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Willi Mutschler authoredWilli Mutschler authored
ComputingTasks.cc 129.69 KiB
/*
* Copyright (C) 2003-2017 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 <cstdlib>
#include <cassert>
#include <iostream>
#include <sstream>
using namespace std;
#include "ComputingTasks.hh"
#include "Statement.hh"
#include <boost/algorithm/string/trim.hpp>
#include <boost/algorithm/string/split.hpp>
#include <boost/lexical_cast.hpp>
#include <boost/tokenizer.hpp>
SteadyStatement::SteadyStatement(const OptionsList &options_list_arg) :
options_list(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;
}
CheckStatement::CheckStatement(const OptionsList &options_list_arg) :
options_list(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;
}
ModelInfoStatement::ModelInfoStatement(const OptionsList &options_list_arg) :
options_list(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;
}
SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.perfect_foresight_solver_present = true;
}
void
SimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_setup;" << endl
<< "perfect_foresight_solver;" << endl;
}
PerfectForesightSetupStatement::PerfectForesightSetupStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_setup;" << endl;
}
PerfectForesightSolverStatement::PerfectForesightSolverStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.perfect_foresight_solver_present = true;
// Fill in option_occbin of mod_file_struct
if (options_list.num_options.find("occbin") != options_list.num_options.end())
mod_file_struct.occbin_option = true;
}
void
PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "perfect_foresight_solver;" << endl;
}
PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const bool prior_func_arg,
const OptionsList &options_list_arg) :
prior_func(prior_func_arg),
options_list(options_list_arg)
{
}
void
PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("function");
if (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 = "posterior";
if (prior_func)
type = "prior";
output << "oo_ = execute_prior_posterior_function("
<< "'" << options_list.string_options.find("function")->second << "', "
<< "M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, "
<< "'" << type << "');" << endl;
}
VarModelStatement::VarModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
const string &name_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg),
name(name_arg)
{
}
void
VarModelStatement::getVarModelNameAndVarList(map<string, pair<SymbolList, int> > &var_model_info)
{
var_model_info[name] = make_pair(symbol_list, atoi(options_list.num_options.find("var.order")->second.c_str()));
}
void
VarModelStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("var.order");
if (it == options_list.num_options.end())
{
cerr << "ERROR: You must provide the order option to the var_model statement." << endl;
exit(EXIT_FAILURE);
}
if (name.empty())
{
cerr << "ERROR: You must provide the model_name option to the var_model statement." << endl;
exit(EXIT_FAILURE);
}
}
void
VarModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("options_.var.var_list_", output); output << "M_.var." << name << " = options_.var;" << endl
<< "clear options_.var;" << endl;
}
void
VarModelStatement::createVarModelMFunction(ostream &output, const map<string, set<int> > &var_expectation_functions_to_write) const
{
if (var_expectation_functions_to_write.find(name) == var_expectation_functions_to_write.end())
return;
stringstream ss;
set<int> horizons = var_expectation_functions_to_write.find(name)->second;
for (set<int>::const_iterator it = horizons.begin(); it != horizons.end(); it++)
{
if (it != horizons.begin())
ss << " ";
ss << *it;
}
output << "writeVarExpectationFunction('" << name << "', ";
if (horizons.size() > 1)
output << "[";
output << ss.rdbuf();
if (horizons.size() > 1)
output << "]";
output << ");" << endl;
}
VarEstimationStatement::VarEstimationStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
VarEstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::string_options_t::const_iterator it = options_list.string_options.find("var_estimation.model_name");
if (it == options_list.string_options.end())
{
cerr << "ERROR: You must provide the model name to the var_estimation statement." << endl;
exit(EXIT_FAILURE);
}
}
void
VarEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "oo_ = var_estimation(M_, options_, oo_);" << endl;
}
VarRestrictionsStatement::VarRestrictionsStatement(const string &var_model_name_arg,
const map<int, map<int, SymbolList> > &exclusion_restrictions_arg,
const equation_restrictions_t &equation_restrictions_arg,
const crossequation_restrictions_t &crossequation_restrictions_arg,
const map<pair<int, int>, double> &covariance_number_restriction_arg,
const map<pair<int, int>, pair<int, int> > &covariance_pair_restriction_arg) :
var_model_name(var_model_name_arg),
exclusion_restrictions(exclusion_restrictions_arg),
equation_restrictions(equation_restrictions_arg),
crossequation_restrictions(crossequation_restrictions_arg),
covariance_number_restriction(covariance_number_restriction_arg),
covariance_pair_restriction(covariance_pair_restriction_arg)
{
}
void
VarRestrictionsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "nvarrest = 1;" << endl << "if isfield(M_.var, 'restrictions')" << endl
<< " nvarrest = length(M_.var.restrictions);" << endl
<< "end" << endl
<< "M_.var.restrictions{nvarrest}.name = '" << var_model_name << "';" << endl;
// Exclusion Restrictions
int idx = 1;
for (map<int, map<int, SymbolList> >::const_iterator it = exclusion_restrictions.begin();
it != exclusion_restrictions.end(); it++, idx++)
{
output << "M_.var.restrictions{nvarrest}.exclusion_restrictions{" << idx<< "}.lag = "
<< it->first << ";" << endl
<< "M_.var.restrictions{nvarrest}.exclusion_restrictions{" << it->first << "}.restrictions = [";
for (map<int, SymbolList>::const_iterator it1 = it->second.begin();
it1 != it->second.end(); it1++)
{
if (it1 != it->second.begin())
output << " ";
output << "{" << it1->first + 1 << " ";
it1->second.write(output);
output << "};";
}
output << "];" << endl;
}
// Equation Restrictions
idx = 1;
for (equation_restrictions_t::const_iterator it = equation_restrictions.begin();
it != equation_restrictions.end(); it++, idx++)
{
output << "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.eqsymb_id = "
<< it->first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.val = "
<< it->second.second << ";" << endl;
var_restriction_eq_crosseq_t ls = it->second.first.first;
output << "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.lssymb_id = "
<< ls.first.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.lslag = "
<< ls.first.second.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.lscoeff = ";
ls.second->writeOutput(output);
output << ";" << endl;
var_restriction_eq_crosseq_t rs = it->second.first.second;
if (rs.first.first >= 0)
{
output << "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.rssymb_id = "
<< rs.first.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.rslag = "
<< rs.first.second.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.equation_restriction{" << idx << "}.rscoeff = ";
rs.second->writeOutput(output);
output << ";" << endl;
}
}
// Cross Equation Restrictions
idx = 1;
for (crossequation_restrictions_t::const_iterator it = crossequation_restrictions.begin();
it != crossequation_restrictions.end(); it++, idx++)
{
output << "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.eqsymb_id1 = "
<< it->first.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.eqsymb_id2 = "
<< it->first.second + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.val = "
<< it->second.second << ";" << endl;
var_restriction_eq_crosseq_t ls = it->second.first.first; output << "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.lssymb_id1 = "
<< ls.first.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.lssymb_id2 = "
<< ls.first.second.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.lslag = "
<< ls.first.second.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.lscoeff = ";
ls.second->writeOutput(output);
output << ";" << endl;
var_restriction_eq_crosseq_t rs = it->second.first.second;
if (rs.first.first >= 0)
{
output << "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.rssymb_id1 = "
<< rs.first.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.rssymb_id2 = "
<< rs.first.second.first + 1 << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.rslag = "
<< rs.first.second.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.crossequation_restriction{" << idx << "}.rscoeff = ";
rs.second->writeOutput(output);
output << ";" << endl;
}
}
// Covariance Const Restrictions
idx = 1;
for (map<pair<int, int>, double>::const_iterator it = covariance_number_restriction.begin();
it != covariance_number_restriction.end(); it++, idx++)
output << "M_.var.restrictions{nvarrest}.covariance_const_restriction{" << idx << "}.symb_id1 = "
<< it->first.first << ";" << endl
<< "M_.var.restrictions{nvarrest}.covariance_const_restriction{" << idx << "}.symb_id2 = "
<< it->first.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.covariance_const_restriction{" << idx << "}.val = "
<< it->second << ";" << endl;
// Covariance Pair Restrictions
idx = 1;
for (map<pair<int, int>, pair<int, int> >::const_iterator it = covariance_pair_restriction.begin();
it != covariance_pair_restriction.end(); it++, idx++)
output << "M_.var.restrictions{nvarrest}.covariance_pair_restriction{" << idx << "}.symb_id11 = "
<< it->first.first << ";" << endl
<< "M_.var.restrictions{nvarrest}.covariance_pair_restriction{" << idx << "}.symb_id12 = "
<< it->first.second << ";" << endl
<< "M_.var.restrictions{nvarrest}.covariance_pair_restriction{" << idx << "}.symb_id21 = "
<< it->second.first << ";" << endl
<< "M_.var.restrictions{nvarrest}.covariance_pair_restriction{" << idx << "}.symb_id22 = "
<< it->second.second << ";" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(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
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str()));
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1") mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
it = options_list.num_options.find("hp_filter");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("bandpass.indicator");
OptionsList::num_options_t::const_iterator it2 = options_list.num_options.find("one_sided_hp_filter");
if ((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);
}
}
void
StochSimulStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("k_order_solver");
if ((it1 != options_list.num_options.end() && it1->second == "1")
|| (it != options_list.num_options.end() && atoi(it->second.c_str()) >= 3))
output << "options_.k_order_solver = 1;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "info = stoch_simul(var_list_);" << endl;
}
ForecastStatement::ForecastStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
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;
}
RamseyModelStatement::RamseyModelStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(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 */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str()); 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
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
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)
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("k_order_solver");
if ((it1 != options_list.num_options.end() && it1->second == "1")
|| (it != options_list.num_options.end() && atoi(it->second.c_str()) >= 3))
output << "options_.k_order_solver = 1;" << endl;
output << "options_.ramsey_policy = 1;" << endl;
options_list.writeOutput(output);
}
RamseyConstraintsStatement::RamseyConstraintsStatement(const constraints_t &constraints_arg) :
constraints(constraints_arg)
{
}
void
RamseyConstraintsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((mod_file_struct.ramsey_model_present != true) || ( mod_file_struct.ramsey_policy_present != true))
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 (RamseyConstraintsStatement::constraints_t::const_iterator it = constraints.begin(); it != constraints.end(); ++it)
{
if (it != constraints.begin())
output << ", ";
output << "{" << it->endo + 1 << ", '";
switch(it->code)
{
case oLess:
output << '<';
break;
case oGreater:
output << '>';
break;
case oLessEqual:
output << "<=";
break; case oGreaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << "', '";
it->expression->writeOutput(output);
output << "'}" << endl;
}
output << "};" << endl;
}
// Statement *
// RamseyConstraintsStatement::cloneAndReindexSymbIds(DataTree &dynamic_datatree, SymbolTable &orig_symbol_table)
// {
// vector<string> errors;
// SymbolList new_symbol_list, new_options_symbol_list;
// OptionsList new_options_list = options_list;
// SymbolTable *new_symbol_table = dynamic_datatree.getSymbolTable();
// vector<string> symbols = symbol_list.get_symbols();
// for (vector<string>::const_iterator it = symbols.begin(); it != symbols.end(); it++)
// try
// {
// new_symbol_table->getID(*it);
// new_symbol_list.addSymbol(*it);
// }
// catch (SymbolTable::UnknownSymbolIDException &e)
// {
// errors.push_back(orig_symbol_table.getName(e.id));
// }
// catch (SymbolTable::UnknownSymbolNameException &e)
// {
// errors.push_back(e.name);
// }
// OptionsList::symbol_list_options_t::const_iterator it = options_list.symbol_list_options.find("instruments");
// if (it != options_list.symbol_list_options.end())
// {
// symbols = it->second.get_symbols();
// for (vector<string>::const_iterator it1 = symbols.begin(); it1 != symbols.end(); it1++)
// try
// {
// new_symbol_table->getID(*it1);
// new_options_symbol_list.addSymbol(*it1);
// }
// catch (SymbolTable::UnknownSymbolIDException &e)
// {
// errors.push_back(orig_symbol_table.getName(e.id));
// }
// catch (SymbolTable::UnknownSymbolNameException &e)
// {
// errors.push_back(e.name);
// }
// new_options_list.symbol_list_options["instruments"] = new_options_symbol_list;
// }
// if (!errors.empty())
// {
// cerr << endl
// << "ERROR: The following vars were used in the ramsey_policy statement(s) but were not declared." << endl
// << " This likely means that you declared them as varexo and that they're not in the model" << endl;
// for (vector<string>::const_iterator it = errors.begin(); it != errors.end(); it++)
// cerr << *it << endl;
// exit(EXIT_FAILURE);
// }
// return new RamseyPolicyStatement(new_symbol_list, options_list);
// }
RamseyPolicyStatement::RamseyPolicyStatement(const SymbolTable &symbol_table_arg,
const vector<string> &ramsey_policy_list_arg,
const OptionsList &options_list_arg) :
symbol_table(symbol_table_arg),
ramsey_policy_list(ramsey_policy_list_arg),
options_list(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 */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
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
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
RamseyPolicyStatement::checkRamseyPolicyList()
{
for (vector<string>::const_iterator it = ramsey_policy_list.begin();
it != ramsey_policy_list.end(); it++)
{
if (!symbol_table.exists(*it))
{
cerr << "ERROR: ramsey_policy: " << *it << " was not declared." << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.getType(*it) != eEndogenous)
{
cerr << "ERROR: ramsey_policy: " << *it << " is not endogenous." << endl;
exit(EXIT_FAILURE);
}
}
}
void
RamseyPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order"); OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("k_order_solver");
if ((it1 != options_list.num_options.end() && it1->second == "1")
|| (it != options_list.num_options.end() && atoi(it->second.c_str()) >= 3))
output << "options_.k_order_solver = 1;" << endl;
options_list.writeOutput(output);
output << "var_list_ = char(";
for (vector<string>::const_iterator it = ramsey_policy_list.begin();
it != ramsey_policy_list.end(); ++it)
{
if (it != ramsey_policy_list.begin())
output << ",";
output << "'" << *it << "'";
}
output << ");" << endl
<< "ramsey_policy(var_list_);" << endl;
}
DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(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 */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
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
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
DiscretionaryPolicyStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("k_order_solver");
if ((it1 != options_list.num_options.end() && it1->second == "1") || (it != options_list.num_options.end() && atoi(it->second.c_str()) >= 3))
output << "options_.k_order_solver = 1;" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "discretionary_policy(var_list_);" << endl;
}
EstimationStatement::EstimationStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(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
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
if (order > 2)
{
cerr << "ERROR: order > 2 is not supported in estimation" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order);
}
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Fill in mod_file_struct.estimation_analytic_derivation
it = options_list.num_options.find("analytic_derivation");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.estimation_analytic_derivation = true;
it = options_list.num_options.find("dsge_var");
if (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
OptionsList::string_options_t::const_iterator it_str = options_list.string_options.find("dsge_var");
if (it_str != options_list.string_options.end())
mod_file_struct.dsge_var_estimated = true;
// Fill in mod_file_struct.bayesian_irf_present
it = options_list.num_options.find("bayesian_irf");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.bayesian_irf_present = true;
it = options_list.num_options.find("dsge_varlag");
if (it != 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);
}
}
void
EstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
// Special treatment for order option and particle filter
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it == options_list.num_options.end())
output << "options_.order = 1;" << endl;
else if (atoi(it->second.c_str()) == 2)
output << "options_.particle.status = 1;" << endl;
// Do not check for the steady state in diffuse filter mode (#400)
it = options_list.num_options.find("diffuse_filter");
if (it != options_list.num_options.end() && it->second == "1")
output << "options_.steadystate.nocheck = 1;" << endl;
symbol_list.writeOutput("var_list_", output);
output << "oo_recursive_=dynare_estimation(var_list_);" << endl;
}
DynareSensitivityStatement::DynareSensitivityStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("identification");
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_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) */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("nodisplay");
if (it != options_list.num_options.end())
output << "options_.nodisplay = " << it->second << ";" << endl;
it = options_list.num_options.find("nograph"); if (it != options_list.num_options.end())
output << "options_.nograph = " << it->second << ";" << endl;
OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("graph_format");
if (it2 != options_list.string_options.end())
output << "options_.graph_format = '" << it2->second << "';" << endl;
output << "dynare_sensitivity(options_gsa);" << endl;
}
RplotStatement::RplotStatement(const SymbolList &symbol_list_arg) :
symbol_list(symbol_list_arg)
{
}
void
RplotStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "rplot(var_list_);" << endl;
}
UnitRootVarsStatement::UnitRootVarsStatement(void)
{
}
void
UnitRootVarsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.diffuse_filter = 1;" << endl
<< "options_.steadystate.nocheck = 1;" << endl;
}
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;
}
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;
}
EstimatedParamsStatement::EstimatedParamsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list(estim_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimatedParamsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
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 == eBeta)
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 (vector<EstimationParams>::const_iterator it = estim_params_list.begin();
it != estim_params_list.end(); it++)
{
if (it->type == 3) // Correlation
{
// Use lexical ordering for the pair of symbols
pair<string, string> x = it->name < it->name2 ? make_pair(it->name, it->name2) : make_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 (vector<EstimationParams>::const_iterator it = estim_params_list.begin();
it != estim_params_list.end(); it++)
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 << "global estim_params_" << endl
<< "estim_params_.var_exo = [];" << endl
<< "estim_params_.var_endo = [];" << endl
<< "estim_params_.corrx = [];" << endl
<< "estim_params_.corrn = [];" << endl
<< "estim_params_.param_vals = [];" << endl;
for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
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 == eExogenous)
output << "estim_params_.var_exo = [estim_params_.var_exo; ";
else if (symb_type == eEndogenous)
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 == eExogenous)
output << "estim_params_.corrx = [estim_params_.corrx; ";
else if (symb_type == eEndogenous)
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 << ", "
<< 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;
}
}
EstimatedParamsInitStatement::EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg,
const bool use_calibration_arg) :
estim_params_list(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;
for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++) {
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symb_type == eExogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eParameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symb_type == eExogenous)
{
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(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
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(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
}
}
EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg) :
estim_params_list(estim_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
for (vector<EstimationParams>::const_iterator it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getTypeSpecificID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symb_type == eExogenous)
{
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 == eEndogenous)
{
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 == eParameter)
{
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 == eExogenous)
{
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 == eEndogenous)
{
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;
}
}
}
}
ObservationTrendsStatement::ObservationTrendsStatement(const trend_elements_t &trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements(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 (trend_elements_t::const_iterator it = trend_elements.begin(); it != trend_elements.end(); it++)
{
SymbolType type = symbol_table.getType(it->first);
if (type == eEndogenous)
{
output << "tmp1 = strmatch('" << it->first << "',options_.varobs,'exact');" << endl;
output << "options_.trend_coeffs{tmp1} = '";
it->second->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << it->first << endl;
}
}
OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg, const SymbolTable &symbol_table_arg) :
symbol_list(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;
}
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 (vector<string>::const_iterator it = symbols.begin(); it != symbols.end(); it++)
output << "M_.osr.param_indices(" << ++i <<") = " << symbol_table.getTypeSpecificID(*it) + 1 << ";" << endl;
}
OsrStatement::OsrStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
OsrParamsBoundsStatement::OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg) :
osr_params_list(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 (vector<OsrParams>::const_iterator it = osr_params_list.begin();
it != osr_params_list.end(); it++)
{
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
OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.osr_present = true;
// Fill in option_order of mod_file_struct
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
mod_file_struct.order_option = max(mod_file_struct.order_option, atoi(it->second.c_str()));
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
OsrStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
// Ensure that order 3 implies k_order (#844)
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("k_order_solver");
if ((it1 != options_list.num_options.end() && it1->second == "1")
|| (it != options_list.num_options.end() && atoi(it->second.c_str()) >= 3))
output << "options_.k_order_solver = 1;" << 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;
}
OptimWeightsStatement::OptimWeightsStatement(const var_weights_t &var_weights_arg,
const covar_weights_t &covar_weights_arg,
const SymbolTable &symbol_table_arg) :
var_weights(var_weights_arg),
covar_weights(covar_weights_arg),
symbol_table(symbol_table_arg)
{
}
void
OptimWeightsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.optim_weights_present = true;
}
voidOptimWeightsStatement::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 (var_weights_t::const_iterator it = var_weights.begin();
it != var_weights.end(); it++)
{
const string &name = it->first;
const expr_t value = it->second;
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 (covar_weights_t::const_iterator it = covar_weights.begin();
it != covar_weights.end(); it++)
{
const string &name1 = it->first.first;
const string &name2 = it->first.second;
const expr_t value = it->second;
int id1 = symbol_table.getTypeSpecificID(name1) + 1;
int id2 = symbol_table.getTypeSpecificID(name2) + 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;
}
}
DynaSaveStatement::DynaSaveStatement(const SymbolList &symbol_list_arg,
const string &filename_arg) :
symbol_list(symbol_list_arg),
filename(filename_arg)
{
}
void
DynaSaveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynasave('" << filename
<< "',var_list_);" << endl;
}
DynaTypeStatement::DynaTypeStatement(const SymbolList &symbol_list_arg,
const string &filename_arg) :
symbol_list(symbol_list_arg),
filename(filename_arg)
{
}
void
DynaTypeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
output << "dynatype('" << filename
<< "',var_list_);" << endl;
}
ModelComparisonStatement::ModelComparisonStatement(const filename_list_t &filename_list_arg,
const OptionsList &options_list_arg) :
filename_list(filename_list_arg),
options_list(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 (filename_list_t::const_iterator it = filename_list.begin();
it != filename_list.end(); it++)
{
output << "ModelNames_ = { ModelNames_{:} '" << (*it).first << "'};" << endl;
output << "ModelPriors_ = [ ModelPriors_ ; " << (*it).second << "];" << endl;
}
output << "oo_ = model_comparison(ModelNames_,ModelPriors_,oo_,options_,M_.fname);" << endl;
}
PlannerObjectiveStatement::PlannerObjectiveStatement(StaticModel *model_tree_arg) :
model_tree(model_tree_arg)
{
}
PlannerObjectiveStatement::~PlannerObjectiveStatement()
{
delete model_tree;
}
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;
}
StaticModel *
PlannerObjectiveStatement::getPlannerObjective() const
{
return model_tree;
}
void
PlannerObjectiveStatement::computingPass()
{
model_tree->computingPass(eval_context_t(), false, true, true, none, false, false);
}
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
model_tree->writeStaticFile(basename + "_objective", false, false, false, false);
}
BVARDensityStatement::BVARDensityStatement(int maxnlags_arg, const OptionsList &options_list_arg) :
maxnlags(maxnlags_arg),
options_list(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;
}
BVARForecastStatement::BVARForecastStatement(int nlags_arg, const OptionsList &options_list_arg) :
nlags(nlags_arg),
options_list(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;
}
SBVARStatement::SBVARStatement(const OptionsList &options_list_arg) :
options_list(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;
}
MSSBVAREstimationStatement::MSSBVAREstimationStatement(const OptionsList &options_list_arg) :
options_list(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;
}
MSSBVARSimulationStatement::MSSBVARSimulationStatement(const OptionsList &options_list_arg) :
options_list(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
OptionsList::num_options_t::const_iterator mh_replic_it = options_list.num_options.find("ms.mh_replic");
OptionsList::num_options_t::const_iterator thinning_factor_it = options_list.num_options.find("ms.thinning_factor");
OptionsList::num_options_t::const_iterator drop_it = options_list.num_options.find("ms.drop");
if (mh_replic_it != options_list.num_options.end() || thinning_factor_it != options_list.num_options.end())
if (drop_it == 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;
}
MSSBVARComputeMDDStatement::MSSBVARComputeMDDStatement(const OptionsList &options_list_arg) :
options_list(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;
}
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(const OptionsList &options_list_arg) :
options_list(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())
if (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;
}
MSSBVARIrfStatement::MSSBVARIrfStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = false;
bool regimes_present = false;
bool filtered_probabilities_present = false;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("ms.regimes");
if (it != options_list.num_options.end())
regimes_present = true;
it = options_list.num_options.find("ms.regime");
if (it != options_list.num_options.end())
regime_present = true;
it = options_list.num_options.find("ms.filtered_probabilities");
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
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);
}
}
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;
}
MSSBVARForecastStatement::MSSBVARForecastStatement(const OptionsList &options_list_arg) :
options_list(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())
if (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;
}
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
MSSBVARVarianceDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.bvar_present = true;
bool regime_present = false;
bool regimes_present = false;
bool filtered_probabilities_present = false;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("ms.regimes");
if (it != options_list.num_options.end())
regimes_present = true;
it = options_list.num_options.find("ms.regime");
if (it != options_list.num_options.end())
regime_present = true;
it = options_list.num_options.find("ms.filtered_probabilities");
if (it != options_list.num_options.end())
filtered_probabilities_present = true;
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;
}
IdentificationStatement::IdentificationStatement(const OptionsList &options_list_arg)
{
options_list = options_list_arg;
if (options_list.num_options.find("max_dim_cova_group") != options_list.num_options.end())
if (atoi(options_list.num_options["max_dim_cova_group"].c_str()) == 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;
}
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) */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("nodisplay");
if (it != options_list.num_options.end())
output << "options_.nodisplay = " << it->second << ";" << endl;
it = options_list.num_options.find("nograph");
if (it != options_list.num_options.end())
output << "options_.nograph = " << it->second << ";" << endl;
OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("graph_format");
if (it2 != options_list.string_options.end())
output << "options_.graph_format = '" << it2->second << "';" << endl;
output << "dynare_identification(options_ident);" << endl;
}
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);
}
WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg) :
static_model(static_model_arg)
{
}
void
WriteLatexStaticModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
static_model.writeLatexFile(basename);
}
WriteLatexOriginalModelStatement::WriteLatexOriginalModelStatement(const DynamicModel &original_model_arg) :
original_model(original_model_arg)
{
}
void
WriteLatexOriginalModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
original_model.writeLatexOriginalFile(basename);
}
ShockDecompositionStatement::ShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
ShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{ options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "[oo_,M_]= shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
}
RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
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;
}
PlotShockDecompositionStatement::PlotShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
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 << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
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 << "initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
}
ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
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;
}
PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_arg, const SymbolList &symbol_list_arg) :
periods(periods_arg),
symbol_list(symbol_list_arg)
{
}
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_);" << endl;
else
output << "plot_icforecast(var_list_, " << periods << ",options_);" << endl;
}
SvarIdentificationStatement::SvarIdentificationStatement(const svar_identification_restrictions_t &restrictions_arg,
const bool &upper_cholesky_present_arg,
const bool &lower_cholesky_present_arg,
const bool &constants_exclusion_present_arg,
const SymbolTable &symbol_table_arg) :
restrictions(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 (svar_identification_restrictions_t::const_iterator it = restrictions.begin(); it != restrictions.end(); it++)
if (it->lag > max_lag)
max_lag = it->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;
output << "options_.ms.Ri = cell(" << n << ",1);" << endl;
for (svar_identification_restrictions_t::const_iterator it = restrictions.begin(); it != restrictions.end(); it++)
{
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 Dyanre 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;
}
}
MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("ms.restrictions");
if (it_num != options_list.num_options.end())
{
using namespace boost;
OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(it_num_regimes->second);
vector<string> tokenizedRestrictions;
split(tokenizedRestrictions, it_num->second, is_any_of("["), token_compress_on);
for (vector<string>::iterator it = tokenizedRestrictions.begin();
it != tokenizedRestrictions.end(); it++ )
if (it->size() > 0)
{
vector<string> restriction;
split(restriction, *it, is_any_of("], ")); for (vector<string>::iterator 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
{
int from_regime = lexical_cast< int >(restriction[0]);
int to_regime = lexical_cast< int >(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(make_pair(from_regime, to_regime)) !=
restriction_map.end())
{
cerr << "ERROR: two restrictions were given for: " << from_regime << ", "
<< to_regime << endl;
exit(EXIT_FAILURE);
}
double transition_probability = lexical_cast< double >(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[make_pair(from_regime, to_regime)] = transition_probability;
}
catch (const bad_lexical_cast &)
{
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 [" << *it << endl;
exit(EXIT_FAILURE);
}
}
}
}
void
MarkovSwitchingStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator itChain = options_list.num_options.find("ms.chain");
assert(itChain != options_list.num_options.end());
int chainNumber = atoi(itChain->second.c_str());
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);
}
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("ms.restrictions");
if (it_num != options_list.num_options.end())
{
using namespace boost; OptionsList::num_options_t::const_iterator it_num_regimes =
options_list.num_options.find("ms.number_of_regimes");
assert(it_num_regimes != options_list.num_options.end());
int num_regimes = lexical_cast< int >(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(make_pair(row+1, col+1)) != restriction_map.end())
{
row_trans_prob_sum[row] += restriction_map[make_pair(row+1, col+1)];
col_trans_prob_sum[col] += restriction_map[make_pair(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 (atof(itDuration->second.c_str()) || 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 < atoi(itNOR->second.c_str()); 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::writeCOutput(ostream &output, const string &basename)
{
output << endl;
OptionsList::num_options_t::const_iterator it =
options_list.num_options.find("ms.chain");
assert(it != options_list.num_options.end());
output << "chain = " << it->second << ";" << endl;
it = options_list.num_options.find("ms.number_of_regimes");
assert(it != options_list.num_options.end());
output << "number_of_regimes = " << it->second << ";" << endl;
it = options_list.num_options.find("ms.number_of_lags");
if (it != options_list.num_options.end())
output << "number_of_lags = " << it->second << ";" << endl
<< "number_of_lags_was_passed = true;" << endl;
else
output << "number_of_lags_was_passed = false;" << endl;
it = options_list.num_options.find("ms.duration");
assert(it != options_list.num_options.end());
output << "duration.clear();" << endl;
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it->second, is_any_of("[ ]"), token_compress_on);
for (vector<string>::iterator itvs = tokenizedDomain.begin();
itvs != tokenizedDomain.end(); itvs++ )
if (!itvs->empty())
output << "duration.push_back(" << *itvs << ");" << endl;
OptionsList::symbol_list_options_t::const_iterator itsl =
options_list.symbol_list_options.find("ms.parameters");
assert(itsl != options_list.symbol_list_options.end());
vector<string> parameters = itsl->second.get_symbols();
output << "parameters.clear();" << endl;
for (vector<string>::iterator itp = parameters.begin();
itp != parameters.end(); itp++ )
output << "parameters.push_back(param_names[\"" << *itp << "\"]);" << endl;
output << "restriction_map.clear();" << endl; for (map <pair<int, int >, double >::iterator itrm = restriction_map.begin();
itrm != restriction_map.end(); itrm++)
output << "restriction_map[make_pair(" << itrm->first.first << ","
<< itrm->first.second << ")] = " << itrm->second << ";" << endl;
output << "msdsgeinfo->addMarkovSwitching(new MarkovSwitching(" << endl
<< " chain, number_of_regimes, number_of_lags, number_of_lags_was_passed, parameters, duration, restriction_map));" << endl;
}
SvarStatement::SvarStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SvarStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::num_options_t::const_iterator it0, it1, it2;
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
{
OptionsList::num_options_t::const_iterator it0, it1, it2;
OptionsList::vec_int_options_t::const_iterator itv;
it0 = options_list.num_options.find("ms.chain");
assert(it0 != options_list.num_options.end());
output << "options_.ms.ms_chain(" << it0->second << ")";
it0 = options_list.string_options.find("ms.coefficients");
it1 = options_list.string_options.find("ms.variances");
it2 = options_list.string_options.find("ms.constants");
if (it0 != options_list.string_options.end())
output << "." << it0->second;
else if (it1 != options_list.string_options.end())
output << "." << it1->second;
else
output << "." << it2->second;
itv = options_list.vector_int_options.find("ms.equations");
output << ".equations = ";
if (itv != options_list.vector_int_options.end())
{
assert(itv->second.size() >= 1);
if (itv->second.size() > 1)
{
output << "[";
for (vector<int>::const_iterator viit = itv->second.begin();
viit != itv->second.end(); viit++)
output << *viit << ";";
output << "];" << endl;
}
else
output << itv->second.front() << ";" << endl;
}
else output << "'ALL';" << endl;
}
SvarGlobalIdentificationCheckStatement::SvarGlobalIdentificationCheckStatement(void)
{
}
void
SvarGlobalIdentificationCheckStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "svar_global_identification_check(options_);" << std::endl;
}
SetTimeStatement::SetTimeStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SetTimeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
}
EstimationDataStatement::EstimationDataStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.estimation_data_statement_present = true;
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("nobs");
if (it != options_list.num_options.end())
if (atoi(it->second.c_str()) <= 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");
}
SubsamplesStatement::SubsamplesStatement(const string &name1_arg,
const string &name2_arg,
const subsample_declaration_map_t subsample_declaration_map_arg,
const SymbolTable &symbol_table_arg) :
name1(name1_arg),
name2(name2_arg),
subsample_declaration_map(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 (subsample_declaration_map_t::const_iterator 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 == eParameter)
lhs_field = "parameter";
else if (symb_type == eExogenous || symb_type == eExogenousDet)
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;
}
SubsamplesEqualStatement::SubsamplesEqualStatement(const string &to_name1_arg,
const string &to_name2_arg,
const string &from_name1_arg,
const string &from_name2_arg, const SymbolTable &symbol_table_arg) :
to_name1(to_name1_arg),
to_name2(to_name2_arg),
from_name1(from_name1_arg),
from_name2(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 == eParameter)
lhs_field = "parameter";
else if (symb_type == eExogenous || symb_type == eExogenousDet)
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;
}
JointPriorStatement::JointPriorStatement(const vector<string> joint_parameters_arg,
const PriorDistributions &prior_shape_arg,
const OptionsList &options_list_arg) :
joint_parameters(joint_parameters_arg),
prior_shape(prior_shape_arg),
options_list(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 == eNoShape)
{
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);
}
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("domain");
if (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 (vector<string>::const_iterator it = joint_parameters.begin() ; it != joint_parameters.end(); it++)
output << "eifind = get_new_or_existing_ei_index('joint_parameter_prior_index', '"
<< *it << "', '');" << endl
<< "estimation_info.joint_parameter_prior_index(eifind) = {'" << *it << "'};" << endl;
output << "key = {[";
for (vector<string>::const_iterator it = joint_parameters.begin() ; it != joint_parameters.end(); it++)
output << "get_new_or_existing_ei_index('joint_parameter_prior_index', '" << *it << "', '') ..."
<< 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 != eNoShape);
output << lhs_field << ".shape = " << 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
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
output << lhs_field << "." << field << " = {";
if (field=="variance")
output << "{";
if (itn != options_list.num_options.end())
output << itn->second;
else
output << "{}";
if (field=="variance")
output << "}";
output << "};" << endl;
}
BasicPriorStatement::~BasicPriorStatement()
{
}
BasicPriorStatement::BasicPriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg) :
name(name_arg),
subsample_name(subsample_name_arg),
prior_shape(prior_shape_arg),
variance(variance_arg),
options_list(options_list_arg)
{
}
void
BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (prior_shape == eNoShape)
{
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);
}
OptionsList::num_options_t::const_iterator it_stdev = options_list.num_options.find("stdev");
if ((it_stdev == options_list.num_options.end() && variance == NULL) ||
(it_stdev != options_list.num_options.end() && variance != NULL))
{
cerr << "ERROR: You must pass exactly one of stdev and variance to the prior statement." << endl;
exit(EXIT_FAILURE);
}
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("domain");
if (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);
}
}
}
bool
BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
return true;
return false;
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
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 != eNoShape);
output << lhs_field << ".shape = " << 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
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (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::writeCVarianceOption(ostream &output) const
{
output << "variance = ";
if (variance)
variance->writeOutput(output);
else
output << "numeric_limits<double>::quiet_NaN()";
output << ";" << endl;
}
void
BasicPriorStatement::writeCDomain(ostream &output) const
{
output << "domain.clear();" << endl;
OptionsList::num_options_t::const_iterator it_num = options_list.num_options.find("domain");
if (it_num != options_list.num_options.end())
{
using namespace boost;
vector<string> tokenizedDomain;
split(tokenizedDomain, it_num->second, is_any_of("[ ]"), token_compress_on);
for (vector<string>::iterator it = tokenizedDomain.begin();
it != tokenizedDomain.end(); it++ )
if (!it->empty())
output << "domain.push_back(" << *it << ");" << endl;
}
}
void
BasicPriorStatement::writeCOutputHelper(ostream &output, const string &field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << field << " = " << itn->second << ";" << endl;
else
output << field << " = " << "numeric_limits<double>::quiet_NaN();" << endl;
}
void
BasicPriorStatement::writeCShape(ostream &output) const
{
output << "shape = ";
switch (prior_shape)
{
case eBeta:
output << "\"beta\";" << endl;
break;
case eGamma:
output << "\"gamma\";" << endl;
break;
case eNormal:
output << "\"normal\";" << endl;
break;
case eInvGamma:
output << "\"inv_gamma\";" << endl;
break;
case eUniform:
output << "\"uniform\";" << endl;
break;
case eInvGamma2:
output << "\"inv_gamma2\";" << endl;
break;
case eDirichlet:
output << "\"dirichlet\";" << endl;
break; case eWeibull:
output << "\"weibull\";" << endl;
break;
case eNoShape:
assert(prior_shape != eNoShape);
}
}
PriorStatement::PriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg) :
BasicPriorStatement(name_arg, subsample_name_arg, prior_shape_arg, variance_arg, 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::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = param_names[\""<< name << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
output << "msdsgeinfo->addPrior(new ModFilePrior(" << endl
<< " index, shape, mean, mode, stdev, variance, domain));" << endl;
}
StdPriorStatement::StdPriorStatement(const string &name_arg,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicPriorStatement(name_arg, subsample_name_arg, prior_shape_arg, variance_arg, 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::writeCOutput(ostream &output, const string &basename)
{ output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationPrior(new ModFileStructuralInnovationPrior(";
else
output << "msdsgeinfo->addMeasurementErrorPrior(new ModFileMeasurementErrorPrior(";
output << endl << " index, shape, mean, mode, stdev, variance, domain));" << endl;
}
CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const PriorDistributions &prior_shape_arg,
const expr_t &variance_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicPriorStatement(name_arg1, subsample_name_arg, prior_shape_arg, variance_arg, options_list_arg),
name1(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::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else output << "endo_names";
output << "[\""<< name << "\"];" << endl;
output << "index1 = ";
if (is_structural_innovation(symbol_table.getType(name1)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name1 << "\"];" << endl;
writeCShape(output);
writeCOutputHelper(output, "mean");
writeCOutputHelper(output, "mode");
writeCOutputHelper(output, "stdev");
writeCVarianceOption(output);
writeCDomain(output);
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationCorrPrior(new ModFileStructuralInnovationCorrPrior(";
else
output << "msdsgeinfo->addMeasurementErrorCorrPrior(new ModFileMeasurementErrorCorrPrior(";
output << endl <<" index, index1, shape, mean, mode, stdev, variance, domain));" << endl;
}
PriorEqualStatement::PriorEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(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 == eExogenous || symb_type == eExogenousDet)
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;
}
BasicOptionsStatement::~BasicOptionsStatement()
{
}
BasicOptionsStatement::BasicOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg) :
name(name_arg),
subsample_name(subsample_name_arg),
options_list(options_list_arg)
{
}
void
BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
bool
BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
return true;
return false;
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
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
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
}
void
BasicOptionsStatement::writeCOutputHelper(ostream &output, const string &field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << field << " = " << itn->second << ";" << endl;
else
output << field << " = " << "numeric_limits<double>::quiet_NaN();" << 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);
}
OptionsStatement::OptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg) :
BasicOptionsStatement(name_arg, subsample_name_arg, 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::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = param_names[\""<< name << "\"];" << endl;
writeCOutputHelper(output, "init");
output << "msdsgeinfo->addOption(new ModFileOption(index, init));" << endl;
}
StdOptionsStatement::StdOptionsStatement(const string &name_arg,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg, subsample_name_arg, 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::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
writeCOutputHelper(output, "init");
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationOption(new ModFileStructuralInnovationOption(";
else
output << "msdsgeinfo->addMeasurementErrorOption(new ModFileMeasurementErrorOption(";
output << "index, init));" << endl;
}
CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const string &subsample_name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg1, subsample_name_arg, options_list_arg),
name1(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::writeCOutput(ostream &output, const string &basename)
{
output << endl
<< "index = ";
if (is_structural_innovation(symbol_table.getType(name)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name << "\"];" << endl;
output << "index1 = ";
if (is_structural_innovation(symbol_table.getType(name1)))
output << "exo_names";
else
output << "endo_names";
output << "[\""<< name1 << "\"];" << endl;
writeCOutputHelper(output, "init");
if (is_structural_innovation(symbol_table.getType(name)))
output << "msdsgeinfo->addStructuralInnovationCorrOption(new ModFileStructuralInnovationCorrOption(";
else
output << "msdsgeinfo->addMeasurementErrorCorrOption(new ModFileMeasurementErrorCorrOption(";
output << "index, index1, init));" << endl;
}
OptionsEqualStatement::OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg), from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(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::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
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(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg)
: symbol_list(symbol_list_arg), options_list(options_list_arg)
{
}
void
CalibSmootherStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.calib_smoother_present = true;
}
void
CalibSmootherStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "options_.smoother = 1;" << endl;
output << "options_.order = 1;" << endl;
output << "[oo_,M_,options_,bayestopt_]=evaluate_smoother('calibration',var_list_,M_,oo_,options_,bayestopt_,estim_params_);" << endl;
}
ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
: options_list(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);
}
// Fill in option_occbin of mod_file_struct
OptionsList::string_options_t::const_iterator it = options_list.num_options.find("occbin");
if (it != options_list.string_options.end())
mod_file_struct.occbin_option = true;
}
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 (OptionsList::num_options_t::const_iterator it = options_list.num_options.begin();
it != options_list.num_options.end(); ++it) if (it->first != string("periods"))
output << "options_." << it->first << " = " << it->second << ";" << endl;
output << "extended_path([], " << options_list.num_options.find("periods")->second
<< ", [], options_, M_, oo_);" << endl;
}
ModelDiagnosticsStatement::ModelDiagnosticsStatement()
{
}
void
ModelDiagnosticsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "model_diagnostics(M_,options_,oo_);" << endl;
}
Smoother2histvalStatement::Smoother2histvalStatement(const OptionsList &options_list_arg) :
options_list(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;
}