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Merge branch 'master' into maxit

issue#70
Stéphane Adjemian (Charybdis) 2013-10-09 12:19:17 +02:00
parent 5f2bf10521 7b523eccd0
commit 0aa3e823c7
6 changed files with 90 additions and 13 deletions
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14
ComputingTasks.cc
View File

@ -625,16 +625,16 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
{
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " && estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") || "
<< "(estim_params_.corrx(:,2)==" << symb_id << " && estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") | "
<< "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "estim_params_.corrx(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " && estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") || "
<< "(estim_params_.corrn(:,2)==" << symb_id << " && estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") | "
<< "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "estim_params_.corrn(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
@ -703,7 +703,8 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basen
{
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ");" << endl;
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << " & estim_params_.corrx(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") | "
<< "(estim_params_.corrx(:,2)==" << symb_id << " & estim_params_.corrx(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "estim_params_.corrx(tmp1,4) = ";
it->low_bound->writeOutput(output);
@ -715,7 +716,8 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basen
}
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ";" << endl;
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << " & estim_params_.corrn(:,2)==" << symbol_table.getTypeSpecificID(it->name2)+1 << ") | "
<< "(estim_params_.corrn(:,2)==" << symb_id << " & estim_params_.corrn(:,1)==" << symbol_table.getTypeSpecificID(it->name2)+1 << "));" << endl;
output << "estim_params_.corrn(tmp1,4) = ";
it->low_bound->writeOutput(output);

8
DynareBison.yy
View File

@ -113,7 +113,7 @@ class ParsingDriver;
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
@ -1555,7 +1555,9 @@ estimation_options : o_datafile
| o_ar
| o_endogenous_prior
| o_use_univariate_filters_if_singularity_is_detected
| o_qz_zero_threshold
| o_qz_zero_threshold
| o_taper_steps
| o_geweke_interval
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2389,6 +2391,8 @@ o_noprint : NOPRINT { driver.option_num("noprint", "1"); };
o_xls_sheet : XLS_SHEET EQUAL symbol { 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_vec_int("filter_step_ahead", $3); };
o_taper_steps : TAPER_STEPS EQUAL vec_int { driver.option_vec_int("taper_steps", $3); };
o_geweke_interval : GEWEKE_INTERVAL EQUAL vec_value { driver.option_num("geweke_interval",$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("mh_recover", "1"); };

4
DynareFlex.ll
View File

@ -222,6 +222,8 @@ string eofbuff;
<DYNARE_STATEMENT>presample {return token::PRESAMPLE;}
<DYNARE_STATEMENT>lik_algo {return token::LIK_ALGO;}
<DYNARE_STATEMENT>lik_init {return token::LIK_INIT;}
<DYNARE_STATEMENT>taper_steps {return token::TAPER_STEPS;}
<DYNARE_STATEMENT>geweke_interval {return token::GEWEKE_INTERVAL;}
<DYNARE_STATEMENT>graph {return token::GRAPH;}
<DYNARE_STATEMENT>nograph {return token::NOGRAPH;}
<DYNARE_STATEMENT>nodisplay {return token::NODISPLAY;}
@ -688,7 +690,7 @@ string eofbuff;
return token::INT_NUMBER;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>([1-2][0-9]{3}[Mm](([1-9])|(1[0-2])))|([1-2][0-9]{3}[Qq][1-4])|([1-2][0-9]{3}[Ww](([1-9]{1})|([1-5][0-9]))) {
<DYNARE_STATEMENT,DYNARE_BLOCK>-?[0-9]+[Mm]([1-9]|1[0-2])|-?[0-9]+[Qq][1-4]|-?[0-9]+[Ww]([1-9]{1}|[1-4][0-9]|5[0-2]) {
yylval->string_val = new string(yytext);
return token::DATE_NUMBER;
}

3
ParsingDriver.cc
View File

@ -2449,7 +2449,8 @@ ParsingDriver::add_model_var_or_external_function(string *function_name, bool in
void
ParsingDriver::add_native(const string &s)
{
mod_file->addStatement(new NativeStatement(s));
string ss = string(s);
mod_file->addStatement(new NativeStatement(ss));
}
void

68
Statement.cc
View File

@ -18,6 +18,7 @@
*/
#include "Statement.hh"
#include <boost/xpressive/xpressive.hpp>
ModFileStructure::ModFileStructure() :
check_present(false),
@ -65,11 +66,76 @@ Statement::computingPass()
{
}
NativeStatement::NativeStatement(const string &native_statement_arg) :
NativeStatement::NativeStatement(string &native_statement_arg) :
native_statement(native_statement_arg)
{
}
void
NativeStatement::computingPass()
{
using namespace boost::xpressive;
// Return if this is a comment
sregex comment_expr = sregex::compile( "\\s*\%.*" );
match_results<string::const_iterator> results;
if (regex_match(native_statement, results, comment_expr))
return;
// Otherwise, look at the line and consider substituting date
size_t idx = -1;
vector<size_t> apostrophes;
while((idx = native_statement.find("'", idx + 1)) != string::npos)
if (apostrophes.size() < 2)
apostrophes.push_back(idx);
else
if (idx == apostrophes.back() + 1)
apostrophes.pop_back();
else
apostrophes.push_back(idx);
bool skip = false;
string newstr = "";
sregex date_expr = sregex::compile( "-?[0-9]+[Mm](1[0-2]|[1-9])|-?[0-9]+[Qq][1-4]|-?[0-9]+[Ww]([1-4][0-9]|5[0-2]|[1-9])" );
string format( "dynDate('$&')" );
size_t lastidx = 0;
for (size_t i = 0; i < apostrophes.size(); i++)
if (apostrophes[i] == 0)
skip = true;
else
if (skip)
{
newstr.append(native_statement.substr(lastidx, apostrophes[i] - lastidx));
lastidx = apostrophes[i];
skip = false;
}
else
{
newstr.append(regex_replace(native_statement.substr(lastidx, apostrophes[i] - lastidx),
date_expr, format));
lastidx = apostrophes[i];
skip = true;
}
size_t length = native_statement.length() - lastidx;
size_t commentidx = native_statement.substr(lastidx, length).find("%", 0);
if (commentidx != string::npos)
length = commentidx;
newstr.append(regex_replace(native_statement.substr(lastidx, length), date_expr, format));
if (commentidx != string::npos)
{
lastidx += commentidx;
newstr.append(native_statement.substr(lastidx, native_statement.length() - lastidx));
}
native_statement = newstr;
}
void
regexReplace()
{
}
void
NativeStatement::writeOutput(ostream &output, const string &basename) const
{

6
Statement.hh
View File

@ -121,10 +121,12 @@ public:
class NativeStatement : public Statement
{
private:
const string native_statement;
string native_statement;
public:
NativeStatement(const string &native_statement_arg);
NativeStatement(string &native_statement_arg);
virtual void computingPass();
virtual void writeOutput(ostream &output, const string &basename) const;
void regexReplace();
};
class OptionsList