stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

var_estimation: add datafile option

time-shift
Houtan Bastani 2017-05-11 12:14:45 +02:00
parent 563d992a7a
commit d5b1e2e317
5 changed files with 32 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

18
preprocessor/ComputingTasks.cc
View File

@ -236,15 +236,27 @@ VarModelStatement::createVarModelMFunction(ostream &output, const map<string, se
output << ");" << endl;
}
VarEstimationStatement::VarEstimationStatement(const string &var_model_name_arg) :
var_model_name(var_model_name_arg)
VarEstimationStatement::VarEstimationStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
VarEstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
OptionsList::string_options_t::const_iterator it = options_list.string_options.find("var_estimation.model_name");
if (it == options_list.string_options.end())
{
cerr << "ERROR: You must provide the model name to the var_estimation statement." << endl;
exit(EXIT_FAILURE);
}
}
void
VarEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "oo_ = var_estimation('" << var_model_name << "', M_, options_, oo_);" << endl;
options_list.writeOutput(output);
output << "oo_ = var_estimation(M_, options_, oo_);" << endl;
}
VarRestrictionsStatement::VarRestrictionsStatement(const string &var_model_name_arg,

5
preprocessor/ComputingTasks.hh
View File

@ -151,9 +151,10 @@ public:
class VarEstimationStatement : public Statement
{
private:
const string &var_model_name;
const OptionsList options_list;
public:
VarEstimationStatement(const string &var_model_name_arg);
VarEstimationStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};

13
preprocessor/DynareBison.yy
View File

@ -452,10 +452,17 @@ restriction_exclusion_equation : EQUATION '(' symbol ')' symbol_list ';'
{ driver.add_VAR_restriction_exclusion_equation($3); }
;
var_estimation : VAR_ESTIMATION '(' symbol ')' ';'
{ driver.run_var_estimation($3); }
var_estimation : VAR_ESTIMATION '(' var_estimation_options_list ')' ';'
{ driver.run_var_estimation(); }
;
var_estimation_options_list : var_estimation_options_list COMMA var_estimation_options
| var_estimation_options
;
var_estimation_options : o_var_datafile
| o_var_model_name
;
nonstationary_var_list : nonstationary_var_list symbol
{ driver.declare_nonstationary_var($2); }
@ -2995,6 +3002,8 @@ o_var_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("var.nobs", $3); };
o_var_method : METHOD EQUAL symbol { driver.option_num("var.method", $3); };
o_series : SERIES EQUAL symbol { driver.option_str("series", $3); };
o_datafile : DATAFILE EQUAL filename { driver.option_str("datafile", $3); };
o_var_datafile : DATAFILE EQUAL filename { driver.option_str("var_estimation.datafile", $3); };
o_var_model_name : symbol { driver.option_str("var_estimation.model_name", $1); };
o_dirname : DIRNAME EQUAL filename { driver.option_str("dirname", $3); };
o_huge_number : HUGE_NUMBER EQUAL non_negative_number { driver.option_num("huge_number", $3); };
o_nobs : NOBS EQUAL vec_int

4
preprocessor/ParsingDriver.cc
View File

@ -625,9 +625,9 @@ ParsingDriver::add_VAR_covariance_pair_restriction(string *name11, string *name1
}
void
ParsingDriver::run_var_estimation(string *model_name)
ParsingDriver::run_var_estimation()
{
mod_file->addStatement(new VarEstimationStatement(*model_name));
mod_file->addStatement(new VarEstimationStatement(options_list));
}
void

2
preprocessor/ParsingDriver.hh
View File

@ -793,7 +793,7 @@ public:
void add_VAR_covariance_number_restriction(string *name1, string *name2, string *valuestr);
void add_VAR_covariance_pair_restriction(string *name11, string *name12, string *name21, string *name22);
//! Runs VAR estimation process
void run_var_estimation(string *model_name);
void run_var_estimation();
};
#endif // ! PARSING_DRIVER_HH