Select Git revision
setup_integration_nodes.m
Forked from
Dynare / dynare
Source project has a limited visibility.
ComputingTasks.hh 48.09 KiB
/*
* Copyright © 2003-2024 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 <https://www.gnu.org/licenses/>.
*/
#ifndef COMPUTING_TASKS_HH
#define COMPUTING_TASKS_HH
#include <memory>
#include <optional>
#include <ostream>
#include "DynamicModel.hh"
#include "ModelEquationBlock.hh"
#include "Statement.hh"
#include "StaticModel.hh"
#include "SymbolList.hh"
#include "SymbolTable.hh"
class SteadyStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SteadyStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class CheckStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit CheckStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SimulStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SimulStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PerfectForesightSetupStatement : public Statement{
private:
const OptionsList options_list;
public:
explicit PerfectForesightSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PerfectForesightSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightSolverStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PerfectForesightWithExpectationErrorsSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightWithExpectationErrorsSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PerfectForesightWithExpectationErrorsSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit PerfectForesightWithExpectationErrorsSolverStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PriorPosteriorFunctionStatement : public Statement
{
private:
const bool prior_func;
const OptionsList options_list;
public:
PriorPosteriorFunctionStatement(const bool prior_func_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ModelInfoStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ModelInfoStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class StochSimulStatement : public Statement{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
StochSimulStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ForecastStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
ForecastStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class RamseyModelStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit RamseyModelStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class RamseyPolicyStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
RamseyPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EvaluatePlannerObjectiveStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit EvaluatePlannerObjectiveStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OccbinSetupStatement : public Statement
{
private: const OptionsList options_list;
public:
explicit OccbinSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OccbinSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit OccbinSolverStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OccbinWriteRegimesStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit OccbinWriteRegimesStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OccbinGraphStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
OccbinGraphStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class DiscretionaryPolicyStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
DiscretionaryPolicyStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class RplotStatement : public Statement
{
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
RplotStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class UnitRootVarsStatement : public Statement
{
public:
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class DsampleStatement : public Statement
{
private:
const int val1, val2;
public:
explicit DsampleStatement(int val1_arg);
DsampleStatement(int val1_arg, int val2_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EstimationStatement : public Statement
{
private:
const SymbolTable& symbol_table;
const SymbolList symbol_list;
const OptionsList options_list;
public:
EstimationStatement(const SymbolTable& symbol_table_arg, SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SensitivityStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SensitivityStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ObservationTrendsStatement : public Statement
{
public:
using trend_elements_t = map<string, expr_t>;
private:
const trend_elements_t trend_elements;
const SymbolTable& symbol_table;
public:
ObservationTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class DeterministicTrendsStatement : public Statement
{
public:
using trend_elements_t = map<string, expr_t>;
private:
const trend_elements_t trend_elements;
const SymbolTable& symbol_table;
public:
DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class FilterInitialStateStatement : public Statement
{
public:
using filter_initial_state_elements_t = map<pair<int, int>, expr_t>;
private:
const filter_initial_state_elements_t filter_initial_state_elements;
const SymbolTable& symbol_table;
public:
FilterInitialStateStatement(filter_initial_state_elements_t filter_initial_state_elements_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OsrParamsStatement : public Statement
{
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
OsrParamsStatement(SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OsrStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
OsrStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
//! Temporary structure used when parsing estimation_params* statements
class OsrParams
{
public:
string name;
expr_t low_bound, up_bound;
void
init(const DataTree& datatree)
{
name = "";
low_bound = datatree.MinusInfinity;
up_bound = datatree.Infinity;
}
};
class OsrParamsBoundsStatement : public Statement
{private:
const vector<OsrParams> osr_params_list;
public:
explicit OsrParamsBoundsStatement(vector<OsrParams> osr_params_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class DynaTypeStatement : public Statement
{
private:
const SymbolList symbol_list;
const string filename;
const SymbolTable& symbol_table;
public:
DynaTypeStatement(SymbolList symbol_list_arg, string filename_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class DynaSaveStatement : public Statement
{
private:
const SymbolList symbol_list;
const string filename;
const SymbolTable& symbol_table;
public:
DynaSaveStatement(SymbolList symbol_list_arg, string filename_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ModelComparisonStatement : public Statement
{
public:
using filename_list_t = vector<pair<string, string>>;
private:
filename_list_t filename_list;
OptionsList options_list;
public:
ModelComparisonStatement(filename_list_t filename_list_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
//! Temporary structure used when parsing estimation_params* statements
class EstimationParams
{
public:
int type;
string name, name2;
PriorDistributions prior;
expr_t init_val, low_bound, up_bound, mean, std, p3, p4, jscale;
void
init(const DataTree& datatree)
{
type = 0;
name = "";
name2 = ""; prior = PriorDistributions::noShape;
init_val = datatree.NaN;
low_bound = datatree.MinusInfinity;
up_bound = datatree.Infinity;
mean = datatree.NaN;
std = datatree.NaN;
p3 = datatree.NaN;
p4 = datatree.NaN;
jscale = datatree.NaN;
}
};
class AbstractEstimatedParamsStatement : public Statement
{
protected:
const vector<EstimationParams> estim_params_list;
const SymbolTable& symbol_table;
AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg);
[[nodiscard]] virtual string blockName() const = 0;
// Part of the check pass that is common to the three estimated_params{,_init,bounds} blocks
void commonCheckPass() const;
};
class EstimatedParamsStatement : public AbstractEstimatedParamsStatement
{
private:
const bool overwrite;
public:
EstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg, bool overwrite_arg);
[[nodiscard]] string
blockName() const override
{
return "estimated_params";
}
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EstimatedParamsInitStatement : public AbstractEstimatedParamsStatement
{
private:
const bool use_calibration;
public:
EstimatedParamsInitStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg, const bool use_calibration_arg);
[[nodiscard]] string
blockName() const override
{
return "estimated_params_init";
}
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EstimatedParamsBoundsStatement : public AbstractEstimatedParamsStatement
{
public:
EstimatedParamsBoundsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg);
[[nodiscard]] string
blockName() const override
{
return "estimated_params_bounds";
} void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EstimatedParamsRemoveStatement : public Statement
{
public:
// Only the type, name and name2 fields of EstimationParams are used
const vector<EstimationParams> estim_params_list;
const SymbolTable& symbol_table;
EstimatedParamsRemoveStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OptimWeightsStatement : public Statement
{
public:
using var_weights_t = map<string, expr_t>;
using covar_weights_t = map<pair<string, string>, expr_t>;
private:
const var_weights_t var_weights;
const covar_weights_t covar_weights;
const SymbolTable& symbol_table;
public:
OptimWeightsStatement(var_weights_t var_weights_arg, covar_weights_t covar_weights_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PlannerObjectiveStatement : public Statement
{
private:
unique_ptr<PlannerObjective> model_tree;
bool computing_pass_called {false};
public:
explicit PlannerObjectiveStatement(unique_ptr<PlannerObjective> model_tree_arg);
/*! \todo check there are only endogenous variables at the current period in the objective
(no exogenous, no lead/lag) */
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
/*! \todo allow for the possibility of disabling temporary terms */
void computingPass(const ModFileStructure& mod_file_struct) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
//! Return a reference the Planner Objective model tree
[[nodiscard]] const PlannerObjective& getPlannerObjective() const;
};
class BVARDensityStatement : public Statement
{
private:
const int maxnlags;
const OptionsList options_list;
public:
BVARDensityStatement(int maxnlags_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class BVARForecastStatement : public Statement
{private:
const int nlags;
const OptionsList options_list;
public:
BVARForecastStatement(int nlags_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class BVARIRFStatement : public Statement
{
private:
const int nirf;
const string identificationname;
public:
BVARIRFStatement(int nirf_arg, string identificationname_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SBVARStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SBVARStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVAREstimationStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVAREstimationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVARSimulationStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARSimulationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVARComputeMDDStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARComputeMDDStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;};
class MSSBVARComputeProbabilitiesStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARComputeProbabilitiesStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVARIrfStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
MSSBVARIrfStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVARForecastStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARForecastStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MSSBVARVarianceDecompositionStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MSSBVARVarianceDecompositionStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class IdentificationStatement : public Statement
{
private:
OptionsList options_list;
public:
explicit IdentificationStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class WriteLatexDynamicModelStatement : public Statement
{
private:
const DynamicModel& dynamic_model;
const bool write_equation_tags;
public:
WriteLatexDynamicModelStatement(const DynamicModel& dynamic_model_arg,
bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class WriteLatexStaticModelStatement : public Statement
{
private:
const StaticModel& static_model;
const bool write_equation_tags;
public:
WriteLatexStaticModelStatement(const StaticModel& static_model_arg, bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class WriteLatexOriginalModelStatement : public Statement
{
private:
const DynamicModel& original_model;
const bool write_equation_tags;
public:
WriteLatexOriginalModelStatement(const DynamicModel& original_model_arg,
bool write_equation_tags_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class WriteLatexSteadyStateModelStatement : public Statement
{
private:
const SteadyStateModel& steady_state_model;
public:
explicit WriteLatexSteadyStateModelStatement(const SteadyStateModel& steady_state_model_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ShockDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
ShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class RealtimeShockDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
RealtimeShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg); void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PlotShockDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
PlotShockDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class InitialConditionDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
InitialConditionDecompositionStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SqueezeShockDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
SqueezeShockDecompositionStatement(SymbolList symbol_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ConditionalForecastStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ConditionalForecastStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PlotConditionalForecastStatement : public Statement
{
private:
const optional<int> periods; // The user is allowed not to declare periods
const SymbolList symbol_list;
const SymbolTable& symbol_table;
public:
PlotConditionalForecastStatement(const optional<int>& periods_arg, SymbolList symbol_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class CalibSmootherStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
const SymbolTable& symbol_table;
public:
CalibSmootherStatement(SymbolList symbol_list_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ExtendedPathStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ExtendedPathStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SvarIdentificationStatement : public Statement
{
public:
// using svar_identification_exclusion_t = map<pair<int, int>, vector<int>>;
struct svar_identification_restriction
{
int equation;
int restriction_nbr;
int lag;
int variable;
expr_t value;
};
using svar_identification_restrictions_t = vector<svar_identification_restriction>;
private:
const svar_identification_restrictions_t restrictions;
const bool upper_cholesky_present, lower_cholesky_present, constants_exclusion_present;
const SymbolTable& symbol_table;
[[nodiscard]] int getMaxLag() const;
public:
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);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MarkovSwitchingStatement : public Statement
{
private:
const OptionsList options_list;
map<pair<int, int>, double> restriction_map;
public:
explicit MarkovSwitchingStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SvarStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit SvarStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SvarGlobalIdentificationCheckStatement : public Statement
{
public:
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SetTimeStatement : public Statement
{
private:
const string period;
public:
explicit SetTimeStatement(string period_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class EstimationDataStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit EstimationDataStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SubsamplesStatement : public Statement
{
public:
//! Storage for declaring subsamples: map<subsample_name, <date1, date2 >
using subsample_declaration_map_t = map<string, pair<string, string>>;
private:
const string name1, name2;
const subsample_declaration_map_t subsample_declaration_map;
const SymbolTable& symbol_table;
public:
SubsamplesStatement(string name1_arg, string name2_arg,
subsample_declaration_map_t subsample_declaration_map_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class SubsamplesEqualStatement : public Statement
{private:
const string to_name1, to_name2, from_name1, from_name2;
const SymbolTable& symbol_table;
public:
SubsamplesEqualStatement(string to_name1_arg, string to_name2_arg, string from_name1_arg,
string from_name2_arg, const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class JointPriorStatement : public Statement
{
private:
const vector<string> joint_parameters;
const PriorDistributions prior_shape;
const OptionsList options_list;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
public:
JointPriorStatement(vector<string> joint_parameters_arg, PriorDistributions prior_shape_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class BasicPriorStatement : public Statement
{
protected:
const string name, subsample_name;
const PriorDistributions prior_shape;
const expr_t variance;
const OptionsList options_list;
BasicPriorStatement(string name_arg, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void writeCommonOutput(ostream& output, const string& lhs_field) const;
void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
void writePriorOutput(ostream& output, string& lhs_field, const string& name2) const;
[[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
void writePriorIndex(ostream& output, const string& lhs_field) const;
void writeVarianceOption(ostream& output, const string& lhs_field) const;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
void writeShape(ostream& output, const string& lhs_field) const;
void writeJsonShape(ostream& output) const;
void writeJsonPriorOutput(ostream& output) const;
};
class PriorStatement : public BasicPriorStatement
{
public:
PriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
expr_t variance_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class StdPriorStatement : public BasicPriorStatement
{
private:
const SymbolTable& symbol_table;
public:
StdPriorStatement(string name_arg, string subsample_name_arg, PriorDistributions prior_shape_arg,
expr_t variance_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override; void writeJsonOutput(ostream& output) const override;
};
class CorrPriorStatement : public BasicPriorStatement
{
private:
const string name1;
const SymbolTable& symbol_table;
public:
CorrPriorStatement(string name_arg1, string name_arg2, string subsample_name_arg,
PriorDistributions prior_shape_arg, expr_t variance_arg,
OptionsList options_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class PriorEqualStatement : public Statement
{
private:
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
const SymbolTable& symbol_table;
public:
PriorEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
string to_subsample_name_arg, string from_declaration_type_arg,
string from_name1_arg, string from_name2_arg, string from_subsample_name_arg,
const SymbolTable& symbol_table_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class BasicOptionsStatement : public Statement
{
protected:
const string name, subsample_name;
const OptionsList options_list;
BasicOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void writeOptionsOutput(ostream& output, string& lhs_field, const string& name2) const;
void writeCommonOutput(ostream& output, const string& lhs_field) const;
void writeCommonOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
[[nodiscard]] bool is_structural_innovation(const SymbolType symb_type) const;
void writeOptionsIndex(ostream& output, const string& lhs_field) const;
void writeOutputHelper(ostream& output, const string& field, const string& lhs_field) const;
void writeJsonOptionsOutput(ostream& output) const;
};
class OptionsStatement : public BasicOptionsStatement
{
public:
OptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class StdOptionsStatement : public BasicOptionsStatement
{
private:
const SymbolTable& symbol_table;
public:
StdOptionsStatement(string name_arg, string subsample_name_arg, OptionsList options_list_arg,
const SymbolTable& symbol_table_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;};
class CorrOptionsStatement : public BasicOptionsStatement
{
private:
const string name1;
const SymbolTable& symbol_table;
public:
CorrOptionsStatement(string name_arg1, string name_arg2, string subsample_name_arg,
OptionsList options_list_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OptionsEqualStatement : public Statement
{
private:
const string to_declaration_type, to_name1, to_name2, to_subsample_name;
const string from_declaration_type, from_name1, from_name2, from_subsample_name;
const SymbolTable& symbol_table;
public:
OptionsEqualStatement(string to_declaration_type_arg, string to_name1_arg, string to_name2_arg,
string to_subsample_name_arg, string from_declaration_type_arg,
string from_name1_arg, string from_name2_arg,
string from_subsample_name_arg, const SymbolTable& symbol_table_arg);
void get_base_name(const SymbolType symb_type, string& lhs_field) const;
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ModelDiagnosticsStatement : public Statement
{
public:
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class Smoother2histvalStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit Smoother2histvalStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MethodOfMomentsStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit MethodOfMomentsStatement(OptionsList options_list_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class GenerateIRFsStatement : public Statement
{
public:
private:
const OptionsList options_list;
const vector<string> generate_irf_names; const vector<map<string, double>> generate_irf_elements;
public:
GenerateIRFsStatement(OptionsList options_list_arg, vector<string> generate_irf_names_arg,
vector<map<string, double>> generate_irf_elements_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MatchedMomentsStatement : public Statement
{
private:
const SymbolTable& symbol_table;
public:
/* Each moment is represented by a three vectors: symb_ids, lags, powers.
See the definition of ExprNode::matchMatchedMoment() for more details */
const vector<tuple<vector<int>, vector<int>, vector<int>>> moments;
MatchedMomentsStatement(const SymbolTable& symbol_table_arg,
vector<tuple<vector<int>, vector<int>, vector<int>>> moments_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class OccbinConstraintsStatement : public Statement
{
private:
DataTree data_tree;
public:
// The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax}
// can be nullptr)
const vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints;
OccbinConstraintsStatement(
const DataTree& data_tree_arg,
vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> constraints_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class ResidStatement : public Statement
{
private:
const OptionsList options_list;
public:
explicit ResidStatement(OptionsList options_list_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class MatchedIrfsStatement : public Statement
{
public:
// (endo name, exo name) → vector of (period start, period end, value, weight)
using matched_irfs_t = map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>;
MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
private:
const matched_irfs_t values_weights;
const bool overwrite;
};
class MatchedIrfsWeightsStatement : public Statement
{
public:
/* (endo1 name, period index or range for endo1, exo1 name, endo2 name, period index or range for endo2, exo2 name) → weight */
using matched_irfs_weights_t = map<tuple<string, string, string, string, string, string>, expr_t>;
MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg, bool overwrite_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
private:
const matched_irfs_weights_t weights;
const bool overwrite;
};
#endif