ols: move parsing to a helper function
Houtan Bastani
parent
093dd493d8
commit
013124eedf
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@ -22,7 +22,7 @@ function varargout = dyn_ols(ds, fitted_names_dict, eqtags)
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2017-2018 Dynare Team
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% Copyright (C) 2017-2019 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -66,127 +66,20 @@ elseif nargin == 3
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jsonmodel = getEquationsByTags(jsonmodel, 'name', eqtags);
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end
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%% Estimation
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%% Check to see if called from Gibbs
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st = dbstack(1);
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varargout = cell(1, 1);
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called_from_olsgibbs = false;
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if strcmp(st(1).name, 'olsgibbs')
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varargout = cell(1, 4);
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called_from_olsgibbs = true;
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assert(length(ast) == 1);
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end
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%% Loop over equations
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for i = 1:length(ast)
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if ~strcmp(ast{i}.AST.node_type, 'BinaryOpNode') ...
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|| ~strcmp(ast{i}.AST.op, '=')
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ols_error('expecting equation with equal sign', line);
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end
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% Check LHS
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if ~strcmp(ast{i}.AST.arg1.node_type, 'VariableNode') ...
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&& ~strcmp(ast{i}.AST.arg1.node_type, 'UnaryOpNode')
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ols_error('expecting Variable or UnaryOp on LHS', line);
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else
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if strcmp(ast{i}.AST.arg1.node_type, 'VariableNode') ...
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&& (ast{i}.AST.arg1.lag ~= 0 ...
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|| ~any(strcmp(ds.name, ast{i}.AST.arg1.name)))
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ols_error('the lhs of the equation must be an Variable or UnaryOp with lag == 0 that exists in the dataset', line);
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end
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if strcmp(ast{i}.AST.arg1.node_type, 'UnaryOpNode') ...
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&& (ast{i}.AST.arg1.arg.lag ~= 0 ...
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|| ~any(strcmp(ds.name, ast{i}.AST.arg1.arg.name)))
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ols_error('the lhs of the equation must be an Variable or UnaryOp with lag == 0 that exists in the dataset', line);
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end
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end
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% Set LHS (Y)
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lhssub = dseries();
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Y = evalNode(ds, ast{i}.AST.arg1, jsonmodel{i}.line, dseries());
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% Set RHS (X)
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plus_node = ast{i}.AST.arg2;
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last_node_to_parse = [];
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residual = '';
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X = dseries();
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while ~isempty(plus_node) || ~isempty(last_node_to_parse)
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Xtmp = dseries();
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if isempty(last_node_to_parse)
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[plus_node, node_to_parse, last_node_to_parse] = findNextplus_node(plus_node, jsonmodel{i}.line);
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else
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node_to_parse = last_node_to_parse;
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last_node_to_parse = [];
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end
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if strcmp(node_to_parse.node_type, 'VariableNode') || strcmp(node_to_parse.node_type, 'UnaryOpNode')
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if strcmp(node_to_parse.node_type, 'VariableNode')
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if strcmp(node_to_parse.type, 'parameter')
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% Intercept
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Xtmp = dseries(ones(ds.nobs, 1), ds.firstdate, node_to_parse.name);
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elseif strcmp(node_to_parse.type, 'exogenous') && ~any(strcmp(ds.name, node_to_parse.name))
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% Residual if not contained in ds
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if isempty(residual)
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residual = node_to_parse.name;
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else
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ols_error(['only one residual allowed per equation; encountered ' residual ' & ' node_to_parse.name], jsonmodel{i}.line);
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end
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elseif strcmp(node_to_parse.type, 'endogenous') ...
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|| (strcmp(node_to_parse.type, 'exogenous') && any(strcmp(ds.name, node_to_parse.name)))
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% Subtract VariableNode from LHS
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% NB: treat exogenous that exist in ds as endogenous
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lhssub = lhssub + evalNode(ds, node_to_parse, jsonmodel{i}.line, dseries());
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else
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ols_error('unexpected variable type found', jsonmodel{i}.line);
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end
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else
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% Subtract UnaryOpNode from LHS
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% NB: treat exogenous that exist in ds as endogenous
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lhssub = lhssub + evalNode(ds, node_to_parse, jsonmodel{i}.line, dseries());
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end
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elseif strcmp(node_to_parse.node_type, 'BinaryOpNode') && strcmp(node_to_parse.op, '*')
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% Parse param_expr * endog_expr
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Xtmp = parseTimesNode(ds, node_to_parse, jsonmodel{i}.line);
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if length(Xtmp.name) > 1
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% Handle constraits
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% Look through Xtmp names for constant
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% if found, subtract from LHS
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to_remove = [];
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for j = 1:length(Xtmp.name)
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if ~isnan(str2double(Xtmp.name{j}))
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lhssub = lhssub + str2double(Xtmp.name{j}) * Xtmp{j};
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to_remove = [to_remove j];
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end
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% Multiply by -1 now so that it can be added together below
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% Otherwise, it would matter which was encountered first,
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% a parameter on its own or a linear constraint
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Xtmp.(Xtmp.name{j}) = -1 * Xtmp{j};
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end
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for j = length(to_remove):-1:1
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Xtmp = Xtmp.remove(Xtmp.name{j});
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end
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end
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else
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ols_error('didn''t expect to arrive here', jsonmodel{i}.line);
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end
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if ~isempty(Xtmp)
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to_remove = [];
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for j = 1:length(Xtmp.name)
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% Handle constraits
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idx = find(strcmp(X.name, Xtmp.name{j}));
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if ~isempty(idx)
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X.(X.name{idx}) = X{idx} + Xtmp{j};
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to_remove = [to_remove j];
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end
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end
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for j = length(to_remove):-1:1
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Xtmp = Xtmp.remove(Xtmp.name{j});
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end
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X = [X Xtmp];
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end
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end
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clear residual Xtmp plus_node last_node_to_parse to_remove
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Y = Y - lhssub;
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%% Check to see if called from Gibbs
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st = dbstack(1);
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varargout = cell(1, 1);
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called_from_olsgibbs = false;
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if strcmp(st(1).name, 'olsgibbs')
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varargout = cell(1, 4);
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called_from_olsgibbs = true;
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end
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%% Parse equation i
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[Y, lhssub, X] = parse_ols_style_equation(ds, ast{i}, jsonmodel{i}.line);
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%% Set dates
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fp = max(Y.firstobservedperiod, X.firstobservedperiod);
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@ -328,165 +221,8 @@ for i = 1:length(ast)
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{'Estimates','t-statistic','Std. Error'}, 4, ...
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[oo_.ols.(tag).beta oo_.ols.(tag).tstat oo_.ols.(tag).stderr]);
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end
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if ~called_from_olsgibbs
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varargout{1} = ds;
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end
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end
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end
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%% Helper Functions
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function ols_error(msg, line)
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error(['ERROR encountered in `dyn_ols` line ' num2str(line) ': ' msg])
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end
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function [next_plus_node, node_to_parse, last_node_to_parse] = findNextplus_node(plus_node, line)
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% Given an additive entry in the AST, find the next additive entry
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% (next_plus_node). Also find the node that will be parsed into
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% parameter*endogenous||param||exog|endog (node_to_parse).
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% Function used for moving through the AST.
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if ~(strcmp(plus_node.node_type, 'BinaryOpNode') && strcmp(plus_node.op, '+'))
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ols_error('pairs of nodes must be separated additively', line);
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end
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next_plus_node = [];
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last_node_to_parse = [];
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if strcmp(plus_node.arg1.node_type, 'BinaryOpNode') && strcmp(plus_node.arg1.op, '+')
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next_plus_node = plus_node.arg1;
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node_to_parse = getOlsNode(plus_node.arg2, line);
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elseif strcmp(plus_node.arg2.node_type, 'BinaryOpNode') && strcmp(plus_node.arg2.op, '+')
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next_plus_node = plus_node.arg2;
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node_to_parse = getOlsNode(plus_node.arg1, line);
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else
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node_to_parse = getOlsNode(plus_node.arg1, line);
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last_node_to_parse = getOlsNode(plus_node.arg2, line);
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end
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end
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function node_to_parse = getOlsNode(node, line)
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if ~(strcmp(node.node_type, 'BinaryOpNode') && strcmp(node.op, '*')) ...
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&& ~strcmp(node.node_type, 'VariableNode') ...
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&& ~strcmp(node.node_type, 'UnaryOpNode')
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ols_error('couldn''t find node to parse', line);
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end
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node_to_parse = node;
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end
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function X = parseTimesNode(ds, node, line)
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% Separate the parameter expression from the endogenous expression
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assert(strcmp(node.node_type, 'BinaryOpNode') && strcmp(node.op, '*'))
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[param, X] = parseTimesNodeHelper(ds, node.arg1, line, {}, dseries());
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[param, X] = parseTimesNodeHelper(ds, node.arg2, line, param, X);
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X = X.rename(param{1});
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for ii = 2:length(param)
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X = [X dseries(X{1}.data, X{1}.firstdate, param{ii})];
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end
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end
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function [param, X] = parseTimesNodeHelper(ds, node, line, param, X)
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if isOlsParamExpr(node, line)
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param = assignParam(param, node, line);
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elseif isOlsVarExpr(node, line)
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if isempty(X)
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X = evalNode(ds, node, line, X);
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else
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ols_error(['got endog * endog' node.name ' (' node.type ')'], line);
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end
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else
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ols_error('unexpected expression', line);
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end
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end
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function param = assignParam(param, node, line)
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if ~isempty(param)
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ols_error(['got param * param' node.name ' (' node.type ')'], line);
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end
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param = assignParamHelper(param, node, line);
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end
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function param = assignParamHelper(param, node, line)
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if strcmp(node.node_type, 'NumConstNode')
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param{end+1} = num2str(node.value);
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elseif strcmp(node.node_type, 'VariableNode')
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param{end+1} = node.name;
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elseif strcmp(node.node_type, 'BinaryOpNode')
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if ~strcmp(node.op, '-')
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ols_error(['got unexpected parameter op ' node.op], line);
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end
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param = assignParamHelper(param, node.arg1, line);
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param = assignParamHelper(param, node.arg2, line);
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else
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ols_error(['got unexpected node (' node.type ')'], line);
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end
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end
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function tf = isOlsVar(node)
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if strcmp(node.node_type, 'VariableNode') ...
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&& (strcmp(node.type, 'endogenous') ...
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|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name))))
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tf = true;
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elseif strcmp(node.node_type, 'UnaryOpNode') ...
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&& (strcmp(node.arg.type, 'endogenous') ...
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|| (strcmp(node.arg.type, 'exogenous') && any(strcmp(ds.name, node.arg.name))))
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tf = true;
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else
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tf = false;
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end
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end
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function tf = isOlsVarExpr(node, line)
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if strcmp(node.node_type, 'VariableNode') || strcmp(node.node_type, 'UnaryOpNode')
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tf = isOlsVar(node);
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elseif strcmp(node.node_type, 'BinaryOpNode')
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tf = isOlsVarExpr(node.arg1, line) || isOlsVarExpr(node.arg2, line);
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else
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ols_error(['got unexpected type ' node.node_type], line);
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end
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end
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function X = evalNode(ds, node, line, X)
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if strcmp(node.node_type, 'NumConstNode')
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X = dseries(str2double(node.value), ds.dates, 'const');
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elseif strcmp(node.node_type, 'VariableNode')
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if ~(strcmp(node.type, 'endogenous') ...
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|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name))))
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ols_error(['got unexpected type ' node.name ': ' node.type], line);
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end
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X = ds.(node.name)(node.lag);
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elseif strcmp(node.node_type, 'UnaryOpNode')
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Xtmp = evalNode(ds, node.arg, line, X);
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% Only works if dseries supports . notation for unary op (true for log/diff)
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% Otherwise, use: X = eval([node.op '(Xtmp)']);
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X = Xtmp.(node.op);
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elseif strcmp(node.node_type, 'BinaryOpNode')
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Xtmp1 = evalNode(ds, node.arg1, line, X);
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Xtmp2 = evalNode(ds, node.arg2, line, X);
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X = X + eval(['Xtmp1 ' node.op ' Xtmp2']);
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else
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ols_error(['got unexpected node type ' node.node_type], line);
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end
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end
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function tf = isOlsParam(node)
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if strcmp(node.node_type, 'VariableNode') && strcmp(node.type, 'parameter')
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tf = true;
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else
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tf = false;
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end
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end
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function tf = isOlsParamExpr(node, line)
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if strcmp(node.node_type, 'NumConstNode')
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tf = true;
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elseif strcmp(node.node_type, 'VariableNode')
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tf = isOlsParam(node);
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elseif strcmp(node.node_type, 'UnaryOpNode')
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tf = false;
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elseif strcmp(node.node_type, 'BinaryOpNode')
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tf = isOlsParamExpr(node.arg1) && isOlsParamExpr(node.arg2);
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if tf && ~strcmp(node.op, '-')
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ols_error(['got unexpected op ' node.op], line);
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end
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else
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ols_error(['got unexpected type ' node.node_type], line);
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end
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%% Set return value
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varargout{1} = ds;
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end
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@ -0,0 +1,310 @@
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function [Y, lhssub, X] = parse_ols_style_equation(ds, ast, line)
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%function X = parse_ols_style_equation()
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% Run OLS on chosen model equations; unlike olseqs, allow for time t
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% endogenous variables on LHS
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%
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% INPUTS
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% ds [dseries] data
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% ast [struct] AST representing the equation to be parsed
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% line [int] equation line number
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%
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% OUTPUTS
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% Y [dseries] LHS of the equation
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% lhssub [dseries] RHS subtracted from LHS
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% X [dseries] RHS of the equation
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%
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% SPECIAL REQUIREMENTS
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% none
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% Copyright (C) 2019 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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if nargin ~= 3
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error('parse_ols_style_equation takes 3 arguments')
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end
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if isempty(ds) || ~isdseries(ds)
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error('parse_ols_style_equation: arg 1 must be a dseries');
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end
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if ~isstruct(ast) || length(ast) ~= 1
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error('ast must be a celength must be equal to 1');
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end
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if ~strcmp(ast.AST.node_type, 'BinaryOpNode') ...
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|| ~strcmp(ast.AST.op, '=')
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ols_error('expecting equation with equal sign', line);
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end
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% Check LHS
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if ~strcmp(ast.AST.arg1.node_type, 'VariableNode') ...
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&& ~strcmp(ast.AST.arg1.node_type, 'UnaryOpNode')
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ols_error('expecting Variable or UnaryOp on LHS', line);
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else
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if strcmp(ast.AST.arg1.node_type, 'VariableNode') ...
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&& (ast.AST.arg1.lag ~= 0 ...
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|| ~any(strcmp(ds.name, ast.AST.arg1.name)))
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ols_error('the lhs of the equation must be an Variable or UnaryOp with lag == 0 that exists in the dataset', line);
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end
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if strcmp(ast.AST.arg1.node_type, 'UnaryOpNode') ...
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&& (ast.AST.arg1.arg.lag ~= 0 ...
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|| ~any(strcmp(ds.name, ast.AST.arg1.arg.name)))
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ols_error('the lhs of the equation must be an Variable or UnaryOp with lag == 0 that exists in the dataset', line);
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end
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end
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% Set LHS (Y)
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lhssub = dseries();
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Y = evalNode(ds, ast.AST.arg1, line, dseries());
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% Set RHS (X)
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plus_node = ast.AST.arg2;
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last_node_to_parse = [];
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residual = '';
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X = dseries();
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while ~isempty(plus_node) || ~isempty(last_node_to_parse)
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Xtmp = dseries();
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if isempty(last_node_to_parse)
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[plus_node, node_to_parse, last_node_to_parse] = findNextplus_node(plus_node, line);
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else
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node_to_parse = last_node_to_parse;
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last_node_to_parse = [];
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end
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if strcmp(node_to_parse.node_type, 'VariableNode') || strcmp(node_to_parse.node_type, 'UnaryOpNode')
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if strcmp(node_to_parse.node_type, 'VariableNode')
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if strcmp(node_to_parse.type, 'parameter')
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% Intercept
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Xtmp = dseries(ones(ds.nobs, 1), ds.firstdate, node_to_parse.name);
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elseif strcmp(node_to_parse.type, 'exogenous') && ~any(strcmp(ds.name, node_to_parse.name))
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% Residual if not contained in ds
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if isempty(residual)
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residual = node_to_parse.name;
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||||
else
|
||||
ols_error(['only one residual allowed per equation; encountered ' residual ' & ' node_to_parse.name], line);
|
||||
end
|
||||
elseif strcmp(node_to_parse.type, 'endogenous') ...
|
||||
|| (strcmp(node_to_parse.type, 'exogenous') && any(strcmp(ds.name, node_to_parse.name)))
|
||||
% Subtract VariableNode from LHS
|
||||
% NB: treat exogenous that exist in ds as endogenous
|
||||
lhssub = lhssub + evalNode(ds, node_to_parse, line, dseries());
|
||||
else
|
||||
ols_error('unexpected variable type found', line);
|
||||
end
|
||||
else
|
||||
% Subtract UnaryOpNode from LHS
|
||||
% NB: treat exogenous that exist in ds as endogenous
|
||||
lhssub = lhssub + evalNode(ds, node_to_parse, line, dseries());
|
||||
end
|
||||
elseif strcmp(node_to_parse.node_type, 'BinaryOpNode') && strcmp(node_to_parse.op, '*')
|
||||
% Parse param_expr * endog_expr
|
||||
Xtmp = parseTimesNode(ds, node_to_parse, line);
|
||||
if length(Xtmp.name) > 1
|
||||
% Handle constraits
|
||||
% Look through Xtmp names for constant
|
||||
% if found, subtract from LHS
|
||||
to_remove = [];
|
||||
for j = 1:length(Xtmp.name)
|
||||
if ~isnan(str2double(Xtmp.name{j}))
|
||||
lhssub = lhssub + str2double(Xtmp.name{j}) * Xtmp{j};
|
||||
to_remove = [to_remove j];
|
||||
end
|
||||
% Multiply by -1 now so that it can be added together below
|
||||
% Otherwise, it would matter which was encountered first,
|
||||
% a parameter on its own or a linear constraint
|
||||
Xtmp.(Xtmp.name{j}) = -1 * Xtmp{j};
|
||||
end
|
||||
for j = length(to_remove):-1:1
|
||||
Xtmp = Xtmp.remove(Xtmp.name{j});
|
||||
end
|
||||
end
|
||||
else
|
||||
ols_error('didn''t expect to arrive here', line);
|
||||
end
|
||||
if ~isempty(Xtmp)
|
||||
to_remove = [];
|
||||
for j = 1:length(Xtmp.name)
|
||||
% Handle constraits
|
||||
idx = find(strcmp(X.name, Xtmp.name{j}));
|
||||
if ~isempty(idx)
|
||||
X.(X.name{idx}) = X{idx} + Xtmp{j};
|
||||
to_remove = [to_remove j];
|
||||
end
|
||||
end
|
||||
for j = length(to_remove):-1:1
|
||||
Xtmp = Xtmp.remove(Xtmp.name{j});
|
||||
end
|
||||
X = [X Xtmp];
|
||||
end
|
||||
end
|
||||
Y = Y - lhssub;
|
||||
end
|
||||
|
||||
%% Helper Functions
|
||||
function ols_error(msg, line)
|
||||
error(['ERROR encountered in `dyn_ols` line ' num2str(line) ': ' msg])
|
||||
end
|
||||
|
||||
function [next_plus_node, node_to_parse, last_node_to_parse] = findNextplus_node(plus_node, line)
|
||||
% Given an additive entry in the AST, find the next additive entry
|
||||
% (next_plus_node). Also find the node that will be parsed into
|
||||
% parameter*endogenous||param||exog|endog (node_to_parse).
|
||||
% Function used for moving through the AST.
|
||||
if ~(strcmp(plus_node.node_type, 'BinaryOpNode') && strcmp(plus_node.op, '+'))
|
||||
ols_error('pairs of nodes must be separated additively', line);
|
||||
end
|
||||
next_plus_node = [];
|
||||
last_node_to_parse = [];
|
||||
if strcmp(plus_node.arg1.node_type, 'BinaryOpNode') && strcmp(plus_node.arg1.op, '+')
|
||||
next_plus_node = plus_node.arg1;
|
||||
node_to_parse = getOlsNode(plus_node.arg2, line);
|
||||
elseif strcmp(plus_node.arg2.node_type, 'BinaryOpNode') && strcmp(plus_node.arg2.op, '+')
|
||||
next_plus_node = plus_node.arg2;
|
||||
node_to_parse = getOlsNode(plus_node.arg1, line);
|
||||
else
|
||||
node_to_parse = getOlsNode(plus_node.arg1, line);
|
||||
last_node_to_parse = getOlsNode(plus_node.arg2, line);
|
||||
end
|
||||
end
|
||||
|
||||
function node_to_parse = getOlsNode(node, line)
|
||||
if ~(strcmp(node.node_type, 'BinaryOpNode') && strcmp(node.op, '*')) ...
|
||||
&& ~strcmp(node.node_type, 'VariableNode') ...
|
||||
&& ~strcmp(node.node_type, 'UnaryOpNode')
|
||||
ols_error('couldn''t find node to parse', line);
|
||||
end
|
||||
node_to_parse = node;
|
||||
end
|
||||
|
||||
function X = parseTimesNode(ds, node, line)
|
||||
% Separate the parameter expression from the endogenous expression
|
||||
assert(strcmp(node.node_type, 'BinaryOpNode') && strcmp(node.op, '*'))
|
||||
[param, X] = parseTimesNodeHelper(ds, node.arg1, line, {}, dseries());
|
||||
[param, X] = parseTimesNodeHelper(ds, node.arg2, line, param, X);
|
||||
X = X.rename(param{1});
|
||||
for ii = 2:length(param)
|
||||
X = [X dseries(X{1}.data, X{1}.firstdate, param{ii})];
|
||||
end
|
||||
end
|
||||
|
||||
function [param, X] = parseTimesNodeHelper(ds, node, line, param, X)
|
||||
if isOlsParamExpr(node, line)
|
||||
param = assignParam(param, node, line);
|
||||
elseif isOlsVarExpr(node, line)
|
||||
if isempty(X)
|
||||
X = evalNode(ds, node, line, X);
|
||||
else
|
||||
ols_error(['got endog * endog' node.name ' (' node.type ')'], line);
|
||||
end
|
||||
else
|
||||
ols_error('unexpected expression', line);
|
||||
end
|
||||
end
|
||||
|
||||
function param = assignParam(param, node, line)
|
||||
if ~isempty(param)
|
||||
ols_error(['got param * param' node.name ' (' node.type ')'], line);
|
||||
end
|
||||
param = assignParamHelper(param, node, line);
|
||||
end
|
||||
|
||||
function param = assignParamHelper(param, node, line)
|
||||
if strcmp(node.node_type, 'NumConstNode')
|
||||
param{end+1} = num2str(node.value);
|
||||
elseif strcmp(node.node_type, 'VariableNode')
|
||||
param{end+1} = node.name;
|
||||
elseif strcmp(node.node_type, 'BinaryOpNode')
|
||||
if ~strcmp(node.op, '-')
|
||||
ols_error(['got unexpected parameter op ' node.op], line);
|
||||
end
|
||||
param = assignParamHelper(param, node.arg1, line);
|
||||
param = assignParamHelper(param, node.arg2, line);
|
||||
else
|
||||
ols_error(['got unexpected node (' node.type ')'], line);
|
||||
end
|
||||
end
|
||||
|
||||
function tf = isOlsVar(node)
|
||||
if strcmp(node.node_type, 'VariableNode') ...
|
||||
&& (strcmp(node.type, 'endogenous') ...
|
||||
|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name))))
|
||||
tf = true;
|
||||
elseif strcmp(node.node_type, 'UnaryOpNode') ...
|
||||
&& (strcmp(node.arg.type, 'endogenous') ...
|
||||
|| (strcmp(node.arg.type, 'exogenous') && any(strcmp(ds.name, node.arg.name))))
|
||||
tf = true;
|
||||
else
|
||||
tf = false;
|
||||
end
|
||||
end
|
||||
|
||||
function tf = isOlsVarExpr(node, line)
|
||||
if strcmp(node.node_type, 'VariableNode') || strcmp(node.node_type, 'UnaryOpNode')
|
||||
tf = isOlsVar(node);
|
||||
elseif strcmp(node.node_type, 'BinaryOpNode')
|
||||
tf = isOlsVarExpr(node.arg1, line) || isOlsVarExpr(node.arg2, line);
|
||||
else
|
||||
ols_error(['got unexpected type ' node.node_type], line);
|
||||
end
|
||||
end
|
||||
|
||||
function X = evalNode(ds, node, line, X)
|
||||
if strcmp(node.node_type, 'NumConstNode')
|
||||
X = dseries(str2double(node.value), ds.dates, 'const');
|
||||
elseif strcmp(node.node_type, 'VariableNode')
|
||||
if ~(strcmp(node.type, 'endogenous') ...
|
||||
|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name))))
|
||||
ols_error(['got unexpected type ' node.name ': ' node.type], line);
|
||||
end
|
||||
X = ds.(node.name)(node.lag);
|
||||
elseif strcmp(node.node_type, 'UnaryOpNode')
|
||||
Xtmp = evalNode(ds, node.arg, line, X);
|
||||
% Only works if dseries supports . notation for unary op (true for log/diff)
|
||||
% Otherwise, use: X = eval([node.op '(Xtmp)']);
|
||||
X = Xtmp.(node.op);
|
||||
elseif strcmp(node.node_type, 'BinaryOpNode')
|
||||
Xtmp1 = evalNode(ds, node.arg1, line, X);
|
||||
Xtmp2 = evalNode(ds, node.arg2, line, X);
|
||||
X = X + eval(['Xtmp1 ' node.op ' Xtmp2']);
|
||||
else
|
||||
ols_error(['got unexpected node type ' node.node_type], line);
|
||||
end
|
||||
end
|
||||
|
||||
function tf = isOlsParam(node)
|
||||
if strcmp(node.node_type, 'VariableNode') && strcmp(node.type, 'parameter')
|
||||
tf = true;
|
||||
else
|
||||
tf = false;
|
||||
end
|
||||
end
|
||||
|
||||
function tf = isOlsParamExpr(node, line)
|
||||
if strcmp(node.node_type, 'NumConstNode')
|
||||
tf = true;
|
||||
elseif strcmp(node.node_type, 'VariableNode')
|
||||
tf = isOlsParam(node);
|
||||
elseif strcmp(node.node_type, 'UnaryOpNode')
|
||||
tf = false;
|
||||
elseif strcmp(node.node_type, 'BinaryOpNode')
|
||||
tf = isOlsParamExpr(node.arg1) && isOlsParamExpr(node.arg2);
|
||||
if tf && ~strcmp(node.op, '-')
|
||||
ols_error(['got unexpected op ' node.op], line);
|
||||
end
|
||||
else
|
||||
ols_error(['got unexpected type ' node.node_type], line);
|
||||
end
|
||||
end
|
||||
Loading…
Reference in New Issue