dynare/parser.src/DynareBison.yy

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%skeleton "lalr1.cc"
%require "2.3"
%defines
%{
using namespace std;
class ParsingDriver;
#include "ExprNode.hh"
%}
%parse-param { ParsingDriver &driver }
%lex-param { ParsingDriver &driver }
%locations
%initial-action
{
// Initialize the location filenames
@$.begin.filename = @$.end.filename = &driver.file;
};
%debug
%error-verbose
%union
{
string *string_val;
NodeID node_val;
};
%{
#include "ParsingDriver.hh"
%}
%token AR AUTOCORR
%token BAYESIAN_IRF BETA_PDF
%token BVAR_DENSITY BVAR_FORECAST
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC
%token CALIB CALIB_VAR CHECK CONF_SIG CONSTANT CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
%token <string_val> FLOAT_NUMBER
%token FORECAST
%token GAMMA_PDF GCC_COMPILER GRAPH
%token HISTVAL HP_FILTER HP_NGRID
%token INITVAL
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF IRF
%token KALMAN_ALGO KALMAN_TOL
%token LAPLACE LCC_COMPILER LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOGLINEAR MARKOWITZ
%token MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MSHOCKS
%token MODEL_COMPARISON_APPROXIMATION MODIFIEDHARMONICMEAN MOMENTS_VARENDO
%token <string_val> NAME
%token NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
%token OBSERVATION_TRENDS OLR OLR_INST OLR_BETA OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
%token PARAMETERS PERIODS PLANNER_OBJECTIVE PREFILTER PRESAMPLE PRINT PRIOR_TRUNC PRIOR_ANALYSIS POSTERIOR_ANALYSIS
%token QZ_CRITERIUM
%token RELATIVE_IRF REPLIC RPLOT
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO SPARSE_DLL STDERR STEADY STOCH_SIMUL
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL
%token VALUES VAR VAREXO VAREXO_DET VAROBS
%token XLS_SHEET XLS_RANGE
%left COMMA
%left PLUS MINUS
%left TIMES DIVIDE
%left UMINUS
%nonassoc POWER
%token EXP LOG LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ASINH ACOSH ATANH SQRT
%type <node_val> expression
%type <node_val> equation hand_side model_var
%type <string_val> signed_float signed_integer prior
%type <string_val> value filename filename_elem vec_int_elem vec_int_1 vec_int
%type <string_val> calib_arg2 range
%%
%start statement_list;
statement_list
: statement
| statement_list statement
;
statement
: declaration
| periods
| cutoff
| markowitz
| model
| initval
| endval
| histval
| init_param
| shocks
| mshocks
| sigma_e
| steady
| check
| simul
| stoch_simul
| estimation
| prior_analysis
| posterior_analysis
| estimated_params
| estimated_params_bounds
| estimated_params_init
| varobs
| observation_trends
| unit_root_vars
| dsample
| rplot
| optim_weights
| osr_params
| osr
| calib_var
| calib
| dynatype
| dynasave
| olr
| olr_inst
| model_comparison
| planner_objective
| ramsey_policy
| bvar_density
| bvar_forecast
;
declaration
: parameters
| var
| varexo
| varexo_det
;
dsample : DSAMPLE INT_NUMBER ';' { driver.dsample($2);}
| DSAMPLE INT_NUMBER INT_NUMBER ';' {driver.dsample($2, $3);}
;
rplot : RPLOT tmp_var_list ';' {driver.rplot();}
;
var
: VAR var_list ';'
;
varexo
: VAREXO varexo_list ';'
;
varexo_det
: VAREXO_DET varexo_det_list ';'
;
parameters
: PARAMETERS parameter_list ';'
;
var_list
: var_list NAME
{ driver.declare_endogenous($2); }
| var_list COMMA NAME
{ driver.declare_endogenous($3); }
| NAME
{ driver.declare_endogenous($1); }
| var_list NAME TEX_NAME
{ driver.declare_endogenous($2, $3); }
| var_list COMMA NAME TEX_NAME
{ driver.declare_endogenous($3, $4); }
| NAME TEX_NAME
{ driver.declare_endogenous($1, $2); }
;
varexo_list
: varexo_list NAME
{ driver.declare_exogenous($2); }
| varexo_list COMMA NAME
{ driver.declare_exogenous($3); }
| NAME
{ driver.declare_exogenous($1); }
| varexo_list NAME TEX_NAME
{ driver.declare_exogenous($2, $3); }
| varexo_list COMMA NAME TEX_NAME
{ driver.declare_exogenous($3, $4); }
| NAME TEX_NAME
{ driver.declare_exogenous($1, $2); }
;
varexo_det_list
: varexo_det_list NAME
{ driver.declare_exogenous_det($2); }
| varexo_det_list COMMA NAME
{ driver.declare_exogenous_det($3); }
| NAME
{ driver.declare_exogenous_det($1); }
| varexo_det_list NAME TEX_NAME
{ driver.declare_exogenous_det($2, $3); }
| varexo_det_list COMMA NAME TEX_NAME
{ driver.declare_exogenous_det($3, $4); }
| NAME TEX_NAME
{ driver.declare_exogenous_det($1, $2); }
;
parameter_list
: parameter_list NAME
{ driver.declare_parameter($2); }
| parameter_list COMMA NAME
{ driver.declare_parameter($3); }
| NAME
{ driver.declare_parameter($1); }
| parameter_list NAME TEX_NAME
{ driver.declare_parameter($2, $3); }
| parameter_list COMMA NAME TEX_NAME
{ driver.declare_parameter($3, $4); }
| NAME TEX_NAME
{ driver.declare_parameter($1, $2); }
;
periods
: PERIODS INT_NUMBER ';'
{
driver.periods($2);
}
| PERIODS EQUAL INT_NUMBER ';'
{
driver.periods($3);
}
;
cutoff
: CUTOFF FLOAT_NUMBER ';'
{
driver.cutoff($2);
}
| CUTOFF EQUAL FLOAT_NUMBER ';'
{
driver.cutoff($3);
}
;
markowitz
: MARKOWITZ FLOAT_NUMBER ';'
{
driver.markowitz($2);
}
| MARKOWITZ EQUAL FLOAT_NUMBER ';'
{
driver.markowitz($3);
}
;
init_param
: NAME EQUAL expression ';'
{driver.init_param($1, $3);}
;
expression
: '(' expression ')'
{ $$ = $2;}
| NAME
{$$ = driver.add_expression_variable($1);}
| FLOAT_NUMBER
{$$ = driver.add_constant($1);}
| INT_NUMBER
{$$ = driver.add_constant($1);}
| expression PLUS expression
{$$ = driver.add_plus($1, $3);}
| expression MINUS expression
{$$ = driver.add_minus($1, $3);}
| expression DIVIDE expression
{$$ = driver.add_divide($1, $3);}
| expression TIMES expression
{$$ = driver.add_times($1, $3);}
| expression POWER expression
{$$ = driver.add_power($1, $3);}
| MINUS expression %prec UMINUS
{$$ = driver.add_uminus($2);}
| PLUS expression
{$$ = $2;}
| EXP '(' expression ')'
{$$ = driver.add_exp($3);}
| LOG '(' expression ')'
{$$ = driver.add_log($3);}
| LOG10 '(' expression ')'
{$$ = driver.add_log10($3);}
| SIN '(' expression ')'
{$$ = driver.add_sin($3);}
| COS '(' expression ')'
{$$ = driver.add_cos($3);}
| TAN '(' expression ')'
{$$ = driver.add_tan($3);}
| ASIN '(' expression ')'
{$$ = driver.add_asin($3);}
| ACOS '(' expression ')'
{$$ = driver.add_acos($3);}
| ATAN '(' expression ')'
{$$ = driver.add_atan($3);}
| SQRT '(' expression ')'
{$$ = driver.add_sqrt($3);}
| NAME '(' comma_expression ')'
{$$ = driver.add_unknown_function($1);}
;
comma_expression :
expression
{ driver.add_unknown_function_arg($1); }
| comma_expression COMMA expression
{ driver.add_unknown_function_arg($3); }
initval
: INITVAL ';' initval_list END
{driver.end_initval();}
| INITVAL '(' initval_option ')' ';' initval_list END
{driver.end_initval();}
;
initval_option
: FILENAME EQUAL NAME {driver.init_val_filename($3);}
;
endval
: ENDVAL ';' initval_list END
{driver.end_endval();}
;
initval_list
: initval_list initval_elem
| initval_elem
;
initval_elem
: NAME EQUAL expression ';'
{driver.init_val($1, $3);}
;
histval
: HISTVAL ';' histval_list END
{ driver.end_histval(); }
;
histval_list
: histval_list histval_elem
| histval_elem
;
histval_elem
: NAME '(' signed_integer ')' EQUAL expression ';'
{driver.hist_val($1, $3, $6);}
;
model_sparse_options_list : model_sparse_options_list COMMA model_sparse_options
| model_sparse_options
;
model_sparse_options :
LCC_COMPILER { driver.init_compiler(0); }
| GCC_COMPILER { driver.init_compiler(1); }
| o_cutoff
| o_markowitz
;
model
: MODEL ';' { driver.begin_model(); } equation_list END { driver.reset_data_tree(); }
| MODEL '(' o_linear ')' ';' { driver.begin_model(); }
equation_list END { driver.reset_data_tree(); }
| MODEL '(' USE_DLL ')' ';' { driver.begin_model(); driver.use_dll(); }
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE_DLL COMMA model_sparse_options_list ')' { driver.begin_model(); driver.sparse_dll(); } ';'
equation_list END { driver.reset_data_tree(); }
| MODEL '(' SPARSE_DLL ')' { driver.begin_model(); driver.sparse_dll(); } ';'
equation_list END { driver.reset_data_tree(); }
;
equation_list
: equation_list equation
| equation_list pound_expression
| equation
| pound_expression
;
equation
: hand_side EQUAL hand_side ';'
{$$ = driver.add_model_equal($1, $3);}
| hand_side ';'
{$$ = driver.add_model_equal_with_zero_rhs($1);}
;
hand_side
: '(' hand_side ')' {$$ = $2;}
| model_var
| FLOAT_NUMBER
{$$ = driver.add_constant($1);}
| INT_NUMBER
{$$ = driver.add_constant($1);}
| hand_side PLUS hand_side
{$$ = driver.add_plus($1, $3);}
| hand_side MINUS hand_side
{$$ = driver.add_minus($1, $3);}
| hand_side DIVIDE hand_side
{$$ = driver.add_divide($1, $3);}
| hand_side TIMES hand_side
{$$ = driver.add_times($1, $3);}
| hand_side POWER hand_side
{$$ = driver.add_power($1, $3);}
| MINUS hand_side %prec UMINUS
{ $$ = driver.add_uminus($2);}
| PLUS hand_side
{$$ = $2;}
| EXP '(' hand_side ')'
{$$ = driver.add_exp($3);}
| LOG '(' hand_side ')'
{$$ = driver.add_log($3);}
| LOG10 '(' hand_side ')'
{$$ = driver.add_log10($3);}
| SIN '(' hand_side ')'
{$$ = driver.add_sin($3);}
| COS '(' hand_side ')'
{$$ = driver.add_cos($3);}
| TAN '(' hand_side ')'
{$$ = driver.add_tan($3);}
| ASIN '(' hand_side ')'
{$$ = driver.add_asin($3);}
| ACOS '(' hand_side ')'
{$$ = driver.add_acos($3);}
| ATAN '(' hand_side ')'
{$$ = driver.add_atan($3);}
| SQRT '(' hand_side ')'
{$$ = driver.add_sqrt($3);}
;
pound_expression: '#' NAME EQUAL hand_side ';'
{driver.declare_and_init_model_local_variable($2, $4);}
model_var
: NAME
{$$ = driver.add_model_variable($1);}
| NAME '(' signed_integer ')'
{$$ = driver.add_model_variable($1, $3);}
;
shocks
: SHOCKS ';' shock_list END {driver.end_shocks();}
;
mshocks
: MSHOCKS ';' shock_list END {driver.end_mshocks();}
;
shock_list
: shock_list shock_elem
| shock_elem
;
shock_elem
: VAR NAME ';' PERIODS period_list ';' VALUES value_list ';'
{driver.add_det_shock($2);}
| VAR NAME ';' STDERR expression ';'
{driver.add_stderr_shock($2, $5);}
| VAR NAME EQUAL expression ';'
{driver.add_var_shock($2, $4);}
| VAR NAME COMMA NAME EQUAL expression ';'
{driver.add_covar_shock($2, $4, $6);}
| CORR NAME COMMA NAME EQUAL expression ';'
{driver.add_correl_shock($2, $4, $6);}
;
period_list
: period_list INT_NUMBER
{driver.add_period($2);}
| period_list INT_NUMBER ':' INT_NUMBER
{driver.add_period($2,$4);}
| period_list COMMA INT_NUMBER
{driver.add_period($3);}
| period_list COMMA INT_NUMBER ':' INT_NUMBER
{driver.add_period($3, $5);}
| INT_NUMBER ':' INT_NUMBER
{driver.add_period($1, $3);}
| INT_NUMBER
{driver.add_period($1);}
;
value_list
: value_list signed_float
{driver.add_value_const($2);}
| value_list signed_integer
{driver.add_value_const($2);}
| value_list NAME
{driver.add_value_var($2);}
| signed_float
{driver.add_value_const($1);}
| signed_integer
{driver.add_value_const($1);}
| NAME
{driver.add_value_var($1);}
| value_list '(' expression ')'
{driver.add_value($3);}
| '(' expression ')'
{driver.add_value($2);}
;
sigma_e
: SIGMA_E EQUAL '[' triangular_matrix ']' ';'
{driver.do_sigma_e();}
;
triangular_matrix
: triangular_matrix ';' triangular_row
{driver.end_of_row();}
| triangular_row
{driver.end_of_row();}
;
triangular_row
: triangular_row COMMA '(' expression ')'
{driver.add_to_row($4);}
| triangular_row COMMA FLOAT_NUMBER
{driver.add_to_row_const($3);}
| triangular_row COMMA INT_NUMBER
{driver.add_to_row_const($3);}
| triangular_row '(' expression ')'
{driver.add_to_row($3);}
| triangular_row FLOAT_NUMBER
{driver.add_to_row_const($2);}
| triangular_row INT_NUMBER
{driver.add_to_row_const($2);}
| '(' expression ')'
{driver.add_to_row($2);}
| FLOAT_NUMBER
{driver.add_to_row_const($1);}
| INT_NUMBER
{driver.add_to_row_const($1);}
;
steady
: STEADY ';'
{
driver.steady();
}
| STEADY '(' steady_options_list ')' ';'
{driver.steady();}
;
steady_options_list : steady_options_list COMMA steady_options
| steady_options
;
steady_options: o_solve_algo
;
check
: CHECK ';'
{driver.check();}
| CHECK '(' check_options_list ')' ';'
{driver.check();}
;
check_options_list : check_options_list COMMA check_options
| check_options
;
check_options : o_solve_algo
;
simul
: SIMUL ';'
{driver.simulate();}
| SIMUL '(' simul_options_list ')' ';'
{driver.simulate();}
;
simul_options_list: simul_options_list COMMA simul_options
| simul_options
;
simul_options: o_periods
| o_datafile
;
stoch_simul
: STOCH_SIMUL ';'
{driver.stoch_simul();}
| STOCH_SIMUL '(' stoch_simul_options_list ')' ';'
{driver.stoch_simul();}
| STOCH_SIMUL tmp_var_list ';'
{driver.stoch_simul();}
| STOCH_SIMUL '(' stoch_simul_options_list ')' tmp_var_list ';'
{driver.stoch_simul();}
;
stoch_simul_options_list: stoch_simul_options_list COMMA stoch_simul_options
| stoch_simul_options
;
stoch_simul_options : o_dr_algo
| o_solve_algo
| o_simul_algo
| o_linear
| o_order
| o_replic
| o_drop
| o_ar
| o_nocorr
| o_nofunctions
| o_nomoments
| o_nograph
| o_irf
| o_relative_irf
| o_hp_filter
| o_hp_ngrid
| o_periods
| o_cutoff
| o_simul
| o_simul_seed
| o_qz_criterium
;
tmp_var_list
: tmp_var_list NAME
{driver.add_tmp_var($2);}
| tmp_var_list NAME EQUAL NAME
{driver.add_tmp_var($2, $4);}
| tmp_var_list COMMA NAME
{driver.add_tmp_var($3);}
| tmp_var_list COMMA NAME EQUAL NAME
{driver.add_tmp_var($3, $5);}
| NAME
{driver.add_tmp_var($1);}
| NAME EQUAL NAME
{driver.add_tmp_var($1, $3);}
;
signed_integer
: PLUS INT_NUMBER
{$$ = $2;}
| MINUS INT_NUMBER
{$2->insert(0, "-"); $$ = $2;}
| INT_NUMBER
{$$ = $1;}
;
signed_float
: PLUS FLOAT_NUMBER
{$$ = $2;}
| MINUS FLOAT_NUMBER
{$2->insert(0, "-"); $$ = $2;}
| FLOAT_NUMBER
{$$ = $1;}
;
estimated_params
: ESTIMATED_PARAMS ';' estimated_list END
{ driver.estimated_params(); }
;
estimated_list
: estimated_list estimated_elem
{driver.add_estimated_params_element();}
| estimated_elem
{driver.add_estimated_params_element();}
;
estimated_elem
: estimated_elem1 COMMA estimated_elem2 ';'
;
estimated_elem1
: STDERR NAME
{driver.estim_params.type = 1;
driver.estim_params.name = *$2;
delete $2;
}
| NAME
{driver.estim_params.type = 2;
driver.estim_params.name = *$1;
delete $1;
}
| CORR NAME COMMA NAME
{driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
delete $2;
delete $4;
}
;
estimated_elem2
: prior COMMA estimated_elem3
{
driver.estim_params.prior=*$1;
delete $1;
}
| value COMMA prior COMMA estimated_elem3
{driver.estim_params.init_val=*$1;
driver.estim_params.prior=*$3;
delete $1;
delete $3;
}
| value COMMA value COMMA value COMMA prior COMMA estimated_elem3
{driver.estim_params.init_val=*$1;
driver.estim_params.low_bound=*$3;
driver.estim_params.up_bound=*$5;
driver.estim_params.prior=*$7;
delete $1;
delete $3;
delete $5;
delete $7;
}
| value
{
driver.estim_params.init_val=*$1;
delete $1;
}
| value COMMA value COMMA value
{driver.estim_params.init_val=*$1;
driver.estim_params.low_bound=*$3;
driver.estim_params.up_bound=*$5;
delete $1;
delete $3;
delete $5;
}
;
estimated_elem3
: value COMMA value
{driver.estim_params.mean=*$1;
driver.estim_params.std=*$3;
delete $1;
delete $3;
}
| value COMMA value COMMA value
{driver.estim_params.mean=*$1;
driver.estim_params.std=*$3;
driver.estim_params.p3=*$5;
delete $1;
delete $3;
delete $5;
}
| value COMMA value COMMA value COMMA value
{driver.estim_params.mean=*$1;
driver.estim_params.std=*$3;
driver.estim_params.p3=*$5;
driver.estim_params.p4=*$7;
delete $1;
delete $3;
delete $5;
delete $7;
}
| value COMMA value COMMA value COMMA value COMMA value
{driver.estim_params.mean=*$1;
driver.estim_params.std=*$3;
driver.estim_params.p3=*$5;
driver.estim_params.p4=*$7;
driver.estim_params.jscale=*$9;
delete $1;
delete $3;
delete $5;
delete $7;
delete $9;
}
;
estimated_params_init: ESTIMATED_PARAMS_INIT ';' estimated_init_list END
{ driver.estimated_params_init(); }
;
estimated_init_list : estimated_init_list estimated_init_elem
{driver.add_estimated_params_element();}
| estimated_init_elem
{driver.add_estimated_params_element();}
;
estimated_init_elem : STDERR NAME COMMA value ';'
{driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.init_val=*$4;
delete $2;
delete $4;
}
| CORR NAME COMMA NAME COMMA value ';'
{driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.init_val=*$6;
delete $2;
delete $4;
delete $6;
}
| NAME COMMA value ';'
{driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.init_val=*$3;
delete $1;
delete $3;
}
;
estimated_params_bounds: ESTIMATED_PARAMS_BOUNDS ';' estimated_bounds_list END
{ driver.estimated_params_bounds(); }
;
estimated_bounds_list : estimated_bounds_list estimated_bounds_elem
{driver.add_estimated_params_element();}
| estimated_bounds_elem
{driver.add_estimated_params_element();}
;
estimated_bounds_elem : STDERR NAME COMMA value COMMA value ';'
{driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.low_bound=*$4;
driver.estim_params.up_bound=*$6;
delete $2;
delete $4;
delete $6;
}
| CORR NAME COMMA NAME COMMA value COMMA value ';'
{driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.low_bound=*$6;
driver.estim_params.up_bound=*$8;
delete $2;
delete $4;
delete $6;
delete $8;
}
| NAME COMMA value COMMA value ';'
{driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.low_bound=*$3;
driver.estim_params.up_bound=*$5;
delete $1;
delete $3;
delete $5;
}
;
prior
: BETA_PDF
{$$ = new string("1");}
| GAMMA_PDF
{$$ = new string("2");}
| NORMAL_PDF
{$$ = new string("3");}
| INV_GAMMA_PDF
{$$ = new string("4");}
| UNIFORM_PDF
{$$ = new string("5");}
;
value
: {$$ = new string("NaN");}
| INT_NUMBER
| FLOAT_NUMBER
| NAME
| MINUS INT_NUMBER
{$2->insert(0, "-"); $$ = $2;}
| MINUS FLOAT_NUMBER
{$2->insert(0, "-"); $$ = $2;}
;
estimation
: ESTIMATION ';'
{driver.run_estimation();}
| ESTIMATION '(' estimation_options_list ')' ';'
{driver.run_estimation();}
| ESTIMATION tmp_var_list ';'
{driver.run_estimation();}
| ESTIMATION '(' estimation_options_list ')' tmp_var_list ';'
{driver.run_estimation();}
;
estimation_options_list
: estimation_options_list COMMA estimation_options
| estimation_options
;
estimation_options : o_datafile
| o_nobs
| o_first_obs
| o_prefilter
| o_presample
| o_lik_algo
| o_lik_init
| o_nograph
| o_conf_sig
| o_mh_replic
| o_mh_drop
| o_mh_jscale
| o_optim
| o_mh_init_scale
| o_mode_file
| o_mode_compute
| o_mode_check
| o_prior_trunc
| o_mh_mode
| o_mh_nblcks
| o_load_mh_file
| o_loglinear
| o_nodiagnostic
| o_bayesian_irf
| o_irf
| o_tex
| o_forecast
| o_smoother
| o_moments_varendo
| o_filtered_vars
| o_kalman_algo
| o_kalman_tol
| o_xls_sheet
| o_xls_range
| o_filter_step_ahead
| o_solve_algo
| o_constant
| o_noconstant
| o_mh_recover
;
prior_analysis
: PRIOR_ANALYSIS '(' prior_posterior_options_list ')' ';'
{driver.run_prior_analysis();}
| PRIOR_ANALYSIS '(' prior_posterior_options_list ')' tmp_var_list ';'
{driver.run_prior_analysis();}
;
prior_posterior_options_list
: prior_posterior_options_list COMMA prior_posterior_options
| prior_posterior_options
;
prior_posterior_options
: o_nograph
| o_conf_sig
| o_prior_trunc
| o_bayesian_irf
| o_irf
| o_tex
| o_forecast
| o_smoother
| o_moments_varendo
| o_filtered_vars
| o_xls_sheet
| o_xls_range
| o_filter_step_ahead
;
posterior_analysis
: POSTERIOR_ANALYSIS '(' prior_posterior_options_list ')' ';'
{driver.run_posterior_analysis();}
| POSTERIOR_ANALYSIS '(' prior_posterior_options_list ')' tmp_var_list ';'
{driver.run_posterior_analysis();}
;
list_optim_option
: '\'' NAME '\'' COMMA '\'' NAME '\'' {driver.optim_options_string($2, $6);}
| '\'' NAME '\'' COMMA value {driver.optim_options_num($2, $5);}
;
optim_options
: list_optim_option
| optim_options COMMA list_optim_option;
;
varobs
: VAROBS tmp_var_list ';'
{driver.set_varobs();}
;
observation_trends
: OBSERVATION_TRENDS ';' trend_list END
{ driver.set_trends(); }
;
trend_list
: trend_list trend_element
| trend_element
;
trend_element : NAME '(' expression ')' ';'
{driver.set_trend_element($1, $3);}
;
unit_root_vars : UNIT_ROOT_VARS tmp_var_list ';' {driver.set_unit_root_vars();}
;
optim_weights : OPTIM_WEIGHTS ';' optim_weights_list END
{ driver.optim_weights(); }
;
optim_weights_list : optim_weights_list NAME expression ';'
{driver.set_optim_weights($2, $3);}
| optim_weights_list NAME COMMA NAME expression ';'
{driver.set_optim_weights($2, $4, $5);}
| NAME expression ';'
{driver.set_optim_weights($1, $2);}
| NAME COMMA NAME expression ';'
{driver.set_optim_weights($1, $3, $4);}
;
osr_params : OSR_PARAMS tmp_var_list ';' {driver.set_osr_params();}
;
osr : OSR ';' {driver.run_osr();}
| OSR '(' olr_options ')' ';' {driver.run_osr();}
| OSR tmp_var_list ';' {driver.run_osr();}
| OSR '(' olr_options ')' tmp_var_list ';' {driver.run_osr();}
;
olr : OLR ';' {driver.run_olr();}
| OLR '(' olr_options ')' ';' {driver.run_olr();}
| OLR tmp_var_list ';' {driver.run_olr();}
| OLR '(' olr_options ')' tmp_var_list ';' {driver.run_olr();}
;
olr_option : o_olr_beta
| stoch_simul_options
;
olr_options : olr_option
| olr_options COMMA olr_option
;
olr_inst : OLR_INST tmp_var_list ';' {driver.set_olr_inst();}
;
calib_var : CALIB_VAR ';' calib_var_list END
{ driver.run_calib_var(); }
;
calib_var_list : calib_var_list calib_arg1
| calib_arg1
;
calib_arg1 : NAME calib_arg2 EQUAL expression ';' {driver.set_calib_var($1, $2, $4);}
| NAME COMMA NAME calib_arg2 EQUAL expression ';' {driver.set_calib_covar($1, $3, $4, $6);}
| AUTOCORR NAME '(' INT_NUMBER ')' calib_arg2 EQUAL expression ';' {driver.set_calib_ac($2, $4, $6, $8);}
;
calib_arg2 : { $$ = new string("1"); }
| '(' INT_NUMBER ')' {$$ = $2;}
| '(' FLOAT_NUMBER ')' {$$ = $2;}
;
calib : CALIB ';' {driver.run_calib(0);}
| CALIB '(' COVAR ')' ';' {driver.run_calib(1);}
;
dynatype : DYNATYPE '(' NAME ')'';' {driver.run_dynatype($3);}
| DYNATYPE '(' NAME ')' tmp_var_list ';' {driver.run_dynatype($3);}
| DYNATYPE NAME ';' {driver.run_dynatype($2);}
| DYNATYPE '(' NAME '.' NAME ')'';' {driver.run_dynatype($3, $5);}
| DYNATYPE '(' NAME '.' NAME ')' tmp_var_list ';' {driver.run_dynatype($3, $5);}
| DYNATYPE NAME '.' NAME ';' {driver.run_dynatype($2,$4);};
dynasave : DYNASAVE '(' NAME ')'';' {driver.run_dynasave($3);}
| DYNASAVE '(' NAME ')' tmp_var_list ';' {driver.run_dynasave($3);}
| DYNASAVE NAME ';' {driver.run_dynasave($2);}
| DYNASAVE '(' NAME '.' NAME ')'';' {driver.run_dynasave($3, $5);}
| DYNASAVE '(' NAME '.' NAME ')' tmp_var_list ';' {driver.run_dynasave($3, $5);}
| DYNASAVE NAME '.' NAME ';' {driver.run_dynasave($2, $4);};
model_comparison : MODEL_COMPARISON '(' model_comparison_options ')' filename_list ';'
{driver.run_model_comparison();}
;
model_comparison_options: model_comparison_options COMMA model_comparison_option
| model_comparison_option
;
model_comparison_option : o_model_comparison_approximation
| o_print
| o_noprint
;
filename_list : filename {driver.add_mc_filename($1);}
| filename_list COMMA filename {driver.add_mc_filename($3);}
| filename '(' value ')' {driver.add_mc_filename($1, $3);}
| filename_list COMMA filename '(' value ')' {driver.add_mc_filename($3, $5);}
;
filename : filename_elem {$$ = $1;}
| filename filename_elem {$1->append(*$2); delete $2; $$ = $1;}
;
filename_elem : NAME
| '\\' { $$ = new string("\\"); }
| DIVIDE { $$ = new string("/"); }
| ':' { $$ = new string(":"); }
| '.' { $$ = new string("."); }
;
planner_objective : PLANNER_OBJECTIVE { driver.begin_planner_objective(); } hand_side { driver.end_planner_objective($3); } ';'
;
ramsey_policy : RAMSEY_POLICY ';'
{driver.ramsey_policy();}
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' ';'
{driver.ramsey_policy();}
| RAMSEY_POLICY tmp_var_list ';'
{driver.ramsey_policy();}
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' tmp_var_list ';'
{driver.ramsey_policy();}
;
ramsey_policy_options_list :
ramsey_policy_options_list COMMA ramsey_policy_options
| ramsey_policy_options
;
ramsey_policy_options : stoch_simul_options
| o_planner_discount
;
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
| o_bvar_prior_mu
| o_bvar_prior_omega
| o_bvar_prior_flat
| o_bvar_prior_train
;
bvar_common_option : bvar_prior_option
| o_datafile
| o_xls_sheet
| o_xls_range
| o_first_obs
| o_presample
| o_nobs
| o_prefilter
;
bvar_density_options_list : bvar_common_option COMMA bvar_density_options_list
| bvar_common_option
;
bvar_density : BVAR_DENSITY INT_NUMBER ';'
{ driver.bvar_density($2); }
| BVAR_DENSITY '(' bvar_density_options_list ')' INT_NUMBER ';'
{ driver.bvar_density($5); }
;
bvar_forecast_option : bvar_common_option
| o_forecast
| o_conf_sig
| o_bvar_replic
;
bvar_forecast_options_list : bvar_forecast_option COMMA bvar_forecast_options_list
| bvar_forecast_option
;
bvar_forecast : BVAR_FORECAST INT_NUMBER ';'
{ driver.bvar_forecast($2); }
| BVAR_FORECAST '(' bvar_forecast_options_list ')' INT_NUMBER ';'
{ driver.bvar_forecast($5); }
;
o_dr_algo: DR_ALGO EQUAL INT_NUMBER {driver.option_num("dr_algo", $3);};
o_solve_algo: SOLVE_ALGO EQUAL INT_NUMBER {driver.option_num("solve_algo", $3);};
o_simul_algo: SIMUL_ALGO EQUAL INT_NUMBER {driver.option_num("simul_algo", $3);};
o_linear: LINEAR {driver.linear();};
o_order: ORDER EQUAL INT_NUMBER {driver.option_num("order", $3);};
o_replic: REPLIC EQUAL INT_NUMBER {driver.option_num("replic", $3);};
o_drop: DROP EQUAL INT_NUMBER {driver.option_num("drop", $3);};
o_ar: AR EQUAL INT_NUMBER {driver.option_num("ar", $3);};
o_nocorr: NOCORR {driver.option_num("nocorr", "1");};
o_nofunctions: NOFUNCTIONS {driver.option_num("nofunctions", "1");};
o_nomoments: NOMOMENTS {driver.option_num("nomoments", "1");};
o_irf: IRF EQUAL INT_NUMBER {driver.option_num("irf", $3);};
o_hp_filter: HP_FILTER EQUAL INT_NUMBER {driver.option_num("hp_filter", $3);};
o_hp_ngrid: HP_NGRID EQUAL INT_NUMBER {driver.option_num("hp_ngrid", $3);};
o_periods: PERIODS EQUAL INT_NUMBER {driver.option_num("periods", $3); driver.option_num("simul", "1");};
o_cutoff: CUTOFF EQUAL FLOAT_NUMBER {driver.option_num("cutoff", $3);}
o_markowitz: MARKOWITZ EQUAL FLOAT_NUMBER {driver.option_num("markowitz", $3);}
o_simul: SIMUL {driver.option_num("simul", "1");};
o_simul_seed: SIMUL_SEED EQUAL INT_NUMBER { driver.option_num("simul_seed", $3)};
o_qz_criterium: QZ_CRITERIUM EQUAL INT_NUMBER { driver.option_num("qz_criterium", $3)}
| QZ_CRITERIUM EQUAL FLOAT_NUMBER { driver.option_num("qz_criterium", $3)}
;
o_datafile: DATAFILE EQUAL NAME {driver.option_str("datafile", $3);};
o_nobs: NOBS EQUAL vec_int {driver.option_num("nobs", $3);}
| NOBS EQUAL INT_NUMBER {driver.option_num("nobs", $3);}
;
o_first_obs: FIRST_OBS EQUAL INT_NUMBER {driver.option_num("first_obs", $3);};
o_prefilter: PREFILTER EQUAL INT_NUMBER {driver.option_num("prefilter", $3);};
o_presample: PRESAMPLE EQUAL INT_NUMBER {driver.option_num("presample", $3);};
o_lik_algo: LIK_ALGO EQUAL INT_NUMBER {driver.option_num("lik_algo", $3);};
o_lik_init: LIK_INIT EQUAL INT_NUMBER {driver.option_num("lik_init", $3);};
o_nograph: NOGRAPH {driver.option_num("nograph","1");};
| GRAPH {driver.option_num("nograph", "0");};
o_conf_sig: CONF_SIG EQUAL FLOAT_NUMBER {driver.option_num("conf_sig", $3);};
o_mh_replic: MH_REPLIC EQUAL INT_NUMBER {driver.option_num("mh_replic", $3);};
o_mh_drop: MH_DROP EQUAL FLOAT_NUMBER {driver.option_num("mh_drop", $3);};
o_mh_jscale: MH_JSCALE EQUAL FLOAT_NUMBER {driver.option_num("mh_jscale", $3);};
o_optim: OPTIM EQUAL '(' optim_options ')';
o_mh_init_scale: MH_INIT_SCALE EQUAL FLOAT_NUMBER {driver.option_num("mh_init_scale", $3);};
| MH_INIT_SCALE EQUAL INT_NUMBER {driver.option_num("mh_init_scale", $3);};
o_mode_file : MODE_FILE EQUAL NAME {driver.option_str("mode_file", $3);};
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER {driver.option_num("mode_compute", $3);};
o_mode_check : MODE_CHECK {driver.option_num("mode_check", "1");};
o_prior_trunc : PRIOR_TRUNC EQUAL FLOAT_NUMBER {driver.option_num("prior_trunc", $3);};
o_mh_mode : MH_MODE EQUAL INT_NUMBER {driver.option_num("mh_mode", $3);};
o_mh_nblcks : MH_NBLOCKS EQUAL INT_NUMBER {driver.option_num("mh_nblck", $3);};
o_load_mh_file : LOAD_MH_FILE {driver.option_num("load_mh_file", "1");};
o_loglinear : LOGLINEAR {driver.option_num("loglinear", "1");};
o_nodiagnostic : NODIAGNOSTIC {driver.option_num("nodiagnostic", "1");};
o_bayesian_irf : BAYESIAN_IRF {driver.option_num("bayesian_irf", "1");};
o_tex : TEX {driver.option_num("TeX", "1");};
o_forecast : FORECAST EQUAL INT_NUMBER {driver.option_num("forecast", $3);};
o_smoother : SMOOTHER {driver.option_num("smoother", "1");};
o_moments_varendo : MOMENTS_VARENDO {driver.option_num("moments_varendo", "1");};
o_filtered_vars : FILTERED_VARS {driver.option_num("filtered_vars", "1");};
o_relative_irf : RELATIVE_IRF {driver.option_num("relative_irf", "1");};
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER {driver.option_num("kalman_algo", $3);};
o_kalman_tol : KALMAN_TOL EQUAL INT_NUMBER {driver.option_num("kalman_tol", $3);};
o_olr_beta: OLR_BETA EQUAL value {driver.option_num("olr_beta", $3);};
o_model_comparison_approximation:
MODEL_COMPARISON_APPROXIMATION EQUAL LAPLACE
{ driver.option_str("model_comparison_approximation", "Laplace"); }
| MODEL_COMPARISON_APPROXIMATION EQUAL MODIFIEDHARMONICMEAN
{ driver.option_str("model_comparison_approximation", "MODIFIEDHARMONICMEAN"); }
;
o_print : PRINT {driver.option_num("noprint", "0");};
o_noprint : NOPRINT {driver.option_num("noprint", "1");};
o_xls_sheet : XLS_SHEET EQUAL NAME {driver.option_str("xls_sheet", $3);}
o_xls_range : XLS_RANGE EQUAL range {driver.option_str("xls_range", $3);}
o_filter_step_ahead : FILTER_STEP_AHEAD EQUAL vec_int {driver.option_num("filter_step_ahead", $3);}
o_constant : CONSTANT {driver.option_num("noconstant", "0");}
o_noconstant : NOCONSTANT {driver.option_num("noconstant", "1");}
o_mh_recover : MH_RECOVER {driver.option_num("load_mh_file", "-1");}
o_planner_discount : PLANNER_DISCOUNT EQUAL FLOAT_NUMBER {driver.option_num("planner_discount",$3);}
o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_float { driver.option_num("bvar_prior_tau", $3); }
o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL FLOAT_NUMBER { driver.option_num("bvar_prior_decay", $3); }
o_bvar_prior_lambda : BVAR_PRIOR_LAMBDA EQUAL signed_float { driver.option_num("bvar_prior_lambda", $3); }
o_bvar_prior_mu : BVAR_PRIOR_MU EQUAL FLOAT_NUMBER { driver.option_num("bvar_prior_mu", $3); }
o_bvar_prior_omega : BVAR_PRIOR_OMEGA EQUAL INT_NUMBER { driver.option_num("bvar_prior_omega", $3); }
o_bvar_prior_flat : BVAR_PRIOR_FLAT { driver.option_num("bvar_prior_flat", "1"); }
o_bvar_prior_train : BVAR_PRIOR_TRAIN EQUAL INT_NUMBER { driver.option_num("bvar_prior_train", $3); }
o_bvar_replic : BVAR_REPLIC EQUAL INT_NUMBER { driver.option_num("bvar_replic", $3); }
range : NAME ':' NAME
{
$1->append(":");
$1->append(*$3);
delete $3;
$$ = $1;
}
vec_int_elem : INT_NUMBER
| INT_NUMBER ':' INT_NUMBER
{ $1->append(":"); $1->append(*$3); delete $3; $$ = $1; }
;
vec_int_1 : '[' vec_int_elem { $2->insert(0, "["); $$ = $2;}
| vec_int_1 vec_int_elem
{
$1->append(" ");
$1->append(*$2);
delete $2;
$$ = $1;
}
;
vec_int : vec_int_1 ']' { $1->append("]"); $$ = $1; };
%%
void
yy::parser::error(const yy::parser::location_type &l,
const string &m)
{
driver.error(l, m);
}
/*
Local variables:
mode: C++
End:
*/