/* * Copyright (C) 2003-2015 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #include #include #include #include #include #include #include "ParsingDriver.hh" #include "Statement.hh" #include "ExprNode.hh" #include "WarningConsolidation.hh" bool ParsingDriver::symbol_exists_and_is_not_modfile_local_or_external_function(const char *s) { if (!mod_file->symbol_table.exists(s)) return false; SymbolType type = mod_file->symbol_table.getType(s); return (type != eModFileLocalVariable && type != eExternalFunction); } void ParsingDriver::check_symbol_existence(const string &name) { if (!mod_file->symbol_table.exists(name)) error("Unknown symbol: " + name); } void ParsingDriver::check_symbol_is_parameter(string *name) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eParameter) error(*name + " is not a parameter"); } void ParsingDriver::set_current_data_tree(DataTree *data_tree_arg) { data_tree = data_tree_arg; model_tree = dynamic_cast(data_tree_arg); dynamic_model = dynamic_cast(data_tree_arg); } void ParsingDriver::reset_data_tree() { set_current_data_tree(&mod_file->expressions_tree); } void ParsingDriver::reset_current_external_function_options() { current_external_function_options.nargs = eExtFunSetDefaultNargs; current_external_function_options.firstDerivSymbID = eExtFunNotSet; current_external_function_options.secondDerivSymbID = eExtFunNotSet; current_external_function_id = eExtFunNotSet; } ModFile * ParsingDriver::parse(istream &in, bool debug) { mod_file = new ModFile(warnings); symbol_list.clear(); reset_data_tree(); estim_params.init(*data_tree); reset_current_external_function_options(); lexer = new DynareFlex(&in); lexer->set_debug(debug); Dynare::parser parser(*this); parser.set_debug_level(debug); parser.parse(); delete lexer; return mod_file; } void ParsingDriver::error(const Dynare::parser::location_type &l, const string &m) { cerr << "ERROR: " << *l.begin.filename << ": line " << l.begin.line; if (l.begin.line == l.end.line) if (l.begin.column == l.end.column - 1) cerr << ", col " << l.begin.column; else cerr << ", cols " << l.begin.column << "-" << l.end.column - 1; else cerr << ", col " << l.begin.column << " -" << " line " << l.end.line << ", col " << l.end.column - 1; cerr << ": " << m << endl; exit(EXIT_FAILURE); } void ParsingDriver::error(const string &m) { error(location, m); } void ParsingDriver::warning(const string &m) { warnings << "WARNING: " << location << ": " << m << endl; } void ParsingDriver::declare_symbol(const string *name, SymbolType type, const string *tex_name, const string *long_name) { try { if (tex_name == NULL && long_name == NULL) mod_file->symbol_table.addSymbol(*name, type); else if (tex_name == NULL) mod_file->symbol_table.addSymbol(*name, type, "", *long_name); else if (long_name == NULL) mod_file->symbol_table.addSymbol(*name, type, *tex_name, ""); else mod_file->symbol_table.addSymbol(*name, type, *tex_name, *long_name); } catch (SymbolTable::AlreadyDeclaredException &e) { if (e.same_type) warning("Symbol " + *name + " declared twice."); else error("Symbol " + *name + " declared twice with different types!"); } } void ParsingDriver::declare_endogenous(string *name, string *tex_name, string *long_name) { declare_symbol(name, eEndogenous, tex_name, long_name); delete name; if (tex_name != NULL) delete tex_name; if (long_name != NULL) delete long_name; } void ParsingDriver::declare_exogenous(string *name, string *tex_name, string *long_name) { declare_symbol(name, eExogenous, tex_name, long_name); delete name; if (tex_name != NULL) delete tex_name; if (long_name != NULL) delete long_name; } void ParsingDriver::declare_exogenous_det(string *name, string *tex_name, string *long_name) { declare_symbol(name, eExogenousDet, tex_name, long_name); delete name; if (tex_name != NULL) delete tex_name; if (long_name != NULL) delete long_name; } void ParsingDriver::declare_parameter(string *name, string *tex_name, string *long_name) { declare_symbol(name, eParameter, tex_name, long_name); delete name; if (tex_name != NULL) delete tex_name; if (long_name != NULL) delete long_name; } void ParsingDriver::declare_statement_local_variable(string *name) { if (mod_file->symbol_table.exists(*name)) error("Symbol " + *name + " cannot be assigned within a statement " + "while being assigned elsewhere in the modfile"); declare_symbol(name, eStatementDeclaredVariable, NULL, NULL); delete name; } void ParsingDriver::declare_optimal_policy_discount_factor_parameter(expr_t exprnode) { string *optimalParName_declare = new string("optimal_policy_discount_factor"); string *optimalParName_init = new string("optimal_policy_discount_factor"); if (mod_file->symbol_table.exists(*optimalParName_declare)) error("Symbol optimal_policy_discount_factor is needed by Dynare when using a ramsey_model, a ramsey_policy or a discretionary_policy statement"); declare_parameter(optimalParName_declare, NULL); init_param(optimalParName_init, exprnode); } void ParsingDriver::begin_trend() { set_current_data_tree(&mod_file->dynamic_model); } void ParsingDriver::declare_trend_var(bool log_trend, string *name, string *tex_name) { declare_symbol(name, log_trend ? eLogTrend : eTrend, tex_name, NULL); declared_trend_vars.push_back(mod_file->symbol_table.getID(*name)); delete name; if (tex_name != NULL) delete tex_name; } void ParsingDriver::end_trend_var(expr_t growth_factor) { try { dynamic_model->addTrendVariables(declared_trend_vars, growth_factor); } catch (DataTree::TrendException &e) { error("Trend variable " + e.name + " was declared twice."); } declared_trend_vars.clear(); reset_data_tree(); } void ParsingDriver::add_predetermined_variable(string *name) { try { int symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eEndogenous) error("Predetermined variables must be endogenous variables"); mod_file->symbol_table.markPredetermined(symb_id); } catch (SymbolTable::UnknownSymbolNameException &e) { error("Undeclared symbol name: " + *name); } delete name; } void ParsingDriver::add_equation_tags(string *key, string *value) { eq_tags.push_back(make_pair(*key, *value)); delete key; delete value; } expr_t ParsingDriver::add_non_negative_constant(string *constant) { expr_t id = data_tree->AddNonNegativeConstant(*constant); delete constant; return id; } expr_t ParsingDriver::add_nan_constant() { return data_tree->NaN; } expr_t ParsingDriver::add_inf_constant() { return data_tree->Infinity; } expr_t ParsingDriver::add_model_variable(string *name) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); delete name; return add_model_variable(symb_id, 0); } expr_t ParsingDriver::add_model_variable(int symb_id, int lag) { assert(symb_id >= 0); SymbolType type = mod_file->symbol_table.getType(symb_id); if (type == eModFileLocalVariable) error("Variable " + mod_file->symbol_table.getName(symb_id) + " not allowed inside model declaration. Its scope is only outside model."); if (type == eExternalFunction) error("Symbol " + mod_file->symbol_table.getName(symb_id) + " is a function name external to Dynare. It cannot be used like a variable without input argument inside model."); if (type == eModelLocalVariable && lag != 0) error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be given a lead or a lag."); if (dynamic_cast(model_tree) != NULL && lag != 0) error("Leads and lags on variables are forbidden in 'planner_objective'."); if (dynamic_cast(model_tree) != NULL && type == eModelLocalVariable) error("Model local variable " + mod_file->symbol_table.getName(symb_id) + " cannot be used in 'planner_objective'."); // It makes sense to allow a lead/lag on parameters: during steady state calibration, endogenous and parameters can be swapped return model_tree->AddVariable(symb_id, lag); } expr_t ParsingDriver::add_expression_variable(string *name) { // If symbol doesn't exist, then declare it as a mod file local variable if (!mod_file->symbol_table.exists(*name)) mod_file->symbol_table.addSymbol(*name, eModFileLocalVariable); // This check must come after the previous one! if (mod_file->symbol_table.getType(*name) == eModelLocalVariable) error("Variable " + *name + " not allowed outside model declaration. Its scope is only inside model."); if (mod_file->symbol_table.getType(*name) == eTrend || mod_file->symbol_table.getType(*name) == eLogTrend) error("Variable " + *name + " not allowed outside model declaration, because it is a trend variable."); if (mod_file->symbol_table.getType(*name) == eExternalFunction) error("Symbol '" + *name + "' is the name of a MATLAB/Octave function, and cannot be used as a variable."); int symb_id = mod_file->symbol_table.getID(*name); expr_t id = data_tree->AddVariable(symb_id); delete name; return id; } void ParsingDriver::declare_nonstationary_var(string *name, string *tex_name, string *long_name) { if (tex_name == NULL && long_name == NULL) declare_endogenous(new string(*name)); else if (tex_name == NULL) declare_endogenous(new string(*name), NULL, new string(*long_name)); else if (long_name == NULL) declare_endogenous(new string(*name), new string(*tex_name)); else declare_endogenous(new string(*name), new string(*tex_name), new string(*long_name)); declared_nonstationary_vars.push_back(mod_file->symbol_table.getID(*name)); mod_file->nonstationary_variables = true; delete name; if (tex_name != NULL) delete tex_name; if (long_name != NULL) delete long_name; } void ParsingDriver::end_nonstationary_var(bool log_deflator, expr_t deflator) { try { dynamic_model->addNonstationaryVariables(declared_nonstationary_vars, log_deflator, deflator); } catch (DataTree::TrendException &e) { error("Variable " + e.name + " was listed more than once as following a trend."); } set r; deflator->collectVariables(eEndogenous, r); for (set::const_iterator it = r.begin(); it != r.end(); ++it) if (dynamic_model->isNonstationary(*it)) error("The deflator contains a non-stationary endogenous variable. This is not allowed. Please use only stationary endogenous and/or {log_}trend_vars."); declared_nonstationary_vars.clear(); reset_data_tree(); } void ParsingDriver::periods(string *periods) { warning("periods: this command is now deprecated and may be removed in a future version of Dynare. Please use the ''periods'' option of the ''simul'' command instead."); int periods_val = atoi(periods->c_str()); mod_file->addStatement(new PeriodsStatement(periods_val)); delete periods; } void ParsingDriver::dsample(string *arg1) { int arg1_val = atoi(arg1->c_str()); mod_file->addStatement(new DsampleStatement(arg1_val)); delete arg1; } void ParsingDriver::dsample(string *arg1, string *arg2) { int arg1_val = atoi(arg1->c_str()); int arg2_val = atoi(arg2->c_str()); mod_file->addStatement(new DsampleStatement(arg1_val, arg2_val)); delete arg1; delete arg2; } void ParsingDriver::init_param(string *name, expr_t rhs) { check_symbol_is_parameter(name); int symb_id = mod_file->symbol_table.getID(*name); mod_file->addStatement(new InitParamStatement(symb_id, rhs, mod_file->symbol_table)); delete name; } void ParsingDriver::init_val(string *name, expr_t rhs) { if (nostrict) if (!mod_file->symbol_table.exists(*name)) { warnings << "WARNING: discarding '" << *name << "' not recognized in initval or endval statement" << endl; delete name; return; } check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); SymbolType type = mod_file->symbol_table.getType(symb_id); if (type != eEndogenous && type != eExogenous && type != eExogenousDet) error("initval/endval: " + *name + " should be an endogenous or exogenous variable"); init_values.push_back(make_pair(symb_id, rhs)); delete name; } void ParsingDriver::initval_file(string *filename) { mod_file->addStatement(new InitvalFileStatement(*filename)); delete filename; } void ParsingDriver::hist_val(string *name, string *lag, expr_t rhs) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); SymbolType type = mod_file->symbol_table.getType(symb_id); if (type != eEndogenous && type != eExogenous && type != eExogenousDet) error("histval: " + *name + " should be an endogenous or exogenous variable"); int ilag = atoi(lag->c_str()); pair key(symb_id, ilag); if (mod_file->dynamic_model.minLagForSymbol(symb_id) > ilag - 1) { ostringstream s; s << ilag-1; error("histval: variable " + *name + " does not appear in the model with the lag " + s.str() + " (see the reference manual for the timing convention in 'histval')"); } if (hist_values.find(key) != hist_values.end()) error("hist_val: (" + *name + ", " + *lag + ") declared twice"); hist_values[key] = rhs; delete name; delete lag; } void ParsingDriver::homotopy_val(string *name, expr_t val1, expr_t val2) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); SymbolType type = mod_file->symbol_table.getType(symb_id); if (type != eParameter && type != eExogenous && type != eExogenousDet) error("homotopy_val: " + *name + " should be a parameter or exogenous variable"); homotopy_values.push_back(make_pair(symb_id, make_pair(val1, val2))); delete name; } void ParsingDriver::forecast() { mod_file->addStatement(new ForecastStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::use_dll() { mod_file->use_dll = true; } void ParsingDriver::block() { mod_file->block = true; } void ParsingDriver::no_static() { mod_file->no_static = true; } void ParsingDriver::byte_code() { mod_file->byte_code = true; } void ParsingDriver::differentiate_forward_vars_all() { mod_file->differentiate_forward_vars = true; } void ParsingDriver::differentiate_forward_vars_some() { mod_file->differentiate_forward_vars = true; mod_file->differentiate_forward_vars_subset = symbol_list.get_symbols(); for (vector::const_iterator it = mod_file->differentiate_forward_vars_subset.begin(); it != mod_file->differentiate_forward_vars_subset.end(); ++it) { check_symbol_existence(*it); if (mod_file->symbol_table.getType(*it) != eEndogenous) error("Symbol " + *it + " is not an endogenous"); } symbol_list.clear(); } void ParsingDriver::cutoff(string *value) { double val = atof(value->c_str()); mod_file->dynamic_model.cutoff = val; mod_file->static_model.cutoff = val; delete value; } void ParsingDriver::mfs(string *value) { int val = atoi(value->c_str()); mod_file->dynamic_model.mfs = val; mod_file->static_model.mfs = val; delete value; } void ParsingDriver::end_initval(bool all_values_required) { mod_file->addStatement(new InitValStatement(init_values, mod_file->symbol_table, all_values_required)); init_values.clear(); } void ParsingDriver::end_endval(bool all_values_required) { mod_file->addStatement(new EndValStatement(init_values, mod_file->symbol_table, all_values_required)); init_values.clear(); } void ParsingDriver::end_histval() { mod_file->addStatement(new HistValStatement(hist_values, mod_file->symbol_table)); 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() { set_current_data_tree(&mod_file->dynamic_model); } void ParsingDriver::end_shocks(bool overwrite) { mod_file->addStatement(new ShocksStatement(overwrite, det_shocks, var_shocks, std_shocks, covar_shocks, corr_shocks, mod_file->symbol_table)); det_shocks.clear(); var_shocks.clear(); std_shocks.clear(); covar_shocks.clear(); corr_shocks.clear(); } void ParsingDriver::end_mshocks(bool overwrite) { mod_file->addStatement(new MShocksStatement(overwrite, det_shocks, mod_file->symbol_table)); det_shocks.clear(); } void ParsingDriver::add_det_shock(string *var, bool conditional_forecast) { check_symbol_existence(*var); int symb_id = mod_file->symbol_table.getID(*var); SymbolType type = mod_file->symbol_table.getType(symb_id); if (conditional_forecast) { if (type != eEndogenous) error("conditional_forecast_paths: shocks can only be applied to endogenous variables"); } else { if (type != eExogenous && type != eExogenousDet) error("shocks: shocks can only be applied to exogenous variables"); } if (det_shocks.find(symb_id) != det_shocks.end()) error("shocks/conditional_forecast_paths: variable " + *var + " declared twice"); if (det_shocks_periods.size() != det_shocks_values.size()) error("shocks/conditional_forecast_paths: variable " + *var + ": number of periods is different from number of shock values"); vector v; for (size_t i = 0; i < det_shocks_periods.size(); i++) { ShocksStatement::DetShockElement dse; dse.period1 = det_shocks_periods[i].first; dse.period2 = det_shocks_periods[i].second; dse.value = det_shocks_values[i]; v.push_back(dse); } det_shocks[symb_id] = v; det_shocks_periods.clear(); det_shocks_values.clear(); delete var; } void ParsingDriver::add_stderr_shock(string *var, expr_t value) { check_symbol_existence(*var); int symb_id = mod_file->symbol_table.getID(*var); if (var_shocks.find(symb_id) != var_shocks.end() || std_shocks.find(symb_id) != std_shocks.end()) error("shocks: variance or stderr of shock on " + *var + " declared twice"); std_shocks[symb_id] = value; delete var; } void ParsingDriver::add_var_shock(string *var, expr_t value) { check_symbol_existence(*var); int symb_id = mod_file->symbol_table.getID(*var); if (var_shocks.find(symb_id) != var_shocks.end() || std_shocks.find(symb_id) != std_shocks.end()) error("shocks: variance or stderr of shock on " + *var + " declared twice"); var_shocks[symb_id] = value; delete var; } void ParsingDriver::add_covar_shock(string *var1, string *var2, expr_t value) { check_symbol_existence(*var1); check_symbol_existence(*var2); int symb_id1 = mod_file->symbol_table.getID(*var1); int symb_id2 = mod_file->symbol_table.getID(*var2); pair key(symb_id1, symb_id2), key_inv(symb_id2, symb_id1); if (covar_shocks.find(key) != covar_shocks.end() || covar_shocks.find(key_inv) != covar_shocks.end() || corr_shocks.find(key) != corr_shocks.end() || corr_shocks.find(key_inv) != corr_shocks.end()) error("shocks: covariance or correlation shock on variable pair (" + *var1 + ", " + *var2 + ") declared twice"); covar_shocks[key] = value; delete var1; delete var2; } void ParsingDriver::add_correl_shock(string *var1, string *var2, expr_t value) { check_symbol_existence(*var1); check_symbol_existence(*var2); int symb_id1 = mod_file->symbol_table.getID(*var1); int symb_id2 = mod_file->symbol_table.getID(*var2); pair key(symb_id1, symb_id2), key_inv(symb_id2, symb_id1); if (covar_shocks.find(key) != covar_shocks.end() || covar_shocks.find(key_inv) != covar_shocks.end() || corr_shocks.find(key) != corr_shocks.end() || corr_shocks.find(key_inv) != corr_shocks.end()) error("shocks: covariance or correlation shock on variable pair (" + *var1 + ", " + *var2 + ") declared twice"); corr_shocks[key] = value; delete var1; delete var2; } void ParsingDriver::add_period(string *p1, string *p2) { int p1_val = atoi(p1->c_str()); int p2_val = atoi(p2->c_str()); if (p1_val > p2_val) error("shocks/conditional_forecast_paths: can't have first period index greater than second index in range specification"); det_shocks_periods.push_back(make_pair(p1_val, p2_val)); delete p1; delete p2; } void ParsingDriver::add_period(string *p1) { int p1_val = atoi(p1->c_str()); det_shocks_periods.push_back(make_pair(p1_val, p1_val)); delete p1; } void ParsingDriver::add_value(expr_t value) { det_shocks_values.push_back(value); } void ParsingDriver::add_value(string *v) { expr_t id; if (v->at(0) == '-') id = data_tree->AddUMinus(data_tree->AddNonNegativeConstant(v->substr(1, string::npos))); else id = data_tree->AddNonNegativeConstant(*v); delete v; det_shocks_values.push_back(id); } void ParsingDriver::begin_svar_identification() { svar_upper_cholesky = false; svar_lower_cholesky = false; svar_constants_exclusion = false; } void ParsingDriver::end_svar_identification() { mod_file->addStatement(new SvarIdentificationStatement(svar_ident_restrictions, svar_upper_cholesky, svar_lower_cholesky, svar_constants_exclusion, mod_file->symbol_table)); svar_restriction_symbols.clear(); svar_equation_restrictions.clear(); svar_ident_restrictions.clear(); svar_Qi_restriction_nbr.clear(); svar_Ri_restriction_nbr.clear(); } void ParsingDriver::combine_lag_and_restriction(string *lag) { int current_lag = atoi(lag->c_str()); for (SvarIdentificationStatement::svar_identification_restrictions_t::const_iterator it = svar_ident_restrictions.begin(); it != svar_ident_restrictions.end(); it++) if (it->lag == current_lag) error("lag " + *lag + " used more than once."); for (map >::const_iterator it = svar_equation_restrictions.begin(); it != svar_equation_restrictions.end(); it++) for (vector::const_iterator it1 = it->second.begin(); it1 != it->second.end(); it1++) { SvarIdentificationStatement::svar_identification_restriction new_restriction; new_restriction.equation = it->first; if (current_lag > 0) new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[it->first]; else new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[it->first]; new_restriction.lag = current_lag; new_restriction.variable = *it1; new_restriction.value = data_tree->One; svar_ident_restrictions.push_back(new_restriction); } // svar_ident_exclusion_values[make_pair(current_lag, it->first)] = it->second; svar_upper_cholesky = false; svar_lower_cholesky = false; svar_equation_restrictions.clear(); delete lag; } void ParsingDriver::add_restriction_in_equation(string *equation) { int eqn = atoi(equation->c_str()); if (eqn < 1) error("equation numbers must be greater than or equal to 1."); if (svar_equation_restrictions.count(eqn) > 0) error("equation number " + *equation + " referenced more than once under a single lag."); svar_equation_restrictions[eqn] = svar_restriction_symbols; svar_restriction_symbols.clear(); delete equation; } void ParsingDriver::add_in_svar_restriction_symbols(string *tmp_var) { check_symbol_existence(*tmp_var); int symb_id = mod_file->symbol_table.getID(*tmp_var); for (vector::const_iterator viit = svar_restriction_symbols.begin(); viit != svar_restriction_symbols.end(); viit++) if (symb_id == *viit) error(*tmp_var + " restriction added twice."); svar_restriction_symbols.push_back(symb_id); delete tmp_var; } void ParsingDriver::add_restriction_equation_nbr(string *eq_nbr) { svar_equation_nbr = atoi(eq_nbr->c_str()); svar_left_handside = true; // reinitialize restriction type that must be set from the first restriction element svar_restriction_type = ParsingDriver::NOT_SET; } void ParsingDriver::add_restriction_equal() { if (svar_left_handside) svar_left_handside = false; else error("svar_identification: there are more than one EQUAL sign in a restriction equation"); } void ParsingDriver::add_positive_restriction_element(expr_t value, string *variable, string *lag) { // if the expression is not on the left handside, change its sign if (!svar_left_handside) value = add_uminus(value); add_restriction_element(value, variable, lag); } void ParsingDriver::add_positive_restriction_element(string *variable, string *lag) { expr_t value(data_tree->One); // if the expression is not on the left handside, change its sign if (!svar_left_handside) value = add_uminus(value); add_restriction_element(value, variable, lag); } void ParsingDriver::add_negative_restriction_element(expr_t value, string *variable, string *lag) { // if the expression is on the left handside, change its sign if (svar_left_handside) value = add_uminus(value); add_restriction_element(value, variable, lag); } void ParsingDriver::add_negative_restriction_element(string *variable, string *lag) { expr_t value(data_tree->One); // if the expression is on the left handside, change its sign if (svar_left_handside) value = add_uminus(value); add_restriction_element(value, variable, lag); } void ParsingDriver::add_restriction_element(expr_t value, string *variable, string *lag) { check_symbol_existence(*variable); int symb_id = mod_file->symbol_table.getID(*variable); int current_lag = atoi(lag->c_str()); if (svar_restriction_type == ParsingDriver::NOT_SET) { if (current_lag == 0) { svar_restriction_type = ParsingDriver::Qi_TYPE; ++svar_Qi_restriction_nbr[svar_equation_nbr]; } else { svar_restriction_type = ParsingDriver::Ri_TYPE; ++svar_Ri_restriction_nbr[svar_equation_nbr]; } } else { if ((svar_restriction_type == Qi_TYPE && current_lag > 0) || (svar_restriction_type == Ri_TYPE && current_lag == 0)) error("SVAR_IDENTIFICATION: a single restrictions must affect either Qi or Ri, but not both"); } SvarIdentificationStatement::svar_identification_restriction new_restriction; new_restriction.equation = svar_equation_nbr; if (current_lag > 0) new_restriction.restriction_nbr = svar_Ri_restriction_nbr[svar_equation_nbr]; else new_restriction.restriction_nbr = svar_Qi_restriction_nbr[svar_equation_nbr]; new_restriction.lag = current_lag; new_restriction.variable = symb_id; new_restriction.value = value; svar_ident_restrictions.push_back(new_restriction); } void ParsingDriver::check_restriction_expression_constant(expr_t value) { if (value->eval(eval_context_t()) != 0) error("SVAR_INDENTIFICATION restrictions must be homogenous"); } void ParsingDriver::add_upper_cholesky() { svar_upper_cholesky = true; } void ParsingDriver::add_lower_cholesky() { svar_lower_cholesky = true; } void ParsingDriver::add_constants_exclusion() { svar_constants_exclusion = true; } void ParsingDriver::do_sigma_e() { warning("Sigma_e: this command is now deprecated and may be removed in a future version of Dynare. Please use the ''shocks'' command instead."); try { mod_file->addStatement(new SigmaeStatement(sigmae_matrix)); } catch (SigmaeStatement::MatrixFormException &e) { error("Sigma_e: matrix is neither upper triangular nor lower triangular"); } sigmae_matrix.clear(); } void ParsingDriver::end_of_row() { sigmae_matrix.push_back(sigmae_row); sigmae_row.clear(); } void ParsingDriver::add_to_row_const(string *v) { expr_t id; if (v->at(0) == '-') id = data_tree->AddUMinus(data_tree->AddNonNegativeConstant(v->substr(1, string::npos))); else id = data_tree->AddNonNegativeConstant(*v); delete v; sigmae_row.push_back(id); } void ParsingDriver::add_to_row(expr_t v) { sigmae_row.push_back(v); } void ParsingDriver::steady() { mod_file->addStatement(new SteadyStatement(options_list)); options_list.clear(); } void ParsingDriver::option_num(const string &name_option, string *opt1, string *opt2) { if (options_list.paired_num_options.find(name_option) != options_list.paired_num_options.end()) error("option " + name_option + " declared twice"); options_list.paired_num_options[name_option] = make_pair(*opt1, *opt2); delete opt1; delete opt2; } void ParsingDriver::option_num(const string &name_option, string *opt) { option_num(name_option, *opt); delete opt; } void ParsingDriver::option_num(const string &name_option, const string &opt) { if (options_list.num_options.find(name_option) != options_list.num_options.end()) error("option " + name_option + " declared twice"); options_list.num_options[name_option] = opt; } void ParsingDriver::option_str(const string &name_option, string *opt) { option_str(name_option, *opt); delete opt; } void ParsingDriver::option_str(const string &name_option, const string &opt) { if (options_list.string_options.find(name_option) != options_list.string_options.end()) error("option " + name_option + " declared twice"); options_list.string_options[name_option] = opt; } void ParsingDriver::option_date(const string &name_option, string *opt) { option_date(name_option, *opt); delete opt; } void ParsingDriver::option_date(const string &name_option, const string &opt) { if (options_list.date_options.find(name_option) != options_list.date_options.end()) error("option " + name_option + " declared twice"); options_list.date_options[name_option] = opt; } void ParsingDriver::option_symbol_list(const string &name_option) { if (options_list.symbol_list_options.find(name_option) != options_list.symbol_list_options.end()) error("option " + name_option + " declared twice"); if (name_option.compare("irf_shocks")==0) { vector shocks = symbol_list.get_symbols(); for (vector::const_iterator it = shocks.begin(); it != shocks.end(); it++) if (mod_file->symbol_table.getType(*it) != eExogenous) error("Variables passed to irf_shocks must be exogenous. Caused by: " + *it); } if (name_option.compare("ms.parameters")==0) { vector parameters = symbol_list.get_symbols(); for (vector::const_iterator it = parameters.begin(); it != parameters.end(); it++) if (mod_file->symbol_table.getType(*it) != eParameter) error("Variables passed to the parameters option of the markov_switching statement must be parameters. Caused by: " + *it); } options_list.symbol_list_options[name_option] = symbol_list; symbol_list.clear(); } void ParsingDriver::option_vec_int(const string &name_option, const vector *opt) { if (options_list.vector_int_options.find(name_option) != options_list.vector_int_options.end()) error("option " + name_option + " declared twice"); if ((*opt).empty()) error("option " + name_option + " was passed an empty vector."); options_list.vector_int_options[name_option] = *opt; delete opt; } void ParsingDriver::linear() { mod_file->linear = true; } void ParsingDriver::add_in_symbol_list(string *tmp_var) { if (*tmp_var != ":") check_symbol_existence(*tmp_var); symbol_list.addSymbol(*tmp_var); delete tmp_var; } void ParsingDriver::rplot() { mod_file->addStatement(new RplotStatement(symbol_list, options_list)); options_list.clear(); symbol_list.clear(); } void ParsingDriver::stoch_simul() { mod_file->addStatement(new StochSimulStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::simul() { mod_file->addStatement(new SimulStatement(options_list)); options_list.clear(); } void ParsingDriver::model_info() { mod_file->addStatement(new ModelInfoStatement(options_list)); options_list.clear(); } void ParsingDriver::check() { mod_file->addStatement(new CheckStatement(options_list)); options_list.clear(); } void ParsingDriver::add_estimated_params_element() { if (estim_params.name != "dsge_prior_weight") { check_symbol_existence(estim_params.name); SymbolType type = mod_file->symbol_table.getType(estim_params.name); switch (estim_params.type) { case 1: if (type != eEndogenous && type != eExogenous) error(estim_params.name + " must be an endogenous or an exogenous variable"); break; case 2: check_symbol_is_parameter(&estim_params.name); break; case 3: check_symbol_existence(estim_params.name2); SymbolType type2 = mod_file->symbol_table.getType(estim_params.name2); if ((type != eEndogenous && type != eExogenous) || type != type2) error(estim_params.name + " and " + estim_params.name2 + " must either be both endogenous variables or both exogenous"); break; } } estim_params_list.push_back(estim_params); estim_params.init(*data_tree); } void ParsingDriver::estimated_params() { mod_file->addStatement(new EstimatedParamsStatement(estim_params_list, mod_file->symbol_table)); estim_params_list.clear(); } void ParsingDriver::estimated_params_init(bool use_calibration) { mod_file->addStatement(new EstimatedParamsInitStatement(estim_params_list, mod_file->symbol_table, use_calibration)); estim_params_list.clear(); } void ParsingDriver::estimated_params_bounds() { mod_file->addStatement(new EstimatedParamsBoundsStatement(estim_params_list, mod_file->symbol_table)); estim_params_list.clear(); } void ParsingDriver::set_unit_root_vars() { mod_file->addStatement(new UnitRootVarsStatement()); warning("''unit_root_vars'' is now obsolete; use the ''diffuse_filter'' option of ''estimation'' instead"); symbol_list.clear(); } void ParsingDriver::set_time(string *arg) { option_date("initial_period", arg); mod_file->addStatement(new SetTimeStatement(options_list)); options_list.clear(); } void ParsingDriver::estimation_data() { mod_file->addStatement(new EstimationDataStatement(options_list)); options_list.clear(); } void ParsingDriver::set_subsamples(string *name1, string *name2) { check_symbol_existence(*name1); if (!name2->empty()) check_symbol_existence(*name2); mod_file->addStatement(new SubsamplesStatement(*name1, *name2, subsample_declaration_map, mod_file->symbol_table)); subsample_declarations[make_pair(*name1, *name2)] = subsample_declaration_map; subsample_declaration_map.clear(); delete name1; delete name2; } void ParsingDriver::copy_subsamples(string *to_name1, string *to_name2, string *from_name1, string *from_name2) { check_symbol_existence(*to_name1); check_symbol_existence(*from_name1); if (!to_name2->empty()) check_symbol_existence(*to_name2); if (!from_name2->empty()) check_symbol_existence(*from_name2); 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."); } mod_file->addStatement(new SubsamplesEqualStatement(*to_name1, *to_name2, *from_name1, *from_name2, mod_file->symbol_table)); 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 ParsingDriver::check_symbol_is_statement_variable(string *name) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eStatementDeclaredVariable) error(*name + " is not a variable assigned in a statement"); } void ParsingDriver::set_subsample_name_equal_to_date_range(string *name, string *date1, string *date2) { if (subsample_declaration_map.find(*name) != subsample_declaration_map.end()) error("Symbol " + *name + " may only be assigned once in a SUBSAMPLE statement"); subsample_declaration_map[*name] = make_pair(*date1, *date2); delete name; delete date1; delete date2; } void ParsingDriver::check_subsample_declaration_exists(string *name1, string *subsample_name) { if (subsample_name->empty()) return; string *str_empty = new string (""); check_subsample_declaration_exists(name1, str_empty, subsample_name); delete str_empty; } void ParsingDriver::check_subsample_declaration_exists(string *name1, string *name2, string *subsample_name) { if (subsample_name->empty()) return; check_symbol_existence(*name1); if (!name2->empty()) check_symbol_existence(*name2); subsample_declarations_t::const_iterator it = subsample_declarations.find(make_pair(*name1, *name2)); if (it == subsample_declarations.end()) { it = subsample_declarations.find(make_pair(*name2, *name1)); if (it== subsample_declarations.end()) { string err = *name1; if (!name2->empty()) err.append(",").append(*name2); error("A subsample statement has not been issued for " + err); } } SubsamplesStatement::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."); } void ParsingDriver::set_prior(string *name, string *subsample_name) { check_symbol_is_parameter(name); check_subsample_declaration_exists(name, subsample_name); mod_file->addStatement(new PriorStatement(*name, *subsample_name, prior_shape, prior_variance, options_list)); options_list.clear(); set_prior_variance(); prior_shape = eNoShape; delete name; delete subsample_name; } void ParsingDriver::set_joint_prior(vector*symbol_vec) { for (vector::const_iterator it=symbol_vec->begin(); it != symbol_vec->end(); it++) add_joint_parameter(*it); mod_file->addStatement(new JointPriorStatement(joint_parameters, prior_shape, options_list)); joint_parameters.clear(); options_list.clear(); prior_shape = eNoShape; delete symbol_vec; } void ParsingDriver::add_joint_parameter(string *name) { check_symbol_is_parameter(name); joint_parameters.push_back(*name); delete name; } void ParsingDriver::set_prior_variance(expr_t variance) { prior_variance = variance; } void ParsingDriver::copy_prior(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name, string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name) { if (strcmp(to_declaration_type->c_str(), "par") == 0) check_symbol_is_parameter(to_name1); else { check_symbol_is_endogenous_or_exogenous(to_name1); if (!to_name2->empty()) check_symbol_is_endogenous_or_exogenous(to_name2); } if (strcmp(from_declaration_type->c_str(), "par") == 0) check_symbol_is_parameter(from_name1); else { check_symbol_is_endogenous_or_exogenous(from_name1); if (!from_name2->empty()) check_symbol_is_endogenous_or_exogenous(from_name2); } mod_file->addStatement(new PriorEqualStatement(*to_declaration_type, *to_name1, *to_name2, *to_subsample_name, *from_declaration_type, *from_name1, *from_name2, *from_subsample_name, mod_file->symbol_table)); delete to_declaration_type; delete to_name1; delete to_name2; delete to_subsample_name; delete from_declaration_type; delete from_name1; delete from_name2; delete from_subsample_name; } void ParsingDriver::set_options(string *name, string *subsample_name) { check_symbol_is_parameter(name); check_subsample_declaration_exists(name, subsample_name); mod_file->addStatement(new OptionsStatement(*name, *subsample_name, options_list)); options_list.clear(); delete name; delete subsample_name; } void ParsingDriver::copy_options(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name, string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name) { if (strcmp(to_declaration_type->c_str(), "par") == 0) check_symbol_is_parameter(to_name1); else { check_symbol_is_endogenous_or_exogenous(to_name1); if (!to_name2->empty()) check_symbol_is_endogenous_or_exogenous(to_name2); } if (strcmp(from_declaration_type->c_str(), "par") == 0) check_symbol_is_parameter(from_name1); else { check_symbol_is_endogenous_or_exogenous(from_name1); if (!from_name2->empty()) check_symbol_is_endogenous_or_exogenous(from_name2); } mod_file->addStatement(new OptionsEqualStatement(*to_declaration_type, *to_name1, *to_name2, *to_subsample_name, *from_declaration_type, *from_name1, *from_name2, *from_subsample_name, mod_file->symbol_table)); delete to_declaration_type; delete to_name1; delete to_name2; delete to_subsample_name; delete from_declaration_type; delete from_name1; delete from_name2; delete from_subsample_name; } void ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); switch(mod_file->symbol_table.getType(symb_id)) { case eEndogenous: case eExogenous: case eExogenousDet: break; default: error(*name + " is neither endogenous or exogenous."); } } void ParsingDriver::set_std_prior(string *name, string *subsample_name) { check_symbol_is_endogenous_or_exogenous(name); check_subsample_declaration_exists(name, subsample_name); mod_file->addStatement(new StdPriorStatement(*name, *subsample_name, prior_shape, prior_variance, options_list, mod_file->symbol_table)); options_list.clear(); set_prior_variance(); prior_shape = eNoShape; delete name; delete subsample_name; } void ParsingDriver::set_std_options(string *name, string *subsample_name) { check_symbol_is_endogenous_or_exogenous(name); check_subsample_declaration_exists(name, subsample_name); mod_file->addStatement(new StdOptionsStatement(*name, *subsample_name, options_list, mod_file->symbol_table)); options_list.clear(); delete name; delete subsample_name; } void ParsingDriver::set_corr_prior(string *name1, string *name2, string *subsample_name) { check_symbol_is_endogenous_or_exogenous(name1); check_symbol_is_endogenous_or_exogenous(name2); check_subsample_declaration_exists(name1, name2, subsample_name); mod_file->addStatement(new CorrPriorStatement(*name1, *name2, *subsample_name, prior_shape, prior_variance, options_list, mod_file->symbol_table)); options_list.clear(); set_prior_variance(); prior_shape = eNoShape; delete name1; delete name2; delete subsample_name; } void ParsingDriver::set_corr_options(string *name1, string *name2, string *subsample_name) { check_symbol_is_endogenous_or_exogenous(name1); check_symbol_is_endogenous_or_exogenous(name2); check_subsample_declaration_exists(name1, name2, subsample_name); mod_file->addStatement(new CorrOptionsStatement(*name1, *name2, *subsample_name, options_list, mod_file->symbol_table)); options_list.clear(); delete name1; delete name2; delete subsample_name; } void ParsingDriver::run_estimation() { mod_file->addStatement(new EstimationStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::dynare_sensitivity() { mod_file->addStatement(new DynareSensitivityStatement(options_list)); options_list.clear(); } void ParsingDriver::optim_options_helper(const string &name) { if (options_list.string_options.find("optim_opt") == options_list.string_options.end()) options_list.string_options["optim_opt"] = ""; else options_list.string_options["optim_opt"] += ","; options_list.string_options["optim_opt"] += "''" + name + "'',"; } void ParsingDriver::optim_options_string(string *name, string *value) { optim_options_helper(*name); options_list.string_options["optim_opt"] += "''" + *value + "''"; delete name; delete value; } void ParsingDriver::optim_options_num(string *name, string *value) { optim_options_helper(*name); options_list.string_options["optim_opt"] += *value; delete name; delete value; } void ParsingDriver::check_varobs() { if (mod_file->symbol_table.observedVariablesNbr() > 0) error("varobs: you cannot have several 'varobs' statements in the same MOD file"); } void ParsingDriver::add_varobs(string *name) { check_symbol_existence(*name); int symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eEndogenous) error("varobs: " + *name + " is not an endogenous variable"); mod_file->symbol_table.addObservedVariable(symb_id); delete name; } void ParsingDriver::set_trends() { mod_file->addStatement(new ObservationTrendsStatement(trend_elements, mod_file->symbol_table)); trend_elements.clear(); } void ParsingDriver::set_trend_element(string *arg1, expr_t arg2) { check_symbol_existence(*arg1); if (trend_elements.find(*arg1) != trend_elements.end()) error("observation_trends: " + *arg1 + " declared twice"); trend_elements[*arg1] = arg2; delete arg1; } void ParsingDriver::set_optim_weights(string *name, expr_t value) { check_symbol_existence(*name); if (mod_file->symbol_table.getType(*name) != eEndogenous) error("optim_weights: " + *name + " isn't an endogenous variable"); if (var_weights.find(*name) != var_weights.end()) error("optim_weights: " + *name + " declared twice"); var_weights[*name] = value; delete name; } void ParsingDriver::set_optim_weights(string *name1, string *name2, expr_t value) { check_symbol_existence(*name1); if (mod_file->symbol_table.getType(*name1) != eEndogenous) error("optim_weights: " + *name1 + " isn't an endogenous variable"); check_symbol_existence(*name2); if (mod_file->symbol_table.getType(*name2) != eEndogenous) error("optim_weights: " + *name2 + " isn't an endogenous variable"); pair covar_key(*name1, *name2); if (covar_weights.find(covar_key) != covar_weights.end()) error("optim_weights: pair of variables (" + *name1 + ", " + *name2 + ") declared twice"); covar_weights[covar_key] = value; delete name1; delete name2; } void ParsingDriver::optim_weights() { mod_file->addStatement(new OptimWeightsStatement(var_weights, covar_weights, mod_file->symbol_table)); var_weights.clear(); covar_weights.clear(); } void ParsingDriver::set_osr_params() { mod_file->addStatement(new OsrParamsStatement(symbol_list)); symbol_list.clear(); } void ParsingDriver::run_osr() { mod_file->addStatement(new OsrStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::run_dynatype(string *filename) { mod_file->addStatement(new DynaTypeStatement(symbol_list, *filename)); symbol_list.clear(); delete filename; } void ParsingDriver::run_dynasave(string *filename) { mod_file->addStatement(new DynaSaveStatement(symbol_list, *filename)); symbol_list.clear(); delete filename; } void ParsingDriver::run_load_params_and_steady_state(string *filename) { mod_file->addStatement(new LoadParamsAndSteadyStateStatement(*filename, mod_file->symbol_table, warnings)); delete filename; } void ParsingDriver::run_save_params_and_steady_state(string *filename) { mod_file->addStatement(new SaveParamsAndSteadyStateStatement(*filename)); delete filename; } void ParsingDriver::run_identification() { mod_file->addStatement(new IdentificationStatement(options_list)); options_list.clear(); } void ParsingDriver::add_mc_filename(string *filename, string *prior) { for (ModelComparisonStatement::filename_list_t::iterator it = filename_list.begin(); it != filename_list.end(); it++) if ((*it).first == *filename) error("model_comparison: filename " + *filename + " declared twice"); filename_list.push_back(make_pair(*filename, *prior)); delete filename; delete prior; } void ParsingDriver::run_model_comparison() { mod_file->addStatement(new ModelComparisonStatement(filename_list, options_list)); filename_list.clear(); options_list.clear(); } void ParsingDriver::begin_planner_objective() { set_current_data_tree(new StaticModel(mod_file->symbol_table, mod_file->num_constants, mod_file->external_functions_table)); } void ParsingDriver::end_planner_objective(expr_t expr) { // Add equation corresponding to expression expr_t eq = model_tree->AddEqual(expr, model_tree->Zero); model_tree->addEquation(eq, location.begin.line); mod_file->addStatement(new PlannerObjectiveStatement(dynamic_cast(model_tree))); reset_data_tree(); } void ParsingDriver::ramsey_model() { if (!mod_file->symbol_table.exists("optimal_policy_discount_factor")) declare_optimal_policy_discount_factor_parameter(data_tree->One); mod_file->addStatement(new RamseyModelStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::ramsey_policy() { if (!mod_file->symbol_table.exists("optimal_policy_discount_factor")) declare_optimal_policy_discount_factor_parameter(data_tree->One); mod_file->addStatement(new RamseyPolicyStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::discretionary_policy() { if (!mod_file->symbol_table.exists("optimal_policy_discount_factor")) declare_optimal_policy_discount_factor_parameter(data_tree->One); mod_file->addStatement(new DiscretionaryPolicyStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::write_latex_dynamic_model() { mod_file->addStatement(new WriteLatexDynamicModelStatement(mod_file->dynamic_model)); } void ParsingDriver::write_latex_static_model() { mod_file->addStatement(new WriteLatexStaticModelStatement(mod_file->static_model)); } void ParsingDriver::write_latex_original_model() { mod_file->addStatement(new WriteLatexOriginalModelStatement(mod_file->original_model)); } void ParsingDriver::bvar_density(string *maxnlags) { mod_file->addStatement(new BVARDensityStatement(atoi(maxnlags->c_str()), options_list)); options_list.clear(); delete maxnlags; } void ParsingDriver::bvar_forecast(string *nlags) { mod_file->addStatement(new BVARForecastStatement(atoi(nlags->c_str()), options_list)); options_list.clear(); delete nlags; } void ParsingDriver::sbvar() { mod_file->addStatement(new SBVARStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_estimation() { mod_file->addStatement(new MSSBVAREstimationStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_simulation() { mod_file->addStatement(new MSSBVARSimulationStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_compute_mdd() { mod_file->addStatement(new MSSBVARComputeMDDStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_compute_probabilities() { mod_file->addStatement(new MSSBVARComputeProbabilitiesStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_irf() { mod_file->addStatement(new MSSBVARIrfStatement(symbol_list,options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::ms_forecast() { mod_file->addStatement(new MSSBVARForecastStatement(options_list)); options_list.clear(); } void ParsingDriver::ms_variance_decomposition() { mod_file->addStatement(new MSSBVARVarianceDecompositionStatement(options_list)); options_list.clear(); } void ParsingDriver::svar() { OptionsList::num_options_t::const_iterator it0, it1, it2; OptionsList::vec_int_options_t::const_iterator itv; it0 = options_list.string_options.find("ms.coefficients"); it1 = options_list.string_options.find("ms.variances"); it2 = options_list.string_options.find("ms.constants"); if (it0 == options_list.string_options.end() && it1 == options_list.string_options.end() && it2 == options_list.string_options.end()) error("You must pass one of 'coefficients', 'variances', or 'constants'."); if ((it0 != options_list.string_options.end() && it1 != options_list.string_options.end()) || (it1 != options_list.string_options.end() && it2 != options_list.string_options.end()) || (it0 != options_list.string_options.end() && it2 != options_list.string_options.end())) error("You may only pass one of 'coefficients', 'variances', or 'constants'."); it0 = options_list.num_options.find("ms.chain"); if (it0 == options_list.num_options.end()) error("A chain option must be passed to the svar statement."); else if (atoi(it0->second.c_str()) <= 0) error("The value passed to the chain option must be greater than zero."); itv = options_list.vector_int_options.find("ms.equations"); if (itv != options_list.vector_int_options.end()) for (vector::const_iterator viit = itv->second.begin(); viit != itv->second.end(); viit++) if (*viit <= 0) error("The value(s) passed to the equation option must be greater than zero."); mod_file->addStatement(new SvarStatement(options_list)); options_list.clear(); } void ParsingDriver::markov_switching() { OptionsList::num_options_t::const_iterator it0; it0 = options_list.num_options.find("ms.chain"); if (it0 == options_list.num_options.end()) error("A chain option must be passed to the markov_switching statement."); else if (atoi(it0->second.c_str()) <= 0) error("The value passed to the chain option must be greater than zero."); it0 = options_list.num_options.find("ms.number_of_regimes"); if (it0 == options_list.num_options.end()) error("A number_of_regimes option must be passed to the markov_switching statement."); else if (atoi(it0->second.c_str()) <= 0) error("The value passed to the number_of_regimes option must be greater than zero."); it0 = options_list.num_options.find("ms.duration"); if (it0 == options_list.num_options.end()) error("A duration option must be passed to the markov_switching statement."); mod_file->addStatement(new MarkovSwitchingStatement(options_list)); options_list.clear(); } void ParsingDriver::shock_decomposition() { mod_file->addStatement(new ShockDecompositionStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::conditional_forecast() { mod_file->addStatement(new ConditionalForecastStatement(options_list)); options_list.clear(); } void ParsingDriver::plot_conditional_forecast(string *periods) { int nperiods; if (periods == NULL) nperiods = -1; else { nperiods = atoi(periods->c_str()); delete periods; } mod_file->addStatement(new PlotConditionalForecastStatement(nperiods, symbol_list)); symbol_list.clear(); } void ParsingDriver::conditional_forecast_paths() { mod_file->addStatement(new ConditionalForecastPathsStatement(det_shocks)); det_shocks.clear(); } void ParsingDriver::calib_smoother() { mod_file->addStatement(new CalibSmootherStatement(symbol_list, options_list)); symbol_list.clear(); options_list.clear(); } void ParsingDriver::extended_path() { mod_file->addStatement(new ExtendedPathStatement(options_list)); options_list.clear(); } expr_t ParsingDriver::add_model_equal(expr_t arg1, expr_t arg2) { expr_t id = model_tree->AddEqual(arg1, arg2); // Detect if the equation is tagged [static] bool is_static_only = false; for (vector >::const_iterator it = eq_tags.begin(); it != eq_tags.end(); ++it) if (it->first == "static") { is_static_only = true; break; } if (is_static_only) { if (!id->isInStaticForm()) error("An equation tagged [static] cannot contain leads, lags, expectations or STEADY_STATE operators"); dynamic_model->addStaticOnlyEquation(id, location.begin.line); } else model_tree->addEquation(id, location.begin.line, eq_tags); eq_tags.clear(); return id; } expr_t ParsingDriver::add_model_equal_with_zero_rhs(expr_t arg) { return add_model_equal(arg, model_tree->Zero); } void ParsingDriver::declare_and_init_model_local_variable(string *name, expr_t rhs) { int symb_id; try { symb_id = mod_file->symbol_table.addSymbol(*name, eModelLocalVariable); } catch (SymbolTable::AlreadyDeclaredException &e) { // It can have already been declared in a steady_state_model block, check that it is indeed a ModelLocalVariable symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eModelLocalVariable) error(*name + " has wrong type, you cannot use it within as left-hand side of a pound ('#') expression"); } try { model_tree->AddLocalVariable(symb_id, rhs); } catch (DataTree::LocalVariableException &e) { error("Local model variable " + *name + " declared twice."); } delete name; } void ParsingDriver::change_type(SymbolType new_type, vector *var_list) { for (vector::iterator it = var_list->begin(); it != var_list->end(); it++) { int id; try { id = mod_file->symbol_table.getID(**it); } catch (SymbolTable::UnknownSymbolNameException &e) { error("Unknown variable " + **it); } // Check if symbol already used in a VariableNode if (mod_file->expressions_tree.isSymbolUsed(id) || mod_file->dynamic_model.isSymbolUsed(id)) error("You cannot modify the type of symbol " + **it + " after having used it in an expression"); mod_file->symbol_table.changeType(id, new_type); delete *it; } delete var_list; } expr_t ParsingDriver::add_plus(expr_t arg1, expr_t arg2) { return data_tree->AddPlus(arg1, arg2); } expr_t ParsingDriver::add_minus(expr_t arg1, expr_t arg2) { return data_tree->AddMinus(arg1, arg2); } expr_t ParsingDriver::add_uminus(expr_t arg1) { return data_tree->AddUMinus(arg1); } expr_t ParsingDriver::add_times(expr_t arg1, expr_t arg2) { return data_tree->AddTimes(arg1, arg2); } expr_t ParsingDriver::add_divide(expr_t arg1, expr_t arg2) { try { return data_tree->AddDivide(arg1, arg2); } catch (DataTree::DivisionByZeroException) { cerr << "...division by zero error encountred when reading model from .mod file" << endl; exit(EXIT_FAILURE); } } expr_t ParsingDriver::add_less(expr_t arg1, expr_t arg2) { return data_tree->AddLess(arg1, arg2); } expr_t ParsingDriver::add_greater(expr_t arg1, expr_t arg2) { return data_tree->AddGreater(arg1, arg2); } expr_t ParsingDriver::add_less_equal(expr_t arg1, expr_t arg2) { return data_tree->AddLessEqual(arg1, arg2); } expr_t ParsingDriver::add_greater_equal(expr_t arg1, expr_t arg2) { return data_tree->AddGreaterEqual(arg1, arg2); } expr_t ParsingDriver::add_equal_equal(expr_t arg1, expr_t arg2) { return data_tree->AddEqualEqual(arg1, arg2); } expr_t ParsingDriver::add_different(expr_t arg1, expr_t arg2) { return data_tree->AddDifferent(arg1, arg2); } expr_t ParsingDriver::add_power(expr_t arg1, expr_t arg2) { return data_tree->AddPower(arg1, arg2); } expr_t ParsingDriver::add_expectation(string *arg1, expr_t arg2) { expr_t expectationNode; expectationNode = data_tree->AddExpectation(atoi(arg1->c_str()), arg2); delete arg1; return expectationNode; } expr_t ParsingDriver::add_exp(expr_t arg1) { return data_tree->AddExp(arg1); } expr_t ParsingDriver::add_log(expr_t arg1) { return data_tree->AddLog(arg1); } expr_t ParsingDriver::add_log10(expr_t arg1) { return data_tree->AddLog10(arg1); } expr_t ParsingDriver::add_cos(expr_t arg1) { return data_tree->AddCos(arg1); } expr_t ParsingDriver::add_sin(expr_t arg1) { return data_tree->AddSin(arg1); } expr_t ParsingDriver::add_tan(expr_t arg1) { return data_tree->AddTan(arg1); } expr_t ParsingDriver::add_acos(expr_t arg1) { return data_tree->AddAcos(arg1); } expr_t ParsingDriver::add_asin(expr_t arg1) { return data_tree->AddAsin(arg1); } expr_t ParsingDriver::add_atan(expr_t arg1) { return data_tree->AddAtan(arg1); } expr_t ParsingDriver::add_cosh(expr_t arg1) { return data_tree->AddCosh(arg1); } expr_t ParsingDriver::add_sinh(expr_t arg1) { return data_tree->AddSinh(arg1); } expr_t ParsingDriver::add_tanh(expr_t arg1) { return data_tree->AddTanh(arg1); } expr_t ParsingDriver::add_acosh(expr_t arg1) { return data_tree->AddAcosh(arg1); } expr_t ParsingDriver::add_asinh(expr_t arg1) { return data_tree->AddAsinh(arg1); } expr_t ParsingDriver::add_atanh(expr_t arg1) { return data_tree->AddAtanh(arg1); } expr_t ParsingDriver::add_sqrt(expr_t arg1) { return data_tree->AddSqrt(arg1); } expr_t ParsingDriver::add_abs(expr_t arg1) { return data_tree->AddAbs(arg1); } expr_t ParsingDriver::add_sign(expr_t arg1) { return data_tree->AddSign(arg1); } expr_t ParsingDriver::add_max(expr_t arg1, expr_t arg2) { return data_tree->AddMax(arg1, arg2); } expr_t ParsingDriver::add_min(expr_t arg1, expr_t arg2) { return data_tree->AddMin(arg1, arg2); } expr_t ParsingDriver::add_normcdf(expr_t arg1, expr_t arg2, expr_t arg3) { return data_tree->AddNormcdf(arg1, arg2, arg3); } expr_t ParsingDriver::add_normcdf(expr_t arg) { return add_normcdf(arg, data_tree->Zero, data_tree->One); } expr_t ParsingDriver::add_normpdf(expr_t arg1, expr_t arg2, expr_t arg3) { return data_tree->AddNormpdf(arg1, arg2, arg3); } expr_t ParsingDriver::add_normpdf(expr_t arg) { return add_normpdf(arg, data_tree->Zero, data_tree->One); } expr_t ParsingDriver::add_erf(expr_t arg1) { return data_tree->AddErf(arg1); } expr_t ParsingDriver::add_steady_state(expr_t arg1) { return data_tree->AddSteadyState(arg1); } void ParsingDriver::external_function_option(const string &name_option, string *opt) { external_function_option(name_option, *opt); delete opt; } void ParsingDriver::external_function_option(const string &name_option, const string &opt) { if (name_option == "name") { if (opt.empty()) error("An argument must be passed to the 'name' option of the external_function() statement."); declare_symbol(&opt, eExternalFunction, NULL, NULL); current_external_function_id = mod_file->symbol_table.getID(opt); } else if (name_option == "first_deriv_provided") { if (opt.empty()) current_external_function_options.firstDerivSymbID = eExtFunSetButNoNameProvided; else { declare_symbol(&opt, eExternalFunction, NULL, NULL); current_external_function_options.firstDerivSymbID = mod_file->symbol_table.getID(opt); } } else if (name_option == "second_deriv_provided") { if (opt.empty()) current_external_function_options.secondDerivSymbID = eExtFunSetButNoNameProvided; else { declare_symbol(&opt, eExternalFunction, NULL, NULL); current_external_function_options.secondDerivSymbID = mod_file->symbol_table.getID(opt); } } else if (name_option == "nargs") current_external_function_options.nargs = atoi(opt.c_str()); else error("Unexpected error in ParsingDriver::external_function_option(): Please inform Dynare Team."); } void ParsingDriver::external_function() { if (current_external_function_id == eExtFunNotSet) error("The 'name' option must be passed to external_function()."); if (current_external_function_options.secondDerivSymbID >= 0 && current_external_function_options.firstDerivSymbID == eExtFunNotSet) error("If the second derivative is provided to the external_function command, the first derivative must also be provided."); if (current_external_function_options.secondDerivSymbID == eExtFunSetButNoNameProvided && current_external_function_options.firstDerivSymbID != eExtFunSetButNoNameProvided) error("If the second derivative is provided in the top-level function, the first derivative must also be provided in that function."); mod_file->external_functions_table.addExternalFunction(current_external_function_id, current_external_function_options, true); reset_current_external_function_options(); } void ParsingDriver::push_external_function_arg_vector_onto_stack() { vector emptyvec; stack_external_function_args.push(emptyvec); } void ParsingDriver::add_external_function_arg(expr_t arg) { stack_external_function_args.top().push_back(arg); } expr_t ParsingDriver::add_model_var_or_external_function(string *function_name, bool in_model_block) { expr_t nid; if (mod_file->symbol_table.exists(*function_name)) { if (mod_file->symbol_table.getType(*function_name) != eExternalFunction) { if (!in_model_block) { if (stack_external_function_args.top().size() > 0) error(string("Symbol ") + *function_name + string(" cannot take arguments.")); else return add_expression_variable(function_name); } else { // e.g. model_var(lag) => ADD MODEL VARIABLE WITH LEAD (NumConstNode)/LAG (UnaryOpNode) if (stack_external_function_args.top().size() != 1) error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., has received more than one argument).")); NumConstNode *numNode = dynamic_cast(stack_external_function_args.top().front()); UnaryOpNode *unaryNode = dynamic_cast(stack_external_function_args.top().front()); if (numNode == NULL && unaryNode == NULL) error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., takes an argument that is not an integer).")); eval_context_t ectmp; double model_var_arg; if (unaryNode == NULL) { try { model_var_arg = numNode->eval(ectmp); } catch (ExprNode::EvalException &e) { error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., takes an argument that is not an integer).")); } } else if (unaryNode->get_op_code() != oUminus) error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., takes an argument that is not an integer).")); else { try { model_var_arg = unaryNode->eval(ectmp); } catch (ExprNode::EvalException &e) { error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., takes an argument that is not an integer).")); } } if (model_var_arg != floor(model_var_arg)) error(string("Symbol ") + *function_name + string(" is being treated as if it were a function (i.e., takes an argument that is not an integer).")); nid = add_model_variable(mod_file->symbol_table.getID(*function_name), (int) model_var_arg); stack_external_function_args.pop(); delete function_name; return nid; } } else { // e.g. this function has already been referenced (either ad hoc or through the external_function() statement // => check that the information matches previously declared info int symb_id = mod_file->symbol_table.getID(*function_name); if (!mod_file->external_functions_table.exists(symb_id)) error("Using a derivative of an external function (" + *function_name + ") in the model block is currently not allowed."); if (in_model_block) if (mod_file->external_functions_table.getNargs(symb_id) == eExtFunNotSet) error("Before using " + *function_name +"() in the model block, you must first declare it via the external_function() statement"); else if ((int) (stack_external_function_args.top().size()) != mod_file->external_functions_table.getNargs(symb_id)) error("The number of arguments passed to " + *function_name +"() does not match those of a previous call or declaration of this function."); } } else { //First time encountering this external function i.e., not previously declared or encountered if (in_model_block) error("To use an external function (" + *function_name + ") within the model block, you must first declare it via the external_function() statement."); declare_symbol(function_name, eExternalFunction, NULL, NULL); current_external_function_options.nargs = stack_external_function_args.top().size(); mod_file->external_functions_table.addExternalFunction(mod_file->symbol_table.getID(*function_name), current_external_function_options, in_model_block); reset_current_external_function_options(); } //By this point, we're sure that this function exists in the External Functions Table and is not a mod var int symb_id = mod_file->symbol_table.getID(*function_name); nid = data_tree->AddExternalFunction(symb_id, stack_external_function_args.top()); stack_external_function_args.pop(); delete function_name; return nid; } void ParsingDriver::add_native(const string &s) { mod_file->addStatement(new NativeStatement(s)); } void ParsingDriver::add_native_remove_charset(const char *s, const string &token) { string str = string(s); size_t found = str.find(token); assert(found != string::npos); str.resize(found); add_native(str); } void ParsingDriver::begin_steady_state_model() { set_current_data_tree(&mod_file->steady_state_model); } void ParsingDriver::add_steady_state_model_equal(string *varname, expr_t expr) { int id; try { id = mod_file->symbol_table.getID(*varname); } catch (SymbolTable::UnknownSymbolNameException &e) { // Unknown symbol, declare it as a ModFileLocalVariable id = mod_file->symbol_table.addSymbol(*varname, eModFileLocalVariable); } SymbolType type = mod_file->symbol_table.getType(id); if (type != eEndogenous && type != eModFileLocalVariable && type != eParameter) error(*varname + " has incorrect type"); mod_file->steady_state_model.addDefinition(id, expr); delete varname; } void ParsingDriver::add_steady_state_model_equal_multiple(expr_t expr) { const vector &symbs = symbol_list.get_symbols(); vector ids; for (size_t i = 0; i < symbs.size(); i++) { int id; try { id = mod_file->symbol_table.getID(symbs[i]); } catch (SymbolTable::UnknownSymbolNameException &e) { // Unknown symbol, declare it as a ModFileLocalVariable id = mod_file->symbol_table.addSymbol(symbs[i], eModFileLocalVariable); } SymbolType type = mod_file->symbol_table.getType(id); if (type != eEndogenous && type != eModFileLocalVariable && type != eParameter) error(symbs[i] + " has incorrect type"); ids.push_back(id); } mod_file->steady_state_model.addMultipleDefinitions(ids, expr); symbol_list.clear(); } void ParsingDriver::add_graph_format(const string &name) { graph_formats.addSymbol(name); } void ParsingDriver::process_graph_format_option() { options_list.symbol_list_options["graph_format"] = graph_formats; graph_formats.clear(); } void ParsingDriver::model_diagnostics() { mod_file->addStatement(new ModelDiagnosticsStatement()); } void ParsingDriver::add_parallel_local_file(string *filename) { mod_file->parallel_local_files.push_back(*filename); delete filename; } void ParsingDriver::add_moment_calibration_item(string *endo1, string *endo2, string *lags, vector *range) { MomentCalibration::Constraint c; check_symbol_existence(*endo1); c.endo1 = mod_file->symbol_table.getID(*endo1); if (mod_file->symbol_table.getType(*endo1) != eEndogenous) error("Variable " + *endo1 + " is not an endogenous."); delete endo1; check_symbol_existence(*endo2); c.endo2 = mod_file->symbol_table.getID(*endo2); if (mod_file->symbol_table.getType(*endo2) != eEndogenous) error("Variable " + *endo2 + " is not an endogenous."); delete endo2; c.lags = *lags; delete lags; assert(range->size() == 2); c.lower_bound = *((*range)[0]); c.upper_bound = *((*range)[1]); delete (*range)[0]; delete (*range)[1]; delete range; moment_calibration_constraints.push_back(c); } void ParsingDriver::end_moment_calibration() { mod_file->addStatement(new MomentCalibration(moment_calibration_constraints, mod_file->symbol_table)); moment_calibration_constraints.clear(); } void ParsingDriver::add_irf_calibration_item(string *endo, string *periods, string *exo, vector *range) { IrfCalibration::Constraint c; check_symbol_existence(*endo); c.endo = mod_file->symbol_table.getID(*endo); if (mod_file->symbol_table.getType(*endo) != eEndogenous) error("Variable " + *endo + " is not an endogenous."); delete endo; c.periods = *periods; delete periods; check_symbol_existence(*exo); c.exo = mod_file->symbol_table.getID(*exo); if (mod_file->symbol_table.getType(*exo) != eExogenous) error("Variable " + *endo + " is not an exogenous."); delete exo; assert(range->size() == 2); c.lower_bound = *((*range)[0]); c.upper_bound = *((*range)[1]); delete (*range)[0]; delete (*range)[1]; delete range; irf_calibration_constraints.push_back(c); } void ParsingDriver::end_irf_calibration() { mod_file->addStatement(new IrfCalibration(irf_calibration_constraints, mod_file->symbol_table)); irf_calibration_constraints.clear(); } void ParsingDriver::smoother2histval() { mod_file->addStatement(new Smoother2histvalStatement(options_list)); options_list.clear(); } void ParsingDriver::histval_file(string *filename) { mod_file->addStatement(new HistvalFileStatement(*filename)); delete filename; } void ParsingDriver::perfect_foresight_setup() { mod_file->addStatement(new PerfectForesightSetupStatement(options_list)); options_list.clear(); } void ParsingDriver::perfect_foresight_solver() { mod_file->addStatement(new PerfectForesightSolverStatement(options_list)); options_list.clear(); }