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v4 parser: 

* added planner_objective statement, which triggers the creation of filename_objective_static.m
* added computing pass
* added the possibility of writing the hessian in static output file



git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1126 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien 2006-12-18 23:28:52 +00:00
parent 0f9ed33f7d
commit 5bbd779bab
17 changed files with 290 additions and 150 deletions
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81
parser.src/ComputingTasks.cc
View File

@ -18,7 +18,7 @@ SteadyStatement::SteadyStatement(const OptionsList &options_list_arg) :
} }
void void
SteadyStatement::writeOutput(ostream &output) const SteadyStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
output << "steady;\n"; output << "steady;\n";
@ -30,7 +30,7 @@ CheckStatement::CheckStatement(const OptionsList &options_list_arg) :
} }
void void
CheckStatement::writeOutput(ostream &output) const CheckStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
output << "check;\n"; output << "check;\n";
@ -54,7 +54,7 @@ SimulStatement::checkPass(ModFileStructure &mod_file_struct)
} }
void void
SimulStatement::writeOutput(ostream &output) const SimulStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
output << "simul(oo_.dr);\n"; output << "simul(oo_.dr);\n";
@ -74,7 +74,7 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
} }
void void
StochSimulStatement::writeOutput(ostream &output) const StochSimulStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -95,7 +95,7 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct)
} }
void void
EstimationStatement::writeOutput(ostream &output) const EstimationStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -110,7 +110,7 @@ PriorAnalysisStatement::PriorAnalysisStatement(const TmpSymbolTable &tmp_symbol_
} }
void void
PriorAnalysisStatement::writeOutput(ostream &output) const PriorAnalysisStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -125,7 +125,7 @@ PosteriorAnalysisStatement::PosteriorAnalysisStatement(const TmpSymbolTable &tmp
} }
void void
PosteriorAnalysisStatement::writeOutput(ostream &output) const PosteriorAnalysisStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -140,7 +140,7 @@ RplotStatement::RplotStatement(const TmpSymbolTable &tmp_symbol_table_arg,
} }
void void
RplotStatement::writeOutput(ostream &output) const RplotStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -153,7 +153,7 @@ UnitRootVarsStatement::UnitRootVarsStatement(const TmpSymbolTable &tmp_symbol_ta
} }
void void
UnitRootVarsStatement::writeOutput(ostream &output) const UnitRootVarsStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("options_.unit_root_vars", output); tmp_symbol_table.writeOutput("options_.unit_root_vars", output);
} }
@ -163,7 +163,7 @@ PeriodsStatement::PeriodsStatement(int periods_arg) : periods(periods_arg)
} }
void void
PeriodsStatement::writeOutput(ostream &output) const PeriodsStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << "options_.periods = " << periods << ";" << endl; output << "options_.periods = " << periods << ";" << endl;
output << "options_.simul = 1;" << endl; output << "options_.simul = 1;" << endl;
@ -178,7 +178,7 @@ DsampleStatement::DsampleStatement(int val1_arg, int val2_arg) : val1(val1_arg),
} }
void void
DsampleStatement::writeOutput(ostream &output) const DsampleStatement::writeOutput(ostream &output, const string &basename) const
{ {
if (val2 < 0) if (val2 < 0)
output << "options_.dsample = " << val1 << ";" << endl; output << "options_.dsample = " << val1 << ";" << endl;
@ -192,7 +192,7 @@ VarobsStatement::VarobsStatement(const TmpSymbolTable &tmp_symbol_table_arg) :
} }
void void
VarobsStatement::writeOutput(ostream &output) const VarobsStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("options_.varobs", output); tmp_symbol_table.writeOutput("options_.varobs", output);
} }
@ -205,7 +205,7 @@ EstimatedParamsStatement::EstimatedParamsStatement(const vector<EstimationParams
} }
void void
EstimatedParamsStatement::writeOutput(ostream &output) const EstimatedParamsStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << "global estim_params_\n"; output << "global estim_params_\n";
output << "var_list_ = [];\n"; output << "var_list_ = [];\n";
@ -262,7 +262,7 @@ EstimatedParamsInitStatement::EstimatedParamsInitStatement(const vector<Estimati
} }
void void
EstimatedParamsInitStatement::writeOutput(ostream &output) const EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename) const
{ {
vector<EstimationParams>::const_iterator it; vector<EstimationParams>::const_iterator it;
@ -312,7 +312,7 @@ EstimatedParamsBoundsStatement::EstimatedParamsBoundsStatement(const vector<Esti
} }
void void
EstimatedParamsBoundsStatement::writeOutput(ostream &output) const EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basename) const
{ {
vector<EstimationParams>::const_iterator it; vector<EstimationParams>::const_iterator it;
@ -367,7 +367,7 @@ ObservationTrendsStatement::ObservationTrendsStatement(const trend_elements_type
} }
void void
ObservationTrendsStatement::writeOutput(ostream &output) const ObservationTrendsStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << "options_.trend_coeff_ = {};" << endl; output << "options_.trend_coeff_ = {};" << endl;
@ -398,7 +398,7 @@ CalibVarStatement::CalibVarStatement(const calib_var_type &calib_var_arg,
} }
void void
CalibVarStatement::writeOutput(ostream &output) const CalibVarStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << "\n" << interfaces::comment() << "CALIB_VAR \n" output << interfaces::comment() << "\n" << interfaces::comment() << "CALIB_VAR \n"
@ -495,7 +495,7 @@ CalibStatement::CalibStatement(int covar_arg) : covar(covar_arg)
} }
void void
CalibStatement::writeOutput(ostream &output) const CalibStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << covar << ",Sigma_e_);\n"; output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << covar << ",Sigma_e_);\n";
} }
@ -506,7 +506,7 @@ OsrParamsStatement::OsrParamsStatement(const TmpSymbolTable &tmp_symbol_table_ar
} }
void void
OsrParamsStatement::writeOutput(ostream &output) const OsrParamsStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("osr_params_", output); tmp_symbol_table.writeOutput("osr_params_", output);
} }
@ -525,7 +525,7 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct)
} }
void void
OsrStatement::writeOutput(ostream &output) const OsrStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -538,7 +538,7 @@ OlrInstStatement::OlrInstStatement(const TmpSymbolTable &tmp_symbol_table_arg) :
} }
void void
OlrInstStatement::writeOutput(ostream &output) const OlrInstStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("options_.olr_inst", output); tmp_symbol_table.writeOutput("options_.olr_inst", output);
} }
@ -558,7 +558,7 @@ OlrStatement::checkPass(ModFileStructure &mod_file_struct)
} }
void void
OlrStatement::writeOutput(ostream &output) const OlrStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
@ -578,7 +578,7 @@ OptimWeightsStatement::OptimWeightsStatement(const var_weights_type &var_weights
} }
void void
OptimWeightsStatement::writeOutput(ostream &output) const OptimWeightsStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << "OPTIM_WEIGHTS\n\n"; output << interfaces::comment() << "OPTIM_WEIGHTS\n\n";
output << "optim_weights_ = sparse(M_.endo_nbr,M_.endo_nbr);\n"; output << "optim_weights_ = sparse(M_.endo_nbr,M_.endo_nbr);\n";
@ -616,7 +616,7 @@ DynaSaveStatement::DynaSaveStatement(const TmpSymbolTable &tmp_symbol_table_arg,
} }
void void
DynaSaveStatement::writeOutput(ostream &output) const DynaSaveStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
output << "dynasave(" << filename; output << "dynasave(" << filename;
@ -634,7 +634,7 @@ DynaTypeStatement::DynaTypeStatement(const TmpSymbolTable &tmp_symbol_table_arg,
} }
void void
DynaTypeStatement::writeOutput(ostream &output) const DynaTypeStatement::writeOutput(ostream &output, const string &basename) const
{ {
tmp_symbol_table.writeOutput("var_list_", output); tmp_symbol_table.writeOutput("var_list_", output);
output << "dynatype(" << filename; output << "dynatype(" << filename;
@ -651,7 +651,7 @@ ModelComparisonStatement::ModelComparisonStatement(const filename_list_type &fil
} }
void void
ModelComparisonStatement::writeOutput(ostream &output) const ModelComparisonStatement::writeOutput(ostream &output, const string &basename) const
{ {
options_list.writeOutput(output); options_list.writeOutput(output);
@ -666,3 +666,32 @@ ModelComparisonStatement::writeOutput(ostream &output) const
} }
output << "model_comparison(ModelNames_,ModelPriors_);\n"; output << "model_comparison(ModelNames_,ModelPriors_);\n";
} }
PlannerObjectiveStatement::PlannerObjectiveStatement(ModelTree *model_tree_arg) :
model_tree(model_tree_arg)
{
}
PlannerObjectiveStatement::~PlannerObjectiveStatement()
{
delete model_tree;
}
void
PlannerObjectiveStatement::checkPass(ModFileStructure &mod_file_struct)
{
model_tree->checkPass();
}
void
PlannerObjectiveStatement::computingPass()
{
model_tree->computeStaticHessian = true;
model_tree->computingPass();
}
void
PlannerObjectiveStatement::writeOutput(ostream &output, const string &basename) const
{
model_tree->writeStaticFile(basename + "_objective");
}

13
parser.src/DynareBison.yy
View File

@ -44,7 +44,7 @@ typedef pair<int, Type> ExpObj;
%token DATAFILE DIAGNOSTIC DIFFUSE_D DOLLAR DR_ALGO DROP DSAMPLE DYN2VEC DYNASAVE DYNATYPE %token DATAFILE DIAGNOSTIC DIFFUSE_D DOLLAR DR_ALGO DROP DSAMPLE DYN2VEC DYNASAVE DYNATYPE
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token PRIOR_ANALYSIS POSTERIOR_ANALYSIS %token PRIOR_ANALYSIS POSTERIOR_ANALYSIS
%token FILTERED_VARS FIRST_OBS %token FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
%token <string_val> FLOAT_NUMBER %token <string_val> FLOAT_NUMBER
%token FORECAST FUNCTIONS %token FORECAST FUNCTIONS
%token GAMMA_PDF GRAPH %token GAMMA_PDF GRAPH
@ -59,7 +59,7 @@ typedef pair<int, Type> ExpObj;
%token NOBS NOCORR NODIAGNOSTIC NOFUNCTIONS NOGRAPH XLS_SHEET XLS_RANGE %token NOBS NOCORR NODIAGNOSTIC NOFUNCTIONS NOGRAPH XLS_SHEET XLS_RANGE
%token NOMOMENTS NOPRINT NORMAL_PDF %token NOMOMENTS NOPRINT NORMAL_PDF
%token OBSERVATION_TRENDS OLR OLR_INST OLR_BETA OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS %token OBSERVATION_TRENDS OLR OLR_INST OLR_BETA OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
%token PARAMETERS PERIODS PREFILTER PRESAMPLE PRINT PRIOR_TRUNC FILTER_STEP_AHEAD %token PARAMETERS PERIODS PLANNER_OBJECTIVE PREFILTER PRESAMPLE PRINT PRIOR_TRUNC
%token QZ_CRITERIUM %token QZ_CRITERIUM
%token RELATIVE_IRF REPLIC RESOL RPLOT %token RELATIVE_IRF REPLIC RESOL RPLOT
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO STDERR STEADY STOCH_SIMUL %token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO STDERR STEADY STOCH_SIMUL
@ -129,6 +129,7 @@ typedef pair<int, Type> ExpObj;
| olr | olr
| olr_inst | olr_inst
| model_comparison | model_comparison
| planner_objective
; ;
@ -330,10 +331,10 @@ typedef pair<int, Type> ExpObj;
; ;
model model
: MODEL ';' equation_list END : MODEL ';' { driver.begin_model(); } equation_list END
| MODEL '(' o_linear ')' ';' | MODEL '(' o_linear ')' ';' { driver.begin_model(); }
equation_list END equation_list END
| MODEL '(' USE_DLL ')' ';' {driver.use_dll();} | MODEL '(' USE_DLL ')' ';' { driver.begin_model(); driver.use_dll(); }
equation_list END equation_list END
; ;
@ -1037,6 +1038,8 @@ typedef pair<int, Type> ExpObj;
| o_noprint | o_noprint
; ;
planner_objective : PLANNER_OBJECTIVE { driver.begin_planner_objective(); } hand_side { driver.end_planner_objective($3); } ';'
filename_list : filename {driver.add_mc_filename($1);} filename_list : filename {driver.add_mc_filename($1);}
| filename_list COMMA filename {driver.add_mc_filename($3);} | filename_list COMMA filename {driver.add_mc_filename($3);}
| filename '(' value ')' {driver.add_mc_filename($1, $3);} | filename '(' value ')' {driver.add_mc_filename($1, $3);}

1
parser.src/DynareFlex.ll
View File

@ -80,6 +80,7 @@ int sigma_e = 0;
<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;} <INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;} <INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
<INITIAL>calib {BEGIN DYNARE_STATEMENT; return token::CALIB;} <INITIAL>calib {BEGIN DYNARE_STATEMENT; return token::CALIB;}
<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
/* End of a Dynare statement */ /* End of a Dynare statement */
<DYNARE_STATEMENT>; { <DYNARE_STATEMENT>; {

6
parser.src/ModFile.cc
View File

@ -56,6 +56,10 @@ ModFile::computingPass()
} }
model_tree.computingPass(); model_tree.computingPass();
for(vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++)
(*it)->computingPass();
} }
void void
@ -140,7 +144,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all)
// Print statements // Print statements
for(vector<Statement *>::iterator it = statements.begin(); for(vector<Statement *>::iterator it = statements.begin();
it != statements.end(); it++) it != statements.end(); it++)
(*it)->writeOutput(mOutputFile); (*it)->writeOutput(mOutputFile, basename);
mOutputFile << "save('" << basename << "_results', 'oo_');" << endl; mOutputFile << "save('" << basename << "_results', 'oo_');" << endl;
mOutputFile << "diary off" << endl; mOutputFile << "diary off" << endl;

119
parser.src/ModelTree.cc
View File

@ -39,7 +39,8 @@ ModelTree::ModelTree(SymbolTable &symbol_table_arg,
num_constants(num_constants_arg), num_constants(num_constants_arg),
computeJacobian(false), computeJacobian(false),
computeJacobianExo(false), computeJacobianExo(false),
computeHessian(false) computeHessian(false),
computeStaticHessian(false)
{ {
} }
@ -56,7 +57,7 @@ ModelTree::writeStaticMFile(const string &static_basename)
exit(-1); exit(-1);
} }
// Writing comments and function definition command // Writing comments and function definition command
mStaticModelFile << "function [residual, g1] = " << static_basename << "( y, x )\n"; mStaticModelFile << "function [residual, g1, g2] = " << static_basename << "( y, x )\n";
mStaticModelFile << interfaces::comment()+"\n"+interfaces::comment(); mStaticModelFile << interfaces::comment()+"\n"+interfaces::comment();
mStaticModelFile << "Status : Computes static model for Dynare\n" << interfaces::comment() << "\n"; mStaticModelFile << "Status : Computes static model for Dynare\n" << interfaces::comment() << "\n";
mStaticModelFile << interfaces::comment(); mStaticModelFile << interfaces::comment();
@ -630,13 +631,10 @@ inline NodeID ModelTree::DeriveArgument(NodeID iArg, Type iType, int iVarID)
void void
ModelTree::writeStaticModel(ostream &StaticOutput) ModelTree::writeStaticModel(ostream &StaticOutput)
{ {
TreeIterator tree_it;
int lEquationNBR = 0;
ostringstream model_output; // Used for storing model equations ostringstream model_output; // Used for storing model equations
ostringstream model_tmp_output;// Used for storing tmp expressions for model equations
ostringstream jacobian_output; // Used for storing jacobian equations ostringstream jacobian_output; // Used for storing jacobian equations
// Used for storing tmp expressions for jacobian equations ostringstream hessian_output;
ostringstream jacobian_tmp_output; ostringstream lsymetric; // For symmetric elements in hessian
int d = current_order; // Minimum number of times a temparary expression apears in equations int d = current_order; // Minimum number of times a temparary expression apears in equations
// Reference count of token "0=0" is set to 0 // Reference count of token "0=0" is set to 0
@ -645,23 +643,24 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
ZeroEqZero->reference_count.end(),0); ZeroEqZero->reference_count.end(),0);
// Writing model Equations // Writing model Equations
current_order = 1; current_order = 1;
tree_it = BeginModel; TreeIterator tree_it = BeginModel;
int lEquationNBR = 0;
for (; tree_it != mModelTree.end(); tree_it++) for (; tree_it != mModelTree.end(); tree_it++)
{ {
if ((*tree_it)->op_code == token::EQUAL || (*tree_it)->op_code == token::ASSIGN ) if ((*tree_it)->op_code == token::EQUAL || (*tree_it)->op_code == token::ASSIGN )
{ {
if ((*tree_it)->id1->type1 == eLocalParameter) if ((*tree_it)->id1->type1 == eLocalParameter)
{ {
model_output << getExpression((*tree_it)->id1, eStaticEquations, lEquationNBR); model_output << getExpression((*tree_it)->id1, eStaticEquations);
model_output << " = "; model_output << " = ";
model_output << getExpression((*tree_it)->id2, eStaticEquations, lEquationNBR) << ";" << endl; model_output << getExpression((*tree_it)->id2, eStaticEquations) << ";" << endl;
} }
else if (lEquationNBR < eq_nbr) else if (lEquationNBR < eq_nbr)
{ {
model_output << "lhs ="; model_output << "lhs =";
model_output << getExpression((*tree_it)->id1, eStaticEquations, lEquationNBR) << ";" << endl; model_output << getExpression((*tree_it)->id1, eStaticEquations) << ";" << endl;
model_output << "rhs ="; model_output << "rhs =";
model_output << getExpression((*tree_it)->id2, eStaticEquations, lEquationNBR) << ";" << endl; model_output << getExpression((*tree_it)->id2, eStaticEquations) << ";" << endl;
model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl; model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl;
lEquationNBR++; lEquationNBR++;
} }
@ -672,7 +671,7 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
{ {
if (optimize(*tree_it)) if (optimize(*tree_it))
{ {
model_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eStaticEquations, lEquationNBR) << ";" << endl; model_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eStaticEquations) << ";" << endl;
(*tree_it)->tmp_status = 1; (*tree_it)->tmp_status = 1;
} }
else else
@ -682,7 +681,6 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
} }
} }
// Writing Jacobian for endogenous variables without lag
for(; tree_it != mModelTree.end(); tree_it++) for(; tree_it != mModelTree.end(); tree_it++)
{ {
if ((*tree_it)->op_code != NoOpCode if ((*tree_it)->op_code != NoOpCode
@ -691,7 +689,7 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
{ {
if (optimize(*tree_it) == 1) if (optimize(*tree_it) == 1)
{ {
jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eStaticEquations, lEquationNBR) << ";" << endl; jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eStaticEquations) << ";" << endl;
(*tree_it)->tmp_status = 1; (*tree_it)->tmp_status = 1;
} }
else else
@ -701,7 +699,7 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
} }
} }
lEquationNBR = 0; // Write Jacobian w.r. to endogenous only
for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++) for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++)
{ {
if (variable_table.getType(mDerivativeIndex[0][i].derivators) == eEndogenous) if (variable_table.getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
@ -718,6 +716,43 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
} }
} }
// Write Hessian w.r. to endogenous only
if (computeStaticHessian)
{
for (unsigned int i = 0; i < mDerivativeIndex[1].size(); i++)
{
NodeID startHessian = mDerivativeIndex[1][i].token_id;
if (startHessian != ZeroEqZero)
{
string exp = getExpression(startHessian->id1, eStaticDerivatives);
int varID1 = mDerivativeIndex[1][i].derivators / variable_table.size();
int varID2 = mDerivativeIndex[1][i].derivators - varID1 * variable_table.size();
// Keep only derivatives w.r. to endogenous variables
if (variable_table.getType(varID1) != eEndogenous
|| variable_table.getType(varID2) != eEndogenous)
continue;
int id1 = variable_table.getSymbolID(varID1);
int id2 = variable_table.getSymbolID(varID2);
int col_nb = id1*symbol_table.endo_nbr+id2+1;
int col_nb_sym = id2*symbol_table.endo_nbr+id1+1;
hessian_output << " g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
col_nb << rpar << " = " << exp << ";\n";
// Treating symetric elements
if (varID1 != varID2)
lsymetric << " g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
col_nb_sym << rpar << " = " <<
"g2" << lpar << mDerivativeIndex[1][i].equation_id+1 << ", " <<
col_nb << rpar << ";\n";
}
}
}
// Writing ouputs // Writing ouputs
if (offset == 1) if (offset == 1)
{ {
@ -744,6 +779,20 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
StaticOutput << " g1 = real(g1)+2*imag(g1);\n"; StaticOutput << " g1 = real(g1)+2*imag(g1);\n";
StaticOutput << " end\n"; StaticOutput << " end\n";
StaticOutput << "end\n"; StaticOutput << "end\n";
if (computeStaticHessian)
{
StaticOutput << "if nargout >= 3,\n";
// Writing initialization instruction for matrix g2
int ncols = symbol_table.endo_nbr * symbol_table.endo_nbr;
StaticOutput << " g2 = " <<
"sparse([],[],[]," << eq_nbr << ", " << ncols << ", " <<
5*ncols << ");\n";
StaticOutput << "\n\t"+interfaces::comment()+"\n\t"+interfaces::comment();
StaticOutput << "Hessian matrix\n\t";
StaticOutput << interfaces::comment() + "\n\n";
StaticOutput << hessian_output.str() << lsymetric.str();
StaticOutput << "end;\n";
}
} }
else else
{ {
@ -770,17 +819,10 @@ ModelTree::writeStaticModel(ostream &StaticOutput)
void void
ModelTree::writeDynamicModel(ostream &DynamicOutput) ModelTree::writeDynamicModel(ostream &DynamicOutput)
{ {
TreeIterator tree_it; ostringstream lsymetric; // Used when writing symetric elements in Hessian
int lEquationNBR = 0;
ostringstream lsymetric; // Used when writing symetric elements
ostringstream model_output; // Used for storing model equations ostringstream model_output; // Used for storing model equations
ostringstream model_tmp_output;// Used for storing tmp expressions for model equations
ostringstream jacobian_output; // Used for storing jacobian equations ostringstream jacobian_output; // Used for storing jacobian equations
// Used for storing tmp expressions for jacobian equations
ostringstream jacobian_tmp_output;
ostringstream hessian_output; // Used for storing Hessian equations ostringstream hessian_output; // Used for storing Hessian equations
// Used for storing tmp expressions for Hessian equations
ostringstream hessian_tmp_output;
int d = current_order; int d = current_order;
@ -789,32 +831,29 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
fill(ZeroEqZero->reference_count.begin(), fill(ZeroEqZero->reference_count.begin(),
ZeroEqZero->reference_count.end(),0); ZeroEqZero->reference_count.end(),0);
// Clearing output string
model_output.str("");
jacobian_output.str("");
// Getting equations from model tree // Getting equations from model tree
// Starting from the end of equation // Starting from the end of equation
// Searching for the next '=' operator, // Searching for the next '=' operator,
current_order = 1; current_order = 1;
lEquationNBR = 0; int lEquationNBR = 0;
cout << "\tequations .. "; cout << "\tequations .. ";
tree_it = BeginModel; TreeIterator tree_it = BeginModel;
for (; tree_it != mModelTree.end(); tree_it++) for (; tree_it != mModelTree.end(); tree_it++)
{ {
if ((*tree_it)->op_code == token::EQUAL || (*tree_it)->op_code == token::ASSIGN) if ((*tree_it)->op_code == token::EQUAL || (*tree_it)->op_code == token::ASSIGN)
{ {
if ((*tree_it)->id1->type1 == eLocalParameter) if ((*tree_it)->id1->type1 == eLocalParameter)
{ {
model_output << getExpression((*tree_it)->id1, eStaticEquations, lEquationNBR); model_output << getExpression((*tree_it)->id1, eStaticEquations);
model_output << " = "; model_output << " = ";
model_output << getExpression((*tree_it)->id2, eStaticEquations, lEquationNBR) << ";" << endl; model_output << getExpression((*tree_it)->id2, eStaticEquations) << ";" << endl;
} }
else if (lEquationNBR < eq_nbr) else if (lEquationNBR < eq_nbr)
{ {
model_output << "lhs ="; model_output << "lhs =";
model_output << getExpression(((*tree_it)->id1), eDynamicEquations, lEquationNBR) << ";" << endl; model_output << getExpression(((*tree_it)->id1), eDynamicEquations) << ";" << endl;
model_output << "rhs ="; model_output << "rhs =";
model_output << getExpression(((*tree_it)->id2), eDynamicEquations, lEquationNBR) << ";" << endl; model_output << getExpression(((*tree_it)->id2), eDynamicEquations) << ";" << endl;
model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl; model_output << "residual" << lpar << lEquationNBR+1 << rpar << "= lhs-rhs;" << endl;
lEquationNBR++; lEquationNBR++;
} }
@ -825,7 +864,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
{ {
if (optimize(*tree_it)) if (optimize(*tree_it))
{ {
model_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << ";" << endl; model_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations) << ";" << endl;
(*tree_it)->tmp_status = 1; (*tree_it)->tmp_status = 1;
} }
else else
@ -843,7 +882,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
{ {
if (optimize(*tree_it) == 1) if (optimize(*tree_it) == 1)
{ {
jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << ";" << endl; jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations) << ";" << endl;
(*tree_it)->tmp_status = 1; (*tree_it)->tmp_status = 1;
} }
else else
@ -865,7 +904,7 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
{ {
if (optimize(*tree_it) == 1) if (optimize(*tree_it) == 1)
{ {
jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations, lEquationNBR) << ";" << endl; jacobian_output << "T" << (*tree_it)->idx << "=" << getExpression(*tree_it, eDynamicEquations) << ";" << endl;
(*tree_it)->tmp_status = 1; (*tree_it)->tmp_status = 1;
} }
else else
@ -875,7 +914,6 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
} }
} }
lEquationNBR = 0;
for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++) for (unsigned int i = 0; i < mDerivativeIndex[0].size(); i++)
{ {
if (computeJacobianExo || variable_table.getType(mDerivativeIndex[0][i].derivators) == eEndogenous) if (computeJacobianExo || variable_table.getType(mDerivativeIndex[0][i].derivators) == eEndogenous)
@ -899,7 +937,6 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
// Getting Hessian from model tree // Getting Hessian from model tree
// Starting from the end of equation // Starting from the end of equation
// Searching for the next '=' operator, // Searching for the next '=' operator,
lEquationNBR = 0;
cout << "\tHessian .. "; cout << "\tHessian .. ";
for (unsigned int i = 0; i < mDerivativeIndex[1].size(); i++) for (unsigned int i = 0; i < mDerivativeIndex[1].size(); i++)
{ {
@ -995,8 +1032,8 @@ ModelTree::writeDynamicModel(ostream &DynamicOutput)
current_order = d; current_order = d;
} }
//------------------------------------------------------------------------------ string
inline string ModelTree::getExpression(NodeID StartID, EquationType iEquationType, int iEquationID) ModelTree::getExpression(NodeID StartID, EquationType iEquationType)
{ {
// Stack of tokens // Stack of tokens
@ -1342,7 +1379,7 @@ ModelTree::computingPass()
rpar = ']'; rpar = ']';
} }
if (computeHessian) if (computeHessian || computeStaticHessian)
derive(2); derive(2);
else else
derive(1); derive(1);

8
parser.src/NumericalInitialization.cc
View File

@ -11,7 +11,7 @@ InitParamStatement::InitParamStatement(const string &param_name_arg,
} }
void void
InitParamStatement::writeOutput(ostream &output) const InitParamStatement::writeOutput(ostream &output, const string &basename) const
{ {
int id = symbol_table.getID(param_name) + 1; int id = symbol_table.getID(param_name) + 1;
output << "M_.params( " << id << " ) = " << param_value << ";\n"; output << "M_.params( " << id << " ) = " << param_value << ";\n";
@ -53,7 +53,7 @@ InitValStatement::InitValStatement(const init_values_type &init_values_arg,
} }
void void
InitValStatement::writeOutput(ostream &output) const InitValStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << "\n" << interfaces::comment() << "INITVAL instructions \n" output << interfaces::comment() << "\n" << interfaces::comment() << "INITVAL instructions \n"
<< interfaces::comment() << "\n"; << interfaces::comment() << "\n";
@ -83,7 +83,7 @@ EndValStatement::EndValStatement(const init_values_type &init_values_arg,
void void
EndValStatement::writeOutput(ostream &output) const EndValStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << "\n" << interfaces::comment() << "ENDVAL instructions\n" output << interfaces::comment() << "\n" << interfaces::comment() << "ENDVAL instructions\n"
<< interfaces::comment() << "\n"; << interfaces::comment() << "\n";
@ -101,7 +101,7 @@ HistValStatement::HistValStatement(const hist_values_type &hist_values_arg,
} }
void void
HistValStatement::writeOutput(ostream &output) const HistValStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << "\n" << interfaces::comment() << "HISTVAL instructions\n" output << interfaces::comment() << "\n" << interfaces::comment() << "HISTVAL instructions\n"
<< interfaces::comment() << "\n"; << interfaces::comment() << "\n";

82
parser.src/ParsingDriver.cc
View File

@ -120,14 +120,14 @@ ParsingDriver::add_model_constant(string *constant)
{ {
int id = mod_file->num_constants.AddConstant(*constant); int id = mod_file->num_constants.AddConstant(*constant);
delete constant; delete constant;
return mod_file->model_tree.AddTerminal((NodeID) id, eNumericalConstant); return model_tree->AddTerminal((NodeID) id, eNumericalConstant);
} }
NodeID NodeID
ParsingDriver::add_model_variable(string *name) ParsingDriver::add_model_variable(string *name)
{ {
check_symbol_existence(*name); check_symbol_existence(*name);
NodeID id = mod_file->model_tree.AddTerminal(*name); NodeID id = model_tree->AddTerminal(*name);
delete name; delete name;
return id; return id;
} }
@ -145,7 +145,7 @@ ParsingDriver::add_model_variable(string *name, string *olag)
<< *name << *name
<< " has lag " << lag << endl; << " has lag " << lag << endl;
} }
NodeID id = mod_file->model_tree.AddTerminal(*name, lag); NodeID id = model_tree->AddTerminal(*name, lag);
delete name; delete name;
delete olag; delete olag;
return id; return id;
@ -296,6 +296,12 @@ ParsingDriver::end_histval()
hist_values.clear(); hist_values.clear();
} }
void
ParsingDriver::begin_model()
{
model_tree = &mod_file->model_tree;
}
void void
ParsingDriver::end_shocks() ParsingDriver::end_shocks()
{ {
@ -904,159 +910,175 @@ ParsingDriver::run_model_comparison()
options_list.clear(); options_list.clear();
} }
void
ParsingDriver::begin_planner_objective()
{
model_tree = new ModelTree(mod_file->symbol_table, mod_file->num_constants);
}
void
ParsingDriver::end_planner_objective(NodeID expr)
{
// Add equation corresponding to expression
model_tree->AddEqual(expr, model_tree->Zero);
model_tree->eq_nbr++;
mod_file->addStatement(new PlannerObjectiveStatement(model_tree));
}
NodeID NodeID
ParsingDriver::add_model_equal(NodeID arg1, NodeID arg2) ParsingDriver::add_model_equal(NodeID arg1, NodeID arg2)
{ {
NodeID id = mod_file->model_tree.AddEqual(arg1, arg2); NodeID id = model_tree->AddEqual(arg1, arg2);
mod_file->model_tree.eq_nbr++; model_tree->eq_nbr++;
return id; return id;
} }
NodeID NodeID
ParsingDriver::add_model_equal_with_zero_rhs(NodeID arg) ParsingDriver::add_model_equal_with_zero_rhs(NodeID arg)
{ {
return add_model_equal(arg, mod_file->model_tree.Zero); return add_model_equal(arg, model_tree->Zero);
} }
void void
ParsingDriver::declare_and_init_local_parameter(string *name, NodeID rhs) ParsingDriver::declare_and_init_local_parameter(string *name, NodeID rhs)
{ {
mod_file->symbol_table.AddSymbolDeclar(*name, eLocalParameter, *name); mod_file->symbol_table.AddSymbolDeclar(*name, eLocalParameter, *name);
NodeID id = mod_file->model_tree.AddTerminal(*name); NodeID id = model_tree->AddTerminal(*name);
mod_file->model_tree.AddAssign(id, rhs); model_tree->AddAssign(id, rhs);
delete name; delete name;
} }
NodeID NodeID
ParsingDriver::add_model_plus(NodeID arg1, NodeID arg2) ParsingDriver::add_model_plus(NodeID arg1, NodeID arg2)
{ {
return mod_file->model_tree.AddPlus(arg1, arg2); return model_tree->AddPlus(arg1, arg2);
} }
NodeID NodeID
ParsingDriver::add_model_minus(NodeID arg1, NodeID arg2) ParsingDriver::add_model_minus(NodeID arg1, NodeID arg2)
{ {
return mod_file->model_tree.AddMinus(arg1, arg2); return model_tree->AddMinus(arg1, arg2);
} }
NodeID NodeID
ParsingDriver::add_model_uminus(NodeID arg1) ParsingDriver::add_model_uminus(NodeID arg1)
{ {
return mod_file->model_tree.AddUMinus(arg1); return model_tree->AddUMinus(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_times(NodeID arg1, NodeID arg2) ParsingDriver::add_model_times(NodeID arg1, NodeID arg2)
{ {
return mod_file->model_tree.AddTimes(arg1, arg2); return model_tree->AddTimes(arg1, arg2);
} }
NodeID NodeID
ParsingDriver::add_model_divide(NodeID arg1, NodeID arg2) ParsingDriver::add_model_divide(NodeID arg1, NodeID arg2)
{ {
return mod_file->model_tree.AddDivide(arg1, arg2); return model_tree->AddDivide(arg1, arg2);
} }
NodeID NodeID
ParsingDriver::add_model_power(NodeID arg1, NodeID arg2) ParsingDriver::add_model_power(NodeID arg1, NodeID arg2)
{ {
return mod_file->model_tree.AddPower(arg1, arg2); return model_tree->AddPower(arg1, arg2);
} }
NodeID NodeID
ParsingDriver::add_model_exp(NodeID arg1) ParsingDriver::add_model_exp(NodeID arg1)
{ {
return mod_file->model_tree.AddExp(arg1); return model_tree->AddExp(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_log(NodeID arg1) ParsingDriver::add_model_log(NodeID arg1)
{ {
return mod_file->model_tree.AddLog(arg1); return model_tree->AddLog(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_log10(NodeID arg1) ParsingDriver::add_model_log10(NodeID arg1)
{ {
return mod_file->model_tree.AddLog10(arg1); return model_tree->AddLog10(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_cos(NodeID arg1) ParsingDriver::add_model_cos(NodeID arg1)
{ {
return mod_file->model_tree.AddCos(arg1); return model_tree->AddCos(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_sin(NodeID arg1) ParsingDriver::add_model_sin(NodeID arg1)
{ {
return mod_file->model_tree.AddSin(arg1); return model_tree->AddSin(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_tan(NodeID arg1) ParsingDriver::add_model_tan(NodeID arg1)
{ {
return mod_file->model_tree.AddTan(arg1); return model_tree->AddTan(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_acos(NodeID arg1) ParsingDriver::add_model_acos(NodeID arg1)
{ {
return mod_file->model_tree.AddACos(arg1); return model_tree->AddACos(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_asin(NodeID arg1) ParsingDriver::add_model_asin(NodeID arg1)
{ {
return mod_file->model_tree.AddASin(arg1); return model_tree->AddASin(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_atan(NodeID arg1) ParsingDriver::add_model_atan(NodeID arg1)
{ {
return mod_file->model_tree.AddATan(arg1); return model_tree->AddATan(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_cosh(NodeID arg1) ParsingDriver::add_model_cosh(NodeID arg1)
{ {
return mod_file->model_tree.AddCosH(arg1); return model_tree->AddCosH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_sinh(NodeID arg1) ParsingDriver::add_model_sinh(NodeID arg1)
{ {
return mod_file->model_tree.AddSinH(arg1); return model_tree->AddSinH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_tanh(NodeID arg1) ParsingDriver::add_model_tanh(NodeID arg1)
{ {
return mod_file->model_tree.AddTanH(arg1); return model_tree->AddTanH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_acosh(NodeID arg1) ParsingDriver::add_model_acosh(NodeID arg1)
{ {
return mod_file->model_tree.AddACosH(arg1); return model_tree->AddACosH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_asinh(NodeID arg1) ParsingDriver::add_model_asinh(NodeID arg1)
{ {
return mod_file->model_tree.AddASinH(arg1); return model_tree->AddASinH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_atanh(NodeID arg1) ParsingDriver::add_model_atanh(NodeID arg1)
{ {
return mod_file->model_tree.AddATanH(arg1); return model_tree->AddATanH(arg1);
} }
NodeID NodeID
ParsingDriver::add_model_sqrt(NodeID arg1) ParsingDriver::add_model_sqrt(NodeID arg1)
{ {
return mod_file->model_tree.AddSqRt(arg1); return model_tree->AddSqRt(arg1);
} }
void void

4
parser.src/Shocks.cc
View File

@ -120,7 +120,7 @@ ShocksStatement::ShocksStatement(const det_shocks_type &det_shocks_arg,
} }
void void
ShocksStatement::writeOutput(ostream &output) const ShocksStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << endl << interfaces::comment(); output << interfaces::comment() << endl << interfaces::comment();
output << "SHOCKS instructions \n"; output << "SHOCKS instructions \n";
@ -146,7 +146,7 @@ MShocksStatement::MShocksStatement(const det_shocks_type &det_shocks_arg,
} }
void void
MShocksStatement::writeOutput(ostream &output) const MShocksStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << interfaces::comment() << endl << interfaces::comment(); output << interfaces::comment() << endl << interfaces::comment();
output << "SHOCKS instructions \n"; output << "SHOCKS instructions \n";

2
parser.src/SigmaeInitialization.cc
View File

@ -40,7 +40,7 @@ SigmaeStatement::determineMatrixForm(const matrix_type &matrix) throw (MatrixFor
} }
void void
SigmaeStatement::writeOutput(ostream &output) const SigmaeStatement::writeOutput(ostream &output, const string &basename) const
{ {
unsigned int ic, ic1; unsigned int ic, ic1;
unsigned int ir, ir1; unsigned int ir, ir1;

7
parser.src/Statement.cc
View File

@ -16,13 +16,18 @@ Statement::checkPass(ModFileStructure &mod_file_struct)
{ {
} }
void
Statement::computingPass()
{
}
NativeStatement::NativeStatement(const string &native_statement_arg) : NativeStatement::NativeStatement(const string &native_statement_arg) :
native_statement(native_statement_arg) native_statement(native_statement_arg)
{ {
} }
void void
NativeStatement::writeOutput(ostream &output) const NativeStatement::writeOutput(ostream &output, const string &basename) const
{ {
output << native_statement << endl; output << native_statement << endl;
} }

71
parser.src/include/ComputingTasks.hh
View File

@ -6,6 +6,7 @@
#include "TmpSymbolTable.hh" #include "TmpSymbolTable.hh"
#include "SymbolTable.hh" #include "SymbolTable.hh"
#include "Statement.hh" #include "Statement.hh"
#include "ModelTree.hh"
class SteadyStatement : public Statement class SteadyStatement : public Statement
{ {
@ -13,7 +14,7 @@ private:
const OptionsList options_list; const OptionsList options_list;
public: public:
SteadyStatement(const OptionsList &options_list_arg); SteadyStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class CheckStatement : public Statement class CheckStatement : public Statement
@ -23,7 +24,7 @@ private:
public: public:
CheckStatement(const OptionsList &options_list_arg); CheckStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class SimulStatement : public Statement class SimulStatement : public Statement
@ -33,7 +34,7 @@ private:
public: public:
SimulStatement(const OptionsList &options_list_arg); SimulStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class StochSimulStatement : public Statement class StochSimulStatement : public Statement
@ -45,7 +46,7 @@ public:
StochSimulStatement(const TmpSymbolTable &tmp_symbol_table_arg, StochSimulStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class RplotStatement : public Statement class RplotStatement : public Statement
@ -56,7 +57,7 @@ private:
public: public:
RplotStatement(const TmpSymbolTable &tmp_symbol_table_arg, RplotStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class UnitRootVarsStatement : public Statement class UnitRootVarsStatement : public Statement
@ -65,7 +66,7 @@ private:
const TmpSymbolTable tmp_symbol_table; const TmpSymbolTable tmp_symbol_table;
public: public:
UnitRootVarsStatement(const TmpSymbolTable &tmp_symbol_table_arg); UnitRootVarsStatement(const TmpSymbolTable &tmp_symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class PeriodsStatement : public Statement class PeriodsStatement : public Statement
@ -74,7 +75,7 @@ private:
const int periods; const int periods;
public: public:
PeriodsStatement(int periods_arg); PeriodsStatement(int periods_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class DsampleStatement : public Statement class DsampleStatement : public Statement
@ -84,7 +85,7 @@ private:
public: public:
DsampleStatement(int val1_arg); DsampleStatement(int val1_arg);
DsampleStatement(int val1_arg, int val2_arg); DsampleStatement(int val1_arg, int val2_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class EstimationStatement : public Statement class EstimationStatement : public Statement
@ -96,7 +97,7 @@ public:
EstimationStatement(const TmpSymbolTable &tmp_symbol_table_arg, EstimationStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class PriorAnalysisStatement : public Statement class PriorAnalysisStatement : public Statement
@ -107,7 +108,7 @@ private:
public: public:
PriorAnalysisStatement(const TmpSymbolTable &tmp_symbol_table_arg, PriorAnalysisStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class PosteriorAnalysisStatement : public Statement class PosteriorAnalysisStatement : public Statement
@ -118,7 +119,7 @@ private:
public: public:
PosteriorAnalysisStatement(const TmpSymbolTable &tmp_symbol_table_arg, PosteriorAnalysisStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class VarobsStatement : public Statement class VarobsStatement : public Statement
@ -127,7 +128,7 @@ private:
const TmpSymbolTable tmp_symbol_table; const TmpSymbolTable tmp_symbol_table;
public: public:
VarobsStatement(const TmpSymbolTable &tmp_symbol_table_arg); VarobsStatement(const TmpSymbolTable &tmp_symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class ObservationTrendsStatement : public Statement class ObservationTrendsStatement : public Statement
@ -140,7 +141,7 @@ private:
public: public:
ObservationTrendsStatement(const trend_elements_type &trend_elements_arg, ObservationTrendsStatement(const trend_elements_type &trend_elements_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OsrParamsStatement : public Statement class OsrParamsStatement : public Statement
@ -149,7 +150,7 @@ private:
const TmpSymbolTable tmp_symbol_table; const TmpSymbolTable tmp_symbol_table;
public: public:
OsrParamsStatement(const TmpSymbolTable &tmp_symbol_table_arg); OsrParamsStatement(const TmpSymbolTable &tmp_symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OsrStatement : public Statement class OsrStatement : public Statement
@ -161,7 +162,7 @@ public:
OsrStatement(const TmpSymbolTable &tmp_symbol_table_arg, OsrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OlrStatement : public Statement class OlrStatement : public Statement
@ -173,7 +174,7 @@ public:
OlrStatement(const TmpSymbolTable &tmp_symbol_table_arg, OlrStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OlrInstStatement : public Statement class OlrInstStatement : public Statement
@ -182,7 +183,7 @@ private:
const TmpSymbolTable tmp_symbol_table; const TmpSymbolTable tmp_symbol_table;
public: public:
OlrInstStatement(const TmpSymbolTable &tmp_symbol_table_arg); OlrInstStatement(const TmpSymbolTable &tmp_symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class DynaTypeStatement : public Statement class DynaTypeStatement : public Statement
@ -194,7 +195,7 @@ private:
public: public:
DynaTypeStatement(const TmpSymbolTable &tmp_symbol_table_arg, DynaTypeStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const string &filename_arg, const string &ext_arg); const string &filename_arg, const string &ext_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class DynaSaveStatement : public Statement class DynaSaveStatement : public Statement
@ -206,7 +207,7 @@ private:
public: public:
DynaSaveStatement(const TmpSymbolTable &tmp_symbol_table_arg, DynaSaveStatement(const TmpSymbolTable &tmp_symbol_table_arg,
const string &filename_arg, const string &ext_arg); const string &filename_arg, const string &ext_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class ModelComparisonStatement : public Statement class ModelComparisonStatement : public Statement
@ -219,7 +220,7 @@ private:
public: public:
ModelComparisonStatement(const filename_list_type &filename_list_arg, ModelComparisonStatement(const filename_list_type &filename_list_arg,
const OptionsList &options_list_arg); const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
/*! /*!
@ -270,7 +271,7 @@ private:
public: public:
EstimatedParamsStatement(const vector<EstimationParams> &estim_params_list_arg, EstimatedParamsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class EstimatedParamsInitStatement : public Statement class EstimatedParamsInitStatement : public Statement
@ -281,7 +282,7 @@ private:
public: public:
EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg, EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class EstimatedParamsBoundsStatement : public Statement class EstimatedParamsBoundsStatement : public Statement
@ -292,7 +293,7 @@ private:
public: public:
EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg, EstimatedParamsBoundsStatement(const vector<EstimationParams> &estim_params_list_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OptimWeightsStatement : public Statement class OptimWeightsStatement : public Statement
@ -308,7 +309,7 @@ public:
OptimWeightsStatement(const var_weights_type &var_weights_arg, OptimWeightsStatement(const var_weights_type &var_weights_arg,
const covar_weights_type &covar_weights_arg, const covar_weights_type &covar_weights_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class CalibStatement : public Statement class CalibStatement : public Statement
@ -317,7 +318,7 @@ private:
const int covar; const int covar;
public: public:
CalibStatement(int covar_arg); CalibStatement(int covar_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class CalibVarStatement : public Statement class CalibVarStatement : public Statement
@ -339,7 +340,25 @@ public:
const calib_covar_type &calib_covar_arg, const calib_covar_type &calib_covar_arg,
const calib_ac_type &calib_ac_arg, const calib_ac_type &calib_ac_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
};
/*! \todo Make model_tree a member instead of a pointer */
class PlannerObjectiveStatement : public Statement
{
private:
ModelTree *model_tree;
public:
//! Constructor
/*! \param model_tree_arg the model tree used to store the objective function.
It is owned by the PlannerObjectiveStatement, and will be deleted by its destructor */
PlannerObjectiveStatement(ModelTree *model_tree_arg);
virtual ~PlannerObjectiveStatement();
/*! \todo check there are only endogenous variables at the current period in the objective
(no exogenous, no lead/lag) */
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void computingPass();
virtual void writeOutput(ostream &output, const string &basename) const;
}; };
#endif #endif

11
parser.src/include/ModelTree.hh
View File

@ -45,11 +45,12 @@ private :
/*! Gets output argument of terminal token */ /*! Gets output argument of terminal token */
inline std::string getArgument(NodeID id, Type type, EquationType iEquationType); inline std::string getArgument(NodeID id, Type type, EquationType iEquationType);
/*! Gets expression of part of model tree */ /*! Gets expression of part of model tree */
inline std::string getExpression(NodeID StartID, EquationType iEquationType, int iEquationID = -1); std::string getExpression(NodeID StartID, EquationType iEquationType);
inline int optimize(NodeID id); inline int optimize(NodeID id);
/*! Computes derivatives of ModelTree */ /*! Computes derivatives of ModelTree */
void derive(int iOrder); void derive(int iOrder);
//! Writes the static model equations and its derivatives //! Writes the static model equations and its derivatives
/*! \todo handle hessian in C output */
void writeStaticModel(std::ostream &StaticOutput); void writeStaticModel(std::ostream &StaticOutput);
//! Writes the dynamic model equations and its derivatives //! Writes the dynamic model equations and its derivatives
void writeDynamicModel(std::ostream &DynamicOutput); void writeDynamicModel(std::ostream &DynamicOutput);
@ -69,12 +70,14 @@ public:
int eq_nbr; int eq_nbr;
//! Do some checking //! Do some checking
void checkPass() const; void checkPass() const;
//! Whether Jacobian (vs endogenous) should be written //! Whether dynamic Jacobian (w.r. to endogenous) should be written
bool computeJacobian; bool computeJacobian;
//! Whether Jacobian (vs endogenous and exogenous) should be written //! Whether dynamic Jacobian (w.r. to endogenous and exogenous) should be written
bool computeJacobianExo; bool computeJacobianExo;
//! Whether Hessian (vs endogenous and exogenous) should be written //! Whether dynamic Hessian (w.r. to endogenous and exogenous) should be written
bool computeHessian; bool computeHessian;
//! Whether static Hessian (w.r. to endogenous only) should be written
bool computeStaticHessian;
//! Execute computations (variable sorting + derivation) //! Execute computations (variable sorting + derivation)
/*! You must set computeJacobian, computeJacobianExo and computeHessian to correct values before /*! You must set computeJacobian, computeJacobianExo and computeHessian to correct values before
calling this function */ calling this function */

8
parser.src/include/NumericalInitialization.hh
View File

@ -18,7 +18,7 @@ private:
public: public:
InitParamStatement(const string &param_name_arg, const string &param_value_arg, InitParamStatement(const string &param_name_arg, const string &param_value_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class InitOrEndValStatement : public Statement class InitOrEndValStatement : public Statement
@ -44,7 +44,7 @@ class InitValStatement : public InitOrEndValStatement
public: public:
InitValStatement(const init_values_type &init_values_arg, InitValStatement(const init_values_type &init_values_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class EndValStatement : public InitOrEndValStatement class EndValStatement : public InitOrEndValStatement
@ -52,7 +52,7 @@ class EndValStatement : public InitOrEndValStatement
public: public:
EndValStatement(const init_values_type &init_values_arg, EndValStatement(const init_values_type &init_values_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class HistValStatement : public Statement class HistValStatement : public Statement
@ -69,7 +69,7 @@ private:
public: public:
HistValStatement(const hist_values_type &hist_values_arg, HistValStatement(const hist_values_type &hist_values_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
#endif #endif

11
parser.src/include/ParsingDriver.hh
View File

@ -11,6 +11,7 @@
#include "Shocks.hh" #include "Shocks.hh"
#include "SigmaeInitialization.hh" #include "SigmaeInitialization.hh"
#include "NumericalInitialization.hh" #include "NumericalInitialization.hh"
#include "ModelTree.hh"
using namespace std; using namespace std;
@ -49,6 +50,10 @@ private:
Expression expression; Expression expression;
//! Stores temporary symbol table //! Stores temporary symbol table
TmpSymbolTable *tmp_symbol_table; TmpSymbolTable *tmp_symbol_table;
//! The model tree in which to add expressions currently parsed
ModelTree *model_tree;
//! Stores options lists //! Stores options lists
OptionsList options_list; OptionsList options_list;
//! Stores operator table //! Stores operator table
@ -185,6 +190,8 @@ public:
void end_endval(); void end_endval();
//! Writes end of an histval block //! Writes end of an histval block
void end_histval(); void end_histval();
//! Begin a model block
void begin_model();
//! Writes a shocks statement //! Writes a shocks statement
void end_shocks(); void end_shocks();
//! Writes a mshocks statement //! Writes a mshocks statement
@ -280,6 +287,10 @@ public:
void run_dynatype(string *arg1, string *arg2 = new string); void run_dynatype(string *arg1, string *arg2 = new string);
void add_mc_filename(string *filename, string *prior = new string("1")); void add_mc_filename(string *filename, string *prior = new string("1"));
void run_model_comparison(); void run_model_comparison();
//! Begin a planner_objective statement
void begin_planner_objective();
//! End a planner objective statement
void end_planner_objective(NodeID expr);
//! Writes token "arg1=arg2" to model tree //! Writes token "arg1=arg2" to model tree
NodeID add_model_equal(NodeID arg1, NodeID arg2); NodeID add_model_equal(NodeID arg1, NodeID arg2);
//! Writes token "arg=0" to model tree //! Writes token "arg=0" to model tree

4
parser.src/include/Shocks.hh
View File

@ -51,7 +51,7 @@ public:
const covar_and_corr_shocks_type &covar_shocks_arg, const covar_and_corr_shocks_type &covar_shocks_arg,
const covar_and_corr_shocks_type &corr_shocks_arg, const covar_and_corr_shocks_type &corr_shocks_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class MShocksStatement : public AbstractShocksStatement class MShocksStatement : public AbstractShocksStatement
@ -63,7 +63,7 @@ public:
const covar_and_corr_shocks_type &covar_shocks_arg, const covar_and_corr_shocks_type &covar_shocks_arg,
const covar_and_corr_shocks_type &corr_shocks_arg, const covar_and_corr_shocks_type &corr_shocks_arg,
const SymbolTable &symbol_table_arg); const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
#endif #endif

2
parser.src/include/SigmaeInitialization.hh
View File

@ -39,7 +39,7 @@ private:
public : public :
SigmaeStatement(const matrix_type &matrix_arg) throw (MatrixFormException); SigmaeStatement(const matrix_type &matrix_arg) throw (MatrixFormException);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
#endif #endif

10
parser.src/include/Statement.hh
View File

@ -25,7 +25,13 @@ public:
virtual ~Statement(); virtual ~Statement();
//! Do some internal check, and fill the ModFileStructure class //! Do some internal check, and fill the ModFileStructure class
virtual void checkPass(ModFileStructure &mod_file_struct); virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output) const = 0; virtual void computingPass();
//! Write Matlab outout code
/*!
\param output is the output stream of the main matlab file
\param basename is the name of the modfile (without extension) which can be used to build auxiliary files
*/
virtual void writeOutput(ostream &output, const string &basename) const = 0;
}; };
class NativeStatement : public Statement class NativeStatement : public Statement
@ -34,7 +40,7 @@ private:
const string native_statement; const string native_statement;
public: public:
NativeStatement(const string &native_statement_arg); NativeStatement(const string &native_statement_arg);
virtual void writeOutput(ostream &output) const; virtual void writeOutput(ostream &output, const string &basename) const;
}; };
class OptionsList class OptionsList