stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

preprocessor: add basic gmm smm statements, add options later. #1530

issue#70
Houtan Bastani 2017-10-05 15:09:04 +02:00
parent 6c9c01fe09
commit 51ee883f21
6 changed files with 125 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

66
ComputingTasks.cc
View File

@ -4423,3 +4423,69 @@ Smoother2histvalStatement::writeJsonOutput(ostream &output) const
}
output << "}";
}
GMMEstimationStatement::GMMEstimationStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
GMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output);
output << "[M_, oo_, estim_params_, bayestopt_, dataset_, dataset_info] = "
<< "GMM_SMM_estimation_core(var_list_, M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, 'GMM');" << endl;
}
void
GMMEstimationStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"gmm_estimation\"";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
SMMEstimationStatement::SMMEstimationStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
SMMEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output);
output << "[M_, oo_, estim_params_, bayestopt_, dataset_, dataset_info] = "
<< "GMM_SMM_estimation_core(var_list_, M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, 'SMM');" << endl;
}
void
SMMEstimationStatement::writeJsonOutput(ostream &output) const
{
output << "{\"statementName\": \"smm_estimation\"";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}

22
ComputingTasks.hh
View File

@ -1085,4 +1085,26 @@ public:
virtual void writeJsonOutput(ostream &output) const;
};
class GMMEstimationStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
GMMEstimationStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
class SMMEstimationStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
SMMEstimationStatement(const SymbolList &symbol_list_arg, const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
virtual void writeJsonOutput(ostream &output) const;
};
#endif

16
DynareBison.yy
View File

@ -168,7 +168,7 @@ class ParsingDriver;
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED PRIOR_FUNCTION POSTERIOR_FUNCTION SAMPLING_DRAWS
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS SMM_ESTIMATION GMM_ESTIMATION
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
%token MAX_ITERATIONS_STARTING_VALUE MAX_ITERATIONS_INCREMENT_VALUE MAX_BLOCK_ITERATIONS
%token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION SAVE_REALTIME
@ -295,6 +295,8 @@ statement : parameters
| perfect_foresight_solver
| prior_function
| posterior_function
| gmm_estimation
| smm_estimation
| shock_groups
;
@ -1090,6 +1092,18 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_pf_tolx
;
gmm_estimation : GMM_ESTIMATION '(' ')' ';'
{ driver.gmm_estimation(); }
| GMM_ESTIMATION '(' ')' symbol_list ';'
{ driver.gmm_estimation(); }
;
smm_estimation : SMM_ESTIMATION '(' ')' ';'
{ driver.smm_estimation(); }
| SMM_ESTIMATION '(' ')' symbol_list ';'
{ driver.smm_estimation(); }
;
prior_function : PRIOR_FUNCTION '(' prior_posterior_function_options_list ')' ';'
{ driver.prior_posterior_function(true); }
;

2
DynareFlex.ll
View File

@ -165,6 +165,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>ms_variance_decomposition {BEGIN DYNARE_STATEMENT; return token::MS_VARIANCE_DECOMPOSITION;}
<INITIAL>conditional_forecast {BEGIN DYNARE_STATEMENT; return token::CONDITIONAL_FORECAST;}
<INITIAL>plot_conditional_forecast {BEGIN DYNARE_STATEMENT; return token::PLOT_CONDITIONAL_FORECAST;}
<INITIAL>gmm_estimation {BEGIN DYNARE_STATEMENT; return token::GMM_ESTIMATION;}
<INITIAL>smm_estimation {BEGIN DYNARE_STATEMENT; return token::SMM_ESTIMATION;}
<INITIAL>markov_switching {BEGIN DYNARE_STATEMENT; return token::MARKOV_SWITCHING;}
<INITIAL>svar {BEGIN DYNARE_STATEMENT; return token::SVAR;}

16
ParsingDriver.cc
View File

@ -2968,6 +2968,22 @@ ParsingDriver::perfect_foresight_solver()
options_list.clear();
}
void
ParsingDriver::gmm_estimation()
{
mod_file->addStatement(new GMMEstimationStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
void
ParsingDriver::smm_estimation()
{
mod_file->addStatement(new SMMEstimationStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
void
ParsingDriver::prior_posterior_function(bool prior_func)
{

4
ParsingDriver.hh
View File

@ -761,6 +761,10 @@ public:
void perfect_foresight_setup();
void perfect_foresight_solver();
void prior_posterior_function(bool prior_func);
//! GMM Estimation statement
void gmm_estimation();
//! SMM Estimation statement
void smm_estimation();
};
#endif // ! PARSING_DRIVER_HH