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New += and *= syntaxes in “endval(learnt_in=…)” blocks 

Incidentally, forbid exogenous deterministic variables in “endval” blocks.
fix-tolerance-parameters
Sébastien Villemot 2022-05-03 16:52:04 +02:00
parent 8c07fb5e43
commit 3a820fffa2
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 103 additions and 27 deletions
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28
src/DynareBison.yy
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@ -186,7 +186,7 @@ class ParsingDriver;
%token NO_IDENTIFICATION_MINIMAL NO_IDENTIFICATION_SPECTRUM NORMALIZE_JACOBIANS GRID_NBR
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS ZERO_MOMENTS_TOLERANCE
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION WITH_EPILOGUE MODEL_REMOVE MODEL_REPLACE MODEL_OPTIONS
%token VAR_REMOVE ESTIMATED_PARAMS_REMOVE STATIC INCIDENCE RESID NON_ZERO LEARNT_IN
%token VAR_REMOVE ESTIMATED_PARAMS_REMOVE STATIC INCIDENCE RESID NON_ZERO LEARNT_IN PLUS_EQUAL TIMES_EQUAL
%token <vector<string>> SYMBOL_VEC
@ -729,6 +729,12 @@ initval : INITVAL ';' initval_list END ';'
{ driver.end_initval(true); }
;
initval_list : initval_list initval_elem
| initval_elem
;
initval_elem : symbol EQUAL expression ';' { driver.init_val($1, $3); };
histval_file : HISTVAL_FILE '(' h_options_list ')' ';'
{ driver.histval_file();};
@ -753,19 +759,25 @@ h_options: o_filename
| o_series
;
endval : ENDVAL ';' initval_list END ';'
endval : ENDVAL ';' endval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' initval_list END ';'
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
{ driver.end_endval(true); }
| ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' initval_list END ';'
| ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
{ driver.end_endval_learnt_in($5); }
;
initval_list : initval_list initval_elem
| initval_elem
;
endval_list : endval_list endval_elem
| endval_elem
;
initval_elem : symbol EQUAL expression ';' { driver.init_val($1, $3); };
endval_elem : symbol EQUAL expression ';'
{ driver.end_val(EndValLearntInStatement::LearntEndValType::level, $1, $3); };
| symbol PLUS_EQUAL expression ';'
{ driver.end_val(EndValLearntInStatement::LearntEndValType::add, $1, $3); };
| symbol TIMES_EQUAL expression ';'
{ driver.end_val(EndValLearntInStatement::LearntEndValType::multiply, $1, $3); };
;
histval : HISTVAL ';' histval_list END ';'
{ driver.end_histval(false); };

2
src/DynareFlex.ll
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@ -951,6 +951,8 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT,DYNARE_BLOCK><= {return token::LESS_EQUAL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>== {return token::EQUAL_EQUAL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>!= {return token::EXCLAMATION_EQUAL;}
<DYNARE_BLOCK>\+= {return token::PLUS_EQUAL;}
<DYNARE_BLOCK>\*= {return token::TIMES_EQUAL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>\^ {return token::POWER;}
<DYNARE_STATEMENT,DYNARE_BLOCK>exp {return token::EXP;}
<DYNARE_STATEMENT,DYNARE_BLOCK>log {return token::LOG;}

34
src/NumericalInitialization.cc
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@ -300,10 +300,10 @@ EndValStatement::writeJsonOutput(ostream &output) const
}
EndValLearntInStatement::EndValLearntInStatement(int learnt_in_period_arg,
const InitOrEndValStatement::init_values_t &init_values_arg,
const learnt_end_values_t &learnt_end_values_arg,
const SymbolTable &symbol_table_arg) :
learnt_in_period{learnt_in_period_arg},
init_values{move(init_values_arg)},
learnt_end_values{move(learnt_end_values_arg)},
symbol_table{symbol_table_arg}
{
}
@ -314,14 +314,30 @@ EndValLearntInStatement::checkPass(ModFileStructure &mod_file_struct, WarningCon
mod_file_struct.endval_learnt_in_present = true;
}
string
EndValLearntInStatement::typeToString(LearntEndValType type)
{
switch (type)
{
case LearntEndValType::level:
return "level";
case LearntEndValType::add:
return "add";
case LearntEndValType::multiply:
return "multiply";
}
exit(EXIT_FAILURE); // Silence GCC warning
}
void
EndValLearntInStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "M_.learnt_endval = [ M_.learnt_endval;" << endl;
for (auto [symb_id, value] : init_values)
for (auto [type, symb_id, value] : learnt_end_values)
{
output << "struct('learnt_in'," << learnt_in_period
<< ",'exo_id'," << symbol_table.getTypeSpecificID(symb_id)+1
<< ",'type','" << typeToString(type) << "'"
<< ",'value',";
value->writeOutput(output);
output << ");" << endl;
@ -334,13 +350,15 @@ EndValLearntInStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "endval", "learnt_in": )"
<< learnt_in_period << R"(, "vals": [)";
for (auto it = init_values.begin();
it != init_values.end(); ++it)
for (auto it = learnt_end_values.begin();
it != learnt_end_values.end(); ++it)
{
auto [symb_id, value] = *it;
if (it != init_values.begin())
auto [type, symb_id, value] = *it;
if (it != learnt_end_values.begin())
output << ", ";
output << R"({"name": ")" << symbol_table.getName(symb_id) << R"(", )" << R"("value": ")";
output << R"({"name": ")" << symbol_table.getName(symb_id) << R"(", )"
<< R"("type": ")" << typeToString(type) << R"(", )"
<< R"("value": ")";
value->writeJsonOutput(output, {}, {});
output << R"("})";
}

15
src/NumericalInitialization.hh
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@ -100,10 +100,21 @@ class EndValLearntInStatement : public Statement
{
public:
const int learnt_in_period;
const InitOrEndValStatement::init_values_t init_values;
enum class LearntEndValType
{
level,
add,
multiply
};
// The tuple is (type, symb_id, value)
using learnt_end_values_t = vector<tuple<LearntEndValType, int, expr_t>>;
const learnt_end_values_t learnt_end_values;
private:
const SymbolTable &symbol_table;
static string typeToString(LearntEndValType type);
public:
EndValLearntInStatement(int learnt_in_period_arg,
const InitOrEndValStatement::init_values_t &init_values_arg,
const learnt_end_values_t &learnt_end_values_arg,
const SymbolTable &symbol_table_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;

40
src/ParsingDriver.cc
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@ -544,7 +544,7 @@ ParsingDriver::init_val(const string &name, expr_t rhs)
if (nostrict)
if (!mod_file->symbol_table.exists(name))
{
warning("discarding '" + name + "' as it was not recognized in the initval or endval statement");
warning("discarding '" + name + "' as it was not recognized in the initval statement");
return;
}
@ -560,6 +560,21 @@ ParsingDriver::initval_file()
options_list.clear();
}
void
ParsingDriver::end_val(EndValLearntInStatement::LearntEndValType type, const string &name, expr_t rhs)
{
if (nostrict)
if (!mod_file->symbol_table.exists(name))
{
warning("discarding '" + name + "' as it was not recognized in the endval statement");
return;
}
check_symbol_is_endogenous_or_exogenous(name, false);
int symb_id = mod_file->symbol_table.getID(name);
end_values.emplace_back(type, symb_id, rhs);
}
void
ParsingDriver::hist_val(const string &name, const string &lag, expr_t rhs)
{
@ -743,8 +758,21 @@ ParsingDriver::end_initval(bool all_values_required)
void
ParsingDriver::end_endval(bool all_values_required)
{
mod_file->addStatement(make_unique<EndValStatement>(init_values, mod_file->symbol_table, all_values_required));
init_values.clear();
InitOrEndValStatement::init_values_t end_values_new;
for (auto [type, symb_id, value] : end_values)
switch (type)
{
case EndValLearntInStatement::LearntEndValType::level:
end_values_new.emplace_back(symb_id, value);
break;
case EndValLearntInStatement::LearntEndValType::add:
error("endval: '" + mod_file->symbol_table.getName(symb_id) + " += ...' line not allowed unless 'learnt_in' option with value >1 is passed");
case EndValLearntInStatement::LearntEndValType::multiply:
error("endval: '" + mod_file->symbol_table.getName(symb_id) + " *= ...' line not allowed unless 'learnt_in' option with value >1 is passed");
}
mod_file->addStatement(make_unique<EndValStatement>(end_values_new, mod_file->symbol_table, all_values_required));
end_values.clear();
}
void
@ -758,11 +786,11 @@ ParsingDriver::end_endval_learnt_in(const string &learnt_in_period)
end_endval(false);
return;
}
for (auto [symb_id, value] : init_values)
for (auto [type, symb_id, value] : end_values)
if (mod_file->symbol_table.getType(symb_id) != SymbolType::exogenous)
error("endval(learnt_in=...): " + mod_file->symbol_table.getName(symb_id) + " is not an exogenous variable");
mod_file->addStatement(make_unique<EndValLearntInStatement>(learnt_in_period_int, init_values, mod_file->symbol_table));
init_values.clear();
mod_file->addStatement(make_unique<EndValLearntInStatement>(learnt_in_period_int, end_values, mod_file->symbol_table));
end_values.clear();
}
void

11
src/ParsingDriver.hh
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@ -169,8 +169,11 @@ private:
SigmaeStatement::row_t sigmae_row;
//! Temporary storage for Sigma_e matrix
SigmaeStatement::matrix_t sigmae_matrix;
//! Temporary storage for initval/endval blocks
//! Temporary storage for initval blocks
InitOrEndValStatement::init_values_t init_values;
/* Temporary storage for endval blocks. Uses a type that encompasses both
regular “endval” blocks and “endval(learnt_in=…)” blocks. */
EndValLearntInStatement::learnt_end_values_t end_values;
//! Temporary storage for histval blocks
HistValStatement::hist_values_t hist_values;
//! Temporary storage for homotopy_setup blocks
@ -415,9 +418,11 @@ public:
void dsample(const string &arg1, const string &arg2);
//! Writes parameter intitialisation expression
void init_param(const string &name, expr_t rhs);
//! Writes an initval block
//! Add a line inside an initval block
void init_val(const string &name, expr_t rhs);
//! Writes an histval block
//! Add a line inside an endval block
void end_val(EndValLearntInStatement::LearntEndValType type, const string &name, expr_t rhs);
//! Add a line inside a histval block
void hist_val(const string &name, const string &lag, expr_t rhs);
//! Adds an entry in a homotopy_setup block
/*! Second argument "val1" can be NULL if no initial value provided */