Add interface for init2shocks

Dynare/dynare#1650

src/DynareBison.yy

@@ -135,7 +135,7 @@ class ParsingDriver;
 %token ALPHA_RMSE ALPHA2_RMSE
 /* end of GSA analysis*/
 %token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST
-%token VLISTLOG VLISTPER SPECTRAL_DENSITY
+%token VLISTLOG VLISTPER SPECTRAL_DENSITY INIT2SHOCKS
 %token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
 %token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
 %token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET DIAGONAL OPTIMAL
@@ -305,6 +305,7 @@ statement : parameters
           | gmm_estimation
           | smm_estimation
           | shock_groups
+          | init2shocks
           | det_cond_forecast
           | var_expectation_model
           ;
@@ -2834,6 +2835,7 @@ plot_shock_decomposition_option : o_use_shock_groups
                                 | o_psd_diff
                                 | o_psd_flip
                                 | o_psd_nograph
+                                | o_psd_init2shocks
                                 ;
 
 initial_condition_decomposition_options_list : initial_condition_decomposition_option COMMA initial_condition_decomposition_options_list
@@ -3089,6 +3091,20 @@ shock_name_list : shock_name_list COMMA symbol {driver.add_shock_group_element($
                 | symbol {driver.add_shock_group_element($1);}
                 ;
 
+init2shocks : INIT2SHOCKS ';' init2shocks_list END ';'
+              { driver.end_init2shocks("default"); }
+            | INIT2SHOCKS '(' NAME EQUAL symbol ')' ';' init2shocks_list END ';'
+              {driver.end_init2shocks($5);}
+            ;
+
+init2shocks_list : init2shocks_list init2shocks_element
+                 | init2shocks_element
+                 ;
+
+init2shocks_element : symbol symbol ';' { driver.add_init2shocks($1, $2); }
+                    | symbol COMMA symbol ';' { driver.add_init2shocks($1, $3); }
+                    ;
+
 o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
                                        if ($3 == "0")
                                          driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
@@ -3232,6 +3248,9 @@ o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_dec
 o_fast_realtime : FAST_REALTIME EQUAL INT_NUMBER { driver.option_num("shock_decomp.fast_realtime", $3); };
 o_nodisplay : NODISPLAY { driver.option_num("nodisplay", "true"); };
 o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay", "true"); };
+o_psd_init2shocks : INIT2SHOCKS { driver.option_str("plot_shock_decomp.init2shocks", "default"); }
+                  | INIT2SHOCKS EQUAL symbol { driver.option_str("plot_shock_decomp.init2shocks", $3); }
+                  ;
 o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
                  { driver.process_graph_format_option(); }
                | GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'

src/DynareFlex.ll

@@ -202,6 +202,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|w([1-9]{1}|[1-4][0-9]|5[0-2]))
 <INITIAL>histval {BEGIN DYNARE_BLOCK; return token::HISTVAL;}
 <INITIAL>shocks {BEGIN DYNARE_BLOCK; return token::SHOCKS;}
 <INITIAL>shock_groups {BEGIN DYNARE_BLOCK; return token::SHOCK_GROUPS;}
+<INITIAL>init2shocks {BEGIN DYNARE_BLOCK; return token::INIT2SHOCKS;}
 <INITIAL>mshocks {BEGIN DYNARE_BLOCK; return token::MSHOCKS;}
 <INITIAL>estimated_params {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS;}
 <INITIAL>epilogue {BEGIN DYNARE_BLOCK; return token::EPILOGUE;}
@@ -404,6 +405,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|w([1-9]{1}|[1-4][0-9]|5[0-2]))
 <DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
 <DYNARE_STATEMENT>hybrid {return token::HYBRID;}
 <DYNARE_STATEMENT>default {return token::DEFAULT;}
+<DYNARE_STATEMENT>init2shocks {return token::INIT2SHOCKS;}
 
 <DYNARE_STATEMENT>number_of_particles {return token::NUMBER_OF_PARTICLES;}
 <DYNARE_STATEMENT>resampling {return token::RESAMPLING;}

src/ParsingDriver.cc

@@ -3407,6 +3407,29 @@ ParsingDriver::end_shock_groups(const string &name)
   shock_groups.clear();
 }
 
+void
+ParsingDriver::add_init2shocks(const string &endo_name, const string &exo_name)
+{
+  check_symbol_existence(endo_name);
+  check_symbol_existence(exo_name);
+  int symb_id_endo = mod_file->symbol_table.getID(endo_name);
+  if (mod_file->symbol_table.getType(symb_id_endo) != SymbolType::endogenous)
+    error("init2shocks: " + endo_name + " should be an endogenous variable");
+
+  int symb_id_exo = mod_file->symbol_table.getID(exo_name);
+  if (mod_file->symbol_table.getType(symb_id_exo) != SymbolType::exogenous)
+    error("init2shocks: " + exo_name + " should be an exogenous variable");
+
+  init2shocks.push_back(make_pair(symb_id_endo, symb_id_exo));
+}
+
+void
+ParsingDriver::end_init2shocks(const string &name)
+{
+  mod_file->addStatement(make_unique<Init2shocksStatement>(init2shocks, name, mod_file->symbol_table));
+  init2shocks.clear();
+}
+
 void
 ParsingDriver::var_expectation_model()
 {

src/ParsingDriver.hh

@@ -235,6 +235,8 @@ private:
   //! Temporary storage for shock_groups
   vector<string> shock_group;
   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;
   //! reset the values for temporary storage
@@ -860,6 +862,10 @@ public:
   void add_shock_group(string name);
   //! End shock groups declaration
   void end_shock_groups(const string &name);
+  //! Add a set of init2shocks
+  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();

src/Shocks.cc

@@ -686,3 +686,46 @@ ShockGroupsStatement::writeJsonOutput(ostream &output) const
     }
   output << "]}";
 }
+
+Init2shocksStatement::Init2shocksStatement(vector<pair<int, int>> init2shocks_arg, string name_arg,
+                                           const SymbolTable &symbol_table_arg)
+  : init2shocks{move(init2shocks_arg)}, name{move(name_arg)}, symbol_table{symbol_table_arg}
+{
+}
+
+void
+Init2shocksStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+{
+  for (size_t i = 0; i < init2shocks.size(); i++)
+    for (size_t j = i + 1; j < init2shocks.size(); j++)
+      if (init2shocks.at(i).first == init2shocks.at(j).first)
+        {
+          cerr << "Init2shocks(" << name << "): enogenous variable '"
+               << symbol_table.getName(init2shocks.at(i).first)
+               << "' appears more than once in the init2shocks statement" << endl;
+          exit(EXIT_FAILURE);
+        }
+}
+
+void
+Init2shocksStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+  output << "M_.init2shocks." << name << " = {" << endl;
+  for (auto & it : init2shocks)
+    output << "{'" << symbol_table.getName(it.first) << "', '" << symbol_table.getName(it.second) << "'};" << endl;
+  output << "};" << endl;
+}
+
+void
+Init2shocksStatement::writeJsonOutput(ostream &output) const
+{
+  output << R"({"statementName": "init2shocks", "name": ")" << name << R"(", "groups": [)";
+  for (auto & it : init2shocks)
+    {
+      if (it != *(init2shocks.begin()))
+        output << ",";
+      output << R"({"endogenous": ")" << symbol_table.getName(it.first) << R"(", )"
+             << R"( "exogenous": ")" << symbol_table.getName(it.second) << R"("})";
+    }
+  output << "]}";
+}

src/Shocks.hh

@@ -167,4 +167,17 @@ public:
   void writeJsonOutput(ostream &output) const override;
 };
 
+class Init2shocksStatement : public Statement
+{
+private:
+  const vector<pair<int, int>> init2shocks;
+  const string name;
+  const SymbolTable &symbol_table;
+public:
+  Init2shocksStatement(vector<pair<int, int>> init2shocks_arg, string name_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;
+  void writeJsonOutput(ostream &output) const override;
+};
+
 #endif