/*
* Class: com_google_gwt_dev_shell_moz_LowLevelMoz
* Method: _executeScriptWithInfo
* Signature: (ILjava/lang/String;Ljava/lang/String;I)Z
*/
extern "C" JNIEXPORT jboolean JNICALL
Java_com_google_gwt_dev_shell_moz_LowLevelMoz__1executeScriptWithInfo
(JNIEnv* env, jclass llClass, jint scriptObjectInt, jstring code,
jstring file, jint line)
{
Tracer tracer("LowLevelMoz._executeScriptWithInfo");
JStringWrap jcode(env, code);
if (!jcode.jstr()) {
tracer.setFail("null code string");
return JNI_FALSE;
}
JStringWrap jfile(env, file);
if (!jfile.str()) {
tracer.setFail("null file name");
return JNI_FALSE;
}
tracer.log("code=%s, file=%s, line=%d", jcode.str(), jfile.str(), line);
JSContext* cx = JsRootedValue::currentContext();
nsCOMPtr<nsIScriptContext> scriptContext(GetScriptContextFromJSContext(cx));
nsIScriptGlobalObject* scriptObject =
NS_REINTERPRET_CAST(nsIScriptGlobalObject*, scriptObjectInt);
JSObject* scriptWindow =
reinterpret_cast<JSObject*>(scriptObject->GetGlobalJSObject());
nsXPIDLString scriptString;
scriptString = jcode.jstr();
nsXPIDLString aRetValue;
PRBool aIsUndefined;
if (NS_FAILED(scriptContext->EvaluateString(scriptString, scriptWindow, 0,
jfile.str(), line, 0, aRetValue, &aIsUndefined))) {
tracer.setFail("EvaluateString failed");
return JNI_FALSE;
}
return JNI_TRUE;
}
static void
compute_VECM_dataset (irfboot *b, GRETL_VAR *var, int iter)
{
int order = var->order + 1;
int nexo = (var->xlist != NULL)? var->xlist[0] : 0;
int nseas = var->jinfo->seasonals;
double cij, eti, xti;
int i, j, k, s, t;
#if BDEBUG
fprintf(stderr, "compute_VECM_dataset: order=%d, nexo=%d, nseas=%d, t1=%d\n",
order, nexo, nseas, var->t1);
gretl_matrix_print(var->X, "var->X, before resampling");
#endif
for (t=var->t1, s=0; t<=var->t2; t++, s++) {
for (i=0; i<var->neqns; i++) {
double bti = 0.0;
int xcol = var->ifc + var->neqns * var->order;
int col = 0;
/* unrestricted constant, if present */
if (var->ifc) {
cij = gretl_matrix_get(b->C0, i, col++);
bti += cij;
}
/* lags of endogenous vars */
for (j=1; j<=var->neqns; j++) {
for (k=1; k<=order; k++) {
cij = gretl_matrix_get(b->C0, i, col++);
bti += cij * b->dset->Z[j][t-k];
}
}
/* exogenous vars, if present */
for (j=0; j<nexo; j++) {
cij = gretl_matrix_get(b->C0, i, col++);
xti = gretl_matrix_get(var->X, s, xcol++);
bti += cij * xti;
}
/* seasonals, if present */
for (j=0; j<nseas; j++) {
cij = gretl_matrix_get(b->C0, i, col++);
xti = gretl_matrix_get(var->X, s, xcol++);
bti += cij * xti;
}
if (jcode(var) == J_UNREST_TREND) {
/* unrestricted trend */
cij = gretl_matrix_get(b->C0, i, col++);
bti += cij * (t + 1);
} else if (jcode(var) == J_REST_CONST) {
/* restricted constant */
bti += gretl_matrix_get(b->C0, i, col++);
} else if (jcode(var) == J_REST_TREND) {
/* restricted trend */
cij = gretl_matrix_get(b->C0, i, col++);
bti += cij * t;
}
/* restricted exogenous vars, if present */
if (var->rlist != NULL) {
for (j=1; j<=var->rlist[0]; j++) {
cij = gretl_matrix_get(b->C0, i, col++);
bti += cij * b->dset->Z[j+var->neqns][t-1];
}
}
/* set level of Y(t, i) to fitted value + re-sampled error */
eti = gretl_matrix_get(b->rE, s, i);
b->dset->Z[i+1][t] = bti + eti;
}
}
#if BDEBUG > 1
fprintf(stderr, "VECM: recomputed levels\n\n");
for (t=0; t<b->dset->n; t++) {
for (i=1; i<=var->neqns; i++) {
fprintf(stderr, "%12.5g", b->dset->Z[i][t]);
}
fputc('\n', stderr);
}
#endif
/* now rewrite lagged differences into X matrix */
k = var->ifc;
for (i=1; i<=var->neqns; i++) {
for (j=1; j<=var->order; j++) {
s = 0;
for (t=var->t1; t<=var->t2; t++) {
xti = b->dset->Z[i][t-j] - b->dset->Z[i][t-j-1];
gretl_matrix_set(var->X, s++, k, xti);
}
k++;
}
}
#if BDEBUG > 1
gretl_matrix_print(var->X, "var->X (vecm, resampled)");
#endif
}
gretl_matrix *VAR_coeff_matrix_from_VECM (const GRETL_VAR *var)
{
gretl_matrix *C0 = NULL;
gretl_matrix *rbeta = NULL;
int order = var->order + 1;
int nexo = (var->xlist != NULL)? var->xlist[0] : 0;
int ndelta = var->order * var->neqns;
int nseas = var->jinfo->seasonals;
int nr = n_restricted_terms(var);
int ncoeff;
int X0, S0, T0;
double aij;
int i, j, k;
/* total coeffs in VAR representation */
ncoeff = var->ncoeff + (var->neqns - var->jinfo->rank) + nr;
if (nr > 0) {
rbeta = make_restricted_coeff_matrix(var);
if (rbeta == NULL) {
return NULL;
}
}
C0 = gretl_matrix_alloc(var->neqns, ncoeff);
if (C0 == NULL) {
gretl_matrix_free(rbeta);
return NULL;
}
/* position of first exog var coeff in VECM model */
X0 = var->ifc + ndelta;
/* position of first seasonal coeff in VECM model */
S0 = X0 + nexo;
/* position of trend coeff in VECM model */
T0 = S0 + nseas;
for (i=0; i<var->neqns; i++) {
const MODEL *pmod = var->models[i];
int col = 0;
/* constant, if present */
if (var->ifc) {
gretl_matrix_set(C0, i, col++, pmod->coeff[0]);
}
/* endogenous vars: use companion matrix */
for (j=0; j<var->neqns; j++) {
for (k=0; k<order; k++) {
aij = gretl_matrix_get(var->A, i, k * var->neqns + j);
gretl_matrix_set(C0, i, col++, aij);
}
}
/* exogenous vars */
for (j=0; j<nexo; j++) {
gretl_matrix_set(C0, i, col++, pmod->coeff[X0+j]);
}
/* seasonals, if present */
for (j=0; j<nseas; j++) {
gretl_matrix_set(C0, i, col++, pmod->coeff[S0+j]);
}
/* unrestricted trend, if present */
if (jcode(var) == J_UNREST_TREND) {
gretl_matrix_set(C0, i, col++, pmod->coeff[T0]);
}
/* additional restricted term(s), if present */
if (rbeta != NULL) {
for (j=0; j<nr; j++) {
aij = gretl_matrix_get(rbeta, i, j);
gretl_matrix_set(C0, i, col++, aij);
}
}
}
if (rbeta != NULL) {
gretl_matrix_free(rbeta);
}
#if BDEBUG > 1
gretl_matrix_print(var->A, "var->A");
gretl_matrix_print(C0, "C0");
#endif
return C0;
}