SWZ: updates for irf, forecast and variance decomposition mex calls
Houtan Bastani
parent
48c7ee6788
commit
28c59fae51
|
|
@ -936,7 +936,7 @@ void
|
|||
MSSBVAREstimationStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_estimation(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_estimation(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARSimulationStatement::MSSBVARSimulationStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -954,7 +954,7 @@ void
|
|||
MSSBVARSimulationStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_simulation(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_simulation(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARComputeMDDStatement::MSSBVARComputeMDDStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -972,7 +972,7 @@ void
|
|||
MSSBVARComputeMDDStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "oo_ = ms_compute_mdd(options_,oo_);" << endl;
|
||||
output << "[options_, oo_] = ms_compute_mdd(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARComputeProbabilitiesStatement::MSSBVARComputeProbabilitiesStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -990,7 +990,7 @@ void
|
|||
MSSBVARComputeProbabilitiesStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_compute_probabilities(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_compute_probabilities(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARIrfStatement::MSSBVARIrfStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -1008,7 +1008,7 @@ void
|
|||
MSSBVARIrfStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_irf(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_irf(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARForecastStatement::MSSBVARForecastStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -1026,7 +1026,7 @@ void
|
|||
MSSBVARForecastStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_forecast(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_forecast(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
MSSBVARVarianceDecompositionStatement::MSSBVARVarianceDecompositionStatement(const OptionsList &options_list_arg) :
|
||||
|
|
@ -1044,7 +1044,7 @@ void
|
|||
MSSBVARVarianceDecompositionStatement::writeOutput(ostream &output, const string &basename) const
|
||||
{
|
||||
options_list.writeOutput(output);
|
||||
output << "ms_variance_decomposition(options_);" << endl;
|
||||
output << "[options_, oo_] = ms_variance_decomposition(M_, options_, oo_);" << endl;
|
||||
}
|
||||
|
||||
IdentificationStatement::IdentificationStatement(const OptionsList &options_list_arg)
|
||||
|
|
|
|||
|
|
@ -151,16 +151,16 @@ class ParsingDriver;
|
|||
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
|
||||
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
|
||||
%token EQ_CMS TLINDX TLNUMBER BANACT CREATE_INITIALIZATION_FILE
|
||||
%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2
|
||||
%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
|
||||
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
|
||||
%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
|
||||
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY
|
||||
%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_STATES
|
||||
%token SVAR COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
|
||||
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
|
||||
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE
|
||||
%token ERROR_BANDS ERROR_BAND_PERCENTILES PARAMETER_UNCERTAINTY
|
||||
%token SHOCK_DRAWS REGIMES FREE_PARAMETERS MEDIAN DATA_OBS_NBR
|
||||
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE ESTIMATION_FILE_TAG SIMULATION_FILE_TAG
|
||||
%token ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER
|
||||
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR
|
||||
%token FILTERED_PROBABILITIES FILTERED REAL_TIME_SMOOTHED
|
||||
%token PROPOSAL_TYPE MDD_PROPOSAL_DRAWS MDD_USE_MEAN_CENTER
|
||||
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
|
||||
|
|
@ -1473,13 +1473,14 @@ sbvar : SBVAR ';'
|
|||
;
|
||||
|
||||
ms_variance_decomposition_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_simulation_file_tag
|
||||
| o_filtered_probabilities
|
||||
| o_error_bands
|
||||
| o_error_band_percentiles
|
||||
| o_parameter_uncertainty
|
||||
| o_shock_draws
|
||||
| o_shocks_per_parameter
|
||||
| o_thinning_factor
|
||||
| o_regimes
|
||||
| o_free_parameters
|
||||
| o_load_mh_file
|
||||
| o_median
|
||||
|
|
@ -1496,13 +1497,14 @@ ms_variance_decomposition : MS_VARIANCE_DECOMPOSITION ';'
|
|||
;
|
||||
|
||||
ms_forecast_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_simulation_file_tag
|
||||
| o_data_obs_nbr
|
||||
| o_error_bands
|
||||
| o_error_band_percentiles
|
||||
| o_parameter_uncertainty
|
||||
| o_shock_draws
|
||||
| o_shocks_per_parameter
|
||||
| o_thinning_factor
|
||||
| o_regimes
|
||||
| o_free_parameters
|
||||
| o_load_mh_file
|
||||
| o_median
|
||||
|
|
@ -1519,13 +1521,15 @@ ms_forecast : MS_FORECAST ';'
|
|||
;
|
||||
|
||||
ms_irf_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_simulation_file_tag
|
||||
| o_horizon
|
||||
| o_filtered_probabilities
|
||||
| o_error_bands
|
||||
| o_error_band_percentiles
|
||||
| o_parameter_uncertainty
|
||||
| o_shock_draws
|
||||
| o_shocks_per_parameter
|
||||
| o_thinning_factor
|
||||
| o_regimes
|
||||
| o_free_parameters
|
||||
| o_load_mh_file
|
||||
| o_median
|
||||
|
|
@ -1542,6 +1546,8 @@ ms_irf : MS_IRF ';'
|
|||
;
|
||||
|
||||
ms_compute_probabilities_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_simulation_file_tag
|
||||
| o_filtered_probabilities
|
||||
| o_real_time_smoothed
|
||||
;
|
||||
|
|
@ -1557,6 +1563,8 @@ ms_compute_probabilities : MS_COMPUTE_PROBABILITIES ';'
|
|||
;
|
||||
|
||||
ms_compute_mdd_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_simulation_file_tag
|
||||
| o_load_mh_file
|
||||
| o_proposal_type
|
||||
| o_mdd_proposal_draws
|
||||
|
|
@ -1574,6 +1582,7 @@ ms_compute_mdd : MS_COMPUTE_MDD ';'
|
|||
;
|
||||
|
||||
ms_simulation_option : o_output_file_tag
|
||||
| o_estimation_file_tag
|
||||
| o_mh_replic
|
||||
| o_drop
|
||||
| o_thinning_factor
|
||||
|
|
@ -1947,10 +1956,8 @@ o_parameter_set : PARAMETER_SET EQUAL PRIOR_MODE
|
|||
| PARAMETER_SET EQUAL POSTERIOR_MEDIAN
|
||||
{ driver.option_str("parameter_set", "posterior_median"); }
|
||||
;
|
||||
|
||||
o_shocks : SHOCKS EQUAL '(' list_of_symbol_lists ')' { driver.option_symbol_list("shocks"); };
|
||||
o_labels : LABELS EQUAL '(' symbol_list ')' { driver.option_symbol_list("labels"); };
|
||||
|
||||
o_freq : FREQ EQUAL INT_NUMBER {driver.option_num("ms.freq",$3); };
|
||||
o_initial_year : INITIAL_YEAR EQUAL INT_NUMBER {driver.option_num("ms.initial_year",$3); };
|
||||
o_initial_subperiod : INITIAL_SUBPERIOD EQUAL INT_NUMBER {driver.option_num("ms.initial_subperiod",$3); };
|
||||
|
|
@ -2044,6 +2051,8 @@ o_selected_variables_only : SELECTED_VARIABLES_ONLY
|
|||
o_cova_compute : COVA_COMPUTE EQUAL INT_NUMBER
|
||||
{ driver.option_num("cova_compute",$3);}
|
||||
;
|
||||
o_estimation_file_tag : ESTIMATION_FILE_TAG EQUAL filename { driver.option_str("ms.estimation_file_tag", $3); };
|
||||
o_simulation_file_tag : SIMULATION_FILE_TAG EQUAL filename { driver.option_str("ms.simulation_file_tag", $3); };
|
||||
o_upper_cholesky : UPPER_CHOLESKY { driver.option_num("ms.upper_cholesky","1"); };
|
||||
o_lower_cholesky : LOWER_CHOLESKY { driver.option_num("ms.lower_cholesky","1"); };
|
||||
o_coefficients_prior_hyperparameters : COEFFICIENTS_PRIOR_HYPERPARAMETERS EQUAL vec_value
|
||||
|
|
@ -2083,14 +2092,13 @@ o_adaptive_mh_draws : ADAPTIVE_MH_DRAWS EQUAL INT_NUMBER { driver.option_num("ms
|
|||
o_mdd_proposal_draws : MDD_PROPOSAL_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.mdd_proposal_draws",$3); };
|
||||
o_mdd_use_mean_center : MDD_USE_MEAN_CENTER { driver.option_num("ms.mdd_use_mean_center","1"); };
|
||||
o_proposal_type : PROPOSAL_TYPE EQUAL vec_value { driver.option_num("ms.proposal_type",$3); };
|
||||
o_horizon : HORIZON EQUAL INT_NUMBER { driver.option_num("ms.horizon",$3); };
|
||||
o_filtered_probabilities : FILTERED_PROBABILITIES { driver.option_num("ms.filtered_probabilities","1"); };
|
||||
o_real_time_smoothed : REAL_TIME_SMOOTHED { driver.option_num("ms.real_time_smoothed_probabilities","1"); };
|
||||
|
||||
o_error_bands : ERROR_BANDS { driver.option_num("ms.error_bands","1"); };
|
||||
o_error_band_percentiles : ERROR_BAND_PERCENTILES EQUAL vec_value { driver.option_num("ms.percentiles",$3); };
|
||||
o_parameter_uncertainty : PARAMETER_UNCERTAINTY { driver.option_num("ms.error_bands","1"); };
|
||||
o_shock_draws : SHOCK_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.shock_draws",$3); };
|
||||
o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
|
||||
o_shocks_per_parameter : SHOCKS_PER_PARAMETER EQUAL INT_NUMBER { driver.option_num("ms.shocks_per_parameter",$3); };
|
||||
o_free_parameters : FREE_PARAMETERS EQUAL vec_value { driver.option_num("ms.free_parameters",$3); };
|
||||
o_median : MEDIAN { driver.option_num("ms.median","1"); };
|
||||
o_data_obs_nbr : DATA_OBS_NBR { driver.option_num("ms.forecast_data_obs","1"); };
|
||||
|
|
|
|||
|
|
@ -320,13 +320,15 @@ string eofbuff;
|
|||
<DYNARE_STATEMENT>banact {return token::BANACT;}
|
||||
|
||||
<DYNARE_STATEMENT>output_file_tag {return token::OUTPUT_FILE_TAG;}
|
||||
<DYNARE_STATEMENT>estimation_file_tag {return token::ESTIMATION_FILE_TAG;};
|
||||
<DYNARE_STATEMENT>simulation_file_tag {return token::SIMULATION_FILE_TAG;};
|
||||
<DYNARE_STATEMENT>filtered {return token::FILTERED;}
|
||||
<DYNARE_STATEMENT>horizon {return token::HORIZON;}
|
||||
<DYNARE_STATEMENT>error_bands {return token::ERROR_BANDS;}
|
||||
<DYNARE_STATEMENT>error_band_percentiles {return token::ERROR_BAND_PERCENTILES;}
|
||||
<DYNARE_STATEMENT>parameter_uncertainty {return token::PARAMETER_UNCERTAINTY;}
|
||||
<DYNARE_STATEMENT>shock_draws {return token::SHOCK_DRAWS;}
|
||||
<DYNARE_STATEMENT>shocks_per_parameter {return token::SHOCKS_PER_PARAMETER;}
|
||||
<DYNARE_STATEMENT>thinning_factor {return token::THINNING_FACTOR;}
|
||||
<DYNARE_STATEMENT>regimes {return token::REGIMES;}
|
||||
<DYNARE_STATEMENT>free_parameters {return token::FREE_PARAMETERS;}
|
||||
<DYNARE_STATEMENT>median {return token::MEDIAN;}
|
||||
<DYNARE_STATEMENT>data_obs_nbr {return token::DATA_OBS_NBR;}
|
||||
|
|
|
|||
Loading…
Reference in New Issue