common parsing: small fixes
Houtan Bastani
parent
934a22c3a7
commit
1e41235b6b
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@ -62,7 +62,7 @@ enddates = cell(length(ast), 1);
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neqs = length(ast);
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for i = 1:neqs
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%% Parse equation i
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[Y{i}, lhssub{i}, X{i}] = parse_ols_style_equation(ds, ast{i}, jsonmodel{i}.line);
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[Y{i}, lhssub{i}, X{i}] = parse_ols_style_equation(ds, ast{i});
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%% Set start and end dates
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if overlapping_dates
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@ -81,148 +81,4 @@ if overlapping_dates
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end
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end
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end
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return
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%%
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M_endo_exo_names_trim = [M_.endo_names; M_.exo_names];
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[junk, idxs] = sort(cellfun(@length, M_endo_exo_names_trim), 'descend');
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regex = strjoin(M_endo_exo_names_trim(idxs), '|');
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mathops = '[\+\*\^\-\/]';
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params = cell(length(jsonmodel),1);
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vars = cell(length(jsonmodel),1);
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pbeta = {};
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Y = [];
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X = [];
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startidxs = zeros(length(jsonmodel), 1);
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startdates = cell(length(jsonmodel), 1);
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enddates = cell(length(jsonmodel), 1);
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residnames = cell(length(jsonmodel), 1);
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surpidxs = zeros(M_.param_nbr, 1);
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surpidx = 0;
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surconstrainedparams = [];
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for i = 1:length(jsonmodel)
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rhs_ = strsplit(jsonmodel{i}.rhs, {'+','-','*','/','^','log(','ln(','log10(','exp(','(',')','diff('});
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rhs_(cellfun(@(x) all(isstrprop(x, 'digit')), rhs_)) = [];
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vnames = setdiff(rhs_, M_.param_names);
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if ~isempty(regexp(jsonmodel{i}.rhs, ...
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['(' strjoin(vnames, '\\(\\d+\\)|') '\\(\\d+\\))'], 'once'))
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error(['you cannot have leads in equation on line ' ...
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jsonmodel{i}.line ': ' jsonmodel{i}.lhs ' = ' jsonmodel{i}.rhs]);
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end
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% Find parameters and associated variables
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pnames = intersect(rhs_, M_.param_names);
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pidxs = zeros(length(pnames), 1);
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vnames = cell(1, length(pnames));
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splitstrings = cell(length(pnames), 1);
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xjdata = dseries;
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dropvname = true(1,length(pnames));
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for j = 1:length(pnames)
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createdvar = false;
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idx = find(strcmp(pbeta, pnames{j}));
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if isempty(idx)
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pbeta = [pbeta; pnames{j}];
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pidxs(j) = length(pbeta);
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surpidx = surpidx + 1;
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surpidxs(surpidx, 1) = find(strcmp(pnames{j}, M_.param_names));
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else
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pidxs(j) = idx;
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surconstrainedparams = [surconstrainedparams idx];
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dropvname(j) = false;
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end
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pregex = [...
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mathops pnames{j} mathops ...
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'|^' pnames{j} mathops ...
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'|' mathops pnames{j} '$' ...
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];
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[startidx, endidx] = regexp(jsonmodel{i}.rhs, pregex, 'start', 'end');
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assert(length(startidx) == 1);
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if jsonmodel{i}.rhs(startidx) == '*' && jsonmodel{i}.rhs(endidx) == '*'
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vnames{j} = [getStrMoveLeft(jsonmodel{i}.rhs(1:startidx-1)) '*' ...
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getStrMoveRight(jsonmodel{i}.rhs(endidx+1:end))];
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elseif jsonmodel{i}.rhs(startidx) == '*'
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vnames{j} = getStrMoveLeft(jsonmodel{i}.rhs(1:startidx-1));
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splitstrings{j} = [vnames{j} '*' pnames{j}];
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elseif jsonmodel{i}.rhs(endidx) == '*'
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vnames{j} = getStrMoveRight(jsonmodel{i}.rhs(endidx+1:end));
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splitstrings{j} = [pnames{j} '*' vnames{j}];
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if jsonmodel{i}.rhs(startidx) == '-'
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vnames{j} = ['-' vnames{j}];
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splitstrings{j} = ['-' splitstrings{j}];
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end
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elseif jsonmodel{i}.rhs(startidx) == '+' ...
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|| jsonmodel{i}.rhs(startidx) == '-' ...
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|| jsonmodel{i}.rhs(endidx) == '+' ...
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|| jsonmodel{i}.rhs(endidx) == '-'
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% intercept
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createdvar = true;
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if any(strcmp(M_endo_exo_names_trim, 'intercept'))
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[~, vnames{j}] = fileparts(tempname);
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vnames{j} = ['intercept_' vnames{j}];
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assert(~any(strcmp(M_endo_exo_names_trim, vnames{j})));
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else
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vnames{j} = 'intercept';
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end
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splitstrings{j} = vnames{j};
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else
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error('Shouldn''t arrive here');
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end
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if createdvar
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xjdatatmp = dseries(ones(ds.nobs, 1), ds.firstdate, vnames{j});
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else
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xjdatatmp = eval(regexprep(vnames{j}, regex, 'ds.$&'));
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xjdatatmp.rename_(vnames{j});
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end
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xjdatatmp.rename_(num2str(j));
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xjdata = [xjdata xjdatatmp];
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end
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if ~all(dropvname)
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vnames = vnames(dropvname);
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end
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lhssub = getRhsToSubFromLhs(ds, jsonmodel{i}.rhs, regex, splitstrings, pnames);
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residnames{i} = setdiff(intersect(rhs_, M_.exo_names), ds.name);
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assert(~isempty(residnames{i}), ['No residuals in equation ' num2str(i)]);
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assert(length(residnames{i}) == 1, ['More than one residual in equation ' num2str(i)]);
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params{i} = pnames;
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vars{i} = vnames;
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ydata = eval(regexprep(jsonmodel{i}.lhs, regex, 'ds.$&'));
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if ~isempty(lhssub)
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ydata = ydata - lhssub;
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end
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if isempty(xjdata)
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% AR(1) case
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fp = ydata.firstobservedperiod;
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lp = ydata.lastobservedperiod;
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startidxs(i) = length(Y) + 1;
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startdates{i} = fp;
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enddates{i} = lp;
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Y(startidxs(i):startidxs(i)+lp-fp, 1) = ydata(fp:lp).data;
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if columns(X) == 0
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X(startidxs(i):startidxs(i)+lp-fp, :) = zeros(ydata(fp:lp).nobs, 1);
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else
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X(startidxs(i):startidxs(i)+lp-fp, :) = zeros(ydata(fp:lp).nobs, columns(X));
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end
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else
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fp = max(ydata.firstobservedperiod, xjdata.firstobservedperiod);
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lp = min(ydata.lastobservedperiod, xjdata.lastobservedperiod);
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startidxs(i) = length(Y) + 1;
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startdates{i} = fp;
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enddates{i} = lp;
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Y(startidxs(i):startidxs(i)+lp-fp, 1) = ydata(fp:lp).data;
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X(startidxs(i):startidxs(i)+lp-fp, pidxs) = xjdata(fp:lp).data;
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end
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end
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surpidxs = surpidxs(1:surpidx);
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end
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@ -1,4 +1,4 @@
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function [Y, lhssub, X] = parse_ols_style_equation(ds, ast, line)
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function [Y, lhssub, X] = parse_ols_style_equation(ds, ast)
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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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@ -6,7 +6,6 @@ function [Y, lhssub, X] = parse_ols_style_equation(ds, ast, line)
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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 (with lhssub subtracted)
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@ -33,7 +32,7 @@ function [Y, lhssub, X] = parse_ols_style_equation(ds, ast, line)
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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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if nargin ~= 2
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error('parse_ols_style_equation takes 3 arguments')
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end
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@ -45,6 +44,7 @@ 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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line = ast.line;
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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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