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ols-style parsing: modify parsing to accommodate a larger set of expressions

time-shift
Houtan Bastani 2019-02-01 14:25:35 +01:00
parent c9423fe3ab
commit 8ddcccf18e
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GPG Key ID: 000094FB955BE169
1 changed files with 20 additions and 27 deletions
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47
matlab/ols/parse_ols_style_equation.m
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@ -224,26 +224,27 @@ end
function X = parseTimesNode(ds, node, line)
% Separate the parameter expression from the endogenous expression
assert(strcmp(node.node_type, 'BinaryOpNode') && strcmp(node.op, '*'))
[param, X] = parseTimesNodeHelper(ds, node.arg1, line, {}, dseries());
[param, X] = parseTimesNodeHelper(ds, node.arg2, line, param, X);
if isOlsParamExpr(node.arg1, line)
param = assignParam([], node.arg1, line);
X = assignEndog(ds, node.arg2, line, dseries());
elseif isOlsParamExpr(node.arg2, line)
param = assignParam([], node.arg2, line);
X = assignEndog(ds, node.arg1, line, dseries());
else
parsing_error('expecting (param expr)*(var expr)', line);
end
X = X.rename(param{1});
for ii = 2:length(param)
X = [X dseries(X{1}.data, X{1}.firstdate, param{ii})];
end
end
function [param, X] = parseTimesNodeHelper(ds, node, line, param, X)
if isOlsParamExpr(node, line)
param = assignParam(param, node, line);
elseif isOlsVarExpr(ds, node, line)
if isempty(X)
X = evalNode(ds, node, line, X);
else
parsing_error(['got endog * endog' node.name ' (' node.type ')'], line);
end
else
parsing_error('unexpected expression', line);
function X = assignEndog(ds, node, line, X)
if ~isempty(X)
parsing_error(['got endog * endog' node.name ' (' node.type ')'], line);
end
X = evalNode(ds, node, line, X);
end
function param = assignParam(param, node, line)
@ -291,25 +292,17 @@ else
end
end
function tf = isOlsVarExpr(ds, node, line)
if strcmp(node.node_type, 'VariableNode') || strcmp(node.node_type, 'UnaryOpNode')
tf = isOlsVar(ds, node);
elseif strcmp(node.node_type, 'BinaryOpNode')
tf = isOlsVarExpr(ds, node.arg1, line) && isOlsVarExpr(ds, node.arg2, line);
else
parsing_error(['got unexpected type ' node.node_type], line);
end
end
function X = evalNode(ds, node, line, X)
global M_
if strcmp(node.node_type, 'NumConstNode')
X = dseries(node.value, ds.dates, 'const');
elseif strcmp(node.node_type, 'VariableNode')
if ~(strcmp(node.type, 'endogenous') ...
|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name))))
parsing_error(['got unexpected type ' node.name ': ' node.type], line);
if strcmp(node.type, 'endogenous') ...
|| (strcmp(node.type, 'exogenous') && any(strcmp(ds.name, node.name)))
X = ds.(node.name)(node.lag);
elseif strcmp(node.type, 'parameter')
X = M_.params(not(cellfun('isempty', strfind(M_.param_names, node.name))));
end
X = ds.(node.name)(node.lag);
elseif strcmp(node.node_type, 'UnaryOpNode')
Xtmp = evalNode(ds, node.arg, line, X);
% Only works if dseries supports . notation for unary op (true for log/diff)