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estimation: introduce options = options syntax

issue#70
Houtan Bastani 2012-03-30 15:36:58 +02:00
parent 87fba231fd
commit 36a56199c4
5 changed files with 221 additions and 1 deletions
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104
ComputingTasks.cc
View File

@ -2131,3 +2131,107 @@ CorrOptionsStatement::writeOutput(ostream &output, const string &basename) const
lhs_field = "estimation_info." + lhs_field + "_corr(eifind)";
writeOptionsOutput(output, lhs_field, name1);
}
OptionsEqualStatement::OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg) :
to_declaration_type(to_declaration_type_arg),
to_name1(to_name1_arg),
to_name2(to_name2_arg),
to_subsample_name(to_subsample_name_arg),
from_declaration_type(from_declaration_type_arg),
from_name1(from_name1_arg),
from_name2(from_name2_arg),
from_subsample_name(from_subsample_name_arg),
symbol_table(symbol_table_arg)
{
}
void
OptionsEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if ((to_declaration_type != "par" && to_declaration_type != "std" && to_declaration_type != "corr") ||
(from_declaration_type != "par" && from_declaration_type != "std" && from_declaration_type != "corr"))
{
cerr << "Internal Dynare Error" << endl;
exit(EXIT_FAILURE);
}
}
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
OptionsEqualStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field, rhs_field;
if (to_declaration_type == "par")
lhs_field = "parameter";
else
get_base_name(symbol_table.getType(to_name1), lhs_field);
if (from_declaration_type == "par")
rhs_field = "parameter";
else
get_base_name(symbol_table.getType(from_name1), rhs_field);
if (to_declaration_type == "corr")
lhs_field += "_corr";
if (from_declaration_type == "corr")
rhs_field += "_corr";
output << "ei_to_ind = get_new_or_existing_ei_index('" << lhs_field << "_options_index', '"
<< to_name1 << "', '" << to_name2<< "');" << endl
<< "ei_from_ind = get_new_or_existing_ei_index('" << rhs_field << "_options_index', '"
<< from_name1 << "', '" << from_name2<< "');" << endl
<< "estimation_info." << lhs_field << "_options_index(ei_to_ind) = {'" << to_name1;
if (to_declaration_type == "corr")
output << ":" << to_name2;
output << "'};" << endl;
if (to_declaration_type == "par")
lhs_field = "parameters";
if (from_declaration_type == "par")
rhs_field = "parameters";
lhs_field = "estimation_info." + lhs_field + "(ei_to_ind)";
rhs_field = "estimation_info." + rhs_field + "(ei_from_ind)";
if (to_subsample_name.empty())
lhs_field += ".options";
else
{
output << "subsamples_to_indx = get_existing_subsamples_indx('" << to_name1 << "','" << to_name2 << "');" << endl
<< lhs_field << ".range_index = estimation_info.subsamples(subsamples_to_indx).range_index;" << endl
<< "ei_to_ss_ind = get_subsamples_range_indx(subsamples_to_indx, '" << to_subsample_name << "');" << endl;
lhs_field += ".subsample_options(ei_to_ss_ind)";
}
if (from_subsample_name.empty())
rhs_field += ".options";
else
{
output << "subsamples_from_indx = get_existing_subsamples_indx('" << from_name1 << "','" << from_name2 << "');" << endl
<< "ei_from_ss_ind = get_subsamples_range_indx(subsamples_from_indx, '" << from_subsample_name << "');" << endl;
rhs_field += ".subsample_options(ei_from_ss_ind)";
}
output << lhs_field << " = " << rhs_field << ";" << endl;
}

27
ComputingTasks.hh
View File

@ -753,4 +753,31 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class OptionsEqualStatement : public Statement
{
private:
const string to_declaration_type;
const string to_name1;
const string to_name2;
const string to_subsample_name;
const string from_declaration_type;
const string from_name1;
const string from_name2;
const string from_subsample_name;
const SymbolTable symbol_table;
public:
OptionsEqualStatement(const string &to_declaration_type_arg,
const string &to_name1_arg,
const string &to_name2_arg,
const string &to_subsample_name_arg,
const string &from_declaration_type_arg,
const string &from_name1_arg,
const string &from_name2_arg,
const string &from_subsample_name_arg,
const SymbolTable &symbol_table_arg);
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
#endif

62
DynareBison.yy
View File

@ -182,7 +182,7 @@ class ParsingDriver;
%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
%type <string_val> range vec_value_w_inf vec_value_1_w_inf
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt
%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt options_eq_opt
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
%type <prior_distributions_val> prior_pdf prior_distribution
%%
@ -224,6 +224,7 @@ statement : parameters
| subsamples
| subsamples_eq
| options
| options_eq
| varobs
| observation_trends
| unit_root_vars
@ -1362,6 +1363,65 @@ options_options : o_jscale
| o_bounds
;
options_eq : options_eq_opt EQUAL options_eq_opt ';'
{
driver.copy_options($1->at(0), $1->at(1), $1->at(2), $1->at(3),
$3->at(0), $3->at(1), $3->at(2), $3->at(3));
delete $1;
delete $3;
}
;
options_eq_opt : symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| symbol '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("par"));
$$->push_back($1);
$$->push_back(new string (""));
$$->push_back($3);
}
| STD '(' symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back(new string (""));
}
| STD '(' symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("std"));
$$->push_back($3);
$$->push_back(new string (""));
$$->push_back($6);
}
| CORR '(' symbol COMMA symbol ')' '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back(new string (""));
}
| CORR '(' symbol COMMA symbol ')' '.' symbol '.' OPTIONS
{
$$ = new vector<string *>();
$$->push_back(new string ("corr"));
$$->push_back($3);
$$->push_back($5);
$$->push_back($8);
}
;
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'

26
ParsingDriver.cc
View File

@ -1394,6 +1394,32 @@ ParsingDriver::set_options(string *name, string *subsample_name)
delete subsample_name;
}
void
ParsingDriver::copy_options(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name)
{
check_symbol_existence(*to_name1);
check_symbol_existence(*from_name1);
if (!to_name2->empty())
check_symbol_existence(*to_name2);
if (!from_name2->empty())
check_symbol_existence(*from_name2);
mod_file->addStatement(new OptionsEqualStatement(*to_declaration_type, *to_name1, *to_name2, *to_subsample_name,
*from_declaration_type, *from_name1, *from_name2, *from_subsample_name,
mod_file->symbol_table));
delete to_declaration_type;
delete to_name1;
delete to_name2;
delete to_subsample_name;
delete from_declaration_type;
delete from_name1;
delete from_name2;
delete from_subsample_name;
}
void
ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name)
{

3
ParsingDriver.hh
View File

@ -397,6 +397,9 @@ public:
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name);
//! Sets the options for a parameter
void set_options(string *arg1, string *arg2);
//! Copies the options from_name to_name
void copy_options(string *to_declaration_type, string *to_name1, string *to_name2, string *to_subsample_name,
string *from_declaration_type, string *from_name1, string *from_name2, string *from_subsample_name);
//! Sets the prior for estimated std dev
void set_std_prior(string *arg1, string *arg2);
//! Sets the options for estimated std dev