Sébastien Villemot
parent
9e962e7a93
commit
58d71bb44e
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@ -100,13 +100,13 @@ class ParsingDriver;
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%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
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%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
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%token <string_val> INT_NUMBER
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%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD
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%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
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%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
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%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV
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%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
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%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
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%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
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%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE
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%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
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%token <string_val> NAME
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
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%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
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@ -176,7 +176,7 @@ class ParsingDriver;
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%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
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%type <string_val> range vec_value_w_inf vec_value_1_w_inf named_var
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%type <symbol_type_val> change_type_arg
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%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt options_eq_opt
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%type <vector_string_val> change_type_var_list subsamples_eq_opt prior_eq_opt options_eq_opt calibration_range
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%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
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%type <prior_distributions_val> prior_pdf prior_distribution
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%%
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@ -266,6 +266,8 @@ statement : parameters
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| calib_smoother
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| extended_path
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| model_diagnostics
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| moment_calibration
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| irf_calibration
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;
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dsample : DSAMPLE INT_NUMBER ';'
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@ -2304,6 +2306,60 @@ model_diagnostics : MODEL_DIAGNOSTICS ';'
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{ driver.model_diagnostics(); }
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;
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calibration_range : '[' signed_number_w_inf signed_number_w_inf ']'
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{
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$$ = new vector<string *>();
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$$->push_back($2);
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$$->push_back($3);
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}
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| '[' signed_number_w_inf COMMA signed_number_w_inf ']'
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{
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$$ = new vector<string *>();
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$$->push_back($2);
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$$->push_back($4);
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}
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| PLUS
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{
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$$ = new vector<string *>();
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$$->push_back(new string("0"));
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$$->push_back(new string("inf"));
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}
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| MINUS
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{
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$$ = new vector<string *>();
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$$->push_back(new string("-inf"));
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$$->push_back(new string("0"));
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}
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;
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moment_calibration : MOMENT_CALIBRATION ';' moment_calibration_list END ';'
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{ driver.end_moment_calibration(); }
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;
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moment_calibration_list : moment_calibration_item
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| moment_calibration_list moment_calibration_item
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;
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moment_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
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{ driver.add_moment_calibration_item($1, $3, new string("0"), $5); }
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| symbol COMMA symbol '(' signed_integer ')' COMMA calibration_range ';'
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{ driver.add_moment_calibration_item($1, $3, $5, $8); }
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;
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irf_calibration : IRF_CALIBRATION ';' irf_calibration_list END ';'
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{ driver.end_irf_calibration(); }
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;
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irf_calibration_list : irf_calibration_item
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| irf_calibration_list irf_calibration_item
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;
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irf_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
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{ driver.add_irf_calibration_item($1, new string("1"), $3, $5); }
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| symbol '(' INT_NUMBER ')' COMMA symbol COMMA calibration_range ';'
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{ driver.add_irf_calibration_item($1, $3, $6, $8); }
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;
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o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
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if (*$3 == string("0"))
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driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
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@ -191,6 +191,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
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<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
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<INITIAL>svar_identification {BEGIN DYNARE_BLOCK; return token::SVAR_IDENTIFICATION;}
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<INITIAL>moment_calibration {BEGIN DYNARE_BLOCK; return token::MOMENT_CALIBRATION;}
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<INITIAL>irf_calibration {BEGIN DYNARE_BLOCK; return token::IRF_CALIBRATION;}
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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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@ -2571,3 +2571,77 @@ ParsingDriver::add_parallel_local_file(string *filename)
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delete filename;
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}
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void
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ParsingDriver::add_moment_calibration_item(string *endo1, string *endo2, string *lag, vector<string *> *range)
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{
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MomentCalibration::Constraint c;
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check_symbol_existence(*endo1);
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c.endo1 = mod_file->symbol_table.getID(*endo1);
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if (mod_file->symbol_table.getType(*endo1) != eEndogenous)
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error("Variable " + *endo1 + " is not an endogenous.");
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delete endo1;
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check_symbol_existence(*endo2);
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c.endo2 = mod_file->symbol_table.getID(*endo2);
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if (mod_file->symbol_table.getType(*endo2) != eEndogenous)
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error("Variable " + *endo2 + " is not an endogenous.");
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delete endo2;
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c.lag = abs(atoi(lag->c_str()));
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delete lag;
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assert(range->size() == 2);
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c.lower_bound = *((*range)[0]);
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c.upper_bound = *((*range)[1]);
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delete (*range)[0];
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delete (*range)[1];
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delete range;
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moment_calibration_constraints.push_back(c);
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}
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void ParsingDriver::end_moment_calibration()
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{
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mod_file->addStatement(new MomentCalibration(moment_calibration_constraints,
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mod_file->symbol_table));
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moment_calibration_constraints.clear();
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}
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void
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ParsingDriver::add_irf_calibration_item(string *endo, string *period, string *exo, vector<string *> *range)
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{
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IrfCalibration::Constraint c;
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check_symbol_existence(*endo);
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c.endo = mod_file->symbol_table.getID(*endo);
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if (mod_file->symbol_table.getType(*endo) != eEndogenous)
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error("Variable " + *endo + " is not an endogenous.");
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delete endo;
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c.period = atoi(period->c_str());
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delete period;
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check_symbol_existence(*exo);
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c.exo = mod_file->symbol_table.getID(*exo);
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if (mod_file->symbol_table.getType(*exo) != eExogenous)
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error("Variable " + *endo + " is not an exogenous.");
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delete exo;
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assert(range->size() == 2);
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c.lower_bound = *((*range)[0]);
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c.upper_bound = *((*range)[1]);
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delete (*range)[0];
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delete (*range)[1];
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delete range;
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irf_calibration_constraints.push_back(c);
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}
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void ParsingDriver::end_irf_calibration()
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{
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mod_file->addStatement(new IrfCalibration(irf_calibration_constraints,
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mod_file->symbol_table));
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irf_calibration_constraints.clear();
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}
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2013 Dynare Team
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -152,6 +152,10 @@ private:
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HistValStatement::hist_values_t hist_values;
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//! Temporary storage for homotopy_setup blocks
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HomotopyStatement::homotopy_values_t homotopy_values;
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//! Temporary storage for moment_calibration
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MomentCalibration::constraints_t moment_calibration_constraints;
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//! Temporary storage for irf_calibration
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IrfCalibration::constraints_t irf_calibration_constraints;
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//! Temporary storage for svar_identification blocks
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SvarIdentificationStatement::svar_identification_restrictions_t svar_ident_restrictions;
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//! Temporary storage for mapping the equation number to the restrictions within an svar_identification block
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@ -651,6 +655,14 @@ public:
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void model_diagnostics();
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//! Processing the parallel_local_files option
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void add_parallel_local_file(string *filename);
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//! Add an item of a moment_calibration statement
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void add_moment_calibration_item(string *endo1, string *endo2, string *lag, vector<string *> *range);
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//! End a moment_calibration statement
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void end_moment_calibration();
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//! Add an item of an irf_calibration statement
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void add_irf_calibration_item(string *endo, string *period, string *exo, vector<string *> *range);
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//! End a moment_calibration statement
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void end_irf_calibration();
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};
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#endif // ! PARSING_DRIVER_HH
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46
Shocks.cc
46
Shocks.cc
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2013 Dynare Team
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -386,3 +386,47 @@ ConditionalForecastPathsStatement::writeOutput(ostream &output, const string &ba
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k++;
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}
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}
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MomentCalibration::MomentCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg)
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: constraints(constraints_arg), symbol_table(symbol_table_arg)
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{
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}
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void
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MomentCalibration::writeOutput(ostream &output, const string &basename) const
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{
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output << "options_.moment_calibration = {" << endl;
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for (size_t i = 0; i < constraints.size(); i++)
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{
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const Constraint &c = constraints[i];
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output << "'" << symbol_table.getName(c.endo1) << "', "
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<< "'" << symbol_table.getName(c.endo2) << "', "
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<< c.lag << ", "
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<< "[ " << c.lower_bound << ", " << c.upper_bound << " ];"
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<< endl;
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}
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output << "};" << endl;
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}
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IrfCalibration::IrfCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg)
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: constraints(constraints_arg), symbol_table(symbol_table_arg)
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{
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}
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void
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IrfCalibration::writeOutput(ostream &output, const string &basename) const
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{
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output << "options_.irf_calibration = {" << endl;
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for (size_t i = 0; i < constraints.size(); i++)
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{
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const Constraint &c = constraints[i];
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output << "'" << symbol_table.getName(c.endo) << "', "
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<< "'" << symbol_table.getName(c.exo) << "', "
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<< c.period << ", "
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<< "[ " << c.lower_bound << ", " << c.upper_bound << " ];"
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<< endl;
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}
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output << "};" << endl;
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}
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40
Shocks.hh
40
Shocks.hh
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2013 Dynare Team
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -97,4 +97,42 @@ public:
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class MomentCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo1, endo2;
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int lag;
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string lower_bound, upper_bound;
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};
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typedef vector<Constraint> constraints_t;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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public:
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MomentCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class IrfCalibration : public Statement
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{
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public:
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struct Constraint
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{
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int endo, period;
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int exo;
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string lower_bound, upper_bound;
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};
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typedef vector<Constraint> constraints_t;
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private:
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constraints_t constraints;
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const SymbolTable &symbol_table;
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public:
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IrfCalibration(const constraints_t &constraints_arg,
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const SymbolTable &symbol_table_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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#endif
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