1 /*
2 * Copyright © 2003-2019 Dynare Team
3 *
4 * This file is part of Dynare.
5 *
6 * Dynare is free software: you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation, either version 3 of the License, or
9 * (at your option) any later version.
10 *
11 * Dynare is distributed in the hope that it will be useful,
12 * but WITHOUT ANY WARRANTY; without even the implied warranty of
13 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
14 * GNU General Public License for more details.
15 *
16 * You should have received a copy of the GNU General Public License
17 * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
18 */
19
20 #ifndef _SYMBOLTABLE_HH
21 #define _SYMBOLTABLE_HH
22
23 using namespace std;
24
25 #include <map>
26 #include <string>
27 #include <utility>
28 #include <vector>
29 #include <set>
30 #include <ostream>
31
32 #include "CodeInterpreter.hh"
33 #include "ExprNode.hh"
34
35 using expr_t = class ExprNode *;
36
37 //! Types of auxiliary variables
38 enum class AuxVarType
39 {
40 endoLead = 0, //!< Substitute for endo leads >= 2
41 endoLag = 1, //!< Substitute for endo lags >= 2
42 exoLead = 2, //!< Substitute for exo leads >= 1
43 exoLag = 3, //!< Substitute for exo lags >= 1
44 expectation = 4, //!< Substitute for Expectation Operator
45 diffForward = 5, //!< Substitute for the differentiate of a forward variable
46 multiplier = 6, //!< Multipliers for FOC of Ramsey Problem
47 varModel = 7, //!< Variable for var_model with order > abs(min_lag()) present in model
48 diff = 8, //!< Variable for Diff operator
49 diffLag = 9, //!< Variable for timing between Diff operators
50 unaryOp = 10, //!< Variable for allowing the undiff operator to work when diff was taken of unary op, eg diff(log(x))
51 diffLead = 11 //!< Variable for timing between Diff operators
52 };
53
54 //! Information on some auxiliary variables
55 class AuxVarInfo
56 {
57 private:
58 int symb_id; //!< Symbol ID of the auxiliary variable
59 AuxVarType type; //!< Its type
60 int orig_symb_id; //!< Symbol ID of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
61 int orig_lead_lag; //!< Lead/lag of the endo of the original model represented by this aux var. Only used for avEndoLag and avExoLag.
62 int equation_number_for_multiplier; //!< Stores the original constraint equation number associated with this aux var. Only used for avMultiplier.
63 int information_set; //! Argument of expectation operator. Only used for avExpectation.
64 expr_t expr_node; //! Auxiliary variable definition
65 string unary_op; //! Used with AuxUnaryOp
66 public:
67 AuxVarInfo(int symb_id_arg, AuxVarType type_arg, int orig_symb_id, int orig_lead_lag, int equation_number_for_multiplier_arg, int information_set_arg, expr_t expr_node_arg, string unary_op_arg);
68 int
get_symb_id() const69 get_symb_id() const
70 {
71 return symb_id;
72 };
73 AuxVarType
get_type() const74 get_type() const
75 {
76 return type;
77 };
78 int
get_type_id() const79 get_type_id() const
80 {
81 return static_cast<int>(type);
82 }
83 int
get_orig_symb_id() const84 get_orig_symb_id() const
85 {
86 return orig_symb_id;
87 };
88 int
get_orig_lead_lag() const89 get_orig_lead_lag() const
90 {
91 return orig_lead_lag;
92 };
93 int
get_equation_number_for_multiplier() const94 get_equation_number_for_multiplier() const
95 {
96 return equation_number_for_multiplier;
97 };
98 int
get_information_set() const99 get_information_set() const
100 {
101 return information_set;
102 };
103 expr_t
get_expr_node() const104 get_expr_node() const
105 {
106 return expr_node;
107 };
108 string
get_unary_op() const109 get_unary_op() const
110 {
111 return unary_op;
112 };
113 };
114
115 //! Stores the symbol table
116 /*!
117 A symbol is given by its name, and is internally represented by a unique integer.
118
119 When method freeze() is called, computes a distinct sequence of IDs for some types
120 (endogenous, exogenous, parameters), which are used by the Matlab/Octave functions.
121 We call these "type specific IDs".
122
123 Also manages a TeX name for each symbol, which by default is an empty string.
124 */
125 class SymbolTable
126 {
127 private:
128 //! Has method freeze() been called?
129 bool frozen{false};
130
131 using symbol_table_type = map<string, int>;
132 //! Maps strings to symbol IDs
133 symbol_table_type symbol_table;
134
135 //! Maps IDs to names
136 vector<string> name_table;
137 //! Maps IDs to TeX names
138 vector<string> tex_name_table;
139 //! Maps IDs to string names of variables
140 vector<string> long_name_table;
141 //! Maps IDs to a pair containing the partition and the partition value
142 map<int, map<string, string>> partition_value_map;
143 //! Maps IDs to types
144 vector<SymbolType> type_table;
145
146 //! Maps symbol IDs to type specific IDs
147 vector<int> type_specific_ids;
148
149 //! Maps type specific IDs of endogenous to symbol IDs
150 vector<int> endo_ids;
151 //! Maps type specific IDs of exogenous to symbol IDs
152 vector<int> exo_ids;
153 //! Maps type specific IDs of exogenous deterministic to symbol IDs
154 vector<int> exo_det_ids;
155 //! Maps type specific IDs of parameters to symbol IDs
156 vector<int> param_ids;
157 //! Information about auxiliary variables
158 vector<AuxVarInfo> aux_vars;
159
160 //! Stores the predetermined variables (by symbol IDs)
161 set<int> predetermined_variables;
162
163 //! Stores the list of observed variables
164 vector<int> varobs;
165
166 //! Stores the list of observed exogenous variables
167 vector<int> varexobs;
168
169 public:
170 //! Thrown when trying to access an unknown symbol (by name)
171 class UnknownSymbolNameException
172 {
173 public:
174 //! Symbol name
175 string name;
UnknownSymbolNameException(string name_arg)176 explicit UnknownSymbolNameException(string name_arg) : name{move(name_arg)}
177 {
178 }
179 };
180 //! Thrown when trying to access an unknown symbol (by id)
181 class UnknownSymbolIDException
182 {
183 public:
184 //! Symbol ID
185 int id;
UnknownSymbolIDException(int id_arg)186 explicit UnknownSymbolIDException(int id_arg) : id{id_arg}
187 {
188 }
189 };
190 //! Thrown when trying to access an unknown type specific ID
191 class UnknownTypeSpecificIDException
192 {
193 public:
194 int tsid;
195 SymbolType type;
UnknownTypeSpecificIDException(int tsid_arg,SymbolType type_arg)196 UnknownTypeSpecificIDException(int tsid_arg, SymbolType type_arg) : tsid{tsid_arg}, type{type_arg}
197 {
198 }
199 };
200 //! Thrown when trying to declare a symbol twice
201 class AlreadyDeclaredException
202 {
203 public:
204 //! Symbol name
205 string name;
206 //! Was the previous declaration done with the same symbol type ?
207 bool same_type;
AlreadyDeclaredException(string name_arg,bool same_type_arg)208 AlreadyDeclaredException(string name_arg, bool same_type_arg) : name{move(name_arg)}, same_type{same_type_arg}
209 {
210 }
211 };
212 //! Thrown when table is frozen and trying to modify it
213 class FrozenException
214 {
215 };
216 //! Thrown when trying to use the result of freeze() while this method has not yet been called
217 class NotYetFrozenException
218 {
219 };
220 //! Thrown when searchAuxiliaryVars() failed
221 class SearchFailedException
222 {
223 public:
224 int orig_symb_id, orig_lead_lag, symb_id;
SearchFailedException(int orig_symb_id_arg,int orig_lead_lag_arg)225 SearchFailedException(int orig_symb_id_arg, int orig_lead_lag_arg) : orig_symb_id{orig_symb_id_arg},
226 orig_lead_lag{orig_lead_lag_arg}
227 {
228 }
SearchFailedException(int symb_id_arg)229 explicit SearchFailedException(int symb_id_arg) : symb_id{symb_id_arg}
230 {
231 }
232 };
233
234 private:
235 //! Factorized code for adding aux lag variables
236 int addLagAuxiliaryVarInternal(bool endo, int orig_symb_id, int orig_lead_lag, expr_t arg) noexcept(false);
237 //! Factorized code for adding aux lead variables
238 int addLeadAuxiliaryVarInternal(bool endo, int index, expr_t arg) noexcept(false);
239 //! Factorized code for Json writing
240 void writeJsonVarVector(ostream &output, const vector<int> &varvec) const;
241 //! Factorized code for asserting that 0 <= symb_id <= symbol_table.size()
242 inline void validateSymbID(int symb_id) const noexcept(false);
243 public:
244 //! Add a symbol
245 /*! Returns the symbol ID */
246 int addSymbol(const string &name, SymbolType type, const string &tex_name, const vector<pair<string, string>> &partition_value) noexcept(false);
247 //! Add a symbol without its TeX name (will be equal to its name)
248 /*! Returns the symbol ID */
249 int addSymbol(const string &name, SymbolType type) noexcept(false);
250 //! Adds an auxiliary variable for endogenous with lead >= 2
251 /*!
252 \param[in] index Used to construct the variable name
253 \return the symbol ID of the new symbol */
254 int addEndoLeadAuxiliaryVar(int index, expr_t arg) noexcept(false);
255 //! Adds an auxiliary variable for endogenous with lag >= 2
256 /*!
257 \param[in] orig_symb_id symbol ID of the endogenous declared by the user that this new variable will represent
258 \param[in] orig_lead_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lead_lag)
259 \return the symbol ID of the new symbol */
260 int addEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t arg) noexcept(false);
261 //! Adds an auxiliary variable for endogenous with lead >= 1
262 /*!
263 \param[in] index Used to construct the variable name
264 \return the symbol ID of the new symbol */
265 int addExoLeadAuxiliaryVar(int index, expr_t arg) noexcept(false);
266 //! Adds an auxiliary variable for exogenous with lag >= 1
267 /*!
268 \param[in] orig_symb_id symbol ID of the exogenous declared by the user that this new variable will represent
269 \param[in] orig_lead_lag lag value such that this new variable will be equivalent to orig_symb_id(orig_lead_lag)
270 \return the symbol ID of the new symbol */
271 int addExoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t arg) noexcept(false);
272 //! Adds an auxiliary variable for the expectation operator
273 /*!
274 \param[in] information_set information set (possibly negative) of the expectation operator
275 \param[in] index Used to construct the variable name
276 \return the symbol ID of the new symbol
277 */
278 int addExpectationAuxiliaryVar(int information_set, int index, expr_t arg) noexcept(false);
279 //! Adds an auxiliary variable for the multiplier for the FOCs of the Ramsey Problem
280 /*!
281 \param[in] index Used to construct the variable name
282 \return the symbol ID of the new symbol
283 */
284 int addMultiplierAuxiliaryVar(int index) noexcept(false);
285 //! Adds an auxiliary variable for the (time) differentiate of a forward var
286 /*!
287 \param[in] orig_symb_id The symb_id of the forward variable
288 \return the symbol ID of the new symbol
289 */
290 int addDiffForwardAuxiliaryVar(int orig_symb_id, expr_t arg) noexcept(false);
291 //! Searches auxiliary variables which are substitutes for a given symbol_id and lead/lag
292 /*!
293 The search is only performed among auxiliary variables of endo/exo lag.
294 \return the symbol ID of the auxiliary variable
295 Throws an exception if match not found.
296 */
297 int searchAuxiliaryVars(int orig_symb_id, int orig_lead_lag) const noexcept(false);
298 //! Serches aux_vars for the aux var represented by aux_var_symb_id and returns its associated orig_symb_id
299 int getOrigSymbIdForAuxVar(int aux_var_symb_id) const noexcept(false);
300 //! Searches for diff aux var and finds the original lag associated with this variable
301 int getOrigLeadLagForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false);
302 //! Searches for diff aux var and finds the symb id associated with this variable
303 int getOrigSymbIdForDiffAuxVar(int diff_aux_var_symb_id) const noexcept(false);
304 //! Adds an auxiliary variable when var_model is used with an order that is greater in absolute value
305 //! than the largest lag present in the model.
306 int addVarModelEndoLagAuxiliaryVar(int orig_symb_id, int orig_lead_lag, expr_t expr_arg) noexcept(false);
307 //! Adds an auxiliary variable when the diff operator is encountered
308 int addDiffAuxiliaryVar(int index, expr_t expr_arg) noexcept(false);
309 int addDiffAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false);
310 //! Takes care of timing between diff statements
311 int addDiffLagAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lag) noexcept(false);
312 //! Takes care of timing between diff statements
313 int addDiffLeadAuxiliaryVar(int index, expr_t expr_arg, int orig_symb_id, int orig_lead) noexcept(false);
314 //! An Auxiliary variable for a unary op
315 int addUnaryOpAuxiliaryVar(int index, expr_t expr_arg, string unary_op, int orig_symb_id = -1, int orig_lag = 0) noexcept(false);
316 //! Returns the number of auxiliary variables
317 int
AuxVarsSize() const318 AuxVarsSize() const
319 {
320 return aux_vars.size();
321 };
322 //! Retruns expr_node for an auxiliary variable
323 expr_t getAuxiliaryVarsExprNode(int symb_id) const noexcept(false);
324 //! Tests if symbol already exists
325 inline bool exists(const string &name) const;
326 //! Get symbol name (by ID)
327 inline string getName(int id) const noexcept(false);
328 //! Get TeX name
329 inline string getTeXName(int id) const noexcept(false);
330 //! Get long name
331 inline string getLongName(int id) const noexcept(false);
332 //! Returns true if the partition name is the first encountered for the type of variable represented by id
333 bool isFirstOfPartitionForType(int id) const noexcept(false);
334 //! Returns a list of partitions and symbols that belong to that partition
335 map<string, map<int, string>> getPartitionsForType(SymbolType st) const noexcept(false);
336 //! Get type (by ID)
337 inline SymbolType getType(int id) const noexcept(false);
338 //! Get type (by name)
339 inline SymbolType getType(const string &name) const noexcept(false);
340 //! Get ID (by name)
341 inline int getID(const string &name) const noexcept(false);
342 //! Get ID (by type specific ID)
343 int getID(SymbolType type, int tsid) const noexcept(false);
344 //! Freeze symbol table
345 void freeze() noexcept(false);
346 //! unreeze symbol table
347 //! Used after having written JSON files
348 void unfreeze();
349 //! Change the type of a symbol
350 void changeType(int id, SymbolType newtype) noexcept(false);
351 //! Get type specific ID (by symbol ID)
352 inline int getTypeSpecificID(int id) const noexcept(false);
353 //! Get type specific ID (by symbol name)
354 inline int getTypeSpecificID(const string &name) const noexcept(false);
355 //! Get number of endogenous variables
356 inline int endo_nbr() const noexcept(false);
357 //! Get number of exogenous variables
358 inline int exo_nbr() const noexcept(false);
359 //! Get number of exogenous deterministic variables
360 inline int exo_det_nbr() const noexcept(false);
361 //! Get number of parameters
362 inline int param_nbr() const noexcept(false);
363 //! Returns the greatest symbol ID (the smallest is zero)
364 inline int maxID();
365 //! Get number of user-declared endogenous variables (without the auxiliary variables)
366 inline int orig_endo_nbr() const noexcept(false);
367 //! Write output of this class
368 void writeOutput(ostream &output) const noexcept(false);
369 //! Write JSON Output
370 void writeJsonOutput(ostream &output) const;
371 //! Write Julia output of this class
372 void writeJuliaOutput(ostream &output) const noexcept(false);
373 //! Mark a symbol as predetermined variable
374 void markPredetermined(int symb_id) noexcept(false);
375 //! Test if a given symbol is a predetermined variable
376 bool isPredetermined(int symb_id) const noexcept(false);
377 //! Return the number of predetermined variables
378 int predeterminedNbr() const;
379 //! Add an observed variable
380 void addObservedVariable(int symb_id) noexcept(false);
381 //! Return the number of observed variables
382 int observedVariablesNbr() const;
383 //! Is a given symbol in the set of observed variables
384 bool isObservedVariable(int symb_id) const;
385 //! Return the index of a given observed variable in the vector of all observed variables
386 int getObservedVariableIndex(int symb_id) const;
387 //! Add an observed exogenous variable
388 void addObservedExogenousVariable(int symb_id) noexcept(false);
389 //! Return the number of observed exogenous variables
390 int observedExogenousVariablesNbr() const;
391 //! Is a given symbol in the set of observed exogenous variables
392 bool isObservedExogenousVariable(int symb_id) const;
393 //! Return the index of a given observed exogenous variable in the vector of all observed variables
394 int getObservedExogenousVariableIndex(int symb_id) const;
395 vector <int> getTrendVarIds() const;
396 //! Get list of exogenous variables
397 set <int> getExogenous() const;
398 //! Get list of exogenous variables
399 set <int> getObservedExogenous() const;
400 //! Get list of endogenous variables
401 set <int> getEndogenous() const;
402 //! Is a given symbol an auxiliary variable
403 bool isAuxiliaryVariable(int symb_id) const;
404 //! Is a given symbol an auxiliary variable but not a Lagrange multiplier
405 bool isAuxiliaryVariableButNotMultiplier(int symb_id) const;
406 //! Is a given symbol a diff, diff lead, or diff lag auxiliary variable
407 bool isDiffAuxiliaryVariable(int symb_id) const;
408 //! Get list of endogenous variables without aux vars
409 set <int> getOrigEndogenous() const;
410 //! Returns the original symbol corresponding to this variable
411 /* If symb_id is not an auxiliary var, returns symb_id. Otherwise,
412 repeatedly call getOrigSymbIDForAuxVar() until an original
413 (non-auxiliary) variable is found. */
414 int getUltimateOrigSymbID(int symb_id) const;
415 //! If this is a Lagrange multiplier, return its associated equation number; otherwise return -1
416 int getEquationNumberForMultiplier(int symb_id) const;
417 };
418
419 inline void
validateSymbID(int symb_id) const420 SymbolTable::validateSymbID(int symb_id) const noexcept(false)
421 {
422 if (symb_id < 0 || symb_id > static_cast<int>(symbol_table.size()))
423 throw UnknownSymbolIDException(symb_id);
424 }
425
426 inline bool
exists(const string & name) const427 SymbolTable::exists(const string &name) const
428 {
429 return symbol_table.find(name) != symbol_table.end();
430 }
431
432 inline string
getName(int id) const433 SymbolTable::getName(int id) const noexcept(false)
434 {
435 validateSymbID(id);
436 return name_table[id];
437 }
438
439 inline string
getTeXName(int id) const440 SymbolTable::getTeXName(int id) const noexcept(false)
441 {
442 validateSymbID(id);
443 return tex_name_table[id];
444 }
445
446 inline string
getLongName(int id) const447 SymbolTable::getLongName(int id) const noexcept(false)
448 {
449 validateSymbID(id);
450 return long_name_table[id];
451 }
452
453 inline SymbolType
getType(int id) const454 SymbolTable::getType(int id) const noexcept(false)
455 {
456 validateSymbID(id);
457 return type_table[id];
458 }
459
460 inline SymbolType
getType(const string & name) const461 SymbolTable::getType(const string &name) const noexcept(false)
462 {
463 return getType(getID(name));
464 }
465
466 inline int
getID(const string & name) const467 SymbolTable::getID(const string &name) const noexcept(false)
468 {
469 if (auto iter = symbol_table.find(name);
470 iter != symbol_table.end())
471 return iter->second;
472 else
473 throw UnknownSymbolNameException(name);
474 }
475
476 inline int
getTypeSpecificID(int id) const477 SymbolTable::getTypeSpecificID(int id) const noexcept(false)
478 {
479 if (!frozen)
480 throw NotYetFrozenException();
481
482 validateSymbID(id);
483
484 return type_specific_ids[id];
485 }
486
487 inline int
getTypeSpecificID(const string & name) const488 SymbolTable::getTypeSpecificID(const string &name) const noexcept(false)
489 {
490 return getTypeSpecificID(getID(name));
491 }
492
493 inline int
endo_nbr() const494 SymbolTable::endo_nbr() const noexcept(false)
495 {
496 if (!frozen)
497 throw NotYetFrozenException();
498
499 return endo_ids.size();
500 }
501
502 inline int
exo_nbr() const503 SymbolTable::exo_nbr() const noexcept(false)
504 {
505 if (!frozen)
506 throw NotYetFrozenException();
507
508 return exo_ids.size();
509 }
510
511 inline int
exo_det_nbr() const512 SymbolTable::exo_det_nbr() const noexcept(false)
513 {
514 if (!frozen)
515 throw NotYetFrozenException();
516
517 return exo_det_ids.size();
518 }
519
520 inline int
param_nbr() const521 SymbolTable::param_nbr() const noexcept(false)
522 {
523 if (!frozen)
524 throw NotYetFrozenException();
525
526 return param_ids.size();
527 }
528
529 inline int
maxID()530 SymbolTable::maxID()
531 {
532 return symbol_table.size() - 1;
533 }
534
535 inline int
orig_endo_nbr() const536 SymbolTable::orig_endo_nbr() const noexcept(false)
537 {
538 return endo_nbr() - aux_vars.size();
539 }
540
541 #endif
542