Sébastien Villemot
parent
f8b2de715c
commit
520876560d
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@ -5483,3 +5483,103 @@ ResidStatement::writeJsonOutput(ostream& output) const
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}
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output << "}";
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}
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MatchedIrfsStatement::MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg) :
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values_weights {move(values_weights_arg)}, overwrite {overwrite_arg}
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{
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}
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void
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MatchedIrfsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
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[[maybe_unused]] bool minimal_workspace) const
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{
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if (overwrite)
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output << "M_.matched_irfs = {};" << endl;
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for (const auto& [key, vec] : values_weights)
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{
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const auto& [endo, exo] = key;
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output << "M_.matched_irfs = [M_.matched_irfs; {'" << endo << "', '" << exo << "', {";
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for (const auto& [p1, p2, value, weight] : vec)
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{
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output << p1 << ":" << p2 << ", ";
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value->writeOutput(output);
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output << ", ";
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weight->writeOutput(output);
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output << "; ";
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}
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output << "}}];" << endl;
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}
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}
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void
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MatchedIrfsStatement::writeJsonOutput(ostream& output) const
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{
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output << R"({"statementName": "matched_irfs")"
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<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
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for (bool printed_something {false}; const auto& [key, vec] : values_weights)
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{
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if (exchange(printed_something, true))
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output << ", ";
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const auto& [endo, exo] = key;
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output << R"({"var": ")" << endo << R"(", "varexo": ")" << exo
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<< R"(", "periods_values_weights": [)";
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for (bool printed_something2 {false}; const auto& [p1, p2, value, weight] : vec)
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{
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if (exchange(printed_something2, true))
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output << ", ";
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output << R"({"period1": )" << p1 << ", "
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<< R"("period2": })" << p2 << ", "
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<< R"("value": ")";
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value->writeJsonOutput(output, {}, {});
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output << R"(", "weight": ")";
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weight->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]}";
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}
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output << "]}";
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}
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MatchedIrfsWeightsStatement::MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg,
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bool overwrite_arg) :
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weights {move(weights_arg)}, overwrite {overwrite_arg}
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{
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}
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void
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MatchedIrfsWeightsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
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[[maybe_unused]] bool minimal_workspace) const
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{
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if (overwrite)
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output << "M_.matched_irfs_weights = {};" << endl;
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for (const auto& [key, val] : weights)
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{
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const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
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output << "M_.matched_irfs_weights = [M_.matched_irfs_weights; {'" << endo1 << "', "
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<< periods1 << ", '" << exo1 << "', '" << endo2 << "', " << periods2 << ", '" << exo2
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<< "', ";
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val->writeOutput(output);
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output << "}];" << endl;
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}
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}
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void
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MatchedIrfsWeightsStatement::writeJsonOutput(ostream& output) const
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{
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output << R"({"statementName": "matched_irfs_weights")"
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<< R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
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for (bool printed_something {false}; const auto& [key, val] : weights)
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{
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const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
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if (exchange(printed_something, true))
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output << ", ";
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output << R"({"endo1": ")" << endo1 << R"(", "periods1": ")" << periods1 << R"(", "exo1": )"
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<< exo1 << R"(", "endo2": ")" << endo2 << R"(", "periods2": ")" << periods2
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<< R"(", "exo2": )" << exo2 << R"(", "weight": ")";
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val->writeJsonOutput(output, {}, {});
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output << R"("})";
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}
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output << "]}";
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}
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@ -1332,4 +1332,33 @@ public:
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void writeJsonOutput(ostream& output) const override;
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};
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class MatchedIrfsStatement : public Statement
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{
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public:
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// (endo name, exo name) → vector of (period start, period end, value, weight)
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using matched_irfs_t = map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>;
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MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg);
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void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream& output) const override;
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private:
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const matched_irfs_t values_weights;
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const bool overwrite;
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};
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class MatchedIrfsWeightsStatement : public Statement
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{
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public:
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/* (endo1 name, period index or range for endo1, exo1 name, endo2 name, period index or range for
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endo2, exo2 name) → weight */
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using matched_irfs_weights_t = map<tuple<string, string, string, string, string, string>, expr_t>;
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MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg, bool overwrite_arg);
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void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
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void writeJsonOutput(ostream& output) const override;
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private:
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const matched_irfs_weights_t weights;
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const bool overwrite;
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};
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#endif
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@ -215,7 +215,7 @@ str_tolower(string s)
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%token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
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%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
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%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK FROM_INITVAL_TO_ENDVAL
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%token STATIC_MFS RELATIVE_TO_INITVAL
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%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS
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%token <vector<string>> SYMBOL_VEC
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@ -236,7 +236,7 @@ str_tolower(string s)
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%type <vector<int>> vec_int_elem vec_int_1 vec_int vec_int_number
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%type <PriorDistributions> prior_pdf prior_distribution
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%type <pair<expr_t,expr_t>> calibration_range
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%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair
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%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair matched_irfs_elem_var_varexo
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%type <vector<pair<string,string>>> partition partition_1 symbol_list_with_tex
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%type <vector<map<string, string>>> tag_pair_list_for_selection
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%type <map<string, string>> tag_pair_list
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@ -251,6 +251,12 @@ str_tolower(string s)
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%type <vector<tuple<string, string, vector<pair<string, string>>>>> symbol_list_with_tex_and_partition
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%type <map<string, variant<bool, string>>> mshocks_options_list
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%type <pair<string, variant<bool, string>>> mshocks_option
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%type <pair<vector<expr_t>, vector<expr_t>>> matched_irfs_elem_values_weights
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%type <pair<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_elem
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%type <map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_list
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%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
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%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
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%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
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%%
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%start statement_list;
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@ -386,6 +392,8 @@ statement : parameters
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| var_remove
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| pac_target_info
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| resid
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| matched_irfs
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| matched_irfs_weights
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;
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dsample : DSAMPLE INT_NUMBER ';'
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@ -3548,6 +3556,108 @@ init2shocks_element : symbol symbol ';' { driver.add_init2shocks($1, $2); }
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| symbol COMMA symbol ';' { driver.add_init2shocks($1, $3); }
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;
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matched_irfs : MATCHED_IRFS ';' matched_irfs_list END ';'
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{ driver.matched_irfs($3, false); }
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| MATCHED_IRFS '(' OVERWRITE ')' ';' matched_irfs_list END ';'
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{ driver.matched_irfs($6, true); }
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;
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matched_irfs_list : matched_irfs_elem
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{ $$ = {$1}; }
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| matched_irfs_list matched_irfs_elem
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{
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$$ = $1;
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auto [it, success] = $$.insert($2);
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if (!success)
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driver.error("matched_irfs: the pair endogenous " + $2.first.first + " with exogenous " + $2.first.second + " appears two times");
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}
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;
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matched_irfs_elem : matched_irfs_elem_var_varexo
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PERIODS period_list ';'
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matched_irfs_elem_values_weights
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{
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if ($3.size() != $5.first.size())
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driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
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if ($3.size() != $5.second.size())
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driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
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vector<tuple<int, int, expr_t, expr_t>> v;
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v.reserve($3.size());
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for (size_t i {0}; i < $3.size(); i++)
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v.emplace_back($3[i].first, $3[i].second, $5.first[i], $5.second[i]);
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$$ = {$1, v};
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}
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;
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matched_irfs_elem_var_varexo : VAR symbol ';' VAREXO symbol ';'
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{
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driver.check_symbol_is_endogenous($2);
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driver.check_symbol_is_exogenous($5, false);
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$$ = {$2, $5};
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}
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| VAREXO symbol ';' VAR symbol ';'
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{
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driver.check_symbol_is_endogenous($5);
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driver.check_symbol_is_exogenous($2, false);
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$$ = {$5, $2};
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}
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;
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matched_irfs_elem_values_weights : VALUES value_list ';'
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{
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$$ = {$2, vector($2.size(),
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driver.add_non_negative_constant("1"))};
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}
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| VALUES value_list ';' WEIGHTS value_list ';'
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{ $$ = {$2, $5}; }
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| WEIGHTS value_list ';' VALUES value_list ';'
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{ $$ = {$5, $2}; }
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;
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matched_irfs_weights : MATCHED_IRFS_WEIGHTS ';' matched_irfs_weights_list END ';'
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{ driver.matched_irfs_weights($3, false); }
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| MATCHED_IRFS_WEIGHTS '(' OVERWRITE ')' ';' matched_irfs_weights_list END ';'
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{ driver.matched_irfs_weights($6, true); }
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;
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matched_irfs_weights_list : matched_irfs_weights_elem
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{ $$ = {$1}; }
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| matched_irfs_weights_list matched_irfs_weights_elem
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{
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$$ = $1;
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auto [it, success] = $$.insert($2);
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if (!success)
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driver.error("matched_irfs: the tuple (" + get<0>($2.first)
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+ "(" + get<1>($2.first) + ")," + get<2>($2.first)
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+ "," + get<3>($2.first) + "(" + get<4>($2.first) + "),"
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+ get<5>($2.first) + ") appears two times");
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}
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;
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matched_irfs_weights_elem : matched_irfs_weights_elem_var_varexo COMMA
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matched_irfs_weights_elem_var_varexo COMMA
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expression ';'
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{
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$$ = {{get<0>($1), get<1>($1), get<2>($1),
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get<0>($3), get<1>($3), get<2>($3)},
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$5};
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}
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;
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matched_irfs_weights_elem_var_varexo : symbol '(' INT_NUMBER ')' COMMA symbol
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{
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driver.check_symbol_is_endogenous($1);
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driver.check_symbol_is_exogenous($6, false);
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$$ = {$1, $3, $6};
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}
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| symbol '(' integer_range ')' COMMA symbol
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{
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driver.check_symbol_is_endogenous($1);
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driver.check_symbol_is_exogenous($6, false);
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$$ = {$1, $3, $6};
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}
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;
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o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
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o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
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o_robust_lin_solve : ROBUST_LIN_SOLVE { driver.option_num("simul.robust_lin_solve", "true"); };
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@ -233,6 +233,8 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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<INITIAL>occbin_constraints {BEGIN DYNARE_BLOCK; return token::OCCBIN_CONSTRAINTS;}
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<INITIAL>model_replace {BEGIN DYNARE_BLOCK; return token::MODEL_REPLACE;}
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<INITIAL>pac_target_info {BEGIN DYNARE_BLOCK; return token::PAC_TARGET_INFO;}
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<INITIAL>matched_irfs {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS;}
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<INITIAL>matched_irfs_weights {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS_WEIGHTS;}
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/* For the semicolon after an "end" keyword */
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<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
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@ -787,6 +789,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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/* Inside a Dynare block */
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<DYNARE_BLOCK>var {return token::VAR;}
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<DYNARE_BLOCK>varexo {return token::VAREXO;}
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<DYNARE_BLOCK>stderr {return token::STDERR;}
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<DYNARE_BLOCK>values {return token::VALUES;}
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<DYNARE_BLOCK>corr {return token::CORR;}
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@ -856,7 +859,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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yylval->build<string>(yytext);
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return token::DD;
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}
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<DYNARE_BLOCK>weights {return token::WEIGHTS;}
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/* Inside Dynare statement */
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<DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
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@ -953,14 +953,16 @@ ModFile::writeMOutput(const string& basename, bool clear_all, bool clear_global,
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// May be later modified by a shocks block
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mOutputFile << "M_.sigma_e_is_diagonal = true;" << endl;
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// Initialize M_.det_shocks, M_.surprise_shocks, M_.learnt_shocks, M_.learnt_endval and
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// M_.heteroskedastic_shocks
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/* Initialize the structures created for several blocks, as part of the implementation of the
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“overwrite” option */
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mOutputFile << "M_.det_shocks = [];" << endl
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<< "M_.surprise_shocks = [];" << endl
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<< "M_.learnt_shocks = [];" << endl
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<< "M_.learnt_endval = [];" << endl
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<< "M_.heteroskedastic_shocks.Qvalue_orig = [];" << endl
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<< "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl;
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<< "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl
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<< "M_.matched_irfs = {};" << endl
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<< "M_.matched_irfs_weights = {};" << endl;
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// NB: options_.{ramsey,discretionary}_policy should rather be fields of M_
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mOutputFile << boolalpha << "options_.linear = " << linear << ";" << endl
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@ -3875,3 +3875,16 @@ ParsingDriver::resid()
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mod_file->addStatement(make_unique<ResidStatement>(move(options_list)));
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options_list.clear();
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}
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void
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ParsingDriver::matched_irfs(MatchedIrfsStatement::matched_irfs_t values_weights, bool overwrite)
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{
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mod_file->addStatement(make_unique<MatchedIrfsStatement>(move(values_weights), overwrite));
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}
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void
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ParsingDriver::matched_irfs_weights(MatchedIrfsWeightsStatement::matched_irfs_weights_t weights,
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bool overwrite)
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{
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mod_file->addStatement(make_unique<MatchedIrfsWeightsStatement>(move(weights), overwrite));
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}
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@ -98,6 +98,7 @@ private:
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//! message if it isn't
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void check_symbol_is_endogenous_or_exogenous(const string& name, bool allow_exo_det);
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public:
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//! Checks that a given symbol exists and is a endogenous, and stops with an error message if it
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//! isn't
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void check_symbol_is_endogenous(const string& name);
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@ -106,6 +107,7 @@ private:
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//! isn't
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void check_symbol_is_exogenous(const string& name, bool allow_exo_det);
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private:
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//! Checks for symbol existence in model block. If it doesn't exist, an error message is stored to
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//! be printed at the end of the model block
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void check_symbol_existence_in_model_block(const string& name);
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@ -954,6 +956,11 @@ public:
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void set_pac_target_info_component_kind(PacTargetKind kind);
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// Add a resid statement
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void resid();
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// Add a matched_irfs block
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void matched_irfs(MatchedIrfsStatement::matched_irfs_t values_weights, bool overwrite);
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// Add a matched_irfs_weights block
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void matched_irfs_weights(MatchedIrfsWeightsStatement::matched_irfs_weights_t weights,
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bool overwrite);
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// Returns true iff the string is a legal symbol identifier (see NAME token in lexer)
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static bool isSymbolIdentifier(const string& str);
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// Given an Occbin regime name, returns the corresponding auxiliary parameter
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