def get_exogenous(self):
if "exogenous" not in self.data:
return {}
exo = self.data['exogenous']
calibration = self.get_calibration()
from dolo.compiler.language import eval_data
exogenous = eval_data(exo, calibration)
from ruamel.yaml.comments import CommentedMap, CommentedSeq
from dolo.numeric.processes import ProductProcess, Process
if isinstance(exogenous, Process):
# old style
return exogenous
elif isinstance(exo, list):
# old style (2)
return ProductProcess(*exogenous)
else:
# new style
syms = self.symbols['exogenous']
# first we check that shocks are defined in the right order
ssyms = []
for k in exo.keys():
vars = [v.strip() for v in k.split(',')]
ssyms.append(vars)
ssyms = tuple(sum(ssyms, []))
if tuple(syms) != ssyms:
from dolo.compiler.language import ModelError
lc = exo.lc
raise ModelError(
f"{lc.line}:{lc.col}: 'exogenous' section. Shocks specification must match declaration order. Found {ssyms}. Expected{tuple(syms)}"
)
return ProductProcess(*exogenous.values())
def inject_process(process, exogenous, to=None, options={}):
if isinstance(process, np.ndarray) and isinstance(exogenous,
ProductProcess):
q0 = process
assert process.ndim == 1
if to is None:
if isinstance(exogenous.processes[1], IIDProcess):
to = "iid"
else:
to = "mc"
exg = ProductProcess(ConstantProcess(μ=q0), *exogenous.processes[1:])
else:
raise Exception("Not implemented.")
dp = exg.discretize(to=to, options=options)
return dp