v4 parser: corrected bug for normcdf in DynareBison.yy

begin implementation of homotopy (not finished)


git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1461 ac1d8469-bf42-47a9-8791-bf33cf982152

parser.src/DynareBison.yy

@@ -71,6 +71,7 @@ class ParsingDriver;
 %token VALUES VAR VAREXO VAREXO_DET VAROBS
 %token XLS_SHEET XLS_RANGE
 %token NORMCDF
+%token HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS
 %left LESS GREATER LESS_EQUAL GREATER_EQUAL EQUAL_EQUAL EXCLAMATION EXCLAMATION_EQUAL
 %left COMMA
 %left PLUS MINUS
@@ -139,6 +140,7 @@ statement : declaration
           | bvar_density
           | bvar_forecast
           | dynare_sensitivity
+          | homotopy_setup
           ;
 
 declaration : parameters
@@ -446,7 +448,7 @@ hand_side : '(' hand_side ')'
              { $$ = driver.add_max($3 , $5); }
           | MIN '(' hand_side COMMA hand_side ')'
              { $$ = driver.add_min($3 , $5); }
-          | NORMCDF '(' expression COMMA expression COMMA expression ')'
+          | NORMCDF '(' hand_side COMMA hand_side COMMA hand_side ')'
              { $$ = driver.add_normcdf($3,$5,$7);}
           ;
 
@@ -541,7 +543,10 @@ steady_options_list : steady_options_list COMMA steady_options
                     | steady_options
                     ;
 
-steady_options : o_solve_algo;
+steady_options : o_solve_algo
+               | o_homotopy_mode
+               | o_homotopy_steps
+               ;
 
 check : CHECK ';'
         { driver.check(); }
@@ -1187,6 +1192,16 @@ dynare_sensitivity_option : o_gsa_identification
                           | o_gsa_threshold_redform
                           ;
 
+homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END 
+               { driver.end_homotopy();};
+
+homotopy_list : homotopy_item
+              | homotopy_list homotopy_item
+              ;
+
+homotopy_item : NAME COMMA expression COMMA expression ';'
+              { driver.homotopy_val($1,$3,$5);};
+
 number : INT_NUMBER
        | FLOAT_NUMBER
        ;
@@ -1318,6 +1333,8 @@ o_gsa_istart_rmse : ISTART_RMSE EQUAL INT_NUMBER { driver.option_num("istart_rms
 o_gsa_alpha_rmse : ALPHA_RMSE EQUAL number { driver.option_num("alpha_rmse", $3); };
 o_gsa_alpha2_rmse : ALPHA2_RMSE EQUAL number { driver.option_num("alpha2_rmse", $3); };
 
+o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER {driver.option_num("homotopy_mode",$3); };
+o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER {driver.option_num("homotopy_steps",$3); };
 
 range : NAME ':' NAME
         {

parser.src/DynareFlex.ll

@@ -107,6 +107,7 @@ int sigma_e = 0;
 <INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
 <INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
 <INITIAL>calib_var 	{BEGIN DYNARE_BLOCK; return token::CALIB_VAR;}
+<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
 
  /* End of a Dynare block */
 <DYNARE_BLOCK>end[ \t\n]*; 	{BEGIN INITIAL; return token::END;}
@@ -171,6 +172,9 @@ int sigma_e = 0;
 <DYNARE_STATEMENT>bvar_prior_train { return token::BVAR_PRIOR_TRAIN; }
 <DYNARE_STATEMENT>bvar_replic { return token::BVAR_REPLIC; }
 
+<DYNARE_STATEMENT>homotopy_mode {return token::HOMOTOPY_MODE; }
+<DYNARE_STATEMENT>homotopy_steps {return token::HOMOTOPY_STEPS; }
+
 <DYNARE_STATEMENT>[\$][^$]*[\$] {
   strtok(yytext+1, "$");
   yylval->string_val = new string(yytext + 1);

parser.src/NumericalInitialization.cc

@@ -133,3 +133,48 @@ HistValStatement::writeOutput(ostream &output, const string &basename) const
       output << ";" << endl;
     }
 }
+
+HomotopyStatement::HomotopyStatement(const homotopy_values_type &homotopy_values_arg,
+                                   const SymbolTable &symbol_table_arg) :
+  homotopy_values(homotopy_values_arg),
+  symbol_table(symbol_table_arg)
+{
+}
+
+void
+HomotopyStatement::writeOutput(ostream &output, const string &basename) const
+{
+  output << interfaces::comment() << "\n" << interfaces::comment() << "HOMOTOPY_SETUP instructions\n"
+         << interfaces::comment() << "\n";
+  output << "homotopy_param = {};" << endl; 
+  output << "homotopy_exo = {};" << endl; 
+  output << "homotopy_exodet = {};" << endl; 
+
+  for(homotopy_values_type::const_iterator it = homotopy_values.begin();
+      it != homotopy_values.end(); it++)
+    {
+      const string &name = it->first;
+      const NodeID expression1 = it->second.first;
+      const NodeID expression2 = it->second.second;
+
+      Type type = symbol_table.getType(name);
+
+      if (type == eParameter)
+        output << "homotopy_param = vertcat(homotopy_param,{ '" << name << "', ";
+      else if (type == eExogenous)
+        output << "homotopy_exo = vertcat(homotopy_exo,{ '" << name << "', ";
+      else if (type != eExogenousDet)
+        output << "homotopy_exodet = vertcat(homotopy_exodet,{ '" << name << "', ";
+
+        
+      expression1->writeOutput(output);
+      output << ", ";
+      expression2->writeOutput(output);
+      output << "});" << endl;
+    }
+  
+  output << "options_.homotopy_param = homotopy_param;" << endl;
+  output << "options_.homotopy_exo = homotopy_exo;" << endl;
+  output << "options_.homotopy_exodet = homotopy_exodet;" << endl;
+}
+

parser.src/ParsingDriver.cc

@@ -308,6 +308,26 @@ ParsingDriver::hist_val(string *name, string *lag, NodeID rhs)
   delete lag;
 }
 
+void
+ParsingDriver::homotopy_val(string *name, NodeID val1, NodeID val2)
+{
+  check_symbol_existence(*name);
+  Type type = mod_file->symbol_table.getType(*name);
+
+  if (type != eParameter
+      && type != eExogenous
+      && type != eExogenousDet)
+    error("homotopy_val: " + *name + " should be a parameter or exogenous variable");
+
+  if (homotopy_values.find(*name) != homotopy_values.end())
+    error("homotopy_val: " + *name +" declared twice");
+
+  pair<NodeID, NodeID> expressions(val1, val2);
+  homotopy_values[*name] = expressions;
+
+  delete name;
+}
+
 void
 ParsingDriver::use_dll()
 {
@@ -349,6 +369,13 @@ ParsingDriver::end_histval()
   hist_values.clear();
 }
 
+void
+ParsingDriver::end_homotopy()
+{
+  mod_file->addStatement(new HomotopyStatement(homotopy_values, mod_file->symbol_table));
+  homotopy_values.clear();
+}
+
 void
 ParsingDriver::begin_model()
 {

parser.src/include/DynareBison.hh

@@ -262,68 +262,71 @@ namespace yy
      XLS_SHEET = 390,
      XLS_RANGE = 391,
      NORMCDF = 392,
-     EXCLAMATION_EQUAL = 393,
+     HOMOTOPY_SETUP = 393,
-     EXCLAMATION = 394,
+     HOMOTOPY_MODE = 394,
-     EQUAL_EQUAL = 395,
+     HOMOTOPY_STEPS = 395,
-     GREATER_EQUAL = 396,
+     EXCLAMATION_EQUAL = 396,
-     LESS_EQUAL = 397,
+     EXCLAMATION = 397,
-     GREATER = 398,
+     EQUAL_EQUAL = 398,
-     LESS = 399,
+     GREATER_EQUAL = 399,
-     COMMA = 400,
+     LESS_EQUAL = 400,
-     MINUS = 401,
+     GREATER = 401,
-     PLUS = 402,
+     LESS = 402,
-     DIVIDE = 403,
+     COMMA = 403,
-     TIMES = 404,
+     MINUS = 404,
-     UMINUS = 405,
+     PLUS = 405,
-     POWER = 406,
+     DIVIDE = 406,
-     EXP = 407,
+     TIMES = 407,
-     LOG = 408,
+     UMINUS = 408,
-     LOG10 = 409,
+     POWER = 409,
-     SIN = 410,
+     EXP = 410,
-     COS = 411,
+     LOG = 411,
-     TAN = 412,
+     LOG10 = 412,
-     ASIN = 413,
+     SIN = 413,
-     ACOS = 414,
+     COS = 414,
-     ATAN = 415,
+     TAN = 415,
-     SINH = 416,
+     ASIN = 416,
-     COSH = 417,
+     ACOS = 417,
-     TANH = 418,
+     ATAN = 418,
-     ASINH = 419,
+     SINH = 419,
-     ACOSH = 420,
+     COSH = 420,
-     ATANH = 421,
+     TANH = 421,
-     SQRT = 422,
+     ASINH = 422,
-     DYNARE_SENSITIVITY = 423,
+     ACOSH = 423,
-     IDENTIFICATION = 424,
+     ATANH = 424,
-     MORRIS = 425,
+     SQRT = 425,
-     STAB = 426,
+     DYNARE_SENSITIVITY = 426,
-     REDFORM = 427,
+     IDENTIFICATION = 427,
-     PPRIOR = 428,
+     MORRIS = 428,
-     PRIOR_RANGE = 429,
+     STAB = 429,
-     PPOST = 430,
+     REDFORM = 430,
-     ILPTAU = 431,
+     PPRIOR = 431,
-     GLUE = 432,
+     PRIOR_RANGE = 432,
-     MORRIS_NLIV = 433,
+     PPOST = 433,
-     MORRIS_NTRA = 434,
+     ILPTAU = 434,
-     NSAM = 435,
+     GLUE = 435,
-     LOAD_REDFORM = 436,
+     MORRIS_NLIV = 436,
-     LOAD_RMSE = 437,
+     MORRIS_NTRA = 437,
-     LOAD_STAB = 438,
+     NSAM = 438,
-     ALPHA2_STAB = 439,
+     LOAD_REDFORM = 439,
-     KSSTAT = 440,
+     LOAD_RMSE = 440,
-     LOGTRANS_REDFORM = 441,
+     LOAD_STAB = 441,
-     THRESHOLD_REDFORM = 442,
+     ALPHA2_STAB = 442,
-     KSSTAT_REDFORM = 443,
+     KSSTAT = 443,
-     ALPHA2_REDFORM = 444,
+     LOGTRANS_REDFORM = 444,
-     NAMENDO = 445,
+     THRESHOLD_REDFORM = 445,
-     NAMLAGENDO = 446,
+     KSSTAT_REDFORM = 446,
-     NAMEXO = 447,
+     ALPHA2_REDFORM = 447,
-     RMSE = 448,
+     NAMENDO = 448,
-     LIK_ONLY = 449,
+     NAMLAGENDO = 449,
-     VAR_RMSE = 450,
+     NAMEXO = 450,
-     PFILT_RMSE = 451,
+     RMSE = 451,
-     ISTART_RMSE = 452,
+     LIK_ONLY = 452,
-     ALPHA_RMSE = 453,
+     VAR_RMSE = 453,
-     ALPHA2_RMSE = 454
+     PFILT_RMSE = 454,
+     ISTART_RMSE = 455,
+     ALPHA_RMSE = 456,
+     ALPHA2_RMSE = 457
    };
 
     };

parser.src/include/NumericalInitialization.hh

@@ -73,4 +73,20 @@ public:
   virtual void writeOutput(ostream &output, const string &basename) const;
 };
 
+class HomotopyStatement : public Statement
+{
+public:
+  /*!
+    Contrary to Initval and Endval, we use a map, since it is impossible to reuse
+    a given initialization value in a second initialization inside the block.
+  */
+  typedef map<string,pair<NodeID,NodeID> > homotopy_values_type;
+private:
+  const homotopy_values_type homotopy_values;
+  const SymbolTable &symbol_table;
+public:
+  HomotopyStatement(const homotopy_values_type &homotopy_values_arg,
+		    const SymbolTable &symbol_table_arg);
+  virtual void writeOutput(ostream &output, const string &basename) const;
+};
 #endif

parser.src/include/ParsingDriver.hh

@@ -98,6 +98,8 @@ private:
   InitOrEndValStatement::init_values_type init_values;
   //! Temporary storage for histval blocks
   HistValStatement::hist_values_type hist_values;
+  //! Temporary storage for homotopy_setup blocks
+  HomotopyStatement::homotopy_values_type homotopy_values;
 
   //! Temporary storage for argument list of unknown function
   vector<NodeID> unknown_function_args;
@@ -195,12 +197,16 @@ public:
   void init_val(string *name, NodeID rhs);
   //! Writes an histval block
   void hist_val(string *name, string *lag, NodeID rhs);
+  //! Writes an homotopy_setup block
+  void homotopy_val(string *name, NodeID val1, NodeID val2);
   //! Writes end of an initval block
   void end_initval();
   //! Writes end of an endval block
   void end_endval();
   //! Writes end of an histval block
   void end_histval();
+  //! Writes end of an homotopy_setup block
+  void end_homotopy();
   //! Begin a model block
   void begin_model();
   //! Writes a shocks statement