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introduction.rst

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    Statement.hh 9.38 KiB
    /*
     * Copyright © 2006-2021 Dynare Team
     *
     * This file is part of Dynare.
     *
     * Dynare is free software: you can redistribute it and/or modify
     * it under the terms of the GNU General Public License as published by
     * the Free Software Foundation, either version 3 of the License, or
     * (at your option) any later version.
     *
     * Dynare is distributed in the hope that it will be useful,
     * but WITHOUT ANY WARRANTY; without even the implied warranty of
     * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
     * GNU General Public License for more details.
     *
     * You should have received a copy of the GNU General Public License
     * along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
     */
    
    #ifndef _STATEMENT_HH
    #define _STATEMENT_HH
    
    #include <ostream>
    #include <string>
    #include <map>
    #include <set>
    
    #include "SymbolList.hh"
    #include "WarningConsolidation.hh"
    
    class ModFileStructure
    {
    public:
      ModFileStructure() = default;
      //! Whether check is present
      bool check_present{false};
      //! Whether steady is present
      bool steady_present{false};
      //! Whether a perfect_foresight_solver/simul/perfect_foresight_with_expectation_errors_solver statement is present
      bool perfect_foresight_solver_present{false};
      //! Whether a stoch_simul statement is present
      bool stoch_simul_present{false};
      //! Whether an estimation statement is present
      bool estimation_present{false};
      //! Whether an osr statement is present
      bool osr_present{false};
      //! Whether an osr params statement is present
      bool osr_params_present{false};
      //! Whether an optim weight statement is present
      bool optim_weights_present{false};
      //! Whether a ramsey_model statement is present
      bool ramsey_model_present{false};
      //! Whether a ramsey_policy statement is present
      bool ramsey_policy_present{false};
      //! Whether a discretionary_objective statement is present
      bool discretionary_policy_present{false};
      //! Whether a planner_objective statement is present
      bool planner_objective_present{false};
      //! Whether an extended_path statement is present
      bool extended_path_present{false};
      //! The value of the "order" option of stoch_simul, estimation, osr, ramsey_policy
      //! Derivation order
      /*! First initialized to zero. If user sets order option somewhere in the MOD file, it will be equal to the maximum of order options. Otherwise will default to 2 */
      int order_option{0};
      //! Whether a bvar_density, bvar_forecast, sbvar, ms_sbvar statement is present
      bool bvar_present{false};
      //! Whether an svar_identification statement is present
      bool svar_identification_present{false};
      //! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
      bool identification_present{false};
      //! The maximum of the “order” option in identification statements
      int identification_order{0};
      //! Whether a sensitivity statement is present
      bool sensitivity_present{false};
      //! Whether the option analytic_derivation is given to estimation
      bool estimation_analytic_derivation{false};
      //! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
      bool partial_information{false};
      //! Whether the "k_order_solver" option is used (explictly, or implicitly if order >= 3)
      bool k_order_solver{false};
      //! Whether an method_of_moments statement is present
      bool mom_estimation_present{false};
      //! Whether an GMM-option is present
      bool GMM_present{false};
      //! Whether an analytic_standard_errors-option is present
      bool analytic_standard_errors_present{false};
      //! Whether an analytic_jacobian-option is present
      bool analytic_jacobian_present{false};
      //! The maximum of the “order” option in method_of_moments statements
      int mom_order{0};
      //! Whether there is a calibrated measurement error
      bool calibrated_measurement_errors{false};
      //! Whether dsge_prior_weight was initialized as a parameter
      bool dsge_prior_weight_initialized;
      //! Whether dsge_prior_weight is in the estimated_params block
      bool dsge_prior_weight_in_estimated_params{false};
      //! Whether there is a dsge_var, with calibrated prior weight
      string dsge_var_calibrated;
      //! Whether there is a dsge_var, with prior weight that must be estimated
      bool dsge_var_estimated{false};
      //! Whether there is a bayesian_irf option passed to the estimation statement
      bool bayesian_irf_present{false};
      //! Whether there is a data statement present
      bool estimation_data_statement_present{false};
      //! Last chain number for Markov Switching statement2
      int last_markov_switching_chain{0};
      //! Whether a calib_smoother statement is present
      bool calib_smoother_present{false};
      //! Whether there is an estimated_params_init with use_calibration
      bool estim_params_use_calib{false};
      //! Set of parameters used within shocks blocks, inside the expressions
      //! defining the values of covariances (stored as symbol ids)
      set<int> parameters_within_shocks_values;
      //! Set of estimated parameters (stored as symbol ids)
      set<int> estimated_parameters;
      //! Whether there is a prior statement present
      bool prior_statement_present{false};
      //! Whether there is a std prior statement present
      bool std_prior_statement_present{false};
      //! Whether there is a corr prior statement present
      bool corr_prior_statement_present{false};
      //! Whether there is a options statement present
      bool options_statement_present{false};
      //! Whether there is a std options statement present
      bool std_options_statement_present{false};
      //! Whether there is a corr options statement present
      bool corr_options_statement_present{false};
      //! Whether a Markov Switching DSGE is present
      bool ms_dsge_present{false};
      //! Stores the original number of equations in the model_block
      int orig_eq_nbr{0};
      //! Stores the number of equations added to the Ramsey model
      int ramsey_eq_nbr{0};
      //! Whether there was a steady_state_model block
      bool steady_state_model_present{false};
      //! Whether there is a write_latex_steady_state_model statement present
      bool write_latex_steady_state_model_present{false};
      //! Pac growth and discount
      set<int> pac_params;
      //! Instruments if ramsey_model, ramsey_policy or discretionary_policy is present
      SymbolList instruments;
      /* Whether any of shock_decomposition, realtime_shock_decomposition and
         initial_condition_decomposition has the “with_epilogue” option */
      bool with_epilogue_option{false};
      /* Lists symbol IDs of parameters that appear in a “planner_discount” option.
         See dynare#1173 for more details. */
      set<int> parameters_in_planner_discount;
      // Whether a shocks(surprise) block appears
      bool shocks_surprise_present{false};
      // Whether an occbin_constraints block appears
      bool occbin_constraints_present{false};
    };
    
    class Statement
    {
    public:
      Statement() = default;
      virtual ~Statement() = default;
    
      Statement(const Statement &) = delete;
      Statement(Statement &&) = delete;
      Statement &operator=(const Statement &) = delete;
      Statement &operator=(Statement &&) = delete;
    
      //! Do some internal check, and fill the ModFileStructure class
      /*! Don't forget to update ComputingTasks.hh, Shocks.hh and
        NumericalInitialization.hh if you modify the signature of this
        method. Otherwise the default implementation (i.e. a no-op) will apply and
        some checks won't be run. */
      virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
      virtual void computingPass(const ModFileStructure &mod_file_struct);
      //! Write Matlab output code
      /*!
        \param output is the output stream of the main matlab file
        \param basename is the name of the modfile (without extension) which can be used to build auxiliary files
      */
      virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const = 0;
      virtual void writeJsonOutput(ostream &output) const = 0;
    };
    
    class NativeStatement : public Statement
    {
    private:
      const string native_statement;
    public:
      explicit NativeStatement(string native_statement_arg);
      void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
      void writeJsonOutput(ostream &output) const override;
    };
    
    class VerbatimStatement : public Statement
    {
    private:
      const string verbatim_statement;
    public:
      explicit VerbatimStatement(string verbatim_statement_arg);
      void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
      void writeJsonOutput(ostream &output) const override;
    };
    
    class OptionsList
    {
    public:
      using num_options_t = map<string, string>;
      using paired_num_options_t = map<string, pair<string, string>>;
      using string_options_t = map<string, string>;
      using date_options_t = map<string, string>;
      using symbol_list_options_t = map<string, SymbolList>;
      using vec_int_options_t = map<string, vector<int>>;
      using vec_str_options_t = map<string, vector<string >>;
      using vec_cellstr_options_t = map<string, vector<string >>;
      num_options_t num_options;
      paired_num_options_t paired_num_options;
      string_options_t string_options;
      date_options_t date_options;
      symbol_list_options_t symbol_list_options;
      vec_int_options_t vector_int_options;
      vec_str_options_t vector_str_options;
      vec_cellstr_options_t vector_cellstr_options;
      int getNumberOfOptions() const;
      void writeOutput(ostream &output) const;
      void writeOutput(ostream &output, const string &option_group) const;
      void writeJsonOutput(ostream &output) const;
      void clear();
    };
    
    #endif // ! _STATEMENT_HH