From 59322da2a7dcba4d6d9dd60f4fb17c12677f9f81 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Wed, 22 Mar 2017 11:30:35 +0100 Subject: [PATCH 01/10] preprocessor: add plot_shock_decomposition command. closes #1406 --- ComputingTasks.cc | 15 +++++++++++ ComputingTasks.hh | 14 +++++++++- DynareBison.yy | 68 ++++++++++++++++++++++++++++++++++++++++++----- DynareFlex.ll | 13 +++++++++ ParsingDriver.cc | 15 +++++++++++ ParsingDriver.hh | 4 +++ 6 files changed, 121 insertions(+), 8 deletions(-) diff --git a/ComputingTasks.cc b/ComputingTasks.cc index cfc3b59b..d91d04c1 100644 --- a/ComputingTasks.cc +++ b/ComputingTasks.cc @@ -1680,6 +1680,21 @@ RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string & output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl; } +PlotShockDecompositionStatement::PlotShockDecompositionStatement(const SymbolList &symbol_list_arg, + const OptionsList &options_list_arg) : + symbol_list(symbol_list_arg), + options_list(options_list_arg) +{ +} + +void +PlotShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const +{ + output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl; + options_list.writeOutput(output); + symbol_list.writeOutput("var_list_", output); + output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl; +} ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) diff --git a/ComputingTasks.hh b/ComputingTasks.hh index e74211f7..41da6098 100644 --- a/ComputingTasks.hh +++ b/ComputingTasks.hh @@ -593,9 +593,21 @@ private: const OptionsList options_list; public: RealtimeShockDecompositionStatement(const SymbolList &symbol_list_arg, - const OptionsList &options_list_arg); + const OptionsList &options_list_arg); virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const; }; + +class PlotShockDecompositionStatement : public Statement +{ +private: + const SymbolList symbol_list; + const OptionsList options_list; +public: + PlotShockDecompositionStatement(const SymbolList &symbol_list_arg, + const OptionsList &options_list_arg); + virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const; +}; + class ConditionalForecastStatement : public Statement { private: diff --git a/DynareBison.yy b/DynareBison.yy index 246c8dda..8c2b9106 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -86,10 +86,10 @@ class ParsingDriver; %token AIM_SOLVER ANALYTIC_DERIVATION ANALYTIC_DERIVATION_MODE AR AUTOCORR POSTERIOR_SAMPLING_METHOD %token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION SILENT_OPTIMIZER -%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER -%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA -%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN -%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION +%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER FIG_NAME WRITE_XLS +%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA INTERACTIVE SCREEN_SHOCKS STEADYSTATE +%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN DETAIL_PLOT TYPE +%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE %token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION %token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED %token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS @@ -129,9 +129,9 @@ class ParsingDriver; %token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL %token TEX_NAME %token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED -%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES +%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES PLOT_SHOCK_DECOMPOSITION %token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL -%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP +%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP QOQ YOY AOA %left COMMA %left EQUAL_EQUAL EXCLAMATION_EQUAL %left LESS GREATER LESS_EQUAL GREATER_EQUAL @@ -262,6 +262,7 @@ statement : parameters | write_latex_original_model | shock_decomposition | realtime_shock_decomposition + | plot_shock_decomposition | conditional_forecast | conditional_forecast_paths | plot_conditional_forecast @@ -2139,6 +2140,16 @@ realtime_shock_decomposition : REALTIME_SHOCK_DECOMPOSITION ';' { driver.realtime_shock_decomposition(); } ; +plot_shock_decomposition : PLOT_SHOCK_DECOMPOSITION ';' + {driver.plot_shock_decomposition(); } + | PLOT_SHOCK_DECOMPOSITION '(' plot_shock_decomposition_options_list ')' ';' + { driver.plot_shock_decomposition(); } + | PLOT_SHOCK_DECOMPOSITION symbol_list ';' + { driver.plot_shock_decomposition(); } + | PLOT_SHOCK_DECOMPOSITION '(' plot_shock_decomposition_options_list ')' symbol_list ';' + { driver.plot_shock_decomposition(); } + ; + bvar_prior_option : o_bvar_prior_tau | o_bvar_prior_decay | o_bvar_prior_lambda @@ -2524,6 +2535,25 @@ realtime_shock_decomposition_option : o_parameter_set | o_save_realtime ; +plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list + | plot_shock_decomposition_option + ; + +plot_shock_decomposition_option : o_psd_use_shock_groups + | o_psd_colormap + | o_psd_nodisplay + | o_psd_graph_format + | o_psd_detail_plot + | o_psd_interactive + | o_psd_screen_shocks + | o_psd_steadystate + | o_psd_type + | o_psd_fig_name + | o_psd_write_xls + | o_psd_realtime + | o_psd_vintage + ; + homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';' { driver.end_homotopy();}; @@ -2865,11 +2895,17 @@ o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); }; o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); }; o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); }; +o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); }; o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats { driver.process_graph_format_option(); } | GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')' { driver.process_graph_format_option(); } ; +o_psd_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats + { driver.plot_shock_decomp_process_graph_format_option(); } + | GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')' + { driver.plot_shock_decomp_process_graph_format_option(); } + ; allowed_graph_formats : EPS { driver.add_graph_format("eps"); } | FIG @@ -2975,7 +3011,21 @@ o_dr : DR EQUAL CYCLE_REDUCTION {driver.option_num("dr_cycle_reduction", "1"); } o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_cycle_reduction_tol",$3);}; o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_logarithmic_reduction_tol",$3);}; o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER {driver.option_num("dr_logarithmic_reduction_maxiter",$3);}; - +o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "1"); }; +o_psd_interactive : INTERACTIVE { driver.option_num("plot_shock_decomp.interactive", "1"); }; +o_psd_screen_shocks : SCREEN_SHOCKS { driver.option_num("plot_shock_decomp.screen_shocks", "1"); }; +o_psd_steadystate : STEADYSTATE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.steadystate", $3); }; +o_psd_fig_name : FIG_NAME EQUAL filename { driver.option_str("plot_shock_decomp.fig_name", $3); }; +o_psd_type : TYPE EQUAL QOQ + { driver.option_str("plot_shock_decomp.type", "qoq"); } + | TYPE EQUAL YOY + { driver.option_str("plot_shock_decomp.type", "qoq"); } + | TYPE EQUAL AOA + { driver.option_str("plot_shock_decomp.type", "qoq"); } + ; +o_psd_write_xls : WRITE_XLS { driver.option_num("plot_shock_decomp.write_xls", "1"); }; +o_psd_realtime : REALTIME EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.realtime", $3); }; +o_psd_vintage : VINTAGE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.vintage", $3); }; o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_number { driver.option_num("bvar_prior_tau", $3); }; o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL non_negative_number { driver.option_num("bvar_prior_decay", $3); }; o_bvar_prior_lambda : BVAR_PRIOR_LAMBDA EQUAL signed_number { driver.option_num("bvar_prior_lambda", $3); }; @@ -3285,7 +3335,11 @@ o_sampling_draws : SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("sampling o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("use_shock_groups","default"); } | USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("use_shock_groups", $3); } ; +o_psd_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use_shock_groups","default"); } + | USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("plot_shock_decomp.use_shock_groups", $3); } + ; o_colormap : COLORMAP EQUAL symbol { driver.option_num("colormap",$3); }; +o_psd_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); }; range : symbol ':' symbol { diff --git a/DynareFlex.ll b/DynareFlex.ll index c8d1accd..59eac989 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -151,6 +151,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;} shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;} realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;} +plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;} sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;} ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;} ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;} @@ -573,6 +574,18 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 parameter_set {return token::PARAMETER_SET; } init_state {return token::INIT_STATE; } save_realtime {return token::SAVE_REALTIME;} +detail_plot {return token::DETAIL_PLOT;} +interactive {return token::INTERACTIVE;} +screen_shocks {return token::SCREEN_SHOCKS;} +steadystate {return token::STEADYSTATE;} +type {return token::TYPE;} +qoq {return token::QOQ; } +yoy {return token::YOY; } +aoa {return token::AOA; } +fig_name {return token::FIG_NAME;} +write_xls {return token::WRITE_XLS;} +realtime {return token::REALTIME;} +vintage {return token::VINTAGE;} prior_mode {return token::PRIOR_MODE; } prior_mean {return token::PRIOR_MEAN; } posterior_mode {return token::POSTERIOR_MODE; } diff --git a/ParsingDriver.cc b/ParsingDriver.cc index dc7953ce..e0df6128 100644 --- a/ParsingDriver.cc +++ b/ParsingDriver.cc @@ -2133,6 +2133,14 @@ ParsingDriver::realtime_shock_decomposition() options_list.clear(); } +void +ParsingDriver::plot_shock_decomposition() +{ + mod_file->addStatement(new PlotShockDecompositionStatement(symbol_list, options_list)); + symbol_list.clear(); + options_list.clear(); +} + void ParsingDriver::conditional_forecast() { @@ -2815,6 +2823,13 @@ ParsingDriver::process_graph_format_option() graph_formats.clear(); } +void +ParsingDriver::plot_shock_decomp_process_graph_format_option() +{ + options_list.symbol_list_options["plot_shock_decomp.graph_format"] = graph_formats; + graph_formats.clear(); +} + void ParsingDriver::model_diagnostics() { diff --git a/ParsingDriver.hh b/ParsingDriver.hh index 28385563..29b9c321 100644 --- a/ParsingDriver.hh +++ b/ParsingDriver.hh @@ -592,6 +592,8 @@ public: void shock_decomposition(); //! Realtime Shock decomposition void realtime_shock_decomposition(); + //! Plot Shock decomposition + void plot_shock_decomposition(); //! Conditional forecast statement void conditional_forecast(); //! Conditional forecast paths block @@ -722,6 +724,8 @@ public: void add_graph_format(const string &name); //! Add the graph_format option to the OptionsList structure void process_graph_format_option(); + //! Add the graph_format option to the plot_shock_decomp substructure of the OptionsList structure + void plot_shock_decomp_process_graph_format_option(); //! Model diagnostics void model_diagnostics(); //! Processing the parallel_local_files option From 5fb2ba6f7c8a16162b2192687c27fdb2d42e678a Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Tue, 28 Mar 2017 12:15:00 +0200 Subject: [PATCH 02/10] plot_shock_decomposition: remove argument to steadystate option --- DynareBison.yy | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/DynareBison.yy b/DynareBison.yy index 8c2b9106..10361cdb 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -3014,7 +3014,7 @@ o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_ o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "1"); }; o_psd_interactive : INTERACTIVE { driver.option_num("plot_shock_decomp.interactive", "1"); }; o_psd_screen_shocks : SCREEN_SHOCKS { driver.option_num("plot_shock_decomp.screen_shocks", "1"); }; -o_psd_steadystate : STEADYSTATE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.steadystate", $3); }; +o_psd_steadystate : STEADYSTATE { driver.option_num("plot_shock_decomp.steadystate", "1"); }; o_psd_fig_name : FIG_NAME EQUAL filename { driver.option_str("plot_shock_decomp.fig_name", $3); }; o_psd_type : TYPE EQUAL QOQ { driver.option_str("plot_shock_decomp.type", "qoq"); } From ddcad84f13037ae1e3d8b58ae66bd3c8f7b50d62 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Tue, 28 Mar 2017 23:06:03 +0200 Subject: [PATCH 03/10] Clarify error message if model-local variable was already used on RHS --- ParsingDriver.cc | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/ParsingDriver.cc b/ParsingDriver.cc index e0df6128..d370979e 100644 --- a/ParsingDriver.cc +++ b/ParsingDriver.cc @@ -2233,7 +2233,7 @@ ParsingDriver::declare_and_init_model_local_variable(string *name, expr_t rhs) // It can have already been declared in a steady_state_model block, check that it is indeed a ModelLocalVariable symb_id = mod_file->symbol_table.getID(*name); if (mod_file->symbol_table.getType(symb_id) != eModelLocalVariable) - error(*name + " has wrong type, you cannot use it within as left-hand side of a pound ('#') expression"); + error(*name + " has wrong type or was already used on the right-hand side. You cannot use it on the left-hand side of a pound ('#') expression"); } try From bc9a619d8a8c4e5eba975808d8619dd23c69b544 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Fri, 31 Mar 2017 12:50:17 +0200 Subject: [PATCH 04/10] preprocessor: initial_condition_decomposition front end. closes #1425 --- ComputingTasks.cc | 16 ++++++++++++++++ ComputingTasks.hh | 11 +++++++++++ DynareBison.yy | 39 +++++++++++++++++++++++++++++++++++++-- DynareFlex.ll | 3 +++ ParsingDriver.cc | 8 ++++++++ ParsingDriver.hh | 2 ++ 6 files changed, 77 insertions(+), 2 deletions(-) diff --git a/ComputingTasks.cc b/ComputingTasks.cc index d91d04c1..21b2dd75 100644 --- a/ComputingTasks.cc +++ b/ComputingTasks.cc @@ -1696,6 +1696,22 @@ PlotShockDecompositionStatement::writeOutput(ostream &output, const string &base output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl; } +InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(const SymbolList &symbol_list_arg, + const OptionsList &options_list_arg) : + symbol_list(symbol_list_arg), + options_list(options_list_arg) +{ +} + +void +InitialConditionDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const +{ + output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl; + options_list.writeOutput(output); + symbol_list.writeOutput("var_list_", output); + output << "initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl; +} + ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) : options_list(options_list_arg) { diff --git a/ComputingTasks.hh b/ComputingTasks.hh index 41da6098..596738c2 100644 --- a/ComputingTasks.hh +++ b/ComputingTasks.hh @@ -608,6 +608,17 @@ public: virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const; }; +class InitialConditionDecompositionStatement : public Statement +{ +private: + const SymbolList symbol_list; + const OptionsList options_list; +public: + InitialConditionDecompositionStatement(const SymbolList &symbol_list_arg, + const OptionsList &options_list_arg); + virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const; +}; + class ConditionalForecastStatement : public Statement { private: diff --git a/DynareBison.yy b/DynareBison.yy index 10361cdb..6eea69bc 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -91,7 +91,7 @@ class ParsingDriver; %token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN DETAIL_PLOT TYPE %token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE %token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION -%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED +%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION %token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR %token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED @@ -103,7 +103,7 @@ class ParsingDriver; %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS %token INT_NUMBER %token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION -%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX +%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE %token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION %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_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS @@ -263,6 +263,7 @@ statement : parameters | shock_decomposition | realtime_shock_decomposition | plot_shock_decomposition + | initial_condition_decomposition | conditional_forecast | conditional_forecast_paths | plot_conditional_forecast @@ -2150,6 +2151,16 @@ plot_shock_decomposition : PLOT_SHOCK_DECOMPOSITION ';' { driver.plot_shock_decomposition(); } ; +initial_condition_decomposition : INITIAL_CONDITION_DECOMPOSITION ';' + {driver.initial_condition_decomposition(); } + | INITIAL_CONDITION_DECOMPOSITION '(' initial_condition_decomposition_options_list ')' ';' + { driver.initial_condition_decomposition(); } + | INITIAL_CONDITION_DECOMPOSITION symbol_list ';' + { driver.initial_condition_decomposition(); } + | INITIAL_CONDITION_DECOMPOSITION '(' initial_condition_decomposition_options_list ')' symbol_list ';' + { driver.initial_condition_decomposition(); } + ; + bvar_prior_option : o_bvar_prior_tau | o_bvar_prior_decay | o_bvar_prior_lambda @@ -2554,6 +2565,18 @@ plot_shock_decomposition_option : o_psd_use_shock_groups | o_psd_vintage ; +initial_condition_decomposition_options_list : initial_condition_decomposition_option COMMA initial_condition_decomposition_options_list + | initial_condition_decomposition_option + ; + +initial_condition_decomposition_option : o_icd_type + | o_icd_detail_plot + | o_icd_steadystate + | o_icd_write_xls + | o_icd_plot_init_date + | o_icd_plot_end_date + ; + homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';' { driver.end_homotopy();}; @@ -3012,9 +3035,11 @@ o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {dri o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_logarithmic_reduction_tol",$3);}; o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER {driver.option_num("dr_logarithmic_reduction_maxiter",$3);}; o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "1"); }; +o_icd_detail_plot : DETAIL_PLOT { driver.option_num("initial_condition_decomp.detail_plot", "1"); }; o_psd_interactive : INTERACTIVE { driver.option_num("plot_shock_decomp.interactive", "1"); }; o_psd_screen_shocks : SCREEN_SHOCKS { driver.option_num("plot_shock_decomp.screen_shocks", "1"); }; o_psd_steadystate : STEADYSTATE { driver.option_num("plot_shock_decomp.steadystate", "1"); }; +o_icd_steadystate : STEADYSTATE { driver.option_num("initial_condition_decomp.steadystate", "1"); }; o_psd_fig_name : FIG_NAME EQUAL filename { driver.option_str("plot_shock_decomp.fig_name", $3); }; o_psd_type : TYPE EQUAL QOQ { driver.option_str("plot_shock_decomp.type", "qoq"); } @@ -3023,6 +3048,16 @@ o_psd_type : TYPE EQUAL QOQ | TYPE EQUAL AOA { driver.option_str("plot_shock_decomp.type", "qoq"); } ; +o_icd_type : TYPE EQUAL QOQ + { driver.option_str("initial_condition_decomp.type", "qoq"); } + | TYPE EQUAL YOY + { driver.option_str("initial_condition_decomp.type", "qoq"); } + | TYPE EQUAL AOA + { driver.option_str("initial_condition_decomp.type", "qoq"); } + ; +o_icd_plot_init_date : PLOT_INIT_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_init_date", $3); } ; +o_icd_plot_end_date : PLOT_END_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_end_date", $3); } ; +o_icd_write_xls : WRITE_XLS { driver.option_num("initial_condition_decomp.write_xls", "1"); }; o_psd_write_xls : WRITE_XLS { driver.option_num("plot_shock_decomp.write_xls", "1"); }; o_psd_realtime : REALTIME EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.realtime", $3); }; o_psd_vintage : VINTAGE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.vintage", $3); }; diff --git a/DynareFlex.ll b/DynareFlex.ll index 59eac989..299d31ed 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -152,6 +152,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;} realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;} plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;} +initial_condition_decomposition {BEGIN DYNARE_STATEMENT; return token::INITIAL_CONDITION_DECOMPOSITION;} sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;} ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;} ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;} @@ -375,6 +376,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 indxscalesstates {return token::INDXSCALESSTATES;} fixed_point {return token::FIXED_POINT;} doubling {return token::DOUBLING;} +plot_init_date {return token::PLOT_INIT_DATE;} +plot_end_date {return token::PLOT_END_DATE;} square_root_solver {return token::SQUARE_ROOT_SOLVER;} cycle_reduction {return token::CYCLE_REDUCTION;} logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;} diff --git a/ParsingDriver.cc b/ParsingDriver.cc index d370979e..c0f47291 100644 --- a/ParsingDriver.cc +++ b/ParsingDriver.cc @@ -2141,6 +2141,14 @@ ParsingDriver::plot_shock_decomposition() options_list.clear(); } +void +ParsingDriver::initial_condition_decomposition() +{ + mod_file->addStatement(new InitialConditionDecompositionStatement(symbol_list, options_list)); + symbol_list.clear(); + options_list.clear(); +} + void ParsingDriver::conditional_forecast() { diff --git a/ParsingDriver.hh b/ParsingDriver.hh index 29b9c321..bc9729ff 100644 --- a/ParsingDriver.hh +++ b/ParsingDriver.hh @@ -594,6 +594,8 @@ public: void realtime_shock_decomposition(); //! Plot Shock decomposition void plot_shock_decomposition(); + //! Initial Condition decomposition + void initial_condition_decomposition(); //! Conditional forecast statement void conditional_forecast(); //! Conditional forecast paths block From 5be4206092733e3442f98217eb1c6777fa811ab1 Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Fri, 31 Mar 2017 14:38:44 +0200 Subject: [PATCH 05/10] preprocessor: add options plot_init_date and plot_end_date to plot_shock_decomposition --- DynareBison.yy | 4 ++++ 1 file changed, 4 insertions(+) diff --git a/DynareBison.yy b/DynareBison.yy index 6eea69bc..e5f71d66 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -2563,6 +2563,8 @@ plot_shock_decomposition_option : o_psd_use_shock_groups | o_psd_write_xls | o_psd_realtime | o_psd_vintage + | o_psd_plot_init_date + | o_psd_plot_end_date ; initial_condition_decomposition_options_list : initial_condition_decomposition_option COMMA initial_condition_decomposition_options_list @@ -3057,6 +3059,8 @@ o_icd_type : TYPE EQUAL QOQ ; o_icd_plot_init_date : PLOT_INIT_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_init_date", $3); } ; o_icd_plot_end_date : PLOT_END_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_end_date", $3); } ; +o_psd_plot_init_date : PLOT_INIT_DATE EQUAL date_expr { driver.option_date("plot_shock_decomp.plot_init_date", $3); } ; +o_psd_plot_end_date : PLOT_END_DATE EQUAL date_expr { driver.option_date("plot_shock_decomp.plot_end_date", $3); } ; o_icd_write_xls : WRITE_XLS { driver.option_num("initial_condition_decomp.write_xls", "1"); }; o_psd_write_xls : WRITE_XLS { driver.option_num("plot_shock_decomp.write_xls", "1"); }; o_psd_realtime : REALTIME EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.realtime", $3); }; From f9a803f4a925b182e03fd49d953853cab4ac9dfa Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Charybdis=29?= Date: Sun, 2 Apr 2017 18:37:45 +0200 Subject: [PATCH 06/10] Added option nonlinear_filter_initialization. Default value is 1 (initialization with the ergodic variance of the reduced form solution of the model approximated at order one). If the model has unit roots, the user must use `nonlinear_filter_initialization=3`, which select an identity matrix for the initial covariance matrix of the state variables. A side effect of this option is to temporarily change the value of options_.qz_criterium to a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the model has unit roots and if the and if the option nonlinear_filter_initialization has a value less than 3, the evaluation of the likelihood will fail, because by default the unit root is counted as an unstable root. --- DynareBison.yy | 4 +++- DynareFlex.ll | 1 + 2 files changed, 4 insertions(+), 1 deletion(-) diff --git a/DynareBison.yy b/DynareBison.yy index e5f71d66..c495801a 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -111,7 +111,7 @@ class ParsingDriver; %token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION %token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH %token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW -%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION +%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION %token NAME %token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE %token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY @@ -1818,6 +1818,7 @@ estimation_options : o_datafile | o_resampling_threshold | o_resampling_method | o_filter_algorithm + | o_nonlinear_filter_initialization | o_cpf_weights | o_proposal_approximation | o_distribution_approximation @@ -3085,6 +3086,7 @@ o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("parti o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI {driver.option_num("particle.cpf_weights_method.amisanotristani", "1"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "0"); } | CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW {driver.option_num("particle.cpf_weights_method.amisanotristani", "0"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "1"); }; o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); }; +o_nonlinear_filter_initialization : NONLINEAR_FILTER_INITIALIZATION EQUAL INT_NUMBER { driver.option_num("particle.initialization", $3); }; o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.proposal_approximation.cubature", "1"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "0");} | PROPOSAL_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "1"); driver.option_num("particle.proposal_approximation.montecarlo", "0");} | PROPOSAL_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "1");} ; diff --git a/DynareFlex.ll b/DynareFlex.ll index 299d31ed..0a1588c5 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -398,6 +398,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 amisanotristani {return token::AMISANOTRISTANI;} murrayjonesparslow {return token::MURRAYJONESPARSLOW;} filter_algorithm {return token::FILTER_ALGORITHM;} +nonlinear_filter_initialization {return token::NONLINEAR_FILTER_INITIALIZATION;} proposal_approximation {return token::PROPOSAL_APPROXIMATION;} cubature {return token::CUBATURE;} unscented {return token::UNSCENTED;} From 7c09ae7f3de092a2d3b87113d6dd836736d2845d Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Mon, 3 Apr 2017 15:23:01 +0200 Subject: [PATCH 07/10] preprocessor: remove unused filed histval_present from mod_file_struct --- NumericalInitialization.cc | 4 +--- Statement.cc | 3 +-- Statement.hh | 5 +---- 3 files changed, 3 insertions(+), 9 deletions(-) diff --git a/NumericalInitialization.cc b/NumericalInitialization.cc index 3bbd803e..aa7a2502 100644 --- a/NumericalInitialization.cc +++ b/NumericalInitialization.cc @@ -1,5 +1,5 @@ /* - * Copyright (C) 2003-2016 Dynare Team + * Copyright (C) 2003-2017 Dynare Team * * This file is part of Dynare. * @@ -279,8 +279,6 @@ HistValStatement::HistValStatement(const hist_values_t &hist_values_arg, void HistValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) { - mod_file_struct.histval_present = true; - if (all_values_required) { set unused_endo = symbol_table.getEndogenous(); diff --git a/Statement.cc b/Statement.cc index 887603b6..d43d1144 100644 --- a/Statement.cc +++ b/Statement.cc @@ -1,5 +1,5 @@ /* - * Copyright (C) 2006-2015 Dynare Team + * Copyright (C) 2006-2017 Dynare Team * * This file is part of Dynare. * @@ -40,7 +40,6 @@ ModFileStructure::ModFileStructure() : identification_present(false), estimation_analytic_derivation(false), partial_information(false), - histval_present(false), k_order_solver(false), calibrated_measurement_errors(false), dsge_prior_weight_in_estimated_params(false), diff --git a/Statement.hh b/Statement.hh index 311260b0..adfbdd6a 100644 --- a/Statement.hh +++ b/Statement.hh @@ -1,5 +1,5 @@ /* - * Copyright (C) 2006-2015 Dynare Team + * Copyright (C) 2006-2017 Dynare Team * * This file is part of Dynare. * @@ -72,9 +72,6 @@ public: bool estimation_analytic_derivation; //! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy bool partial_information; - //! Whether a histval bloc is present - /*! Used for the workaround for trac ticket #157 */ - bool histval_present; //! Whether the "k_order_solver" option is used (explictly, or implicitly if order >= 3) bool k_order_solver; //! Whether there is a calibrated measurement error From 053407314dc791e14f6cdbf3ab812dae590f08af Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Tue, 4 Apr 2017 15:28:27 +0200 Subject: [PATCH 08/10] preprocessor: add option to write equation tags in latex output. closes #477 --- ComputingTasks.cc | 7 ++++--- ComputingTasks.hh | 3 ++- DynamicModel.cc | 4 ++-- DynamicModel.hh | 4 ++-- DynareBison.yy | 6 ++++-- DynareFlex.ll | 1 + ModelTree.cc | 13 ++++++++++++- ModelTree.hh | 2 +- ParsingDriver.cc | 4 ++-- ParsingDriver.hh | 2 +- 10 files changed, 31 insertions(+), 15 deletions(-) diff --git a/ComputingTasks.cc b/ComputingTasks.cc index 21b2dd75..d441eca1 100644 --- a/ComputingTasks.cc +++ b/ComputingTasks.cc @@ -1617,15 +1617,16 @@ IdentificationStatement::writeOutput(ostream &output, const string &basename, bo output << "dynare_identification(options_ident);" << endl; } -WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg) : - dynamic_model(dynamic_model_arg) +WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg) : + dynamic_model(dynamic_model_arg), + write_equation_tags(write_equation_tags_arg) { } void WriteLatexDynamicModelStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const { - dynamic_model.writeLatexFile(basename); + dynamic_model.writeLatexFile(basename, write_equation_tags); } WriteLatexStaticModelStatement::WriteLatexStaticModelStatement(const StaticModel &static_model_arg) : diff --git a/ComputingTasks.hh b/ComputingTasks.hh index 596738c2..8319bd89 100644 --- a/ComputingTasks.hh +++ b/ComputingTasks.hh @@ -552,8 +552,9 @@ class WriteLatexDynamicModelStatement : public Statement { private: const DynamicModel &dynamic_model; + const bool write_equation_tags; public: - WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg); + WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg, bool write_equation_tags_arg); virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const; }; diff --git a/DynamicModel.cc b/DynamicModel.cc index cc3dcf1c..212cec56 100644 --- a/DynamicModel.cc +++ b/DynamicModel.cc @@ -4378,9 +4378,9 @@ DynamicModel::writeChainRuleDerivative(ostream &output, int eqr, int varr, int l } void -DynamicModel::writeLatexFile(const string &basename) const +DynamicModel::writeLatexFile(const string &basename, const bool write_equation_tags) const { - writeLatexModelFile(basename + "_dynamic", oLatexDynamicModel); + writeLatexModelFile(basename + "_dynamic", oLatexDynamicModel, write_equation_tags); } void diff --git a/DynamicModel.hh b/DynamicModel.hh index 7f0177fb..7988a365 100644 --- a/DynamicModel.hh +++ b/DynamicModel.hh @@ -1,5 +1,5 @@ /* - * Copyright (C) 2003-2016 Dynare Team + * Copyright (C) 2003-2017 Dynare Team * * This file is part of Dynare. * @@ -278,7 +278,7 @@ public: size_t dynamicOnlyEquationsNbr() const; //! Writes LaTeX file with the equations of the dynamic model - void writeLatexFile(const string &basename) const; + void writeLatexFile(const string &basename, const bool write_equation_tags) const; //! Writes LaTeX file with the equations of the dynamic model (for the original model) void writeLatexOriginalFile(const string &basename) const; diff --git a/DynareBison.yy b/DynareBison.yy index c495801a..7c918a1d 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -110,7 +110,7 @@ class ParsingDriver; %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 CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION %token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH -%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW +%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS %token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION %token NAME %token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE @@ -2111,7 +2111,9 @@ ramsey_policy_options : stoch_simul_primary_options ; write_latex_dynamic_model : WRITE_LATEX_DYNAMIC_MODEL ';' - { driver.write_latex_dynamic_model(); } + { driver.write_latex_dynamic_model(false); } + | WRITE_LATEX_DYNAMIC_MODEL '(' WRITE_EQUATION_TAGS ')' ';' + { driver.write_latex_dynamic_model(true); } ; write_latex_static_model : WRITE_LATEX_STATIC_MODEL ';' diff --git a/DynareFlex.ll b/DynareFlex.ll index 0a1588c5..262d7a35 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -465,6 +465,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 yylval->string_val = new string(yytext); return token::ABAND; } +write_equation_tags {return token::WRITE_EQUATION_TAGS;} indxap {return token::INDXAP;} apband {return token::APBAND;} indximf {return token::INDXIMF;} diff --git a/ModelTree.cc b/ModelTree.cc index 0b88c298..deec8b72 100644 --- a/ModelTree.cc +++ b/ModelTree.cc @@ -1529,7 +1529,7 @@ ModelTree::Write_Inf_To_Bin_File(const string &basename, } void -ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output_type) const +ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output_type, const bool write_equation_tags) const { ofstream output, content_output; string filename = basename + ".tex"; @@ -1575,6 +1575,17 @@ ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output { content_output << "\\begin{dmath}" << endl << "% Equation " << eq+1 << endl; + if (write_equation_tags) + for (vector > >::const_iterator iteqt = equation_tags.begin(); + iteqt != equation_tags.end(); iteqt++) + if (iteqt->first == eq) + { + content_output << "[\\textrm{" << iteqt->second.first << "}"; + if (!empty(iteqt->second.second)) + content_output << " = \\textrm{``" << iteqt->second.second << "''}"; + content_output << "]"; + } + // Here it is necessary to cast to superclass ExprNode, otherwise the overloaded writeOutput() method is not found dynamic_cast(equations[eq])->writeOutput(content_output, output_type); content_output << endl << "\\end{dmath}" << endl; diff --git a/ModelTree.hh b/ModelTree.hh index b87debf1..1de07d4b 100644 --- a/ModelTree.hh +++ b/ModelTree.hh @@ -196,7 +196,7 @@ protected: void compileModelEquations(ostream &code_file, unsigned int &instruction_number, const temporary_terms_t &tt, const map_idx_t &map_idx, bool dynamic, bool steady_dynamic) const; //! Writes LaTeX model file - void writeLatexModelFile(const string &basename, ExprNodeOutputType output_type) const; + void writeLatexModelFile(const string &basename, ExprNodeOutputType output_type, const bool write_equation_tags = false) const; //! Sparse matrix of double to store the values of the Jacobian /*! First index is equation number, second index is endogenous type specific ID */ diff --git a/ParsingDriver.cc b/ParsingDriver.cc index c0f47291..bce54085 100644 --- a/ParsingDriver.cc +++ b/ParsingDriver.cc @@ -1963,9 +1963,9 @@ ParsingDriver::discretionary_policy() } void -ParsingDriver::write_latex_dynamic_model() +ParsingDriver::write_latex_dynamic_model(bool write_equation_tags) { - mod_file->addStatement(new WriteLatexDynamicModelStatement(mod_file->dynamic_model)); + mod_file->addStatement(new WriteLatexDynamicModelStatement(mod_file->dynamic_model, write_equation_tags)); } void diff --git a/ParsingDriver.hh b/ParsingDriver.hh index bc9729ff..b25105f4 100644 --- a/ParsingDriver.hh +++ b/ParsingDriver.hh @@ -559,7 +559,7 @@ public: //! Discretionary policy statement void discretionary_policy(); //! Adds a write_latex_dynamic_model statement - void write_latex_dynamic_model(); + void write_latex_dynamic_model(bool write_equation_tags); //! Adds a write_latex_static_model statement void write_latex_static_model(); //! Adds a write_latex_original_model statement From 5021601b5b88af63a80a2da0f1362a0dacebe35b Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Wed, 5 Apr 2017 10:28:37 +0200 Subject: [PATCH 09/10] preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477 --- ModelTree.cc | 34 +++++++++++++++++++++++----------- 1 file changed, 23 insertions(+), 11 deletions(-) diff --git a/ModelTree.cc b/ModelTree.cc index deec8b72..ed5ecdbe 100644 --- a/ModelTree.cc +++ b/ModelTree.cc @@ -1573,19 +1573,31 @@ ModelTree::writeLatexModelFile(const string &basename, ExprNodeOutputType output for (int eq = 0; eq < (int) equations.size(); eq++) { - content_output << "\\begin{dmath}" << endl - << "% Equation " << eq+1 << endl; + content_output << "% Equation " << eq + 1 << endl; + bool wrote_eq_tag = false; if (write_equation_tags) - for (vector > >::const_iterator iteqt = equation_tags.begin(); - iteqt != equation_tags.end(); iteqt++) - if (iteqt->first == eq) - { - content_output << "[\\textrm{" << iteqt->second.first << "}"; - if (!empty(iteqt->second.second)) - content_output << " = \\textrm{``" << iteqt->second.second << "''}"; - content_output << "]"; - } + { + for (vector > >::const_iterator iteqt = equation_tags.begin(); + iteqt != equation_tags.end(); iteqt++) + if (iteqt->first == eq) + { + if (!wrote_eq_tag) + content_output << "\\noindent["; + else + content_output << ", "; + content_output << iteqt->second.first; + + if (!empty(iteqt->second.second)) + content_output << "= `" << iteqt->second.second << "'"; + + wrote_eq_tag = true; + } + } + if (wrote_eq_tag) + content_output << "]"; + + content_output << "\\begin{dmath}" << endl; // Here it is necessary to cast to superclass ExprNode, otherwise the overloaded writeOutput() method is not found dynamic_cast(equations[eq])->writeOutput(content_output, output_type); content_output << endl << "\\end{dmath}" << endl; From c74dac7e737713ada50d8cc384be9beaa695410a Mon Sep 17 00:00:00 2001 From: Houtan Bastani Date: Wed, 5 Apr 2017 11:07:34 +0200 Subject: [PATCH 10/10] preprocessor: add warning for potential non-linearities in model declared linear. #1404 --- ModFile.cc | 13 +++++++++++++ 1 file changed, 13 insertions(+) diff --git a/ModFile.cc b/ModFile.cc index 5719d019..6d993d11 100644 --- a/ModFile.cc +++ b/ModFile.cc @@ -277,6 +277,19 @@ ModFile::checkPass(bool nostrict) || dynamic_model.isBinaryOpUsed(oDifferent))) warnings << "WARNING: you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which is unsuitable for a stochastic context; see the reference manual, section about \"Expressions\", for more details." << endl; + if (linear && + (dynamic_model.isUnaryOpUsed(oSign) + || dynamic_model.isUnaryOpUsed(oAbs) + || dynamic_model.isBinaryOpUsed(oMax) + || dynamic_model.isBinaryOpUsed(oMin) + || dynamic_model.isBinaryOpUsed(oGreater) + || dynamic_model.isBinaryOpUsed(oLess) + || dynamic_model.isBinaryOpUsed(oGreaterEqual) + || dynamic_model.isBinaryOpUsed(oLessEqual) + || dynamic_model.isBinaryOpUsed(oEqualEqual) + || dynamic_model.isBinaryOpUsed(oDifferent))) + warnings << "WARNING: you have declared your model 'linear' but you are using a function (max, min, abs, sign) or an operator (<, >, <=, >=, ==, !=) which potentially makes it non-linear." << endl; + // Test if some estimated parameters are used within the values of shocks // statements (see issue #469) set parameters_intersect;