Add new command "calib_smoother"

Closes: #233

ComputingTasks.cc

@@ -2300,3 +2300,19 @@ OptionsEqualStatement::writeOutput(ostream &output, const string &basename) cons
 
   output << lhs_field << " = " << rhs_field << ";" << endl;
 }
+
+CalibSmootherStatement::CalibSmootherStatement(const SymbolList &symbol_list_arg,
+                                               const OptionsList &options_list_arg)
+  : symbol_list(symbol_list_arg), options_list(options_list_arg)
+{
+}
+
+void
+CalibSmootherStatement::writeOutput(ostream &output, const string &basename) const
+{
+  options_list.writeOutput(output);
+  symbol_list.writeOutput("var_list_", output);
+  output << "options_.mode_compute = 0;" << endl
+         << "options_.smoother = 1;" << endl
+         << "dynare_estimation(var_list_);" << endl;
+}

ComputingTasks.hh

@@ -508,6 +508,17 @@ public:
   virtual void writeOutput(ostream &output, const string &basename) const;
 };
 
+class CalibSmootherStatement : public Statement
+{
+private:
+  const SymbolList symbol_list;
+  const OptionsList options_list;
+public:
+  CalibSmootherStatement(const SymbolList &symbol_list_arg,
+                         const OptionsList &options_list_arg);
+  virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
 class SvarIdentificationStatement : public Statement
 {
 public:

DynareBison.yy

@@ -95,7 +95,7 @@ class ParsingDriver;
 %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
-%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
+%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
 %token DATAFILE FILE DOUBLING DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
 %token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
 %token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
@@ -268,6 +268,7 @@ statement : parameters
           | ms_forecast
           | ms_irf
           | ms_variance_decomposition
+          | calib_smoother
           ;
 
 dsample : DSAMPLE INT_NUMBER ';'
@@ -2113,6 +2114,25 @@ steady_state_equation : symbol EQUAL expression ';'
                         { driver.add_steady_state_model_equal_multiple($5); }
                       ;
 
+calib_smoother : CALIB_SMOOTHER ';'
+                 { driver.calib_smoother(); }
+               | CALIB_SMOOTHER '(' calib_smoother_options_list ')' ';'
+                 { driver.calib_smoother(); }
+               | CALIB_SMOOTHER symbol_list ';'
+                 { driver.calib_smoother(); }
+               | CALIB_SMOOTHER '(' calib_smoother_options_list ')' symbol_list ';'
+                 { driver.calib_smoother(); }
+               ;
+
+calib_smoother_options_list : calib_smoother_option COMMA calib_smoother_options_list
+                            | calib_smoother_option
+                            ;
+
+calib_smoother_option : o_filtered_vars
+                      | o_filter_step_ahead
+                      | o_datafile
+                      ;
+
 o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
                                        if (*$3 == string("0"))
                                          driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");

DynareFlex.ll

@@ -156,6 +156,7 @@ string eofbuff;
 <INITIAL>svar {BEGIN DYNARE_STATEMENT; return token::SVAR;}
 <INITIAL>external_function {BEGIN DYNARE_STATEMENT; return token::EXTERNAL_FUNCTION;}
  /* End of a Dynare statement */
+<INITIAL>calib_smoother { BEGIN DYNARE_STATEMENT; return token::CALIB_SMOOTHER; } 
 
 <DYNARE_STATEMENT>; {
   if (!sigma_e)

ParsingDriver.cc

@@ -1932,6 +1932,14 @@ ParsingDriver::conditional_forecast_paths()
   det_shocks.clear();
 }
 
+void
+ParsingDriver::calib_smoother()
+{
+  mod_file->addStatement(new CalibSmootherStatement(symbol_list, options_list));
+  symbol_list.clear();
+  options_list.clear();
+}
+
 expr_t
 ParsingDriver::add_model_equal(expr_t arg1, expr_t arg2)
 {

ParsingDriver.hh

@@ -514,6 +514,8 @@ public:
   void conditional_forecast_paths();
   //! Plot conditional forecast statement
   void plot_conditional_forecast(string *periods = NULL);
+  //! Smoother on calibrated models
+  void calib_smoother();
   //! Writes token "arg1=arg2" to model tree
   expr_t add_model_equal(expr_t arg1, expr_t arg2);
   //! Writes token "arg=0" to model tree