preprocessor: rework posterior sampler options, #1177
Houtan Bastani
Johannes Pfeifer
parent
18328210b2
commit
57afa7d80f
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@ -83,14 +83,14 @@ class ParsingDriver;
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#define yylex driver.lexer->lex
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}
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%token AIM_SOLVER ANALYTIC_DERIVATION ANALYTIC_DERIVATION_MODE AR AUTOCORR TARB_MODE_COMPUTE
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%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION USE_TARB TARB_NEW_BLOCK_PROBABILITY SILENT_OPTIMIZER
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%token AIM_SOLVER ANALYTIC_DERIVATION ANALYTIC_DERIVATION_MODE AR AUTOCORR POSTERIOR_SAMPLING_METHOD
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%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION SILENT_OPTIMIZER
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%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER
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%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA TARB_OPTIM
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%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
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%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION
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%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
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%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED STUDENT_DEGREES_OF_FREEDOM
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%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
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%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
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%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
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%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS
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@ -152,7 +152,7 @@ class ParsingDriver;
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%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
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%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
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%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
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%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS
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%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
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%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
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%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
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%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
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@ -1776,14 +1776,12 @@ estimation_options : o_datafile
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| o_distribution_approximation
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| o_dirname
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| o_huge_number
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| o_use_tarb
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| o_tarb_mode_compute
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| o_tarb_new_block_probability
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| o_tarb_optim
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| o_silent_optimizer
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| o_proposal_distribution
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| o_student_degrees_of_freedom
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| o_no_posterior_kernel_density
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| o_posterior_sampling_method
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| o_posterior_sampler_options
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;
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list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
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@ -1806,6 +1804,16 @@ tarb_optim_options : list_tarb_optim_option
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| tarb_optim_options COMMA list_tarb_optim_option;
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;
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list_sampling_option : QUOTED_STRING COMMA QUOTED_STRING
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{ driver.sampling_options_string($1, $3); }
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| QUOTED_STRING COMMA signed_number
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{ driver.sampling_options_num($1, $3); }
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;
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sampling_options : list_sampling_option
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| sampling_options COMMA list_sampling_option;
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;
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varobs : VAROBS { driver.check_varobs(); } varobs_list ';';
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varobs_list : varobs_list symbol
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@ -2702,6 +2710,8 @@ o_est_first_obs : FIRST_OBS EQUAL vec_int
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| FIRST_OBS EQUAL vec_int_number
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{ driver.option_vec_int("first_obs", $3); }
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;
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o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
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{ driver.option_str("posterior_sampler_options.posterior_sampling_method", $3); } ;
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o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
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o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
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o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
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@ -2759,11 +2769,11 @@ o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3)
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o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale", $3); };
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o_optim : OPTIM EQUAL '(' optim_options ')';
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o_tarb_optim : TARB_OPTIM EQUAL '(' tarb_optim_options ')';
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o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("proposal_distribution", $3); };
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o_posterior_sampler_options : POSTERIOR_SAMPLER_OPTIONS EQUAL '(' sampling_options ')' ;
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o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("posterior_sampler_options.posterior_sampling_method.proposal_distribution", $3); };
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o_no_posterior_kernel_density : NO_POSTERIOR_KERNEL_DENSITY
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{ driver.option_num("moments_posterior_density.indicator", "0"); }
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;
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o_student_degrees_of_freedom : STUDENT_DEGREES_OF_FREEDOM EQUAL INT_NUMBER { driver.option_num("student_degrees_of_freedom", $3); };
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o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
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o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
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o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
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@ -3022,9 +3032,6 @@ o_equations : EQUATIONS EQUAL vec_int
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| EQUATIONS EQUAL vec_int_number
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{ driver.option_vec_int("ms.equations",$3); }
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;
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o_use_tarb : USE_TARB { driver.option_num("TaRB.use_TaRB", "1"); };
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o_tarb_mode_compute : TARB_MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("TaRB.mode_compute", $3); };
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o_tarb_new_block_probability : TARB_NEW_BLOCK_PROBABILITY EQUAL non_negative_number {driver.option_num("TaRB.new_block_probability",$3); };
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o_silent_optimizer : SILENT_OPTIMIZER { driver.option_num("silent_optimizer", "1"); };
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o_instruments : INSTRUMENTS EQUAL '(' symbol_list ')' {driver.option_symbol_list("instruments"); };
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@ -391,7 +391,6 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<DYNARE_STATEMENT>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
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<DYNARE_STATEMENT>proposal_distribution {return token::PROPOSAL_DISTRIBUTION;}
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<DYNARE_STATEMENT>no_posterior_kernel_density {return token::NO_POSTERIOR_KERNEL_DENSITY;}
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<DYNARE_STATEMENT>student_degrees_of_freedom {return token::STUDENT_DEGREES_OF_FREEDOM;}
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<DYNARE_STATEMENT>alpha {
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yylval->string_val = new string(yytext);
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@ -590,10 +589,9 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<DYNARE_STATEMENT>outvars {return token::OUTVARS;}
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<DYNARE_STATEMENT>huge_number {return token::HUGE_NUMBER;}
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<DYNARE_STATEMENT>dr_display_tol {return token::DR_DISPLAY_TOL;}
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<DYNARE_STATEMENT>use_tarb {return token::USE_TARB;}
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<DYNARE_STATEMENT>tarb_mode_compute {return token::TARB_MODE_COMPUTE;}
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<DYNARE_STATEMENT>tarb_new_block_probability {return token::TARB_NEW_BLOCK_PROBABILITY;}
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<DYNARE_STATEMENT>posterior_sampling_method {return token::POSTERIOR_SAMPLING_METHOD;}
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<DYNARE_STATEMENT>tarb_optim {return token::TARB_OPTIM;}
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<DYNARE_STATEMENT>posterior_sampler_options {return token::POSTERIOR_SAMPLER_OPTIONS;}
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<DYNARE_STATEMENT>silent_optimizer {return token::SILENT_OPTIMIZER;}
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<DYNARE_STATEMENT>lmmcp {return token::LMMCP;}
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<DYNARE_STATEMENT>occbin {return token::OCCBIN;}
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@ -1693,6 +1693,35 @@ ParsingDriver::tarb_optim_options_num(string *name, string *value)
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delete value;
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}
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void
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ParsingDriver::sampling_options_helper(const string &name)
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{
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if (options_list.string_options.find("posterior_sampler_options.sampling_opt") ==
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options_list.string_options.end())
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options_list.string_options["posterior_sampler_options.sampling_opt"] = "";
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else
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options_list.string_options["posterior_sampler_options.sampling_opt"] += ",";
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options_list.string_options["posterior_sampler_options.sampling_opt"] += "''" + name + "'',";
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}
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void
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ParsingDriver::sampling_options_string(string *name, string *value)
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{
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sampling_options_helper(*name);
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options_list.string_options["posterior_sampler_options.sampling_opt"] += "''" + *value + "''";
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delete name;
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delete value;
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}
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void
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ParsingDriver::sampling_options_num(string *name, string *value)
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{
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sampling_options_helper(*name);
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options_list.string_options["posterior_sampler_options.sampling_opt"] += *value;
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delete name;
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delete value;
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}
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void
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ParsingDriver::check_varobs()
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{
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@ -99,6 +99,7 @@ private:
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//! Creates option "optim_opt" in OptionsList if it doesn't exist, else add a comma, and adds the option name
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void optim_options_helper(const string &name);
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void tarb_optim_options_helper(const string &name);
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void sampling_options_helper(const string &name);
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//! Stores temporary symbol table
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SymbolList symbol_list;
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@ -463,6 +464,10 @@ public:
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void tarb_optim_options_string(string *name, string *value);
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//! Adds a TaRB optimization option (numeric value)
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void tarb_optim_options_num(string *name, string *value);
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//! Adds an sampling option (string value)
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void sampling_options_string(string *name, string *value);
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//! Adds an sampling option (numeric value)
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void sampling_options_num(string *name, string *value);
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//! Check that no observed variable has yet be defined
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void check_varobs();
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//! Add a new observed variable
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