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New option "overwrite" to "shocks" and "mshocks". 

Tells that a new block overwrite the previous ones instead of being cumulative.
issue#70
Sébastien Villemot 2014-04-10 11:54:49 +02:00
parent 75dbe4afde
commit 1644412875
6 changed files with 85 additions and 31 deletions
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10
DynareBison.yy
View File

@ -110,7 +110,7 @@ class ParsingDriver;
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
@ -769,7 +769,9 @@ comma_hand_side : hand_side
pound_expression: '#' symbol EQUAL hand_side ';'
{ driver.declare_and_init_model_local_variable($2, $4); };
shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(); };
shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
| SHOCKS '(' OVERWRITE ')' ';' shock_list END ';' { driver.end_shocks(true); }
;
shock_list : shock_list shock_elem
| shock_elem
@ -873,7 +875,9 @@ svar_options : o_coefficients
| o_chain
;
mshocks : MSHOCKS ';' mshock_list END ';' { driver.end_mshocks(); };
mshocks : MSHOCKS ';' mshock_list END ';' { driver.end_mshocks(false); }
| MSHOCKS '(' OVERWRITE ')' ';' mshock_list END ';' { driver.end_mshocks(true); }
;
mshock_list : mshock_list det_shock_elem
| det_shock_elem

1
DynareFlex.ll
View File

@ -613,6 +613,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_BLOCK>exclusion {return token::EXCLUSION;}
<DYNARE_BLOCK>lag {return token::LAG;}
<DYNARE_BLOCK>coeff {return token::COEFF;}
<DYNARE_BLOCK>overwrite {return token::OVERWRITE;}
<DYNARE_STATEMENT,DYNARE_BLOCK>upper_cholesky {return token::UPPER_CHOLESKY;}
<DYNARE_STATEMENT,DYNARE_BLOCK>lower_cholesky {return token::LOWER_CHOLESKY;}
<DYNARE_STATEMENT>chain {return token::CHAIN;}

8
ParsingDriver.cc
View File

@ -620,9 +620,9 @@ ParsingDriver::begin_model()
}
void
ParsingDriver::end_shocks()
ParsingDriver::end_shocks(bool overwrite)
{
mod_file->addStatement(new ShocksStatement(det_shocks, var_shocks, std_shocks,
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();
@ -632,9 +632,9 @@ ParsingDriver::end_shocks()
}
void
ParsingDriver::end_mshocks()
ParsingDriver::end_mshocks(bool overwrite)
{
mod_file->addStatement(new MShocksStatement(det_shocks, mod_file->symbol_table));
mod_file->addStatement(new MShocksStatement(overwrite, det_shocks, mod_file->symbol_table));
det_shocks.clear();
}

4
ParsingDriver.hh
View File

@ -327,9 +327,9 @@ public:
//! Begin a model block
void begin_model();
//! Writes a shocks statement
void end_shocks();
void end_shocks(bool overwrite);
//! Writes a mshocks statement
void end_mshocks();
void end_mshocks(bool overwrite);
//! Adds a deterministic chock or a path element inside a conditional_forecast_paths block
void add_det_shock(string *var, bool conditional_forecast);
//! Adds a std error chock

82
Shocks.cc
View File

@ -24,9 +24,11 @@
#include "Shocks.hh"
AbstractShocksStatement::AbstractShocksStatement(bool mshocks_arg,
bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg) :
mshocks(mshocks_arg),
overwrite(overwrite_arg),
det_shocks(det_shocks_arg),
symbol_table(symbol_table_arg)
{
@ -65,13 +67,14 @@ AbstractShocksStatement::writeDetShocks(ostream &output) const
output << "M_.exo_det_length = " << exo_det_length << ";\n";
}
ShocksStatement::ShocksStatement(const det_shocks_t &det_shocks_arg,
ShocksStatement::ShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const var_and_std_shocks_t &var_shocks_arg,
const var_and_std_shocks_t &std_shocks_arg,
const covar_and_corr_shocks_t &covar_shocks_arg,
const covar_and_corr_shocks_t &corr_shocks_arg,
const SymbolTable &symbol_table_arg) :
AbstractShocksStatement(false, det_shocks_arg, symbol_table_arg),
AbstractShocksStatement(false, overwrite_arg, det_shocks_arg, symbol_table_arg),
var_shocks(var_shocks_arg),
std_shocks(std_shocks_arg),
covar_shocks(covar_shocks_arg),
@ -86,6 +89,26 @@ ShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% SHOCKS instructions" << endl
<< "%" << endl;
if (overwrite)
{
output << "M_.det_shocks = [];" << endl;
output << "M_.Sigma_e = zeros(" << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ");" << endl
<< "M_.Correlation_matrix = eye(" << symbol_table.exo_nbr() << ", "
<< symbol_table.exo_nbr() << ");" << endl;
if (has_calibrated_measurement_errors())
output << "M_.H = zeros(" << symbol_table.observedVariablesNbr() << ", "
<< symbol_table.observedVariablesNbr() << ");" << endl
<< "M_.Correlation_matrix_ME = eye(" << symbol_table.observedVariablesNbr() << ", "
<< symbol_table.observedVariablesNbr() << ");" << endl;
else
output << "M_.H = 0;" << endl
<< "M_.Correlation_matrix_ME = 1;" << endl;
}
writeDetShocks(output);
writeVarAndStdShocks(output);
writeCovarAndCorrShocks(output);
@ -212,11 +235,7 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(it->first) << "' is not allowed, because it is neither an exogenous variable nor an observed endogenous variable" << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.isObservedVariable(it->first))
mod_file_struct.calibrated_measurement_errors = true;
}
for (var_and_std_shocks_t::const_iterator it = std_shocks.begin();
it != std_shocks.end(); it++)
@ -228,9 +247,6 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(it->first) << "' is not allowed, because it is neither an exogenous variable nor an observed endogenous variable" << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.isObservedVariable(it->first))
mod_file_struct.calibrated_measurement_errors = true;
}
for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin();
@ -249,10 +265,6 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(symb_id2) << "'is not allowed; covariances can only be specified for exogenous or observed endogenous variables of same type" << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.isObservedVariable(symb_id1)
|| symbol_table.isObservedVariable(symb_id2))
mod_file_struct.calibrated_measurement_errors = true;
}
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
@ -271,12 +283,11 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
<< symbol_table.getName(symb_id2) << "'is not allowed; correlations can only be specified for exogenous or observed endogenous variables of same type" << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.isObservedVariable(it->first.first)
|| symbol_table.isObservedVariable(it->first.second))
mod_file_struct.calibrated_measurement_errors = true;
}
// Determine if there is a calibrated measurement error
mod_file_struct.calibrated_measurement_errors |= has_calibrated_measurement_errors();
// Fill in mod_file_struct.parameters_with_shocks_values (related to #469)
for (var_and_std_shocks_t::const_iterator it = var_shocks.begin();
it != var_shocks.end(); ++it)
@ -290,11 +301,41 @@ ShocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidati
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
it != corr_shocks.end(); ++it)
it->second->collectVariables(eParameter, mod_file_struct.parameters_within_shocks_values);
}
MShocksStatement::MShocksStatement(const det_shocks_t &det_shocks_arg,
bool
ShocksStatement::has_calibrated_measurement_errors() const
{
for (var_and_std_shocks_t::const_iterator it = var_shocks.begin();
it != var_shocks.end(); it++)
if (symbol_table.isObservedVariable(it->first))
return true;
for (var_and_std_shocks_t::const_iterator it = std_shocks.begin();
it != std_shocks.end(); it++)
if (symbol_table.isObservedVariable(it->first))
return true;
for (covar_and_corr_shocks_t::const_iterator it = covar_shocks.begin();
it != covar_shocks.end(); it++)
if (symbol_table.isObservedVariable(it->first.first)
|| symbol_table.isObservedVariable(it->first.second))
return true;
for (covar_and_corr_shocks_t::const_iterator it = corr_shocks.begin();
it != corr_shocks.end(); it++)
if (symbol_table.isObservedVariable(it->first.first)
|| symbol_table.isObservedVariable(it->first.second))
return true;
return false;
}
MShocksStatement::MShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg) :
AbstractShocksStatement(true, det_shocks_arg, symbol_table_arg)
AbstractShocksStatement(true, overwrite_arg, det_shocks_arg, symbol_table_arg)
{
}
@ -305,6 +346,9 @@ MShocksStatement::writeOutput(ostream &output, const string &basename) const
<< "% MSHOCKS instructions" << endl
<< "%" << endl;
if (overwrite)
output << "M_.det_shocks = [];" << endl;
writeDetShocks(output);
}

11
Shocks.hh
View File

@ -45,11 +45,13 @@ public:
protected:
//! Is this statement a "mshocks" statement ? (instead of a "shocks" statement)
const bool mshocks;
//! Does this "shocks" statement replace the previous ones?
const bool overwrite;
const det_shocks_t det_shocks;
const SymbolTable &symbol_table;
void writeDetShocks(ostream &output) const;
AbstractShocksStatement(bool mshocks_arg,
AbstractShocksStatement(bool mshocks_arg, bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg);
};
@ -66,8 +68,10 @@ private:
void writeVarAndStdShocks(ostream &output) const;
void writeCovarOrCorrShock(ostream &output, covar_and_corr_shocks_t::const_iterator &it, bool corr) const;
void writeCovarAndCorrShocks(ostream &output) const;
bool has_calibrated_measurement_errors() const;
public:
ShocksStatement(const det_shocks_t &det_shocks_arg,
ShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const var_and_std_shocks_t &var_shocks_arg,
const var_and_std_shocks_t &std_shocks_arg,
const covar_and_corr_shocks_t &covar_shocks_arg,
@ -80,7 +84,8 @@ public:
class MShocksStatement : public AbstractShocksStatement
{
public:
MShocksStatement(const det_shocks_t &det_shocks_arg,
MShocksStatement(bool overwrite_arg,
const det_shocks_t &det_shocks_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
};