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allow symbol list to accept auxiliary variables 

dynare#1355
issue#70
Houtan Bastani 2019-12-19 14:48:55 +01:00
parent 137dc31bb0
commit 32c3910e18
No known key found for this signature in database
GPG Key ID: 000094FB955BE169
8 changed files with 264 additions and 67 deletions
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239
src/ComputingTasks.cc
View File

@ -643,6 +643,16 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
}
symbol_list.removeDuplicates("stoch_simul", warnings);
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: stoch_simul: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -684,6 +694,20 @@ ForecastStatement::ForecastStatement(SymbolList symbol_list_arg,
{
}
void
ForecastStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: forecast: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
ForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -917,10 +941,10 @@ RamseyConstraintsStatement::writeJsonOutput(ostream &output) const
}
RamseyPolicyStatement::RamseyPolicyStatement(const SymbolTable &symbol_table_arg,
vector<string> ramsey_policy_list_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_table{symbol_table_arg},
ramsey_policy_list{move(ramsey_policy_list_arg)},
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
@ -964,23 +988,15 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct, WarningConso
if (auto it = options_list.symbol_list_options.find("instruments");
it != options_list.symbol_list_options.end())
mod_file_struct.instruments = it->second;
}
void
RamseyPolicyStatement::checkRamseyPolicyList()
{
for (const auto & it : ramsey_policy_list)
try
{
if (!symbol_table.exists(it))
{
cerr << "ERROR: ramsey_policy: " << it << " was not declared." << endl;
exit(EXIT_FAILURE);
}
if (symbol_table.getType(it) != SymbolType::endogenous)
{
cerr << "ERROR: ramsey_policy: " << it << " is not endogenous." << endl;
exit(EXIT_FAILURE);
}
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: ramsey_policy: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
@ -995,16 +1011,8 @@ RamseyPolicyStatement::writeOutput(ostream &output, const string &basename, bool
output << "options_.k_order_solver = true;" << endl;
options_list.writeOutput(output);
output << "var_list_ = {";
for (auto it = ramsey_policy_list.begin();
it != ramsey_policy_list.end(); ++it)
{
if (it != ramsey_policy_list.begin())
output << ";";
output << "'" << *it << "'";
}
output << "};" << endl
<< "ramsey_policy(var_list_);" << endl;
symbol_list.writeOutput("var_list_", output);
output << "ramsey_policy(var_list_);" << endl;
}
void
@ -1016,16 +1024,12 @@ RamseyPolicyStatement::writeJsonOutput(ostream &output) const
output << ", ";
options_list.writeJsonOutput(output);
}
output << R"(, "ramsey_policy_list": [)";
for (auto it = ramsey_policy_list.begin();
it != ramsey_policy_list.end(); ++it)
if (!symbol_list.empty())
{
if (it != ramsey_policy_list.begin())
output << ",";
output << R"(")" << *it << R"(")";
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "]"
<< "}";
output << "}";
}
void
@ -1088,6 +1092,16 @@ DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct, Warni
if (auto it = options_list.symbol_list_options.find("instruments");
it != options_list.symbol_list_options.end())
mod_file_struct.instruments = it->second;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: discretionary_policy: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -1199,6 +1213,16 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
cerr << "ERROR: The mode_file option of the estimation statement is incompatible with the use_calibration option of the estimated_params_init block." << endl;
exit(EXIT_FAILURE);
}
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: estimation: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -1969,6 +1993,16 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation
(it != options_list.num_options.end() && it->second == "true")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: osr: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -2083,6 +2117,20 @@ DynaSaveStatement::DynaSaveStatement(SymbolList symbol_list_arg,
{
}
void
DynaSaveStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: dynasave: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
DynaSaveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -2111,6 +2159,20 @@ DynaTypeStatement::DynaTypeStatement(SymbolList symbol_list_arg,
{
}
void
DynaTypeStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: dynatype: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
DynaTypeStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -2498,6 +2560,16 @@ MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
<< "filtered_probabilities to ms_irf" << endl;
exit(EXIT_FAILURE);
}
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: ms_irf: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -2765,6 +2837,16 @@ ShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, Warnin
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -2805,6 +2887,16 @@ RealtimeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: realtime_shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -2878,6 +2970,16 @@ InitialConditionDecompositionStatement::checkPass(ModFileStructure &mod_file_str
if (auto it = options_list.num_options.find("initial_condition_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: initial_condition_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -2911,6 +3013,21 @@ SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(SymbolLis
{
}
void
SqueezeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct,
WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: squeeze_shock_decomposition: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
SqueezeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -2975,6 +3092,21 @@ PlotConditionalForecastStatement::PlotConditionalForecastStatement(int periods_a
{
}
void
PlotConditionalForecastStatement::checkPass(ModFileStructure &mod_file_struct,
WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: plot_conditional_forecast: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
PlotConditionalForecastStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -4538,6 +4670,15 @@ void
CalibSmootherStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.calib_smoother_present = true;
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: calib_smoother: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
@ -4658,6 +4799,20 @@ GMMEstimationStatement::GMMEstimationStatement(SymbolList symbol_list_arg,
{
}
void
GMMEstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: gmm_estimation: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
GMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -4691,6 +4846,20 @@ SMMEstimationStatement::SMMEstimationStatement(SymbolList symbol_list_arg,
{
}
void
SMMEstimationStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
try
{
symbol_list.checkPass(warnings);
}
catch (SymbolList::SymbolListException &e)
{
cerr << "ERROR: smm_estimation: " << e.message << endl;
exit(EXIT_FAILURE);
}
}
void
SMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{

12
src/ComputingTasks.hh
View File

@ -106,7 +106,6 @@ public:
DetCondForecast(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const bool linear_decompositiontion_arg);
//virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
};
@ -203,6 +202,7 @@ private:
public:
ForecastStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -242,11 +242,11 @@ class RamseyPolicyStatement : public Statement
{
private:
const SymbolTable &symbol_table;
const vector<string> ramsey_policy_list;
const SymbolList symbol_list;
const OptionsList options_list;
public:
RamseyPolicyStatement(const SymbolTable &symbol_table_arg,
vector<string> ramsey_policy_list_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void checkRamseyPolicyList();
@ -410,6 +410,7 @@ private:
public:
DynaTypeStatement(SymbolList symbol_list_arg,
string filename_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -422,6 +423,7 @@ private:
public:
DynaSaveStatement(SymbolList symbol_list_arg,
string filename_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -769,6 +771,7 @@ private:
const SymbolList symbol_list;
public:
SqueezeShockDecompositionStatement(SymbolList symbol_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -792,6 +795,7 @@ private:
const SymbolList symbol_list;
public:
PlotConditionalForecastStatement(int periods_arg, SymbolList symbol_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -1145,6 +1149,7 @@ private:
const OptionsList options_list;
public:
GMMEstimationStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -1156,6 +1161,7 @@ private:
const OptionsList options_list;
public:
SMMEstimationStatement(SymbolList symbol_list_arg, OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};

11
src/DynareBison.yy
View File

@ -2322,19 +2322,12 @@ ramsey_policy : RAMSEY_POLICY ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY ramsey_policy_list ';'
| RAMSEY_POLICY symbol_list ';'
{ driver.ramsey_policy(); }
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' ramsey_policy_list ';'
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' symbol_list ';'
{ driver.ramsey_policy(); }
;
ramsey_policy_list : ramsey_policy_list ramsey_policy_element
| ramsey_policy_element
;
ramsey_policy_element : symbol { driver.add_to_ramsey_policy_list($1); }
;
ramsey_constraints : RAMSEY_CONSTRAINTS ';' ramsey_constraints_list END ';'
{ driver.add_ramsey_constraints_statement(); }
;

5
src/ModFile.cc
View File

@ -690,11 +690,6 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
exit(EXIT_FAILURE);
}
if (mod_file_struct.ramsey_policy_present)
for (auto & statement : statements)
if (auto rps = dynamic_cast<RamseyPolicyStatement *>(statement.get()); rps)
rps->checkRamseyPolicyList();
if (mod_file_struct.identification_present && symbol_table.exo_det_nbr() > 0)
{
cerr << "ERROR: identification is incompatible with deterministic exogenous variables" << endl;

15
src/ParsingDriver.cc
View File

@ -91,7 +91,7 @@ ParsingDriver::parse(istream &in, bool debug)
{
mod_file = make_unique<ModFile>(warnings);
symbol_list.clear();
symbol_list.setSymbolTable(mod_file->symbol_table);
reset_data_tree();
estim_params.init(*data_tree);
@ -1464,8 +1464,6 @@ ParsingDriver::linear()
void
ParsingDriver::add_in_symbol_list(const string &tmp_var)
{
if (tmp_var != ":")
check_symbol_existence(tmp_var);
symbol_list.addSymbol(tmp_var);
}
@ -2208,18 +2206,13 @@ ParsingDriver::ramsey_policy()
else if (planner_discount)
error("ramsey_policy: the 'planner_discount' option cannot be used when the 'optimal_policy_discount_factor' parameter is explicitly declared.");
mod_file->addStatement(make_unique<RamseyPolicyStatement>(mod_file->symbol_table, ramsey_policy_list, options_list));
mod_file->addStatement(make_unique<RamseyPolicyStatement>(mod_file->symbol_table,
symbol_list, options_list));
options_list.clear();
ramsey_policy_list.clear();
symbol_list.clear();
planner_discount = nullptr;
}
void
ParsingDriver::add_to_ramsey_policy_list(string name)
{
ramsey_policy_list.push_back(move(name));
}
void
ParsingDriver::evaluate_planner_objective()
{

4
src/ParsingDriver.hh
View File

@ -237,8 +237,6 @@ private:
vector<ShockGroupsStatement::Group> shock_groups;
//! Temporary storage for init2shocks
vector<pair<int, int>> init2shocks;
//! Temporary storage for ramsey policy. Workaround for issue #1355
vector<string> ramsey_policy_list;
/* Temporary storage for planner_discount and planner_discount_latex_name
options of ramsey_model and ramsey_policy */
expr_t planner_discount{nullptr};
@ -888,8 +886,6 @@ public:
void add_init2shocks(const string &endo_name, const string &exo_name);
//! End init2shocks declaration
void end_init2shocks(const string &name);
//! Add an element to the ramsey policy list
void add_to_ramsey_policy_list(string name);
void smoother2histval();
void histval_file(const string &filename);
void perfect_foresight_setup();

33
src/SymbolList.cc
View File

@ -17,14 +17,47 @@
* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
*/
#include <regex>
#include "SymbolList.hh"
void
SymbolList::setSymbolTable(const SymbolTable &symbol_table_arg)
{
symbol_table = &symbol_table_arg;
}
void
SymbolList::addSymbol(const string &symbol)
{
symbols.push_back(symbol);
}
void
SymbolList::checkPass(WarningConsolidation &warnings) const noexcept(false)
{
smatch m;
regex re("^(AUX_EXPECT_|AUX_ENDO_|MULT_)");
for (const auto & symbol : symbols)
{
if (!symbol_table->exists(symbol))
{
if (regex_search(symbol, m, re))
{
warnings << "WARNING: symbol_list variable " << symbol << " has not yet been declared. "
<< "This is being ignored because the variable name corresponds to a possible "
<< "auxiliary variable name." << endl;
return;
}
else
throw SymbolListException{"Variable " + symbol + " was not declared."};
}
if (symbol_table->getType(symbol) != SymbolType::endogenous)
throw SymbolListException{"Variable " + symbol + " is not endogenous."};
}
}
void
SymbolList::writeOutput(const string &varname, ostream &output) const
{

12
src/SymbolList.hh
View File

@ -26,6 +26,7 @@
#include <algorithm>
#include "WarningConsolidation.hh"
#include "SymbolTable.hh"
using namespace std;
@ -36,11 +37,22 @@ class SymbolList
private:
//! Internal container for symbol list
vector<string> symbols;
const SymbolTable *symbol_table;
public:
class SymbolListException
{
public:
const string message;
SymbolListException(string message_arg) : message{move(message_arg)} {};
};
//! Set symbol table pointer
void setSymbolTable(const SymbolTable &symbol_table_arg);
//! Adds a symbol to the list
void addSymbol(const string &symbol);
//! Removed duplicate symbols
void removeDuplicates(const string &dynare_command, WarningConsolidation &warnings);
//! Check symbols to ensure variables have been declared and are endogenous
void checkPass(WarningConsolidation &warnings) const noexcept(false);
//! Output content in Matlab format
/*! Creates a string array for Matlab, stored in variable "varname" */
void writeOutput(const string &varname, ostream &output) const;