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Added the possibility to pass a dseries object to the data command (the user can manipulate the data in the mod file, using dseries class methods, and use them for estimation without writing the data on disk).

time-shift
Stéphane Adjemian (Charybdis) 2014-06-17 16:03:30 +02:00
parent 42c4aabdcc
commit 4f02e58010
5 changed files with 53 additions and 23 deletions
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1
matlab/global_initialization.m
View File

@ -349,6 +349,7 @@ estimation_info.structural_innovation_corr_options_index = {};
estimation_info.structural_innovation_corr.range_index = {};
options_.initial_period = dates(1,1);
options_.dataset.file = [];
options_.dataset.series = [];
options_.dataset.firstobs = dates();
options_.dataset.lastobs = dates();
options_.dataset.nobs = NaN;

58
matlab/utilities/dataset/makedataset.m
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@ -23,18 +23,29 @@ function [DynareDataset, DatasetInfo] = makedataset(DynareOptions)
%
% See also dynare_estimation_init
if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
if isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file) && isempty(DynareOptions.dataset.series)
if gsa_flag
DynareDataset = dseries();
return
else
error('datafile option is missing')
error('makedataset: datafile option is missing!')
end
end
if isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.file)
datafile = DynareOptions.dataset.file;
newdatainterface = 1;
elseif isempty(DynareOptions.datafile) && ~isempty(DynareOptions.dataset.series)
try
dseriesobjectforuserdataset = evalin('base', DynareOptions.dataset.series);
catch
error(sprintf('makedataset: %s is unknown!', DynareOptions.dataset.series))
end
if ~isdseries(dseriesobjectforuserdataset)
error(sprintf('makedataset: %s has to be a dseries object!', DynareOptions.dataset.series))
end
datafile = [];
newdatainterface = 1;
elseif ~isempty(DynareOptions.datafile) && isempty(DynareOptions.dataset.file)
datafile = DynareOptions.datafile;
newdatainterface = 0;
@ -45,29 +56,36 @@ else
end
% Check extension.
allowed_extensions = {'m','mat','csv','xls','xlsx'};
datafile_extension = get_file_extension(datafile);
if isempty(datafile_extension)
available_extensions = {}; j = 1;
for i=1:length(allowed_extensions)
if exist([datafile '.' allowed_extensions{i}])
available_extensions(j) = {allowed_extensions{i}};
j = j+1;
if ~isempty(datafile)
allowed_extensions = {'m','mat','csv','xls','xlsx'};
datafile_extension = get_file_extension(datafile);
if isempty(datafile_extension)
available_extensions = {}; j = 1;
for i=1:length(allowed_extensions)
if exist([datafile '.' allowed_extensions{i}])
available_extensions(j) = {allowed_extensions{i}};
j = j+1;
end
end
if isempty(available_extensions)
error(['I can''t find a datafile (with allowed extension)!'])
end
if length(available_extensions)>1
error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
'(m, mat, csv, xls or xlsx are legal extensions).']));
end
datafile = [datafile '.' available_extensions{1}];
end
if isempty(available_extensions)
error(['I can''t find a datafile (with allowed extension)!'])
end
if length(available_extensions)>1
error(sprintf(['You did not specify an extension for the datafile, but more than one candidate ' ...
'are available in the designed folder!\nPlease, add an extension to the datafile ' ...
'(m, mat, csv, xls or xlsx are legal extensions).']));
end
datafile = [datafile '.' available_extensions{1}];
end
% Load the data in a dseries object.
DynareDataset = dseries(datafile);
if ~isempty(datafile)
DynareDataset = dseries(datafile);
else
DynareDataset = dseriesobjectforuserdataset;
clear('dseriesobjectforuserdataset');
end
% Select a subset of the variables.
DynareDataset = DynareDataset{DynareOptions.varobs{:}};

12
preprocessor/ComputingTasks.cc
View File

@ -1876,9 +1876,17 @@ EstimationDataStatement::checkPass(ModFileStructure &mod_file_struct, WarningCon
exit(EXIT_FAILURE);
}
if (options_list.string_options.find("file") == options_list.string_options.end())
if ((options_list.string_options.find("file") == options_list.string_options.end()) &&
(options_list.string_options.find("series") == options_list.string_options.end()))
{
cerr << "ERROR: The file option must be passed to the data statement." << endl;
cerr << "ERROR: The file or series option must be passed to the data statement." << endl;
exit(EXIT_FAILURE);
}
if ((options_list.string_options.find("file") != options_list.string_options.end()) &&
(options_list.string_options.find("series") != options_list.string_options.end()))
{
cerr << "ERROR: The file and series options cannot be used simultaneously in the data statement." << endl;
exit(EXIT_FAILURE);
}
}

4
preprocessor/DynareBison.yy
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@ -90,7 +90,7 @@ class ParsingDriver;
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
%token DATAFILE FILE DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER DATES
@ -1366,6 +1366,7 @@ data_options_list : data_options_list COMMA data_options
;
data_options : o_file
| o_series
| o_data_first_obs
| o_data_last_obs
| o_data_nobs
@ -2493,6 +2494,7 @@ o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option i
o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
o_qz_zero_threshold : QZ_ZERO_THRESHOLD EQUAL non_negative_number { driver.option_num("qz_zero_threshold", $3); };
o_file : FILE EQUAL filename { driver.option_str("file", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
o_datafile : DATAFILE EQUAL filename { driver.option_str("datafile", $3); };
o_nobs : NOBS EQUAL vec_int
{ driver.option_vec_int("nobs", $3); }

1
preprocessor/DynareFlex.ll
View File

@ -604,6 +604,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>simul_replic {return token::SIMUL_REPLIC;}
<DYNARE_STATEMENT>xls_sheet {return token::XLS_SHEET;}
<DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
<DYNARE_STATEMENT>series {return token::SERIES;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}