Implement “occbin_constraints” block
Consequently drop “occbin” option to “model”. Incidentally, allow more values in equation tag names (previously some keywords such as “alpha” were disallowed). Ref. #68var-models
Sébastien Villemot
parent
6b9d94405c
commit
08ac455fcd
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@ -5233,3 +5233,70 @@ MatchedMomentsStatement::writeJsonOutput(ostream &output) const
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}
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output << "]}" << endl;
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}
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OccbinConstraintsStatement::OccbinConstraintsStatement(const SymbolTable &symbol_table_arg,
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const vector<tuple<string, expr_t, expr_t, expr_t, expr_t>> constraints_arg)
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: symbol_table{symbol_table_arg}, constraints{constraints_arg}
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{
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}
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void
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OccbinConstraintsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
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{
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if (mod_file_struct.occbin_constraints_present)
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{
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cerr << "ERROR: Multiple 'occbin_constraints' blocks are not allowed" << endl;
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exit(EXIT_FAILURE);
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}
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mod_file_struct.occbin_constraints_present = true;
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}
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void
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OccbinConstraintsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
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{
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output << "M_.occbin.constraint = [" << endl;
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for (const auto &[name, bind, relax, error_bind, error_relax] : constraints)
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{
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output << "struct('pswitch','" << name << "','bind','";
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bind->writeJsonOutput(output, {}, {});
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output << "','relax','";
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if (relax)
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relax->writeJsonOutput(output, {}, {});
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output << "','error_bind','";
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if (error_bind)
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error_bind->writeJsonOutput(output, {}, {});
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output << "','error_relax','";
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if (error_relax)
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error_relax->writeJsonOutput(output, {}, {});
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output << "');" << endl;
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}
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output << "];" << endl
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<< "[M_, oo_, options_] = occbin.initialize(M_, oo_, options_);" << endl;
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}
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void
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OccbinConstraintsStatement::writeJsonOutput(ostream &output) const
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{
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output << R"({"statementName": "occbin_constraints", "constraints": [)" << endl;
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for (auto it = constraints.begin(); it != constraints.end(); ++it)
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{
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auto [name, bind, relax, error_bind, error_relax] = *it;
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output << R"({ "name": ")" << name << R"(", "bind": ")";
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bind->writeJsonOutput(output, {}, {});
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output << R"(", "relax": ")";
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if (relax)
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relax->writeJsonOutput(output, {}, {});
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output << R"(", "error_bind": ")";
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if (error_bind)
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error_bind->writeJsonOutput(output, {}, {});
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output << R"(", "error_relax": ")";
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if (error_relax)
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error_relax->writeJsonOutput(output, {}, {});
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output << R"(" })";
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if (next(it) != constraints.end())
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output << ',';
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output << endl;
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}
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output << "]}" << endl;
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}
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@ -1254,4 +1254,18 @@ public:
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void writeJsonOutput(ostream &output) const override;
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};
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class OccbinConstraintsStatement : public Statement
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{
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private:
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const SymbolTable &symbol_table;
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public:
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// The tuple is (name, bind, relax, error_bind, error_relax) (where relax and error_{bind,relax} can be nullptr)
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const vector<tuple<string, expr_t, expr_t, expr_t, expr_t>> constraints;
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OccbinConstraintsStatement(const SymbolTable &symbol_table_arg,
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const vector<tuple<string, expr_t, expr_t, expr_t, expr_t>> constraints_arg);
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void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
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void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream &output) const override;
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};
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#endif
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@ -2894,10 +2894,6 @@ DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool bl
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// Write equation tags
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equation_tags.writeOutput(output);
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// Write Occbin tags
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if (occbin)
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equation_tags.writeOccbinOutput(output);
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// Write mapping for variables and equations they are present in
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for (const auto &variable : variableMapping)
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{
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@ -107,7 +107,7 @@ class ParsingDriver;
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%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
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%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS MODEL_NAME STDERR_MULTIPLES DIAGONAL_ONLY
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%token DETERMINISTIC_TRENDS OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT OCCBIN
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%token DETERMINISTIC_TRENDS OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT
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%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
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%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
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%token PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER
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@ -124,7 +124,7 @@ class ParsingDriver;
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%token SIMUL_DEBUG SMOOTHER_DEBUG
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%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
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%token LIKELIHOOD_PIECEWISE_KALMAN_FILTER SMOOTHER_PIECEWISE_KALMAN_FILTER
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%token <string> TEX_NAME TRUE
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%token <string> TEX_NAME TRUE BIND RELAX ERROR_BIND ERROR_RELAX
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%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
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%token VALUES SCALES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
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%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL WRITE_LATEX_STEADY_STATE_MODEL
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@ -172,7 +172,7 @@ class ParsingDriver;
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%token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
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%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION NO_INIT_ESTIMATION_CHECK_FIRST_OBS
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%token HETEROSKEDASTIC_FILTER TIME_SHIFT STRUCTURAL TERMINAL_STEADY_STATE_AS_GUESS_VALUE
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%token SURPRISE
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%token SURPRISE OCCBIN_CONSTRAINTS
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/* Method of Moments */
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%token METHOD_OF_MOMENTS MOM_METHOD
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%token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE
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@ -208,6 +208,10 @@ class ParsingDriver;
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%type <tuple<string,string,string,string>> prior_eq_opt options_eq_opt
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%type <vector<pair<int, int>>> period_list
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%type <vector<expr_t>> matched_moments_list value_list
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%type <tuple<string, expr_t, expr_t, expr_t, expr_t>> occbin_constraints_regime
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%type <vector<tuple<string, expr_t, expr_t, expr_t, expr_t>>> occbin_constraints_regimes_list
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%type <map<string, expr_t>> occbin_constraints_regime_options_list
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%type <pair<string, expr_t>> occbin_constraints_regime_option
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%%
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%start statement_list;
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@ -336,6 +340,7 @@ statement : parameters
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| var_expectation_model
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| compilation_setup
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| matched_moments
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| occbin_constraints
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;
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dsample : DSAMPLE INT_NUMBER ';'
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@ -867,6 +872,43 @@ matched_moments_list : hand_side ';'
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}
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;
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occbin_constraints : OCCBIN_CONSTRAINTS ';' { driver.begin_occbin_constraints(); }
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occbin_constraints_regimes_list END ';' { driver.end_occbin_constraints($4); }
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;
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occbin_constraints_regimes_list : occbin_constraints_regime
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{ $$ = { $1 }; }
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| occbin_constraints_regimes_list occbin_constraints_regime
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{
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$$ = $1;
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$$.push_back($2);
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}
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;
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occbin_constraints_regime : NAME QUOTED_STRING ';' occbin_constraints_regime_options_list
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{ $$ = { $2, $4["bind"], $4["relax"], $4["error_bind"], $4["error_relax"] }; }
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;
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occbin_constraints_regime_options_list : occbin_constraints_regime_option
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{ $$ = { $1 }; }
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| occbin_constraints_regime_options_list occbin_constraints_regime_option
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{
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$$ = $1;
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$$.insert($2);
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}
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;
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occbin_constraints_regime_option : BIND hand_side ';'
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{ $$ = { "bind", $2 }; }
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| RELAX hand_side ';'
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{ $$ = { "relax", $2 }; }
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| ERROR_BIND hand_side ';'
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{ $$ = { "error_bind", $2 }; }
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| ERROR_RELAX hand_side ';'
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{ $$ = { "error_relax", $2 }; }
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;
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model_options : BLOCK { driver.block(); }
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| o_cutoff
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| o_mfs
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@ -878,7 +920,6 @@ model_options : BLOCK { driver.block(); }
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| o_linear
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| PARALLEL_LOCAL_FILES EQUAL '(' parallel_local_filename_list ')'
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| BALANCED_GROWTH_TEST_TOL EQUAL non_negative_number { driver.balanced_growth_test_tol($3); }
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| OCCBIN { driver.occbin(); }
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;
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model_options_list : model_options_list COMMA model_options
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@ -911,9 +952,9 @@ tags_list : tags_list COMMA tag_pair
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| tag_pair
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;
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tag_pair : NAME EQUAL QUOTED_STRING
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tag_pair : symbol EQUAL QUOTED_STRING
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{ driver.add_equation_tags($1, $3); }
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| NAME
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| symbol
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{ driver.add_equation_tags($1, ""); }
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;
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@ -4126,6 +4167,10 @@ symbol : NAME
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| PRIOR
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| TRUE
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| FALSE
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| BIND
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| RELAX
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| ERROR_BIND
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| ERROR_RELAX
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;
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%%
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@ -230,6 +230,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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<INITIAL>ramsey_constraints {BEGIN DYNARE_BLOCK; return token::RAMSEY_CONSTRAINTS;}
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<INITIAL>generate_irfs {BEGIN DYNARE_BLOCK; return token::GENERATE_IRFS;}
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<INITIAL>matched_moments {BEGIN DYNARE_BLOCK; return token::MATCHED_MOMENTS;}
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<INITIAL>occbin_constraints {BEGIN DYNARE_BLOCK; return token::OCCBIN_CONSTRAINTS;}
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/* For the semicolon after an "end" keyword */
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<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
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@ -762,6 +763,22 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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<DYNARE_BLOCK>weibull_pdf {return token::WEIBULL_PDF;}
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<DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;}
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<DYNARE_BLOCK>surprise {return token::SURPRISE;}
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<DYNARE_BLOCK>bind {
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yylval->build<string>(yytext);
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return token::BIND;
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}
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<DYNARE_BLOCK>relax {
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yylval->build<string>(yytext);
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return token::RELAX;
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}
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<DYNARE_BLOCK>error_bind {
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yylval->build<string>(yytext);
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return token::ERROR_BIND;
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}
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<DYNARE_BLOCK>error_relax {
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yylval->build<string>(yytext);
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return token::ERROR_RELAX;
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}
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<DYNARE_BLOCK>; {return Dynare::parser::token_type (yytext[0]);}
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<DYNARE_BLOCK># {return Dynare::parser::token_type (yytext[0]);}
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@ -858,7 +875,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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<DYNARE_BLOCK>no_static {return token::NO_STATIC;}
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<DYNARE_BLOCK>differentiate_forward_vars {return token::DIFFERENTIATE_FORWARD_VARS;}
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<DYNARE_BLOCK>parallel_local_files {return token::PARALLEL_LOCAL_FILES;}
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<DYNARE_BLOCK>occbin {return token::OCCBIN;}
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<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}
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@ -86,30 +86,6 @@ EquationTags::writeOutput(ostream &output) const
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output << "};" << endl;
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}
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void
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EquationTags::writeOccbinOutput(ostream &output) const
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{
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map<int, map<string, string>> occbin_options;
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for (const auto & [eqn, tags] : eqn_tags)
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for (const auto & [key, value] : tags)
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if (key == "pswitch"
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|| key == "bind"
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|| key == "relax"
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|| key == "pcrit")
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occbin_options[eqn][key] = value;
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int idx = 0;
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for (const auto & [eqn, tags] : occbin_options)
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{
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idx++;
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for (const auto & [key, value] : tags)
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output << "M_.occbin.constraint(" << idx << ")."
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<< key << " = '" << value << "';" << endl;
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output << "M_.occbin.constraint(" << idx << ").equation = "
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<< eqn+1 << ";" << endl;
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}
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}
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void
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EquationTags::writeLatexOutput(ostream &output, int eqn) const
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{
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@ -165,16 +141,3 @@ EquationTags::writeJsonAST(ostream &output, const int eqn) const
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}
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output << "}";
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}
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bool
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EquationTags::hasOccbinTags() const
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{
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for (const auto & [eqn, tags] : eqn_tags)
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for (const auto & [key, value] : tags)
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if (key == "pswitch"
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|| key == "bind"
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|| key == "relax"
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|| key == "pcrit")
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return true;
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return false;
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}
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@ -130,13 +130,8 @@ public:
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//! Various functions to write equation tags
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void writeCheckSumInfo(ostream &output) const;
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void writeOutput(ostream &output) const;
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void writeOccbinOutput(ostream &output) const;
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void writeLatexOutput(ostream &output, int eqn) const;
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void writeJsonAST(ostream &output, const int eq) const;
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/* Returns true if at least one equation has a tag associated to occbin
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(bind/relax/pswitch/pcrit) */
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bool hasOccbinTags() const;
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};
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#endif
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@ -684,25 +684,19 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
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exit(EXIT_FAILURE);
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}
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if (occbin && !dynamic_model.hasOccbinTags())
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{
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cerr << "ERROR: the 'occbin' option is present, but there is no equation with the associated tags (bind/relax/pswitch/pcrit)" << endl;
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exit(EXIT_FAILURE);
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}
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if (occbin
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if (mod_file_struct.occbin_constraints_present
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&& (mod_file_struct.osr_present || mod_file_struct.mom_estimation_present
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|| mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present
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|| mod_file_struct.discretionary_policy_present || mod_file_struct.extended_path_present
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|| mod_file_struct.identification_present || mod_file_struct.sensitivity_present))
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{
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cerr << "ERROR: the 'occbin' option is not compatible with commands other than 'estimation', 'stoch_simul', and 'calib_smoother'." << endl;
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cerr << "ERROR: the 'occbin_constraints' block is not compatible with commands other than 'estimation', 'stoch_simul', and 'calib_smoother'." << endl;
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exit(EXIT_FAILURE);
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}
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if (mod_file_struct.shocks_surprise_present && !occbin)
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if (mod_file_struct.shocks_surprise_present && !mod_file_struct.occbin_constraints_present)
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{
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cerr << "ERROR: the 'shocks(surprise)' block can only be used in conjunction with occbin commands." << endl;
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cerr << "ERROR: the 'shocks(surprise)' block can only be used in conjunction with the 'occbin_constraints' block." << endl;
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exit(EXIT_FAILURE);
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}
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@ -1044,14 +1038,11 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
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if (dynamic_model.equation_number() > 0)
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{
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dynamic_model.writeDriverOutput(mOutputFile, basename, block, use_dll, occbin, mod_file_struct.estimation_present, compute_xrefs);
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dynamic_model.writeDriverOutput(mOutputFile, basename, block, use_dll, mod_file_struct.occbin_constraints_present, mod_file_struct.estimation_present, compute_xrefs);
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if (!no_static)
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static_model.writeDriverOutput(mOutputFile, block);
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}
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if (occbin)
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mOutputFile << "[M_, oo_, options_] = occbin.initialize(M_, oo_, options_);" << endl;
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if (onlymodel || gui)
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for (const auto &statement : statements)
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{
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@ -99,9 +99,6 @@ public:
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with a lead */
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vector<string> differentiate_forward_vars_subset;
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//! Whether “occbin” option is used
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bool occbin{false};
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//! Are nonstationary variables present ?
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bool nonstationary_variables{false};
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||||
|
||||
|
|
|
|||
|
|
@ -2120,9 +2120,3 @@ ModelTree::updateReverseVariableEquationOrderings()
|
|||
eq_idx_orig2block[eq_idx_block2orig[i]] = i;
|
||||
}
|
||||
}
|
||||
|
||||
bool
|
||||
ModelTree::hasOccbinTags() const
|
||||
{
|
||||
return equation_tags.hasOccbinTags();
|
||||
}
|
||||
|
|
|
|||
|
|
@ -501,10 +501,6 @@ public:
|
|||
return "UNKNOWN ";
|
||||
}
|
||||
}
|
||||
|
||||
/* Returns true if at least one equation has a tag associated to occbin
|
||||
(bind/relax/pswitch/pcrit) */
|
||||
bool hasOccbinTags() const;
|
||||
};
|
||||
|
||||
#endif
|
||||
|
|
|
|||
|
|
@ -617,12 +617,6 @@ ParsingDriver::bytecode()
|
|||
mod_file->bytecode = true;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::occbin()
|
||||
{
|
||||
mod_file->occbin = true;
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::differentiate_forward_vars_all()
|
||||
{
|
||||
|
|
@ -3423,3 +3417,25 @@ ParsingDriver::end_matched_moments(const vector<expr_t> &moments)
|
|||
|
||||
reset_data_tree();
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::begin_occbin_constraints()
|
||||
{
|
||||
set_current_data_tree(&mod_file->dynamic_model);
|
||||
}
|
||||
|
||||
void
|
||||
ParsingDriver::end_occbin_constraints(const vector<tuple<string, expr_t, expr_t, expr_t, expr_t>> &constraints)
|
||||
{
|
||||
// Perform a few checks
|
||||
for (const auto &[name, bind, relax, error_bind, error_relax] : constraints)
|
||||
{
|
||||
check_symbol_is_parameter(name);
|
||||
if (!bind)
|
||||
error("The 'bind' expression is missing in constraint '" + name + "'");
|
||||
}
|
||||
|
||||
mod_file->addStatement(make_unique<OccbinConstraintsStatement>(mod_file->symbol_table, constraints));
|
||||
|
||||
reset_data_tree();
|
||||
}
|
||||
|
|
|
|||
|
|
@ -326,8 +326,6 @@ public:
|
|||
|
||||
//! the model is stored in a binary file
|
||||
void bytecode();
|
||||
//! the model has occasional binding constraints
|
||||
void occbin();
|
||||
//! the static model is not computed
|
||||
void no_static();
|
||||
//! the differentiate_forward_vars option is enabled (for all vars)
|
||||
|
|
@ -886,6 +884,10 @@ public:
|
|||
void begin_matched_moments();
|
||||
//! Add a matched_moments block
|
||||
void end_matched_moments(const vector<expr_t> &moments);
|
||||
//! Start parsing an occbin_constraints block
|
||||
void begin_occbin_constraints();
|
||||
//! Add an occbin_constraints block
|
||||
void end_occbin_constraints(const vector<tuple<string, expr_t, expr_t, expr_t, expr_t>> &constraints);
|
||||
};
|
||||
|
||||
#endif // ! PARSING_DRIVER_HH
|
||||
|
|
|
|||
|
|
@ -147,6 +147,8 @@ public:
|
|||
set<int> parameters_in_planner_discount;
|
||||
// Whether a shocks(surprise) block appears
|
||||
bool shocks_surprise_present{false};
|
||||
// Whether an occbin_constraints block appears
|
||||
bool occbin_constraints_present{false};
|
||||
};
|
||||
|
||||
class Statement
|
||||
|
|
|
|||
Loading…
Reference in New Issue