estimation: add subsamples for std / corr, prior / options statements & simplify code
Houtan Bastani
parent
4b7c2e9f8d
commit
c5ace037ad
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@ -1693,18 +1693,32 @@ BasicPriorStatement::writePriorIndex(ostream &output, const string &lhs_field) c
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}
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void
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BasicPriorStatement::writeVarianceOption(ostream &output, const string &lhs_field) const
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BasicPriorStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
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{
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if (variance)
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{
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output << "estimation_info" << lhs_field << "(prior_indx).variance = ";
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variance->writeOutput(output);
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output << ";" << endl;
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}
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writeShape(output, lhs_field);
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writeCommonOutputHelper(output, "mean", lhs_field);
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writeCommonOutputHelper(output, "mode", lhs_field);
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writeCommonOutputHelper(output, "stdev", lhs_field);
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writeCommonOutputHelper(output, "shape", lhs_field);
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writeCommonOutputHelper(output, "shift", lhs_field);
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writeCommonOutputHelper(output, "date1", lhs_field);
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writeCommonOutputHelper(output, "date2", lhs_field);
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writeCommonOutputHelper(output, "domain", lhs_field);
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writeCommonOutputHelper(output, "median", lhs_field);
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writeCommonOutputHelper(output, "truncate", lhs_field);
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writeCommonOutputHelper(output, "interval", lhs_field);
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writeVarianceOption(output, lhs_field);
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}
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void
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BasicPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
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BasicPriorStatement::writeShape(ostream &output, const string &lhs_field) const
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{
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assert(prior_shape != eNoShape);
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output << "estimation_info" << lhs_field << "(prior_indx).shape = " << prior_shape << ";" << endl;
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}
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void
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BasicPriorStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
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{
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OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
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if (itn != options_list.num_options.end())
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@ -1718,10 +1732,14 @@ BasicPriorStatement::writeOutputHelper(ostream &output, const string &field, con
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}
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void
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BasicPriorStatement::writeShape(ostream &output, const string &lhs_field) const
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BasicPriorStatement::writeVarianceOption(ostream &output, const string &lhs_field) const
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{
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assert(prior_shape != eNoShape);
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output << "estimation_info" << lhs_field << "(prior_indx).shape = " << prior_shape << ";" << endl;
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if (variance)
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{
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output << "estimation_info" << lhs_field << "(prior_indx).variance = ";
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variance->writeOutput(output);
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output << ";" << endl;
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}
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}
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PriorStatement::PriorStatement(const string &name_arg,
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@ -1749,19 +1767,8 @@ PriorStatement::writeOutput(ostream &output, const string &basename) const
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writePriorIndex(output, lhs_field);
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output << "estimation_info" << lhs_field << "_index(prior_indx) = {'" << name << "'};" << endl
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<< "estimation_info" << lhs_field <<"(prior_indx).name = '" << name << "';" << endl;
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writeShape(output, lhs_field);
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writeOutputHelper(output, "mean", lhs_field);
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writeOutputHelper(output, "mode", lhs_field);
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writeOutputHelper(output, "stdev", lhs_field);
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writeOutputHelper(output, "shape", lhs_field);
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writeOutputHelper(output, "shift", lhs_field);
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writeOutputHelper(output, "date1", lhs_field);
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writeOutputHelper(output, "date2", lhs_field);
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writeOutputHelper(output, "domain", lhs_field);
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writeOutputHelper(output, "median", lhs_field);
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writeOutputHelper(output, "truncate", lhs_field);
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writeOutputHelper(output, "interval", lhs_field);
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writeVarianceOption(output, lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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StdPriorStatement::StdPriorStatement(const string &name_arg,
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@ -1794,17 +1801,7 @@ StdPriorStatement::writeOutput(ostream &output, const string &basename) const
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output << "estimation_info" << lhs_field << "_index(prior_indx) = {'" << name << "'};" << endl;
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output << "estimation_info" << lhs_field << "(prior_indx).name = '" << name << "';" << endl;
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writeShape(output, lhs_field);
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writeOutputHelper(output, "mean", lhs_field);
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writeOutputHelper(output, "mode", lhs_field);
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writeOutputHelper(output, "stdev", lhs_field);
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writeOutputHelper(output, "shape", lhs_field);
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writeOutputHelper(output, "shift", lhs_field);
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writeOutputHelper(output, "domain", lhs_field);
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writeOutputHelper(output, "median", lhs_field);
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writeOutputHelper(output, "truncate", lhs_field);
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writeOutputHelper(output, "interval", lhs_field);
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writeVarianceOption(output, lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &name_arg2,
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@ -1846,17 +1843,7 @@ CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
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output << "estimation_info" << lhs_field << "(prior_indx).name1 = '" << name << "';" << endl;
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output << "estimation_info" << lhs_field << "(prior_indx).name2 = '" << name1 << "';" << endl;
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writeShape(output, lhs_field);
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writeOutputHelper(output, "mean", lhs_field);
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writeOutputHelper(output, "mode", lhs_field);
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writeOutputHelper(output, "stdev", lhs_field);
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writeOutputHelper(output, "shape", lhs_field);
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writeOutputHelper(output, "shift", lhs_field);
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writeOutputHelper(output, "domain", lhs_field);
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writeOutputHelper(output, "median", lhs_field);
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writeOutputHelper(output, "truncate", lhs_field);
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writeOutputHelper(output, "interval", lhs_field);
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writeVarianceOption(output, lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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BasicOptionsStatement::~BasicOptionsStatement()
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@ -1899,7 +1886,17 @@ BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_fie
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}
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void
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BasicOptionsStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
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BasicOptionsStatement::writeCommonOutput(ostream &output, const string &lhs_field) const
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{
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writeCommonOutputHelper(output, "init", lhs_field);
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writeCommonOutputHelper(output, "bounds", lhs_field);
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writeCommonOutputHelper(output, "jscale", lhs_field);
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writeCommonOutputHelper(output, "date1", lhs_field);
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writeCommonOutputHelper(output, "date2", lhs_field);
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}
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void
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BasicOptionsStatement::writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const
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{
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OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
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if (itn != options_list.num_options.end())
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@ -1936,11 +1933,7 @@ OptionsStatement::writeOutput(ostream &output, const string &basename) const
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output << "estimation_info" << lhs_field <<"_index(options_indx) = {'" << name << "'};" << endl
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<< "estimation_info" << lhs_field << "(options_indx).name = '" << name << "';" << endl;
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writeOutputHelper(output, "init", lhs_field);
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writeOutputHelper(output, "bounds", lhs_field);
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writeOutputHelper(output, "jscale", lhs_field);
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writeOutputHelper(output, "date1", lhs_field);
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writeOutputHelper(output, "date2", lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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StdOptionsStatement::StdOptionsStatement(const string &name_arg,
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@ -1971,11 +1964,7 @@ StdOptionsStatement::writeOutput(ostream &output, const string &basename) const
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output << "estimation_info" << lhs_field << "_index(options_indx) = {'" << name << "'};" << endl;
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output << "estimation_info" << lhs_field << "(options_indx).name = '" << name << "';" << endl;
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writeOutputHelper(output, "init", lhs_field);
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writeOutputHelper(output, "bounds", lhs_field);
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writeOutputHelper(output, "jscale", lhs_field);
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writeOutputHelper(output, "date1", lhs_field);
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writeOutputHelper(output, "date2", lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
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@ -2015,9 +2004,5 @@ CorrOptionsStatement::writeOutput(ostream &output, const string &basename) const
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output << "estimation_info" << lhs_field << "(options_indx).name1 = '" << name << "';" << endl;
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output << "estimation_info" << lhs_field << "(options_indx).name2 = '" << name1 << "';" << endl;
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writeOutputHelper(output, "init", lhs_field);
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writeOutputHelper(output, "bounds", lhs_field);
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writeOutputHelper(output, "jscale", lhs_field);
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writeOutputHelper(output, "date1", lhs_field);
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writeOutputHelper(output, "date2", lhs_field);
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writeCommonOutput(output, lhs_field);
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}
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@ -597,7 +597,8 @@ protected:
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void get_base_name(const SymbolType symb_type, string &lhs_field) const;
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void writePriorIndex(ostream &output, const string &lhs_field) const;
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void writeVarianceOption(ostream &output, const string &lhs_field) const;
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void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
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void writeCommonOutput(ostream &output, const string &lhs_field) const;
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void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
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void writeShape(ostream &output, const string &lhs_field) const;
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};
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@ -655,7 +656,8 @@ protected:
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void get_base_name(const SymbolType symb_type, string &lhs_field) const;
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virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
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void writeOptionsIndex(ostream &output, const string &lhs_field) const;
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void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
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void writeCommonOutput(ostream &output, const string &lhs_field) const;
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void writeCommonOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
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};
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class OptionsStatement : public BasicOptionsStatement
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@ -182,7 +182,7 @@ class ParsingDriver;
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%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
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%type <string_val> range vec_value_w_inf vec_value_1_w_inf
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%type <symbol_type_val> change_type_arg
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%type <vector_string_val> change_type_var_list
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%type <vector_string_val> change_type_var_list subsamples_eq_opt
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%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
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%type <prior_distributions_val> prior_pdf prior_distribution
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%%
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@ -1213,14 +1213,38 @@ data_options : o_file
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| o_xls_range
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;
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subsamples : symbol '.' SUBSAMPLES '(' subsamples_name_list ')' ';'
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{ driver.set_subsamples($1); }
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subsamples : subsamples_eq_opt '(' subsamples_name_list ')' ';'
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{ driver.set_subsamples($1->at(0), $1->at(1)); }
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;
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subsamples_eq : symbol '.' SUBSAMPLES EQUAL symbol '.' SUBSAMPLES ';'
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{ driver.copy_subsamples($1, $5); }
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subsamples_eq : subsamples_eq_opt EQUAL subsamples_eq_opt ';'
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{
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driver.copy_subsamples($1->at(0), $1->at(1), $3->at(0), $3->at(1));
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delete $1;
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delete $3;
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}
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;
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subsamples_eq_opt : symbol '.' SUBSAMPLES
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{
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$$ = new vector<string *>();
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$$->push_back($1);
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$$->push_back(new string (""));
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}
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| STD '(' symbol ')' '.'SUBSAMPLES
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{
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$$ = new vector<string *>();
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$$->push_back($3);
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$$->push_back(new string (""));
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}
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| CORR '(' symbol COMMA symbol ')' '.' SUBSAMPLES
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{
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$$ = new vector<string *>();
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$$->push_back($3);
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$$->push_back($5);
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}
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;
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subsamples_name_list : subsamples_name_list COMMA o_subsample_name
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| o_subsample_name
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;
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@ -1229,13 +1253,23 @@ prior : symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNo
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{ driver.set_prior($1); }
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| symbol '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$1), $3);
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driver.add_subsample_range(new string (*$1), new string (""), $3);
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driver.set_prior($1);
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}
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| STD '(' symbol ')' '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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{ driver.set_std_prior($3); }
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| CORR '(' symbol COMMA symbol')' '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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| STD '(' symbol ')' '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$3), new string (""), $6);
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driver.set_std_prior($3);
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}
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| CORR '(' symbol COMMA symbol ')' '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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{ driver.set_corr_prior($3, $5); }
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| CORR '(' symbol COMMA symbol ')' '.' symbol '.' PRIOR { driver.set_prior_variance(); driver.prior_shape = eNoShape; } '(' prior_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$3), new string (*$5), $8);
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driver.set_corr_prior($3, $5);
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}
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;
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prior_options_list : prior_options_list COMMA prior_options
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@ -1258,13 +1292,23 @@ options : symbol '.' OPTIONS '(' options_options_list ')' ';'
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{ driver.set_options($1); }
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| symbol '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$1), $3);
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driver.add_subsample_range(new string (*$1), new string (""), $3);
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driver.set_options($1);
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}
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| STD '(' symbol ')' '.' OPTIONS '(' options_options_list ')' ';'
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{ driver.set_std_options($3); }
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| CORR '(' symbol COMMA symbol')' '.' OPTIONS '(' options_options_list ')' ';'
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| STD '(' symbol ')' '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$3), new string (""), $6);
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driver.set_std_options($3);
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}
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| CORR '(' symbol COMMA symbol ')' '.' OPTIONS '(' options_options_list ')' ';'
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{ driver.set_corr_options($3, $5); }
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| CORR '(' symbol COMMA symbol ')' '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
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{
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driver.add_subsample_range(new string (*$3), new string (*$5), $8);
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driver.set_corr_options($3, $5);
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}
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;
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options_options_list : options_options_list COMMA options_options
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@ -248,6 +248,7 @@ string eofbuff;
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<DYNARE_STATEMENT>relative_irf {return token::RELATIVE_IRF;}
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<DYNARE_STATEMENT>tex {return token::TEX;}
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<DYNARE_STATEMENT>nomoments {return token::NOMOMENTS;}
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<DYNARE_STATEMENT>std {return token::STD;}
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<DYNARE_STATEMENT>corr {return token::CORR;}
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<DYNARE_STATEMENT>nocorr {return token::NOCORR;}
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<DYNARE_STATEMENT>optim {return token::OPTIM;}
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@ -1236,30 +1236,60 @@ ParsingDriver::estimation_data()
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}
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void
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ParsingDriver::copy_subsamples(string *to_parameter, string *from_parameter)
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ParsingDriver::set_subsamples(string *name1, string *name2)
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{
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check_symbol_is_parameter(to_parameter);
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check_symbol_is_parameter(from_parameter);
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if (subsample_declarations.find(*to_parameter) != subsample_declarations.end())
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error("Parameter " + *to_parameter + " has more than one subsample statement." +
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"You may only have one subsample statement per parameter.");
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if (subsample_declarations.find(*from_parameter) == subsample_declarations.end())
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error("Parameter " + *from_parameter + " does not have an associated subsample statement.");
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subsample_declarations[*to_parameter] = subsample_declarations[*from_parameter];
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delete to_parameter;
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delete from_parameter;
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check_symbol_existence(*name1);
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if (!name2->empty())
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check_symbol_existence(*name2);
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if (subsample_declarations.find(make_pair(*name1,*name2)) != subsample_declarations.end())
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{
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string err = *name1;
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if (!name2->empty())
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err.append(",").append(*name2);
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error(err + " has more than one subsample statement." +
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"You may only have one subsample statement per variable.");
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}
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subsample_declarations[make_pair(*name1, *name2)] = subsample_declaration_map;
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subsample_declaration_map.clear();
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delete name1;
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delete name2;
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}
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void
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ParsingDriver::set_subsamples(string *name)
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ParsingDriver::copy_subsamples(string *to_name1, string *to_name2, string *from_name1, string *from_name2)
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{
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check_symbol_is_parameter(name);
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if (subsample_declarations.find(*name) != subsample_declarations.end())
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error("Parameter " + *name + " has more than one subsample statement." +
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"You may only have one subsample statement per parameter.");
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subsample_declarations[*name] = subsample_declaration_map;
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subsample_declaration_map.clear();
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delete name;
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check_symbol_existence(*to_name1);
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check_symbol_existence(*from_name1);
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if (!to_name2->empty())
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check_symbol_existence(*to_name2);
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if (!from_name2->empty())
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check_symbol_existence(*from_name2);
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if (subsample_declarations.find(make_pair(*to_name1,*to_name2)) != subsample_declarations.end())
|
||||
{
|
||||
string err = *to_name1;
|
||||
if (!to_name2->empty())
|
||||
err.append(",").append(*to_name2);
|
||||
error(err + " has more than one subsample statement." +
|
||||
"You may only have one subsample statement per symbol (or pair thereof).");
|
||||
}
|
||||
if (subsample_declarations.find(make_pair(*from_name1,*from_name2)) == subsample_declarations.end())
|
||||
{
|
||||
string err = *from_name1;
|
||||
if (!from_name2->empty())
|
||||
err.append(",").append(*from_name2);
|
||||
error(err + " does not have an associated subsample statement.");
|
||||
}
|
||||
|
||||
subsample_declarations[make_pair(*to_name1, *to_name2)] =
|
||||
subsample_declarations[make_pair(*from_name1, *from_name2)];
|
||||
|
||||
delete to_name1;
|
||||
delete to_name2;
|
||||
delete from_name1;
|
||||
delete from_name2;
|
||||
}
|
||||
|
||||
void
|
||||
|
|
@ -1284,19 +1314,31 @@ ParsingDriver::set_subsample_name_equal_to_date_range(string *name, string *date
|
|||
}
|
||||
|
||||
void
|
||||
ParsingDriver::add_subsample_range(string *parameter, string *subsample_name)
|
||||
ParsingDriver::add_subsample_range(string *name1, string *name2, string *subsample_name)
|
||||
{
|
||||
check_symbol_is_parameter(parameter);
|
||||
check_symbol_existence(*name1);
|
||||
if (!name2->empty())
|
||||
check_symbol_existence(*name2);
|
||||
check_symbol_is_statement_variable(subsample_name);
|
||||
subsample_declarations_t::const_iterator it = subsample_declarations.find(*parameter);
|
||||
|
||||
subsample_declarations_t::const_iterator it = subsample_declarations.find(make_pair(*name1, *name2));
|
||||
if (it == subsample_declarations.end())
|
||||
error("A subsample statement has not been issued for " + *parameter);
|
||||
{
|
||||
string err = *name1;
|
||||
if (!name2->empty())
|
||||
err.append(",").append(*name2);
|
||||
error("A subsample statement has not been issued for " + err);
|
||||
}
|
||||
|
||||
subsample_declaration_map_t tmp_map = it->second;
|
||||
if (tmp_map.find(*subsample_name) == tmp_map.end())
|
||||
error("The subsample name " + *subsample_name + " was not previously declared in a subsample statement.");
|
||||
|
||||
option_date("date1", tmp_map[*subsample_name].first);
|
||||
option_date("date2", tmp_map[*subsample_name].second);
|
||||
delete parameter;
|
||||
|
||||
delete name1;
|
||||
delete name2;
|
||||
delete subsample_name;
|
||||
}
|
||||
|
||||
|
|
|
|||
|
|
@ -192,8 +192,8 @@ private:
|
|||
//! Temporary storage for declaring subsamples: map<statement_local_var, <date1, date2 >
|
||||
typedef map<string, pair<string, string> > subsample_declaration_map_t;
|
||||
subsample_declaration_map_t subsample_declaration_map;
|
||||
//! Temporary storage for subsample statement: map<parameter, subsample_declaration_map >
|
||||
typedef map<string, subsample_declaration_map_t > subsample_declarations_t;
|
||||
//! Temporary storage for subsample statement: map<pair<var_name1, var_name2>>, subsample_declaration_map >
|
||||
typedef map<pair<string, string >, subsample_declaration_map_t > subsample_declarations_t;
|
||||
subsample_declarations_t subsample_declarations;
|
||||
//! reset the values for temporary storage
|
||||
void reset_current_external_function_options();
|
||||
|
|
@ -254,13 +254,13 @@ public:
|
|||
//! Declares a statement local variable
|
||||
void declare_statement_local_variable(string *name);
|
||||
//! Completes a subsample statement
|
||||
void set_subsamples(string *name);
|
||||
void set_subsamples(string *name1, string *name2);
|
||||
//! Declares a subsample, assigning the value to name
|
||||
void set_subsample_name_equal_to_date_range(string *name, string *date1, string *date2);
|
||||
//! Adds a subsample range to the list of options for the prior statement
|
||||
void add_subsample_range(string *parameter, string *subsample_name);
|
||||
//! Copies the set of subsamples from_parameter to_parameter
|
||||
void copy_subsamples(string *to_parameter, string *from_parameter);
|
||||
void add_subsample_range(string *name1, string *name2, string *subsample_name);
|
||||
//! Copies the set of subsamples from_name to_name
|
||||
void copy_subsamples(string *to_name1, string *to_name2, string *from_name1, string *from_name2);
|
||||
//! Declares declare_optimal_policy_discount_factor as a parameter and initializes it to exprnode
|
||||
void declare_optimal_policy_discount_factor_parameter(expr_t exprnode);
|
||||
//! Adds a predetermined_variable
|
||||
|
|
|
|||
Loading…
Reference in New Issue