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Merge remote-tracking branch 'houtanb/master'

time-shift
Stéphane Adjemian (Charybdis) 2012-04-02 15:18:12 +02:00
parent 7ef87c92a3 8d69c8bf2b
commit 3be6b610c8
8 changed files with 516 additions and 80 deletions
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4
matlab/get_existing_subsamples_indx.m
View File

@ -38,9 +38,9 @@ global estimation_info
if isempty(name2) % parameter or std() statement
subsamples_indx = find(strcmp(name1, estimation_info.subsamples_index) == 1);
else % corr statement
subsamples_indx = find(strcmp([name1 '_' name2], estimation_info.subsamples_index) == 1);
subsamples_indx = find(strcmp([name1 ':' name2], estimation_info.subsamples_index) == 1);
if isempty(subsamples_indx)
subsamples_indx = find(strcmp([name2 '_' name1], estimation_info.subsamples_index) == 1);
subsamples_indx = find(strcmp([name2 ':' name1], estimation_info.subsamples_index) == 1);
end
end

4
matlab/get_new_or_existing_ei_index.m
View File

@ -44,9 +44,9 @@ end
if isempty(name2) % parameter or std() statement
indx = eval(['find(strcmp(name1, estimation_info.' substructure_name ') == 1)']);
else % corr statement
indx = eval(['find(strcmp([''' name1 '_' name2 '''], estimation_info.' substructure_name ') == 1)']);
indx = eval(['find(strcmp([''' name1 ':' name2 '''], estimation_info.' substructure_name ') == 1)']);
if isempty(indx)
indx = eval(['find(strcmp([''' name2 '_' name1 '''], estimation_info.' substructure_name ') == 1)']);
indx = eval(['find(strcmp([''' name2 ':' name1 '''], estimation_info.' substructure_name ') == 1)']);
end
end

80
matlab/global_initialization.m
View File

@ -247,65 +247,65 @@ options_.timeless = 0;
% estimation
estimation_info.subsamples.range = struct('date1', {}, 'date2', {});
estimation_info.parameters.prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.parameters.subsample_prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.parameters.options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.parameters.subsample_options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.structural_innovation.prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.structural_innovation.subsample_prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.structural_innovation.options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.structural_innovation.subsample_options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.structural_innovation_corr.prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.structural_innovation_corr.subsample_prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.structural_innovation_corr.options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.structural_innovation_corr.subsample_options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.measurement_error.prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.measurement_error.subsample_prior = struct(...
'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.measurement_error.options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.measurement_error.subsample_options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.measurement_error_corr.prior = struct(...
'name1', {}, 'name2', {}, 'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.measurement_error_corr.subsample_prior = struct(...
'name1', {}, 'name2', {},'shape', {}, 'mean', {}, ...
'mode', {}, 'stdev', {}, 'date1', {}, ...
'date2', {}, 'shift', {}, 'variance', {});
'domain', {}, 'interval', {}, 'mean', {}, ...
'median', {}, 'mode', {}, 'shape', {}, ...
'shift', {}, 'stdev', {}, 'truncate', {}, 'variance', {});
estimation_info.measurement_error_corr.options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.measurement_error_corr.subsample_options = struct(...
'init', {}, 'bounds',{}, 'jscale', {});
'bounds',{}, 'init', {}, 'jscale', {});
estimation_info.subsamples_index = {};
estimation_info.subsamples.range_index = {};
estimation_info.parameter_prior_index = {};

271
preprocessor/ComputingTasks.cc
View File

@ -765,7 +765,7 @@ OptimWeightsStatement::writeOutput(ostream &output, const string &basename) cons
const string &name = it->first;
const expr_t value = it->second;
int id = symbol_table.getTypeSpecificID(name) + 1;
output << "optim_weights_(" << id << "," << id << ") = ";
output << "optim_weights_(" << id << "," << id << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "obj_var_ = [obj_var_; " << id << "];\n";
@ -779,7 +779,7 @@ OptimWeightsStatement::writeOutput(ostream &output, const string &basename) cons
const expr_t value = it->second;
int id1 = symbol_table.getTypeSpecificID(name1) + 1;
int id2 = symbol_table.getTypeSpecificID(name2) + 1;
output << "optim_weights_(" << id1 << "," << id2 << ") = ";
output << "optim_weights_(" << id1 << "," << id2 << ") = ";
value->writeOutput(output);
output << ";" << endl;
output << "obj_var_ = [obj_var_; " << id1 << "; " << id2 << "];\n";
@ -1651,7 +1651,7 @@ SubsamplesStatement::writeOutput(ostream &output, const string &basename) const
<< name1 << "','" << name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_indx) = {'" << name1;
if (!name2.empty())
output << "_" << name2;
output << ":" << name2;
output << "'};" << endl
<< "estimation_info.subsamples(subsamples_indx).range = {};" << endl;
@ -1677,11 +1677,6 @@ SubsamplesEqualStatement::SubsamplesEqualStatement(const string &to_name1_arg,
{
}
void
SubsamplesEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
}
void
SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename) const
{
@ -1689,7 +1684,7 @@ SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename) c
<< to_name1 << "','" << to_name2 << "');" << endl
<< "estimation_info.subsamples_index(subsamples_to_indx) = {'" << to_name1;
if (!to_name2.empty())
output << "_" << to_name2;
output << ":" << to_name2;
output << "'};" << endl
<< "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');"
<< endl
@ -1764,33 +1759,37 @@ BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field
void
BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
writeCommonOutputHelper(output, "domain", lhs_field);
writeCommonOutputHelper(output, "interval", lhs_field);
writeCommonOutputHelper(output, "mean", lhs_field);
writeCommonOutputHelper(output, "median", lhs_field);
writeCommonOutputHelper(output, "mode", lhs_field);
assert(prior_shape != eNoShape);
output << lhs_field << ".shape = " << prior_shape << ";" << endl;
if (variance)
{
output << lhs_field << ".variance = ";
variance->writeOutput(output);
output << ";" << endl;
}
writeCommonOutputHelper(output, "mean", lhs_field);
writeCommonOutputHelper(output, "mode", lhs_field);
writeCommonOutputHelper(output, "stdev", lhs_field);
writeCommonOutputHelper(output, "shape", lhs_field);
writeCommonOutputHelper(output, "shift", lhs_field);
writeCommonOutputHelper(output, "domain", lhs_field);
writeCommonOutputHelper(output, "median", lhs_field);
writeCommonOutputHelper(output, "stdev", lhs_field);
writeCommonOutputHelper(output, "truncate", lhs_field);
writeCommonOutputHelper(output, "interval", lhs_field);
output << lhs_field << ".variance = ";
if (variance)
variance->writeOutput(output);
else
output << "[]";
output << ";" << endl;
}
void
BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
output << lhs_field << "." << field << " = ";
if (itn != options_list.num_options.end())
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
output << itn->second;
else
output << "[]";
output << ";" << endl;
}
void
@ -1885,13 +1884,114 @@ CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_prior_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_prior_index(eifind) = {'"
<< name << "_" << name1 << "'};" << endl;
<< name << ":" << name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writePriorOutput(output, lhs_field);
}
output << lhs_field << ".name1 = '" << name << "';" << endl
<< lhs_field << ".name2 = '" << name1 << "';" << endl;
PriorEqualStatement::PriorEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(from_subsample_name_arg),
symbol_table(symbol_table_arg)
{
}
void
PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
PriorEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
PriorEqualStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_prior_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_prior_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_prior_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameters";
if (from_declaration_type == "par")
rhs_field = "parameters";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
lhs_field += ".prior";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< lhs_field << ".range_index = estimation_info.subsamples(subsamples_to_indx).range_index;" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
lhs_field += ".subsample_prior(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
rhs_field += ".prior";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
rhs_field += ".subsample_prior(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}
BasicOptionsStatement::~BasicOptionsStatement()
@ -1924,8 +2024,8 @@ BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_fie
void
BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
{
writeCommonOutputHelper(output, "init", lhs_field);
writeCommonOutputHelper(output, "bounds", lhs_field);
writeCommonOutputHelper(output, "init", lhs_field);
writeCommonOutputHelper(output, "jscale", lhs_field);
}
@ -1933,8 +2033,12 @@ void
BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
output << lhs_field << "." << field << " = ";
if (itn != options_list.num_options.end())
output << lhs_field << "." << field << " = " << itn->second << ";" << endl;
output << itn->second;
else
output << "[]";
output << ";" << endl;
}
void
@ -2022,11 +2126,112 @@ CorrOptionsStatement::writeOutput(ostream &output, const string &basename) const
output << "eifind = get_new_or_existing_ei_index('" << lhs_field << "_corr_options_index', '"
<< name << "', '" << name1 << "');" << endl
<< "estimation_info." << lhs_field << "_corr_options_index(eifind) = {'"
<< name << "_" << name1 << "'};" << endl;
<< name << ":" << name1 << "'};" << endl;
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writeOptionsOutput(output, lhs_field, name1);
output << lhs_field << ".name1 = '" << name << "';" << endl
<< lhs_field << ".name2 = '" << name1 << "';" << endl;
}
OptionsEqualStatement::OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(from_subsample_name_arg),
symbol_table(symbol_table_arg)
{
}
void
OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
OptionsEqualStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_options_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_options_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameters";
if (from_declaration_type == "par")
rhs_field = "parameters";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
lhs_field += ".options";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< lhs_field << ".range_index = estimation_info.subsamples(subsamples_to_indx).range_index;" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
lhs_field += ".subsample_options(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
rhs_field += ".options";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
rhs_field += ".subsample_options(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}

55
preprocessor/ComputingTasks.hh
View File

@ -608,7 +608,6 @@ public:
const string &to_name2_arg,
const string &from_name1_arg,
const string &from_name2_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
@ -676,6 +675,33 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class PriorEqualStatement : public Statement
{
private:
const string to_declaration_type;
const string to_name1;
const string to_name2;
const string to_subsample_name;
const string from_declaration_type;
const string from_name1;
const string from_name2;
const string from_subsample_name;
const SymbolTable symbol_table;
public:
PriorEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg);
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class BasicOptionsStatement : public Statement
{
public:
@ -727,4 +753,31 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class OptionsEqualStatement : public Statement
{
private:
const string to_declaration_type;
const string to_name1;
const string to_name2;
const string to_subsample_name;
const string from_declaration_type;
const string from_name1;
const string from_name2;
const string from_subsample_name;
const SymbolTable symbol_table;
public:
OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg);
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
#endif

122
preprocessor/DynareBison.yy
View File

@ -182,7 +182,7 @@ class ParsingDriver;
%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
%type <string_val> range vec_value_w_inf vec_value_1_w_inf
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list subsamples_eq_opt
%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt options_eq_opt
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
%type <prior_distributions_val> prior_pdf prior_distribution
%%
@ -220,9 +220,11 @@ statement : parameters
| set_time
| data
| prior
| prior_eq
| subsamples
| subsamples_eq
| options
| options_eq
| varobs
| observation_trends
| unit_root_vars
@ -1279,6 +1281,65 @@ prior_options : o_shift
| o_domain
;
prior_eq : prior_eq_opt EQUAL prior_eq_opt ';'
{
driver.copy_prior($1->at(0), $1->at(1), $1->at(2), $1->at(3),
$3->at(0), $3->at(1), $3->at(2), $3->at(3));
delete $1;
delete $3;
}
;
prior_eq_opt : symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| symbol '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back($3);
}
| STD '(' symbol ')' '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back($6);
}
| CORR '(' symbol COMMA symbol ')' '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' PRIOR
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back($8);
}
;
options : symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_options($1, new string ("")); }
| symbol '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
@ -1302,6 +1363,65 @@ options_options : o_jscale
| o_bounds
;
options_eq : options_eq_opt EQUAL options_eq_opt ';'
{
driver.copy_options($1->at(0), $1->at(1), $1->at(2), $1->at(3),
$3->at(0), $3->at(1), $3->at(2), $3->at(3));
delete $1;
delete $3;
}
;
options_eq_opt : symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| symbol '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back($3);
}
| STD '(' symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back($6);
}
| CORR '(' symbol COMMA symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back($8);
}
;
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'

52
preprocessor/ParsingDriver.cc
View File

@ -1357,6 +1357,32 @@ ParsingDriver::set_prior_variance(expr_t variance)
prior_variance = variance;
}
void
ParsingDriver::copy_prior(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name)
{
check_symbol_existence(*to_name1);
check_symbol_existence(*from_name1);
if (!to_name2->empty())
check_symbol_existence(*to_name2);
if (!from_name2->empty())
check_symbol_existence(*from_name2);
mod_file->addStatement(new PriorEqualStatement(*to_declaration_type, *to_name1, *to_name2, *to_subsample_name,
*from_declaration_type, *from_name1, *from_name2, *from_subsample_name,
mod_file->symbol_table));
delete to_declaration_type;
delete to_name1;
delete to_name2;
delete to_subsample_name;
delete from_declaration_type;
delete from_name1;
delete from_name2;
delete from_subsample_name;
}
void
ParsingDriver::set_options(string *name, string *subsample_name)
{
@ -1368,6 +1394,32 @@ ParsingDriver::set_options(string *name, string *subsample_name)
delete subsample_name;
}
void
ParsingDriver::copy_options(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name)
{
check_symbol_existence(*to_name1);
check_symbol_existence(*from_name1);
if (!to_name2->empty())
check_symbol_existence(*to_name2);
if (!from_name2->empty())
check_symbol_existence(*from_name2);
mod_file->addStatement(new OptionsEqualStatement(*to_declaration_type, *to_name1, *to_name2, *to_subsample_name,
*from_declaration_type, *from_name1, *from_name2, *from_subsample_name,
mod_file->symbol_table));
delete to_declaration_type;
delete to_name1;
delete to_name2;
delete to_subsample_name;
delete from_declaration_type;
delete from_name1;
delete from_name2;
delete from_subsample_name;
}
void
ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name)
{

8
preprocessor/ParsingDriver.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2011 Dynare Team
* Copyright (C) 2003-2012 Dynare Team
*
* This file is part of Dynare.
*
@ -392,8 +392,14 @@ public:
void set_prior(string *arg1, string *arg2);
//! Adds the variance option to its temporary holding place
void set_prior_variance(expr_t variance=NULL);
//! Copies the prior from_name to_name
void copy_prior(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name);
//! Sets the options for a parameter
void set_options(string *arg1, string *arg2);
//! Copies the options from_name to_name
void copy_options(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name);
//! Sets the prior for estimated std dev
void set_std_prior(string *arg1, string *arg2);
//! Sets the options for estimated std dev