_policy: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
DiscretionaryPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
if (auto it = options_list.num_options.find("order"),
it1 = options_list.num_options.find("k_order_solver");
(it1 != options_list.num_options.end() && it1->second == "true")
|| (it != options_list.num_options.end() && stoi(it->second) >= 3))
output << "options_.k_order_solver = true;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);" << endl;
}
void
DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "discretionary_policy")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
EstimationStatement::EstimationStatement(const SymbolTable &symbol_table_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)}
{
}
void
EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.estimation_present = true;
// Fill in option_order of mod_file_struct
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end()) {
int order = stoi(it->second);
if (order > 2)
mod_file_struct.k_order_solver = true;
mod_file_struct.order_option = max(mod_file_struct.order_option, order);
}
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Fill in mod_file_struct.estimation_analytic_derivation
if (auto it = options_list.num_options.find("analytic_derivation");
it != options_list.num_options.end() && it->second == "1")
mod_file_struct.estimation_analytic_derivation = true;
if (auto it = options_list.num_options.find("dsge_var");
it != options_list.num_options.end())
// Fill in mod_file_struct.dsge_var_calibrated
mod_file_struct.dsge_var_calibrated = it->second;
// Fill in mod_file_struct.dsge_var_estimated
if (options_list.string_options.find("dsge_var") != options_list.string_options.end())
mod_file_struct.dsge_var_estimated = true;
// Fill in mod_file_struct.bayesian_irf_present
if (auto it = options_list.num_options.find("bayesian_irf");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.bayesian_irf_present = true;
if (options_list.num_options.find("dsge_varlag") != options_list.num_options.end())
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)
{
cerr << "ERROR: An estimation statement cannot take more than one dsge_var option." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("datafile") == options_list.string_options.end()
&& !mod_file_struct.estimation_data_statement_present)
{
cerr << "ERROR: The estimation statement requires a data file to be supplied via the datafile option." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("mode_file") != options_list.string_options.end()
&& 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;
exit(EXIT_FAILURE);
}
if (auto it = options_list.num_options.find("mh_tune_jscale.status");
it != options_list.num_options.end() && it->second == "true")
{
if (options_list.num_options.find("mh_jscale") != options_list.num_options.end())
{
cerr << "ERROR: The mh_tune_jscale and mh_jscale options of the estimation statement are incompatible." << endl;
exit(EXIT_FAILURE); }
}
else if (options_list.num_options.find("mh_tune_jscale.guess") != options_list.num_options.end())
{
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(),
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;
exit(EXIT_FAILURE);
}
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: estimation: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
EstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
bool occbin_option_present = false;
if (auto it = options_list.num_options.find("occbin_likelihood");
it != options_list.num_options.end() && it->second == "true")
occbin_option_present = true;
if (auto it = options_list.num_options.find("occbin_smoother");
it != options_list.num_options.end() && it->second == "true")
occbin_option_present = true;
if (occbin_option_present)
output << "options_ = set_default_occbin_options(options_, M_);" << endl
<< "clear mr_runsim_occbin_fn" << endl
<< "M_ = get_wish_list(M_);" << endl;
// Special treatment for order option and particle filter
if (auto it = options_list.num_options.find("order");
it == options_list.num_options.end())
output << "options_.order = 1;" << endl;
else if (stoi(it->second) >= 2)
{
output << "options_.particle.status = true;" << endl;
if (stoi(it->second) > 2)
output << "options_.k_order_solver = true;" << endl;
}
// Do not check for the steady state in diffuse filter mode (#400)
if (auto it = options_list.num_options.find("diffuse_filter");
it != options_list.num_options.end() && it->second == "true")
output << "options_.steadystate.nocheck = true;" << endl;
symbol_list.writeOutput("var_list_", output);
output << "oo_recursive_=dynare_estimation(var_list_);" << endl;
}
void
EstimationStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimation")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
DynareSensitivityStatement::DynareSensitivityStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("identification");
it != options_list.num_options.end() && it->second == "1")
{
mod_file_struct.identification_present = true;
// The following triggers 3rd order derivatives, see preprocessor#40
mod_file_struct.identification_order = max(mod_file_struct.identification_order, 2);
}
mod_file_struct.sensitivity_present = true;
}
void
DynareSensitivityStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_gsa");
/* Ensure that nograph, nodisplay and graph_format are also set in top-level
options_.
\todo factorize this code between identification and dynare_sensitivity,
and provide a generic mechanism for this situation (maybe using regexps) */
if (auto it = options_list.num_options.find("nodisplay");
it != options_list.num_options.end())
output << "options_.nodisplay = " << it->second << ";" << endl;
if (auto it = options_list.num_options.find("nograph");
it != options_list.num_options.end())
output << "options_.nograph = " << it->second << ";" << endl;
if (auto it = options_list.string_options.find("graph_format");
it != options_list.string_options.end())
output << "options_.graph_format = '" << it->second << "';" << endl;
output << "dynare_sensitivity(options_gsa);" << endl;
}
void
DynareSensitivityStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "dynare_sensitivity")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output); }
output << "}";
}
RplotStatement::RplotStatement(SymbolList symbol_list_arg) :
symbol_list{move(symbol_list_arg)}
{
}
void
RplotStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous});
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: rplot: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
RplotStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "rplot(var_list_);" << endl;
}
void
RplotStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "rplot")";
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
void
UnitRootVarsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.diffuse_filter = 1;" << endl
<< "options_.steadystate.nocheck = 1;" << endl;
}
void
UnitRootVarsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "unit_root_vars", )"
<< R"("diffuse_filter": 1, )"
<< R"("steady_state.nocheck": 1})";
}
PeriodsStatement::PeriodsStatement(int periods_arg) : periods{periods_arg}
{
}
void
PeriodsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.periods = " << periods << ";" << endl;
}
void
PeriodsStatement::writeJsonOutput(ostream &output) const
{ output << R"({"statementName": "periods", )"
<< R"("periods": )" << periods << "}";
}
DsampleStatement::DsampleStatement(int val1_arg) : val1{val1_arg}, val2{-1}
{
}
DsampleStatement::DsampleStatement(int val1_arg, int val2_arg) : val1{val1_arg}, val2{val2_arg}
{
}
void
DsampleStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
if (val2 < 0)
output << "dsample(" << val1 << ");" << endl;
else
output << "dsample(" << val1 << ", " << val2 << ");" << endl;
}
void
DsampleStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "dsample", )"
<< R"("value1": )" << val1 << ", "
<< R"("value2": )" << val2 << "}";
}
EstimatedParamsStatement::EstimatedParamsStatement(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
EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
for (const auto &it : estim_params_list)
{
if (it.name == "dsge_prior_weight")
mod_file_struct.dsge_prior_weight_in_estimated_params = true;
// Handle case of degenerate beta prior
if (it.prior == PriorDistributions::beta)
try
{
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;
exit(EXIT_FAILURE);
}
}
catch (ExprNode::EvalException &e)
{
// We don't have enough information to compute the numerical value, skip the test
}
}
// Check that no parameter/endogenous is declared twice in the block
set<string> already_declared;
set<pair<string, string>> already_declared_corr;
for (const auto &it : estim_params_list)
{
if (it.type == 3) // Correlation
{
// Use lexical ordering for the pair of symbols
auto x = it.name < it.name2 ? pair(it.name, it.name2) : pair(it.name2, it.name);
if (already_declared_corr.find(x) == already_declared_corr.end())
already_declared_corr.insert(x);
else
{
cerr << "ERROR: in `estimated_params' block, the correlation between " << it.name << " and " << it.name2 << " is declared twice." << endl;
exit(EXIT_FAILURE);
}
}
else
{
if (already_declared.find(it.name) == already_declared.end())
already_declared.insert(it.name);
else
{
cerr << "ERROR: in `estimated_params' block, the symbol " << it.name << " is declared twice." << endl;
exit(EXIT_FAILURE);
}
}
}
// Fill in mod_file_struct.estimated_parameters (related to #469)
for (const auto &it : estim_params_list)
if (it.type == 2 && it.name != "dsge_prior_weight")
mod_file_struct.estimated_parameters.insert(symbol_table.getID(it.name));
}
void
EstimatedParamsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "estim_params_.var_exo = zeros(0, 10);" << endl
<< "estim_params_.var_endo = zeros(0, 10);" << endl
<< "estim_params_.corrx = zeros(0, 11);" << endl
<< "estim_params_.corrn = zeros(0, 11);" << endl
<< "estim_params_.param_vals = zeros(0, 10);" << endl;
for (const auto &it : estim_params_list)
{
int symb_id = symbol_table.getTypeSpecificID(it.name) + 1;
SymbolType symb_type = symbol_table.getType(it.name);
switch (it.type)
{
case 1:
if (symb_type == SymbolType::exogenous)
output << "estim_params_.var_exo = [estim_params_.var_exo; ";
else if (symb_type == SymbolType::endogenous)
output << "estim_params_.var_endo = [estim_params_.var_endo; ";
output << symb_id;
break;
case 2:
output << "estim_params_.param_vals = [estim_params_.param_vals; "
<< symb_id;
break;
case 3:
if (symb_type == SymbolType::exogenous)
output << "estim_params_.corrx = [estim_params_.corrx; ";
else if (symb_type == SymbolType::endogenous)
output << "estim_params_.corrn = [estim_params_.corrn; ";
output << symb_id << ", " << symbol_table.getTypeSpecificID(it.name2)+1;
break;
}
output << ", ";
it.init_val->writeOutput(output);
output << ", ";
it.low_bound->writeOutput(output);
output << ", ";
it.up_bound->writeOutput(output);
output << ", "
<< static_cast<int>(it.prior) << ", "; it.mean->writeOutput(output);
output << ", ";
it.std->writeOutput(output);
output << ", ";
it.p3->writeOutput(output);
output << ", ";
it.p4->writeOutput(output);
output << ", ";
it.jscale->writeOutput(output);
output << " ];" << endl;
}
}
void
EstimatedParamsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimated_params", )"
<< R"("params": [)";
for (auto it = estim_params_list.begin(); it != estim_params_list.end(); ++it)
{
if (it != estim_params_list.begin())
output << ", ";
output << "{";
switch (it->type)
{
case 1:
output << R"("var": ")" << it->name << R"(")";
break;
case 2:
output << R"("param": ")" << it->name << R"(")";
break;
case 3:
output << R"("var1": ")" << it->name << R"(",)"
<< R"("var2": ")" << it->name2 << R"(")";
break;
}
output << R"(, "init_val": ")";
it->init_val->writeJsonOutput(output, {}, {});
output << R"(", "lower_bound": ")";
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": ")";
it->mean->writeJsonOutput(output, {}, {});
output << R"(", "std": ")";
it->std->writeJsonOutput(output, {}, {});
output << R"(", "p3": ")";
it->p3->writeJsonOutput(output, {}, {});
output << R"(", "p4": ")";
it->p4->writeJsonOutput(output, {}, {});
output << R"(", "jscale": ")";
it->jscale->writeJsonOutput(output, {}, {});
output << R"("})" << endl;
}
output << "]"
<< "}";
}
EstimatedParamsInitStatement::EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg,
const bool use_calibration_arg) :
estim_params_list{move(estim_params_list_arg)},
symbol_table{symbol_table_arg},
use_calibration{use_calibration_arg}
{
}
void
EstimatedParamsInitStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (use_calibration)
mod_file_struct.estim_params_use_calib = true;
}
void
EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
if (use_calibration)
output << "options_.use_calibration_initialization = 1;" << endl;
bool skipline = false;
for (const auto &it : estim_params_list)
{
int symb_id = symbol_table.getTypeSpecificID(it.name) + 1;
SymbolType symb_type = symbol_table.getType(it.name);
if (it.type < 3)
{
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "if isempty(tmp1)" << endl;
output << " disp(sprintf('The standard deviation of %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{" << symb_id << "}))" << endl;
skipline = true;
output << "else" << endl;
output << " estim_params_.var_exo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
output << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "if isempty(tmp1)" << endl;
output << " 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{" << symb_id << "}))" << endl;
skipline = true;
output << "else" << endl;
output << " estim_params_.var_endo(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
output << "end" << endl;
}
else if (symb_type == SymbolType::parameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "if isempty(tmp1)" << endl;
output << " disp(sprintf('Parameter %s is not estimated (the value provided in estimated_params_init is not used).', M_.param_names{" << symb_id << "}))" << endl;
skipline = true;
output << "else" << endl;
output << " estim_params_.param_vals(tmp1,2) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
output << "end" << endl;
}
}
else
{
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
output << "if isempty(tmp1)" << endl;
output << " disp(sprintf('The correlation between %s and %s is not estimated (the value provided in estimated_params_init is not used).', M_.exo_names{"
<< symb_id << "}, M_.exo_names{" << symbol_table.getTypeSpecificID(it.name2)+1 << "}))" << endl;
skipline = true;
output << "else" << endl; output << " estim_params_.corrx(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
output << "end" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
output << "if isempty(tmp1)" << endl;
output << " 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{"
<< symb_id << "}, M_.endo_names{" << symbol_table.getTypeSpecificID(it.name2)+1 << "}))" << endl;
skipline = true;
output << "else" << endl;
output << " estim_params_.corrn(tmp1,3) = ";
it.init_val->writeOutput(output);
output << ";" << endl;
output << "end" << endl;
}
}
}
if (skipline == true)
output << "skipline()" << endl;
}
void
EstimatedParamsInitStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimated_params_init")";
if (use_calibration)
output << R"(, "use_calibration_initialization": 1)";
output << R"(, "params": [)";
for (auto it = estim_params_list.begin(); it != estim_params_list.end(); ++it)
{
if (it != estim_params_list.begin())
output << ", ";
output << "{";
switch (it->type)
{
case 1:
output << R"("var": ")" << it->name << R"(")";
break;
case 2:
output << R"("param": ")" << it->name << R"(")";
break;
case 3:
output << R"("var1": ")" << it->name << R"(",)"
<< R"("var2": ")" << it->name2 << R"(")";
break;
}
output << R"(, "init_val": ")";
it->init_val->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]"
<< "}";
}
EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(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
EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{ for (const auto &it : estim_params_list)
{
int symb_id = symbol_table.getTypeSpecificID(it.name) + 1;
SymbolType symb_type = symbol_table.getType(it.name);
if (it.type < 3)
{
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_exo(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == SymbolType::endogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_endo(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == SymbolType::parameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,3) = ";
it.low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.param_vals(tmp1,4) = ";
it.up_bound->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symb_type == SymbolType::exogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
output << "estim_params_.corrx(tmp1,4) = ";
it.low_bound->writeOutput(output);
output << ";" << endl;
output << "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)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it.name2)+1 << ") | "
<< "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it.name2)+1 << "));" << endl;
output << "estim_params_.corrn(tmp1,4) = ";
it.low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.corrn(tmp1,5) = ";
it.up_bound->writeOutput(output); output << ";" << endl;
}
}
}
}
void
EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimated_params_bounds", )"
<< R"("params": [)";
for (auto it = estim_params_list.begin(); it != estim_params_list.end(); ++it)
{
if (it != estim_params_list.begin())
output << ", ";
output << "{";
switch (it->type)
{
case 1:
output << R"("var": ")" << it->name << R"(")";
case 2:
output << R"("param": ")" << it->name << R"(")";
break;
case 3:
output << R"("var1": ")" << it->name << R"(",)"
<< R"("var2": ")" << it->name2 << R"(")";
break;
}
output << R"(, "lower_bound": )";
it->low_bound->writeJsonOutput(output, {}, {});
output << R"(, "upper_bound": )";
it->up_bound->writeJsonOutput(output, {}, {});
output << "}";
}
output << "]"
<< "}";
}
DeterministicTrendsStatement::DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements{move(trend_elements_arg)},
symbol_table{symbol_table_arg}
{
}
void
DeterministicTrendsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto &trend_element : trend_elements)
{
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 << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
}
}
void
DeterministicTrendsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "deterministic_trends", )"
<< R"("trends" : {)"; bool printed = false;
for (const auto &trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
{
if (printed)
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
printed = true;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << 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}
{
}
void
ObservationTrendsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto &trend_element : trend_elements)
{
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 << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
}
}
void
ObservationTrendsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "observation_trends", )"
<< R"("trends" : {)";
bool printed = false;
for (const auto &trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
{
if (printed)
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
printed = true;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first << endl;
}
output << "}"
<< "}";
}
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}
{
}
void
FilterInitialStateStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "M_.filter_initial_state = cell(M_.endo_nbr, 2);" << endl;
for (const auto &[key, val] : filter_initial_state_elements)
{
auto [symb_id, lag] = key;
SymbolType type = symbol_table.getType(symb_id);
if ((type == SymbolType::endogenous && lag < 0) || type == SymbolType::exogenous)
{
try
{
// This function call must remain the 1st statement in this block
symb_id = symbol_table.searchAuxiliaryVars(symb_id, lag);
}
catch (SymbolTable::SearchFailedException &e)
{
if (type == SymbolType::endogenous)
{
cerr << "filter_initial_state: internal error, please contact the developers";
exit(EXIT_FAILURE);
}
// We don't fail for exogenous, because they are not replaced by
// auxiliary variables in deterministic mode.
}
}
output << "M_.filter_initial_state("
<< symbol_table.getTypeSpecificID(symb_id) + 1
<< ",:) = {'" << symbol_table.getName(symb_id) << "', '";
val->writeOutput(output);
output << ";'};" << endl;
}
}
void
FilterInitialStateStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "filter_initial_state", )"
<< R"("states": [)";
for (auto it = filter_initial_state_elements.begin();
it != filter_initial_state_elements.end(); ++it)
{
if (it != filter_initial_state_elements.begin())
output << ", ";
auto &[key, val] = *it;
auto &[symb_id, lag] = key;
output << R"({ "var": ")" << symbol_table.getName(symb_id)
<< R"(", "lag": )" << lag
<< R"(, "value": ")";
val->writeJsonOutput(output, {}, {});
output << R"(" })";
}
output << "] }";
}
OsrParamsStatement::OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable &symbol_table_arg) :
symbol_list{move(symbol_list_arg)},
symbol_table{symbol_table_arg}
{
}
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;
mod_file_struct.osr_params_present = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::parameter });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: osr: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
OsrParamsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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;
int i = 0;
vector<string> symbols = symbol_list.get_symbols();
for (auto &symbol : symbols)
output << "M_.osr.param_indices(" << ++i <<") = " << symbol_table.getTypeSpecificID(symbol) + 1 << ";" << endl;
}
void
OsrParamsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "osr_params")";
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
OsrParamsBoundsStatement::OsrParamsBoundsStatement(vector<OsrParams> osr_params_list_arg) :
osr_params_list{move(osr_params_list_arg)}
{
}
void
OsrParamsBoundsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (!mod_file_struct.osr_params_present)
{
cerr << "ERROR: you must have an osr_params statement before the osr_params_bounds block." << endl;
exit(EXIT_FAILURE);
}
}
void
OsrParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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)
{
output << "M_.osr.param_bounds(strcmp(M_.osr.param_names, '" << it.name << "'), :) = [";
it.low_bound->writeOutput(output);
output << ", ";
it.up_bound->writeOutput(output);
output << "];" << endl; }
}
void
OsrParamsBoundsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "osr_params_bounds")"
<< R"(, "bounds": [)";
for (auto it = osr_params_list.begin(); it != osr_params_list.end(); ++it)
{
if (it != osr_params_list.begin())
output << ", ";
output << R"({"parameter": ")" << it->name << R"(",)"
<< R"("bounds": [")";
it->low_bound->writeJsonOutput(output, {}, {});
output << R"(", ")";
it->up_bound->writeJsonOutput(output, {}, {});
output << R"("])"
<< "}";
}
output << "]"
<< "}";
}
OsrStatement::OsrStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.osr_present = true;
// Fill in option_order of mod_file_struct
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, stoi(it->second));
// Fill in mod_file_struct.partial_information
if (auto it = options_list.num_options.find("partial_information");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
if (auto it = options_list.num_options.find("k_order_solver");
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: osr: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
OsrStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
if (auto it = options_list.num_options.find("order"),
it1 = options_list.num_options.find("k_order_solver");
(it1 != options_list.num_options.end() && it1->second == "true") || (it != options_list.num_options.end() && stoi(it->second) >= 3))
output << "options_.k_order_solver = true;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_.osr = osr(var_list_,M_.osr.param_names,M_.osr.variable_indices,M_.osr.variable_weights);" << endl;
}
void
OsrStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "osr")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
OptimWeightsStatement::OptimWeightsStatement(var_weights_t var_weights_arg,
covar_weights_t covar_weights_arg,
const SymbolTable &symbol_table_arg) :
var_weights{move(var_weights_arg)},
covar_weights{move(covar_weights_arg)},
symbol_table{symbol_table_arg}
{
}
void
OptimWeightsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.optim_weights_present = true;
}
void
OptimWeightsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "%" << endl
<< "% OPTIM_WEIGHTS" << endl
<< "%" << endl
<< "M_.osr.variable_weights = sparse(M_.endo_nbr,M_.endo_nbr);" << endl
<< "M_.osr.variable_indices = [];" << endl << endl;
for (const auto & [name, value] : var_weights)
{
int id = symbol_table.getTypeSpecificID(name) + 1;
output << "M_.osr.variable_weights(" << id << "," << id << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id << "];" << endl;
}
for (const auto & [names, value] : covar_weights)
{
int id1 = symbol_table.getTypeSpecificID(names.first) + 1;
int id2 = symbol_table.getTypeSpecificID(names.second) + 1;
output << "M_.osr.variable_weights(" << id1 << "," << id2 << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "M_.osr.variable_indices = [M_.osr.variable_indices; " << id1 << "; " << id2 << "];" << endl;
}
}
voidOptimWeightsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "optim_weights", )"
<< R"("weights": [)";
for (auto it = var_weights.begin(); it != var_weights.end(); ++it)
{
if (it != var_weights.begin())
output << ", ";
output << R"({"name": ")" << it->first << R"(")"
<< R"(, "value": ")";
it->second->writeJsonOutput(output, {}, {});
output << R"("})";
}
for (auto it = covar_weights.begin(); it != covar_weights.end(); ++it)
{
if (it != covar_weights.begin() || !var_weights.empty())
output << ", ";
output << R"({"name1": ")" << it->first.first << R"(")"
<< R"(, "name2": ")" << it->first.second << R"(")"
<< R"(, "value": ")";
it->second->writeJsonOutput(output, {}, {});
output << R"("})";
}
output << "]"
<< "}";
}
DynaSaveStatement::DynaSaveStatement(SymbolList symbol_list_arg,
string filename_arg) :
symbol_list{move(symbol_list_arg)},
filename{move(filename_arg)}
{
}
void
DynaSaveStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: dynasave: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
DynaSaveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynasave('" << filename
<< "',var_list_);" << endl;
}
void
DynaSaveStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "dynasave", )"
<< R"("filename": ")" << filename << R"(")";
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
DynaTypeStatement::DynaTypeStatement(SymbolList symbol_list_arg,
string filename_arg) :
symbol_list(move(symbol_list_arg)),
filename(move(filename_arg))
{
}
void
DynaTypeStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::exogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: dynatype: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
DynaTypeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynatype('" << filename
<< "',var_list_);" << endl;
}
void
DynaTypeStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "dynatype", )"
<< R"("filename": ")" << filename << R"(")";
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
ModelComparisonStatement::ModelComparisonStatement(filename_list_t filename_list_arg,
OptionsList options_list_arg) :
filename_list{move(filename_list_arg)},
options_list{move(options_list_arg)}
{
}
void
ModelComparisonStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "ModelNames_ = {};" << endl;
output << "ModelPriors_ = [];" << endl;
for (const auto &it : filename_list)
{
output << "ModelNames_ = { ModelNames_{:} '" << it.first << "'};" << endl;
output << "ModelPriors_ = [ ModelPriors_ ; " << it.second << "];" << endl;
}
output << "oo_ = model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl;
}
void
ModelComparisonStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "model_comparison")";
if (!filename_list.empty()) output << R"(, "filename_list": {)";
for (auto it = filename_list.begin(); it != filename_list.end(); ++it)
{
if (it != filename_list.begin())
output << ", ";
output << R"("name": ")" << it->first << R"(")"
<< R"("prior": ")" << it->second << R"(")";
}
if (!filename_list.empty())
output << "}";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PlannerObjectiveStatement::PlannerObjectiveStatement(const StaticModel &model_tree_arg) :
model_tree{model_tree_arg}
{
}
void
PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
assert(model_tree.equation_number() == 1);
if (model_tree.exoPresentInEqs())
{
cerr << "ERROR: You cannot include exogenous variables 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);
}
mod_file_struct.planner_objective_present = true;
}
const StaticModel &
PlannerObjectiveStatement::getPlannerObjective() const
{
return model_tree;
}
void
PlannerObjectiveStatement::computingPass()
{
model_tree.computingPass(3, 0, {}, false, false, false);
computing_pass_called = true;
}
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename, 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 << "];";
model_tree.writeStaticFile(basename + ".objective", false, false, false, "", {}, {}, false);
}
void
PlannerObjectiveStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "planner_objective")"
<< ", ";
if (computing_pass_called) model_tree.writeJsonComputingPassOutput(output, false);
else
model_tree.writeJsonOutput(output);
output << "}";
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg) :
maxnlags{maxnlags_arg},
options_list{move(options_list_arg)}
{
}
void
BVARDensityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
BVARDensityStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "bvar_density(" << maxnlags << ");" << endl;
}
void
BVARDensityStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "bvar_density")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
BVARForecastStatement::BVARForecastStatement(int nlags_arg, OptionsList options_list_arg) :
nlags{nlags_arg},
options_list{move(options_list_arg)}
{
}
void
BVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
BVARForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "bvar_forecast(" << nlags << ");" << endl;
}
void
BVARForecastStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "bvar_forecast")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
SBVARStatement::SBVARStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)}
{
}
void
SBVARStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
SBVARStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "sbvar(M_,options_);" << endl;
}
void
SBVARStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "sbvar")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVAREstimationStatement::MSSBVAREstimationStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
MSSBVAREstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.create_init") == options_list.num_options.end())
if (options_list.string_options.find("datafile") == options_list.string_options.end()
|| options_list.num_options.find("ms.initial_year") == options_list.num_options.end())
{
cerr << "ERROR: If you do not pass no_create_init to ms_estimation, "
<< "you must pass the datafile and initial_year options." << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl
<< "options_.datafile = '';" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl;
}
void
MSSBVAREstimationStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_estimation")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARSimulationStatement::MSSBVARSimulationStatement(OptionsList options_list_arg) :
options_list(move(options_list_arg))
{
}
void
MSSBVARSimulationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
// Redeclare drop option if necessary
if ((options_list.num_options.find("ms.mh_replic") != options_list.num_options.end()
|| options_list.num_options.find("ms.thinning_factor") != options_list.num_options.end())
&& (options_list.num_options.find("ms.drop") == options_list.num_options.end()))
output << "options_.ms.drop = 0.1*options_.ms.mh_replic*options_.ms.thinning_factor;" << endl;
output << "[options_, oo_] = ms_simulation(M_, options_, oo_);" << endl;
}
void
MSSBVARSimulationStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_simulation")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARComputeMDDStatement::MSSBVARComputeMDDStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
MSSBVARComputeMDDStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
}
void
MSSBVARComputeMDDStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_compute_mdd(M_, options_, oo_);" << endl;
}
void
MSSBVARComputeMDDStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_compute_mdd")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg) : options_list{move(options_list_arg)}
{
}
void
MSSBVARComputeProbabilitiesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.real_time_smoothed_probabilities") != options_list.num_options.end()
&& options_list.num_options.find("ms.filtered_probabilities") != options_list.num_options.end())
{
cerr << "ERROR: You may only pass one of real_time_smoothed "
<< "and filtered_probabilities to ms_compute_probabilities." << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARComputeProbabilitiesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_compute_probabilities(M_, options_, oo_);" << endl;
}
void
MSSBVARComputeProbabilitiesStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_compute_probabilities")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARIrfStatement::MSSBVARIrfStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = options_list.num_options.find("ms.regime") != options_list.num_options.end();
bool regimes_present = options_list.num_options.find("ms.regimes") != options_list.num_options.end();
bool filtered_probabilities_present = options_list.num_options.find("ms.filtered_probabilities") != options_list.num_options.end();
if ((filtered_probabilities_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;
exit(EXIT_FAILURE);
}
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: ms_irf: " << e.message << endl; exit(EXIT_FAILURE);
}
}
void
MSSBVARIrfStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output);
output << "[options_, oo_] = ms_irf(var_list_,M_, options_, oo_);" << endl;
}
void
MSSBVARIrfStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_irf")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARForecastStatement::MSSBVARForecastStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
MSSBVARForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
if (options_list.num_options.find("ms.regimes") != options_list.num_options.end()
&& options_list.num_options.find("ms.regime") != options_list.num_options.end())
{
cerr << "ERROR: You may only pass one of regime and regimes to ms_forecast" << endl;
exit(EXIT_FAILURE);
}
}
void
MSSBVARForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_forecast(M_, options_, oo_);" << endl;
}
void
MSSBVARForecastStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_forecast")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}{
}
void
MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = options_list.num_options.find("ms.regime") != options_list.num_options.end();
bool regimes_present = options_list.num_options.find("ms.regimes") != options_list.num_options.end();
bool filtered_probabilities_present = options_list.num_options.find("ms.filtered_probabilities") != options_list.num_options.end();
if ((filtered_probabilities_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;
exit(EXIT_FAILURE);
}
}
void
MSSBVARVarianceDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = initialize_ms_sbvar_options(M_, options_);" << endl;
options_list.writeOutput(output);
output << "[options_, oo_] = ms_variance_decomposition(M_, options_, oo_);" << endl;
}
void
MSSBVARVarianceDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "ms_sbvar_variance_decomposition")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
IdentificationStatement::IdentificationStatement(OptionsList options_list_arg)
: options_list{move(options_list_arg)}
{
if (auto it = options_list.num_options.find("max_dim_cova_group");
it != options_list.num_options.end() && stoi(it->second) == 0)
{
cerr << "ERROR: The max_dim_cova_group option to identification only accepts integers > 0." << endl;
exit(EXIT_FAILURE);
}
}
void
IdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.identification_present = true;
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
{
int order = stoi(it->second);
if (order < 1 || order > 3)
{
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)
mod_file_struct.identification_order = max(mod_file_struct.identification_order, 1);
}
void
IdentificationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_ident");
/* Ensure that nograph, nodisplay and graph_format are also set in top-level
options_.
\todo factorize this code between identification and dynare_sensitivity,
and provide a generic mechanism for this situation (maybe using regexps) */
if (auto it = options_list.num_options.find("nodisplay");
it != options_list.num_options.end())
output << "options_.nodisplay = " << it->second << ";" << endl;
if (auto it = options_list.num_options.find("nograph");
it != options_list.num_options.end())
output << "options_.nograph = " << it->second << ";" << endl;
if (auto it = options_list.string_options.find("graph_format");
it != options_list.string_options.end())
output << "options_.graph_format = '" << it->second << "';" << endl;
output << "dynare_identification(options_ident);" << endl;
}
void
IdentificationStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "identification")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
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}
{
}
void
WriteLatexDynamicModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
dynamic_model.writeLatexFile(basename, write_equation_tags);
}
void
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)
{
}
void
WriteLatexStaticModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
static_model.writeLatexFile(basename, write_equation_tags);
}
voidWriteLatexStaticModelStatement::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}
{
}
void
WriteLatexOriginalModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
original_model.writeLatexOriginalFile(basename, write_equation_tags);
}
void
WriteLatexOriginalModelStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "write_latex_original_model"})";
}
WriteLatexSteadyStateModelStatement::WriteLatexSteadyStateModelStatement(const SteadyStateModel &steady_state_model_arg) :
steady_state_model{steady_state_model_arg}
{
}
void
WriteLatexSteadyStateModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.write_latex_steady_state_model_present = true;
}
void
WriteLatexSteadyStateModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
steady_state_model.writeLatexSteadyStateFile(basename);
}
void
WriteLatexSteadyStateModelStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "write_latex_steady_state_model"})";
}
ShockDecompositionStatement::ShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
ShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
ShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
}
void
ShockDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "shock_decomposition")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
RealtimeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: realtime_shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
}
void
RealtimeShockDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "realtime_shock_decomposition")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{ output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
PlotShockDecompositionStatement::PlotShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
PlotShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous, SymbolType::epilogue });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: plot_shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
PlotShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "oo_ = plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
void
PlotShockDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "plot_shock_decomposition")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
InitialConditionDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("initial_condition_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous }); }
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: initial_condition_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
InitialConditionDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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;
}
void
InitialConditionDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "initial_condition_decomposition")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(SymbolList symbol_list_arg)
: symbol_list{move(symbol_list_arg)}
{
}
void
SqueezeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct,
WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: squeeze_shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
SqueezeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
if (symbol_list.empty())
output << "oo_ = squeeze_shock_decomposition(M_, oo_, options_);" << endl;
else
{
symbol_list.writeOutput("var_list_", output);
output << "oo_ = squeeze_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
}
void
SqueezeShockDecompositionStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "squeeze_shock_decomposition")"; if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
ConditionalForecastStatement::ConditionalForecastStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
ConditionalForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (options_list.string_options.find("parameter_set") == options_list.string_options.end())
{
cerr << "ERROR: You must pass the `parameter_set` option to conditional_forecast" << endl;
exit(EXIT_FAILURE);
}
}
void
ConditionalForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_cond_fcst_");
output << "imcforecast(constrained_paths_, constrained_vars_, options_cond_fcst_);" << endl;
}
void
ConditionalForecastStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "conditional_forecast")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_arg, SymbolList symbol_list_arg) :
periods{periods_arg},
symbol_list{move(symbol_list_arg)}
{
}
void
PlotConditionalForecastStatement::checkPass(ModFileStructure &mod_file_struct,
WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: plot_conditional_forecast: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
PlotConditionalForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
if (periods == -1)
output << "plot_icforecast(var_list_,[],options_,oo_);" << endl;
else output << "plot_icforecast(var_list_, " << periods << ",options_,oo_);" << endl;
}
void
PlotConditionalForecastStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "plot_conditional_forecast", )"
<< R"("periods": )" << periods;
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
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},
lower_cholesky_present{lower_cholesky_present_arg},
constants_exclusion_present{constants_exclusion_present_arg},
symbol_table{symbol_table_arg}
{
}
int
SvarIdentificationStatement::getMaxLag() const
{
int max_lag = 0;
for (const auto &restriction : restrictions)
if (restriction.lag > max_lag)
max_lag = restriction.lag;
return max_lag;
}
void
SvarIdentificationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
// no equations OK with Svar Identification
mod_file_struct.bvar_present = true;
if (!mod_file_struct.svar_identification_present)
mod_file_struct.svar_identification_present = true;
else
{
cerr << "ERROR: You may only have one svar_identification block in your .mod file." << endl;
exit(EXIT_FAILURE);
}
if (upper_cholesky_present && lower_cholesky_present)
{
cerr << "ERROR: Within the svar_identification statement, you may only have one of "
<< "upper_cholesky and lower_cholesky." << endl;
exit(EXIT_FAILURE);
}
}
void
SvarIdentificationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
assert(!(upper_cholesky_present && lower_cholesky_present));
output << "%" << endl
<< "% SVAR IDENTIFICATION" << endl
<< "%" << endl;
if (upper_cholesky_present) output << "options_.ms.upper_cholesky=1;" << endl;
if (lower_cholesky_present)
output << "options_.ms.lower_cholesky=1;" << endl;
if (constants_exclusion_present)
output << "options_.ms.constants_exclusion=1;" << endl;
if (!upper_cholesky_present && !lower_cholesky_present)
{
int n = symbol_table.endo_nbr();
int m = 1; // this is the constant, not the shocks
int r = getMaxLag();
int k = r*n+m;
if (k < 1)
{
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;
exit(EXIT_FAILURE);
}
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;
exit(EXIT_FAILURE);
}
output << "options_.ms.Qi = cell(" << n << ",1);" << endl
<< "options_.ms.Ri = cell(" << n << ",1);" << endl;
for (auto &it : restrictions)
{
assert(it.lag >= 0);
if (it.lag == 0)
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;
exit(EXIT_FAILURE);
}
output << "options_.ms.Ri{" << it.equation << "}(" << it.restriction_nbr << ", " << col << ") = ";
}
it.value->writeOutput(output);
output << ";" << endl;
}
output << "options_.ms.nlags = " << r << ";" << endl;
}
}
void
SvarIdentificationStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "svar_identification")";
if (upper_cholesky_present)
output << R"(, "upper_cholesky": 1)";
if (lower_cholesky_present)
output << R"(, "lower_cholesky": 1)";
if (constants_exclusion_present)
output << R"(, "constants_exclusion": 1)";
if (!upper_cholesky_present && !lower_cholesky_present)
{
output << R"(, "nlags": )" << getMaxLag()
<< R"(, "restrictions": [)";
for (auto it = restrictions.begin(); it != restrictions.end(); ++it)
{
if (it != restrictions.begin())
output << ", ";
output << "{"
<< R"("equation_number": )" << it->equation << ", "
<< R"("restriction_number": )" << it->restriction_nbr << ", "
<< R"("variable": ")" << symbol_table.getName(it->variable) << R"(", )"
<< R"("expression": ")";
it->value->writeOutput(output);
output << R"("})";
}
output << "]";
}
output << "}";
}
MarkovSwitchingStatement::MarkovSwitchingStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
if (auto it_num = options_list.num_options.find("ms.restrictions");
it_num != options_list.num_options.end())
{
using namespace boost;
auto it_num_regimes = options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
auto num_regimes = stoi(it_num_regimes->second);
vector<string> tokenizedRestrictions;
split(tokenizedRestrictions, it_num->second, is_any_of("["), token_compress_on);
for (auto &tokenizedRestriction : tokenizedRestrictions)
if (tokenizedRestriction.size() > 0)
{
vector<string> restriction;
split(restriction, tokenizedRestriction, is_any_of("], "));
for (auto it1 = restriction.begin(); it1 != restriction.end();)
if (it1->empty())
restriction.erase(it1);
else
++it1;
if (restriction.size() != 3)
{
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);
}
try
{
auto from_regime = stoi(restriction[0]);
auto to_regime = stoi(restriction[1]);
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;
exit(EXIT_FAILURE);
}
if (restriction_map.find({ from_regime, to_regime }) !=
restriction_map.end())
{
cerr << "ERROR: two restrictions were given for: " << from_regime << ", "
<< to_regime << endl;
exit(EXIT_FAILURE); }
auto transition_probability = stod(restriction[2]);
if (transition_probability > 1.0)
{
cerr << "ERROR: the transition probability, " << transition_probability
<< " must be less than 1" << endl;
exit(EXIT_FAILURE);
}
restriction_map[{ from_regime, to_regime }] = transition_probability;
}
catch (const invalid_argument &)
{
cerr << "ERROR: The first two arguments for a restriction must be integers "
<< "specifying the regime and the last must be a double specifying the "
<< "transition probability. You wrote [" << tokenizedRestriction << endl;
exit(EXIT_FAILURE);
}
}
}
}
void
MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
auto itChain = options_list.num_options.find("ms.chain");
assert(itChain != options_list.num_options.end());
int chainNumber = stoi(itChain->second);
if (++mod_file_struct.last_markov_switching_chain != chainNumber)
{
cerr << "ERROR: The markov_switching chain option takes consecutive integers "
<< "beginning at 1." << endl;
exit(EXIT_FAILURE);
}
if (auto it_num = options_list.num_options.find("ms.restrictions");
it_num != options_list.num_options.end())
{
using namespace boost;
auto it_num_regimes = options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
auto num_regimes = stoi(it_num_regimes->second);
vector<double> col_trans_prob_sum(num_regimes, 0);
vector<double> row_trans_prob_sum(num_regimes, 0);
vector<bool> all_restrictions_in_row(num_regimes, true);
vector<bool> all_restrictions_in_col(num_regimes, true);
for (int row = 0; row < num_regimes; row++)
for (int col = 0; col < num_regimes; col++)
if (restriction_map.find({ row+1, col+1 }) != restriction_map.end())
{
row_trans_prob_sum[row] += restriction_map[{ row+1, col+1 }];
col_trans_prob_sum[col] += restriction_map[{ row+1, col+1 }];
}
else
{
all_restrictions_in_row[row] = false;
all_restrictions_in_col[col] = false;
}
for (int i = 0; i < num_regimes; i++)
{
if (all_restrictions_in_row[i])
{
if (row_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
} else
if (row_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
if (all_restrictions_in_col[i])
{
if (col_trans_prob_sum[i] != 1.0)
{
cerr << "ERROR: When all transitions probabilities are specified for a certain "
<< "regime, they must sum to 1" << endl;
exit(EXIT_FAILURE);
}
}
else
if (col_trans_prob_sum[i] >= 1.0)
{
cerr << "ERROR: When transition probabilites are not specified for every regime, "
<< "their sum must be < 1" << endl;
exit(EXIT_FAILURE);
}
}
}
if (options_list.symbol_list_options.find("ms.parameters") != options_list.symbol_list_options.end())
mod_file_struct.ms_dsge_present = true;
}
void
MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
bool isDurationAVec = true;
string infStr("Inf");
OptionsList::num_options_t::const_iterator itChain, itNOR, itDuration;
map<pair<int, int>, double >::const_iterator itR;
itChain = options_list.num_options.find("ms.chain");
assert(itChain != options_list.num_options.end());
itDuration = options_list.num_options.find("ms.duration");
assert(itDuration != options_list.num_options.end());
if (stod(itDuration->second) || infStr.compare(itDuration->second) == 0)
isDurationAVec = false;
output << "options_.ms.duration = " << itDuration->second << ";" << endl;
itNOR = options_list.num_options.find("ms.number_of_regimes");
assert(itNOR != options_list.num_options.end());
for (int i = 0; i < stoi(itNOR->second); i++)
{
output << "options_.ms.ms_chain(" << itChain->second << ").regime("
<< i+1 << ").duration = options_.ms.duration";
if (isDurationAVec)
output << "(" << i+1 << ")";
output << ";" << endl;
}
int restrictions_index = 0;
for (itR = restriction_map.begin(); itR != restriction_map.end(); itR++)
output << "options_.ms.ms_chain(" << itChain->second << ").restrictions("
<< ++restrictions_index << ") = {[" << itR->first.first << ", "
<< itR->first.second << ", " << itR->second << "]};" << endl;
}
void
MarkovSwitchingStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "markov_switching")"; if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!restriction_map.empty())
output << ", {";
for (auto it = restriction_map.begin(); it != restriction_map.end(); ++it)
{
if (it != restriction_map.begin())
output << ", ";
output << R"({"current_period_regime": )" << it->first.first
<< R"(, "next_period_regime": )" << it->first.second
<< R"(, "transition_probability": )"<< it->second
<< "}";
}
if (!restriction_map.empty())
output << "}";
output << "}";
}
SvarStatement::SvarStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
SvarStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
auto it0 = options_list.string_options.find("ms.coefficients"),
it1 = options_list.string_options.find("ms.variances"),
it2 = options_list.string_options.find("ms.constants");
assert((it0 != options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 == options_list.string_options.end())
|| (it0 == options_list.string_options.end()
&& it1 != options_list.string_options.end()
&& it2 == options_list.string_options.end())
|| (it0 == options_list.string_options.end()
&& it1 == options_list.string_options.end()
&& it2 != options_list.string_options.end()));
}
void
SvarStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
auto it = options_list.num_options.find("ms.chain");
assert(it != options_list.num_options.end());
output << "options_.ms.ms_chain(" << it->second << ")";
if (auto it0 = options_list.string_options.find("ms.coefficients");
it0 != options_list.string_options.end())
output << "." << it0->second;
else if (auto it1 = options_list.string_options.find("ms.variances");
it1 != options_list.string_options.end())
output << "." << it1->second;
else
output << "." << options_list.string_options.find("ms.constants")->second;
output << ".equations = ";
if (auto itv = options_list.vector_int_options.find("ms.equations");
itv != options_list.vector_int_options.end())
{
assert(itv->second.size() >= 1);
if (itv->second.size() > 1)
{
output << "[";
for (int viit : itv->second)
output << viit << ";"; output << "];" << endl;
}
else
output << itv->second.front() << ";" << endl;
}
else
output << "'ALL';" << endl;
}
void
SvarStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "svar")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
void
SvarGlobalIdentificationCheckStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "svar_global_identification_check(options_);" << std::endl;
}
void
SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "svar_global_identification"})";
}
SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
SetTimeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
}
void
SetTimeStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "set_time")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.estimation_data_statement_present = true;
if (auto it = options_list.num_options.find("nobs");
it != options_list.num_options.end())
if (stoi(it->second) <= 0)
{ cerr << "ERROR: The nobs option of the data statement only accepts positive integers." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("file") == options_list.string_options.end()
&& options_list.string_options.find("series") == options_list.string_options.end())
{
cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("file") != options_list.string_options.end()
&& options_list.string_options.find("series") != options_list.string_options.end())
{
cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
exit(EXIT_FAILURE);
}
}
void
EstimationDataStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_.dataset");
}
void
EstimationDataStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "estimation_data")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
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)},
name2{move(name2_arg)},
subsample_declaration_map{move(subsample_declaration_map_arg)},
symbol_table{symbol_table_arg}
{
}
void
SubsamplesStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
void
SubsamplesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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;
output << "'};" << endl
<< "estimation_info.subsamples(subsamples_indx).range = {};" << endl
<< "estimation_info.subsamples(subsamples_indx).range_index = {};" << endl;
int map_indx = 1;
for (auto it = subsample_declaration_map.begin();
it != subsample_declaration_map.end(); ++it, map_indx++)
output << "estimation_info.subsamples(subsamples_indx).range_index(" << map_indx << ") = {'"
<< it->first << "'};" << endl << "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date1 = "
<< it->second.first << ";" << endl
<< "estimation_info.subsamples(subsamples_indx).range(" << map_indx << ").date2 = "
<< it->second.second << ";" << endl;
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(name1);
string lhs_field;
if (symb_type == SymbolType::parameter)
lhs_field = "parameter";
else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
if (!name2.empty())
output << "_corr";
output << "_prior_index', '"
<< name1 << "', '";
if (!name2.empty())
output << name2;
output << "');" << endl;
lhs_field = "estimation_info." + lhs_field;
if (!name2.empty())
lhs_field += "_corr";
output << lhs_field << "_prior_index(eifind) = {'" << name1;
if (!name2.empty())
output << ":" << name2;
output << "'};" << endl;
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;"
<< endl;
}
void
SubsamplesStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "subsamples")"
<< R"(, "name1": ")" << name1 << R"(")";
if (!name2.empty())
output << R"(, "name2": ")" << name2 << R"(")";
output << R"(, "declarations": {)";
for (auto it = subsample_declaration_map.begin();
it != subsample_declaration_map.end(); ++it)
{
if (it != subsample_declaration_map.begin())
output << ",";
output << "{"
<< R"("range_index": ")" << it->first << R"(")"
<< R"(, "date1": ")" << it->second.first << R"(")"
<< R"(, "date2": ")" << it->second.second << R"(")"
<< "}";
}
output << "}"
<< "}";
}
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)},
from_name1{move(from_name1_arg)},
from_name2{move(from_name2_arg)},
symbol_table{symbol_table_arg}
{
}
void
SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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);"
<< endl;
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(to_name1);
string lhs_field;
if (symb_type == SymbolType::parameter)
lhs_field = "parameter";
else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
if (!to_name2.empty())
output << "_corr";
output << "_prior_index', '"
<< to_name1 << "', '";
if (!to_name2.empty())
output << to_name2;
output << "');" << endl;
lhs_field = "estimation_info." + lhs_field;
if (!to_name2.empty())
lhs_field += "_corr";
output << lhs_field << "_prior_index(eifind) = {'" << to_name1;
if (!to_name2.empty())
output << ":" << to_name2;
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;"
<< endl
<< lhs_field << "(eifind).range_index = estimation_info.subsamples(subsamples_to_indx).range_index;"
<< endl;
}
void
SubsamplesEqualStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "subsamples_equal")"
<< R"(, "to_name1": ")" << to_name1 << R"(")";
if (!to_name2.empty())
output << R"(, "to_name2": ")" << to_name2 << R"(")";
output << R"(, "from_name1": ")" << from_name1 << R"(")";
if (!from_name2.empty())
output << R"(, "from_name2": ")" << from_name2 << R"(")";
output << "}";
}
JointPriorStatement::JointPriorStatement(vector<string> joint_parameters_arg, PriorDistributions prior_shape_arg,
OptionsList options_list_arg) :
joint_parameters{move(joint_parameters_arg)},
prior_shape{prior_shape_arg},
options_list{move(options_list_arg)}
{
}
void
JointPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (joint_parameters.size() < 2)
{
cerr << "ERROR: you must pass at least two parameters to the joint prior statement" << endl;
exit(EXIT_FAILURE);
}
if (prior_shape == PriorDistributions::noShape)
{
cerr << "ERROR: You must pass the shape option to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (options_list.num_options.find("mean") == options_list.num_options.end()
&& options_list.num_options.find("mode") == options_list.num_options.end())
{
cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (auto it_num = options_list.num_options.find("domain");
it_num != options_list.num_options.end())
{
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on);
if (tokenizedDomain.size() != 4)
{
cerr << "ERROR: You must pass exactly two values to the domain option." << endl;
exit(EXIT_FAILURE);
}
}
}
void
JointPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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;
output << "key = {[";
for (const auto &joint_parameter : joint_parameters)
output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << joint_parameter << "', '') ..."
<< endl << " ";
output << "]};" << endl;
string lhs_field("estimation_info.joint_parameter_tmp");
writeOutputHelper(output, "domain", lhs_field);
writeOutputHelper(output, "interval", lhs_field);
writeOutputHelper(output, "mean", lhs_field);
writeOutputHelper(output, "median", lhs_field);
writeOutputHelper(output, "mode", lhs_field);
assert(prior_shape != PriorDistributions::noShape);
output << lhs_field << ".shape = " << static_cast<int>(prior_shape) << ";" << endl;
writeOutputHelper(output, "shift", lhs_field); writeOutputHelper(output, "stdev", lhs_field);
writeOutputHelper(output, "truncate", lhs_field);
writeOutputHelper(output, "variance", lhs_field);
output << "estimation_info.joint_parameter_tmp = [key, ..." << endl
<< " " << lhs_field << ".domain , ..." << endl
<< " " << lhs_field << ".interval , ..." << endl
<< " " << lhs_field << ".mean , ..." << endl
<< " " << lhs_field << ".median , ..." << endl
<< " " << lhs_field << ".mode , ..." << endl
<< " " << lhs_field << ".shape , ..." << endl
<< " " << lhs_field << ".shift , ..." << endl
<< " " << 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=rmfield(estimation_info, 'joint_parameter_tmp');" << endl;
}
void
JointPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
output << lhs_field << "." << field << " = {";
if (field == "variance")
output << "{";
if (auto itn = options_list.num_options.find(field);
itn != options_list.num_options.end())
output << itn->second;
else
output << "{}";
if (field == "variance")
output << "}";
output << "};" << endl;
}
void
JointPriorStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "joint_prior")"
<< R"(, "key": [)";
for (auto it = joint_parameters.begin(); it != joint_parameters.end(); ++it)
{
if (it != joint_parameters.begin())
output << ", ";
output << R"(")" << *it << R"(")";
}
output << "]";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << R"(, "shape": )";
switch (prior_shape)
{
case PriorDistributions::beta:
output << R"("beta")";
break;
case PriorDistributions::gamma:
output << R"("gamma")";
break;
case PriorDistributions::normal:
output << R"("normal")";
break;
case PriorDistributions::invGamma:
output << R"("inv_gamma")";
break;
case PriorDistributions::uniform: output << R"("uniform")";
break;
case PriorDistributions::invGamma2:
output << R"("inv_gamma2")";
break;
case PriorDistributions::dirichlet:
output << R"("dirichlet")";
break;
case PriorDistributions::weibull:
output << R"("weibull")";
break;
case PriorDistributions::noShape:
cerr << "Impossible case." << endl;
exit(EXIT_FAILURE);
}
output << "}";
}
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)},
prior_shape{prior_shape_arg},
variance{variance_arg},
options_list{move(options_list_arg)}
{
}
void
BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (prior_shape == PriorDistributions::noShape)
{
cerr << "ERROR: You must pass the shape option to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (options_list.num_options.find("mean") == options_list.num_options.end()
&& options_list.num_options.find("mode") == options_list.num_options.end())
{
cerr << "ERROR: You must pass at least one of mean and mode to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (auto it_stdev = options_list.num_options.find("stdev");
(it_stdev == options_list.num_options.end() && !variance)
|| (it_stdev != options_list.num_options.end() && variance))
{
cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl;
exit(EXIT_FAILURE);
}
if (auto it_num = options_list.num_options.find("domain");
it_num != options_list.num_options.end())
{
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on);
if (tokenizedDomain.size() != 4)
{
cerr << "ERROR: You must pass exactly two values to the domain option." << endl;
exit(EXIT_FAILURE);
}
}
}
boolBasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
return true;
return false;
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
output << lhs_field << " = estimation_info.empty_prior;" << endl;
writeCommonOutputHelper(output, "domain", lhs_field);
writeCommonOutputHelper(output, "interval", lhs_field);
writeCommonOutputHelper(output, "mean", lhs_field);
writeCommonOutputHelper(output, "median", lhs_field);
writeCommonOutputHelper(output, "mode", lhs_field);
assert(prior_shape != PriorDistributions::noShape);
output << lhs_field << ".shape = " << static_cast<int>(prior_shape) << ";" << endl;
writeCommonOutputHelper(output, "shift", lhs_field);
writeCommonOutputHelper(output, "stdev", lhs_field);
writeCommonOutputHelper(output, "truncate", lhs_field);
if (variance)
{
output << lhs_field << ".variance = ";
variance->writeOutput(output);
output << ";" << endl;
}
}
void
BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
if (auto itn = options_list.num_options.find(field);
itn != options_list.num_options.end())
output << lhs_field << "." << field << " = "<< itn->second << ";" << endl;
}
void
BasicPriorStatement::writePriorOutput(ostream &output, string &lhs_field, const string &name2) const
{
if (subsample_name.empty())
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;
lhs_field += ".subsample_prior(eisind)";
}
writeCommonOutput(output, lhs_field);
}
void
BasicPriorStatement::writeJsonPriorOutput(ostream &output) const
{
output << R"(, "name": ")" << name << R"(")"
<< R"(, "subsample": ")" << subsample_name << R"(")"
<< ", "; writeJsonShape(output);
if (variance)
{
output << R"(, "variance": ")";
variance->writeJsonOutput(output, {}, {});
output << R"(")";
}
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
}
void
BasicPriorStatement::writeJsonShape(ostream &output) const
{
output << R"("shape": )";
switch (prior_shape)
{
case PriorDistributions::beta:
output << R"("beta")";
break;
case PriorDistributions::gamma:
output << R"("gamma")";
break;
case PriorDistributions::normal:
output << R"("normal")";
break;
case PriorDistributions::invGamma:
output << R"("inv_gamma")";
break;
case PriorDistributions::uniform:
output << R"("uniform")";
break;
case PriorDistributions::invGamma2:
output << R"("inv_gamma2")";
break;
case PriorDistributions::dirichlet:
output << R"("dirichlet")";
break;
case PriorDistributions::weibull:
output << R"("weibull")";
break;
case PriorDistributions::noShape:
assert(prior_shape != PriorDistributions::noShape);
}
}
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)}
{
}
void
PriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field = "estimation_info.parameter(eifind)";
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, "");
}
void
PriorStatement::writeJsonOutput(ostream &output) const{
output << R"({"statementName": "prior")";
writeJsonPriorOutput(output);
output << "}";
}
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)},
symbol_table{symbol_table_arg}
{
}
void
StdPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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
<< "estimation_info." << lhs_field << "_prior_index(eifind) = {'" << name << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
writePriorOutput(output, lhs_field, "");
}
void
StdPriorStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "std_prior")";
writeJsonPriorOutput(output);
output << "}";
}
CorrPriorStatement::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) :
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}
{
}
void
CorrPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
BasicPriorStatement::checkPass(mod_file_struct, warnings);
if (symbol_table.getType(name) != symbol_table.getType(name1))
{
cerr << "ERROR: In the corr(A,B).prior statement, A and B must be of the same type. "
<< "In your case, " << name << " and " << name1 << " are of different "
<< "types." << endl;
exit(EXIT_FAILURE);
}
}
void
CorrPriorStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
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;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writePriorOutput(output, lhs_field, name1);
}
void
CorrPriorStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "corr_prior")"
<< R"(, "name2": ")" << name1 << R"(")";
writeJsonPriorOutput(output);
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,
const SymbolTable &symbol_table_arg) :
to_declaration_type{move(to_declaration_type_arg)},
to_name1{move(to_name1_arg)},
to_name2{move(to_name2_arg)},
to_subsample_name{move(to_subsample_name_arg)},
from_declaration_type{move(from_declaration_type_arg)},
from_name1{move(from_name1_arg)},
from_name2{move(from_name2_arg)},
from_subsample_name{move(from_subsample_name_arg)},
symbol_table{symbol_table_arg}
{
}
void
PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, 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"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
PriorEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
PriorEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter"; else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_prior_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_prior_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameter";
if (from_declaration_type == "par")
rhs_field = "parameter";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
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;
lhs_field += ".subsample_prior(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
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;
rhs_field += ".subsample_prior(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}
void
PriorEqualStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "prior_equal")"
<< R"(, "to_name1": ")" << to_name1 << R"(")";
if (to_declaration_type == "corr")
output << R"(, "to_name2": ")" << to_name2 << R"(")";
output << R"(, "to_subsample": ")" << to_subsample_name << R"(")"
<< R"(, "from_name1": ")" << from_name1 << R"(")";
if (to_declaration_type == "corr")
output << R"(, "from_name2": ")" << from_name2 << R"(")";
output << R"(, "from_subsample": ")" << from_subsample_name << R"(")"
<< "}";
}
BasicOptionsStatement::BasicOptionsStatement(string name_arg,
string subsample_name_arg,
OptionsList options_list_arg) :
name{move(name_arg)},
subsample_name{move(subsample_name_arg)},
options_list{move(options_list_arg)}{
}
void
BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
bool
BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) const
{
return symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet;
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
output << lhs_field << " = estimation_info.empty_options;" << endl;
writeCommonOutputHelper(output, "bounds", lhs_field);
writeCommonOutputHelper(output, "init", lhs_field);
writeCommonOutputHelper(output, "jscale", lhs_field);
}
void
BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
if (auto itn = options_list.num_options.find(field);
itn != options_list.num_options.end())
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
}
void
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;
lhs_field += ".subsample_options(eisind)";
}
writeCommonOutput(output, lhs_field);
}
void
BasicOptionsStatement::writeJsonOptionsOutput(ostream &output) const
{
output << R"(, "name": ")" << name << R"(")";
if (!subsample_name.empty())
output << R"(, "subsample_name": ")" << subsample_name << R"(")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
}
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)}
{
}
void
OptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field = "estimation_info.parameter(eifind)";
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, "");
}
void
OptionsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "options")";
writeJsonOptionsOutput(output);
output << "}";
}
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)},
symbol_table{symbol_table_arg}
{
}
void
StdOptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
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;
lhs_field = "estimation_info." + lhs_field + "(eifind)";
writeOptionsOutput(output, lhs_field, "");
}
void
StdOptionsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "std_options")";
writeJsonOptionsOutput(output);
output << "}";
}
CorrOptionsStatement::CorrOptionsStatement(string name_arg1, string name_arg2,
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)},
symbol_table{symbol_table_arg}
{
}
void
CorrOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (symbol_table.getType(name) != symbol_table.getType(name1))
{
cerr << "ERROR: In the corr(A,B).options statement, A and B must be of the same type. "
<< "In your case, " << name << " and " << name1 << " are of different " << "types." << endl;
exit(EXIT_FAILURE);
}
}
void
CorrOptionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
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;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writeOptionsOutput(output, lhs_field, name1);
}
void
CorrOptionsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "corr_options")"
<< R"(, "name2": ")" << name1 << R"(")";
writeJsonOptionsOutput(output);
output << "}";
}
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_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type{move(to_declaration_type_arg)},
to_name1{move(to_name1_arg)},
to_name2{move(to_name2_arg)},
to_subsample_name{move(to_subsample_name_arg)},
from_declaration_type{move(from_declaration_type_arg)},
from_name1{move(from_name1_arg)},
from_name2{move(from_name2_arg)},
from_subsample_name{move(from_subsample_name_arg)},
symbol_table{symbol_table_arg}
{
}
void
OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, 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"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
OptionsEqualStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "options_equal")"
<< R"(, "to_name1": ")" << to_name1 << R"(")";
if (to_declaration_type == "corr")
output << R"(, "to_name2": ")" << to_name2 << R"(")";
output << R"(, "to_subsample": ")" << to_subsample_name << R"(")"
<< R"(, "from_name1": ")" << from_name1 << R"(")"; if (to_declaration_type == "corr")
output << R"(, "from_name2": ")" << from_name2 << R"(")";
output << R"(, "from_subsample": ")" << from_subsample_name << R"(")"
<< "}";
}
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
OptionsEqualStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_options_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_options_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameter";
if (from_declaration_type == "par")
rhs_field = "parameter";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
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;
lhs_field += ".subsample_options(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
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; rhs_field += ".subsample_options(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}
CalibSmootherStatement::CalibSmootherStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg)
: symbol_list{move(symbol_list_arg)}, options_list{move(options_list_arg)}
{
}
void
CalibSmootherStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.calib_smoother_present = true;
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: calib_smoother: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
CalibSmootherStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
if (options_list.string_options.find("parameter_set") == options_list.string_options.end())
output << "options_.parameter_set = 'calibration';" << endl;
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;
}
void
CalibSmootherStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "calib_smoother")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
ExtendedPathStatement::ExtendedPathStatement(OptionsList options_list_arg)
: options_list{move(options_list_arg)}
{
}
void
ExtendedPathStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.extended_path_present = true;
if (options_list.num_options.find("periods") == options_list.num_options.end())
{
cerr << "ERROR: the 'periods' option of 'extended_path' is mandatory" << endl;
exit(EXIT_FAILURE); }
}
void
ExtendedPathStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Beware: options do not have the same name in the interface and in the M code...
for (const auto &num_option : options_list.num_options)
if (num_option.first != "periods")
output << "options_." << num_option.first << " = " << num_option.second << ";" << endl;
output << "extended_path([], " << options_list.num_options.find("periods")->second
<< ", [], options_, M_, oo_);" << endl;
}
void
ExtendedPathStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "extended_path")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
void
ModelDiagnosticsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "model_diagnostics(M_,options_,oo_);" << endl;
}
void
ModelDiagnosticsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "model_diagnostics"})";
}
Smoother2histvalStatement::Smoother2histvalStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
Smoother2histvalStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_smoother2histval");
output << "smoother2histval(options_smoother2histval);" << endl;
}
void
Smoother2histvalStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "smoother_2_histval")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
MethodOfMomentsStatement::MethodOfMomentsStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
MethodOfMomentsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings, { SymbolType::endogenous });
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: method_of_moments: " << e.message << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.mom_estimation_present = true;
// Fill in option_order of mod_file_struct
if (auto it = options_list.num_options.find("order");
it != options_list.num_options.end())
{
int order = stoi(it->second);
if (order > 2)
mod_file_struct.k_order_solver = true;
mod_file_struct.mom_order = order;
mod_file_struct.order_option = max(mod_file_struct.order_option, order);
}
if (options_list.string_options.find("datafile") == options_list.string_options.end())
{
cerr << "ERROR: The method_of_moments statement requires a data file to be supplied via the datafile option." << endl;
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("mom.mom_method") == options_list.string_options.end())
{
cerr << "ERROR: The method_of_moments statement requires a method to be supplied via the mom_method option. Possible values are GMM or SMM." << endl;
exit(EXIT_FAILURE);
}
if (auto it = options_list.string_options.find("mom.mom_method");
it != options_list.string_options.end() && it->second == "GMM")
mod_file_struct.GMM_present = true;
if (auto it = options_list.num_options.find("mom.analytic_standard_errors");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.analytic_standard_errors_present = true;
if (!mod_file_struct.GMM_present && mod_file_struct.analytic_standard_errors_present)
{
cerr << "ERROR: The analytic_standard_errors statement requires the GMM option." << endl;
exit(EXIT_FAILURE);
}
if (auto it = options_list.num_options.find("mom.analytic_jacobian");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.analytic_jacobian_present = true;
if (!mod_file_struct.GMM_present && mod_file_struct.analytic_jacobian_present)
{
cerr << "ERROR: The analytic_jacobian statement requires the GMM option." << endl;
exit(EXIT_FAILURE);
}
}
void
MethodOfMomentsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output, "options_mom_");
output << "[oo_, options_mom_, M_] = method_of_moments(bayestopt_, options_, oo_, estim_params_, M_, options_mom_);" << endl;
}
void
MethodOfMomentsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "method_of_moments")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
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)},
generate_irf_elements{move(generate_irf_elements_arg)}
{
}
void
GenerateIRFsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
if (generate_irf_names.empty())
return;
output << "options_.irf_opt.irf_shock_graphtitles = { ";
for (const auto &generate_irf_name : generate_irf_names)
output << "'" << generate_irf_name << "'; ";
output << "};" << 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++)
{
map<string, double> m = generate_irf_elements[i];
for (auto &it : m)
output << "options_.irf_opt.irf_shocks(M_.exo_names == '"
<< it.first << "', " << i + 1 << ") = "
<< it.second << ";" << endl;
}
}
void
GenerateIRFsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "generate_irfs")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!generate_irf_names.empty())
{
output << R"(, "irf_elements": [)";
for (size_t i = 0; i < generate_irf_names.size(); i++) {
output << R"({"name": ")" << generate_irf_names[i] << R"(", "shocks": [)";
map<string, double> m = generate_irf_elements[i];
size_t idx = 0;
for (auto it = m.begin(); it != m.end(); ++it, idx++)
{
output << R"({"exogenous_variable": ")" << it->first << R"(", )"
<< R"("exogenous_variable_value": ")" << it->second << R"("})";
if (idx + 1 < m.size())
output << ", ";
}
output << "]}";
if (i + 1 < generate_irf_names.size())
output << ", ";
}
output << "]";
}
output << "}";
}
VarExpectationModelStatement::VarExpectationModelStatement(string model_name_arg,
expr_t expression_arg,
string aux_model_name_arg,
string horizon_arg,
expr_t discount_arg,
const SymbolTable &symbol_table_arg) :
model_name{move(model_name_arg)}, expression{expression_arg},
aux_model_name{move(aux_model_name_arg)}, horizon{move(horizon_arg)},
discount{discount_arg}, symbol_table{symbol_table_arg}
{
}
void
VarExpectationModelStatement::substituteUnaryOpNodes(const lag_equivalence_table_t &nodes, ExprNode::subst_table_t &subst_table)
{
vector<BinaryOpNode *> neweqs;
expression = expression->substituteUnaryOpNodes(nodes, subst_table, neweqs);
if (neweqs.size() > 0)
{
cerr << "ERROR: the 'expression' option of var_expectation_model contains a variable with a unary operator that is not present in the VAR model" << endl;
exit(EXIT_FAILURE);
}
}
void
VarExpectationModelStatement::substituteDiff(const lag_equivalence_table_t &nodes, ExprNode::subst_table_t &subst_table)
{
vector<BinaryOpNode *> neweqs;
expression = expression->substituteDiff(nodes, subst_table, neweqs);
if (neweqs.size() > 0)
{
cerr << "ERROR: the 'expression' option of var_expectation_model contains a diff'd variable that is not present in the VAR model" << endl;
exit(EXIT_FAILURE);
}
}
void
VarExpectationModelStatement::matchExpression()
{
try
{
auto vpc = expression->matchLinearCombinationOfVariables();
for (const auto &it : vpc)
{
if (get<1>(it) != 0)
throw ExprNode::MatchFailureException{"lead/lags are not allowed"};
if (symbol_table.getType(get<0>(it)) != SymbolType::endogenous)
throw ExprNode::MatchFailureException{"Variable is not an endogenous"};
vars_params_constants.emplace_back(get<0>(it), get<2>(it), get<3>(it));
} }
catch (ExprNode::MatchFailureException &e)
{
cerr << "ERROR: expression in var_expectation_model is not of the expected form: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
VarExpectationModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
string mstruct = "M_.var_expectation." + model_name;
output << mstruct << ".auxiliary_model_name = '" << aux_model_name << "';" << endl
<< mstruct << ".horizon = " << horizon << ';' << endl;
if (!vars_params_constants.size())
{
cerr << "ERROR: VarExpectationModelStatement::writeOutput: matchExpression() has not been called" << endl;
exit(EXIT_FAILURE);
}
ostringstream vars_list, params_list, constants_list;
for (auto it = vars_params_constants.begin(); it != vars_params_constants.end(); ++it)
{
if (it != vars_params_constants.begin())
{
vars_list << ", ";
params_list << ", ";
constants_list << ", ";
}
vars_list << symbol_table.getTypeSpecificID(get<0>(*it))+1;
if (get<1>(*it) == -1)
params_list << "NaN";
else
params_list << symbol_table.getTypeSpecificID(get<1>(*it))+1;
constants_list << get<2>(*it);
}
output << mstruct << ".expr.vars = [ " << vars_list.str() << " ];" << endl
<< mstruct << ".expr.params = [ " << params_list.str() << " ];" << endl
<< mstruct << ".expr.constants = [ " << constants_list.str() << " ];" << endl;
if (auto disc_var = dynamic_cast<const VariableNode *>(discount);
disc_var)
output << mstruct << ".discount_index = " << symbol_table.getTypeSpecificID(disc_var->symb_id) + 1 << ';' << endl;
else
{
output << mstruct << ".discount_value = ";
discount->writeOutput(output);
output << ';' << endl;
}
output << mstruct << ".param_indices = [ ";
for (int param_id : aux_params_ids)
output << symbol_table.getTypeSpecificID(param_id)+1 << ' ';
output << "];" << endl;
}
void
VarExpectationModelStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "var_expectation_model",)"
<< R"("model_name": ")" << model_name << R"(", )"
<< R"("expression": ")";
expression->writeOutput(output);
output << R"(", )"
<< R"("auxiliary_model_name": ")" << aux_model_name << R"(", )"
<< R"("horizon": ")" << horizon << R"(", )"
<< R"("discount": ")";
discount->writeOutput(output);
output << R"("})";
}
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)}
{
}
void
MatchedMomentsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "M_.matched_moments = {" << endl;
for (const auto &[symb_ids, lags, powers] : moments)
{
output << " [";
for (int s : symb_ids)
output << symbol_table.getTypeSpecificID(s)+1 << ',';
output << "], [";
for (int l : lags)
output << l << ',';
output << "], [";
for (int p : powers)
output << p << ',';
output << "]," << endl;
}
output << "};" << endl;
}
void
MatchedMomentsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "matched_moments", "moments": [)" << endl;
for (auto it = moments.begin(); it != moments.end(); ++it)
{
const auto &[symb_ids, lags, powers] = *it;
output << R"( { "endos": [)";
for (auto it2 = symb_ids.begin(); it2 != symb_ids.end(); ++it2)
{
if (it2 != symb_ids.begin())
output << ',';
output << symbol_table.getTypeSpecificID(*it2)+1;
}
output << R"(], "lags": [)";
for (auto it2 = lags.begin(); it2 != lags.end(); ++it2)
{
if (it2 != lags.begin())
output << ',';
output << *it2;
}
output << R"(], "powers": [)";
for (auto it2 = powers.begin(); it2 != powers.end(); ++it2)
{
if (it2 != powers.begin())
output << ',';
output << *it2;
}
output << "]}";
if (next(it) != moments.end())
output << ',';
output << endl;
}
output << "]}" << endl;
}