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preprocessor: add plot_shock_decomposition command. closes #1406

issue#70
Houtan Bastani 2017-03-22 11:30:35 +01:00
parent d2dfb65602
commit 59322da2a7
6 changed files with 121 additions and 8 deletions
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15
ComputingTasks.cc
View File

@ -1680,6 +1680,21 @@ RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string &
output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
}
PlotShockDecompositionStatement::PlotShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
PlotShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)

14
ComputingTasks.hh
View File

@ -593,9 +593,21 @@ private:
const OptionsList options_list;
public:
RealtimeShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
class PlotShockDecompositionStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
PlotShockDecompositionStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
class ConditionalForecastStatement : public Statement
{
private:

68
DynareBison.yy
View File

@ -86,10 +86,10 @@ class ParsingDriver;
%token AIM_SOLVER ANALYTIC_DERIVATION ANALYTIC_DERIVATION_MODE AR AUTOCORR POSTERIOR_SAMPLING_METHOD
%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION SILENT_OPTIMIZER
%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION
%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER FIG_NAME WRITE_XLS
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA INTERACTIVE SCREEN_SHOCKS STEADYSTATE
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN DETAIL_PLOT TYPE
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
%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
@ -129,9 +129,9 @@ class ParsingDriver;
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES PLOT_SHOCK_DECOMPOSITION
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP
%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP QOQ YOY AOA
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@ -262,6 +262,7 @@ statement : parameters
| write_latex_original_model
| shock_decomposition
| realtime_shock_decomposition
| plot_shock_decomposition
| conditional_forecast
| conditional_forecast_paths
| plot_conditional_forecast
@ -2139,6 +2140,16 @@ realtime_shock_decomposition : REALTIME_SHOCK_DECOMPOSITION ';'
{ driver.realtime_shock_decomposition(); }
;
plot_shock_decomposition : PLOT_SHOCK_DECOMPOSITION ';'
{driver.plot_shock_decomposition(); }
| PLOT_SHOCK_DECOMPOSITION '(' plot_shock_decomposition_options_list ')' ';'
{ driver.plot_shock_decomposition(); }
| PLOT_SHOCK_DECOMPOSITION symbol_list ';'
{ driver.plot_shock_decomposition(); }
| PLOT_SHOCK_DECOMPOSITION '(' plot_shock_decomposition_options_list ')' symbol_list ';'
{ driver.plot_shock_decomposition(); }
;
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
@ -2524,6 +2535,25 @@ realtime_shock_decomposition_option : o_parameter_set
| o_save_realtime
;
plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
| plot_shock_decomposition_option
;
plot_shock_decomposition_option : o_psd_use_shock_groups
| o_psd_colormap
| o_psd_nodisplay
| o_psd_graph_format
| o_psd_detail_plot
| o_psd_interactive
| o_psd_screen_shocks
| o_psd_steadystate
| o_psd_type
| o_psd_fig_name
| o_psd_write_xls
| o_psd_realtime
| o_psd_vintage
;
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
{ driver.end_homotopy();};
@ -2865,11 +2895,17 @@ o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num
o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
{ driver.process_graph_format_option(); }
| GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'
{ driver.process_graph_format_option(); }
;
o_psd_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
{ driver.plot_shock_decomp_process_graph_format_option(); }
| GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'
{ driver.plot_shock_decomp_process_graph_format_option(); }
;
allowed_graph_formats : EPS
{ driver.add_graph_format("eps"); }
| FIG
@ -2975,7 +3011,21 @@ o_dr : DR EQUAL CYCLE_REDUCTION {driver.option_num("dr_cycle_reduction", "1"); }
o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_cycle_reduction_tol",$3);};
o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number {driver.option_num("dr_logarithmic_reduction_tol",$3);};
o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER {driver.option_num("dr_logarithmic_reduction_maxiter",$3);};
o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "1"); };
o_psd_interactive : INTERACTIVE { driver.option_num("plot_shock_decomp.interactive", "1"); };
o_psd_screen_shocks : SCREEN_SHOCKS { driver.option_num("plot_shock_decomp.screen_shocks", "1"); };
o_psd_steadystate : STEADYSTATE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.steadystate", $3); };
o_psd_fig_name : FIG_NAME EQUAL filename { driver.option_str("plot_shock_decomp.fig_name", $3); };
o_psd_type : TYPE EQUAL QOQ
{ driver.option_str("plot_shock_decomp.type", "qoq"); }
| TYPE EQUAL YOY
{ driver.option_str("plot_shock_decomp.type", "qoq"); }
| TYPE EQUAL AOA
{ driver.option_str("plot_shock_decomp.type", "qoq"); }
;
o_psd_write_xls : WRITE_XLS { driver.option_num("plot_shock_decomp.write_xls", "1"); };
o_psd_realtime : REALTIME EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.realtime", $3); };
o_psd_vintage : VINTAGE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.vintage", $3); };
o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_number { driver.option_num("bvar_prior_tau", $3); };
o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL non_negative_number { driver.option_num("bvar_prior_decay", $3); };
o_bvar_prior_lambda : BVAR_PRIOR_LAMBDA EQUAL signed_number { driver.option_num("bvar_prior_lambda", $3); };
@ -3285,7 +3335,11 @@ o_sampling_draws : SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("sampling
o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("use_shock_groups","default"); }
| USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("use_shock_groups", $3); }
;
o_psd_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use_shock_groups","default"); }
| USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("plot_shock_decomp.use_shock_groups", $3); }
;
o_colormap : COLORMAP EQUAL symbol { driver.option_num("colormap",$3); };
o_psd_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); };
range : symbol ':' symbol
{

13
DynareFlex.ll
View File

@ -151,6 +151,7 @@ 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>forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;}
<INITIAL>shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;}
<INITIAL>realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;}
<INITIAL>plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;}
<INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
<INITIAL>ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;}
<INITIAL>ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;}
@ -573,6 +574,18 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
<DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
<DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
<DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}
<DYNARE_STATEMENT>screen_shocks {return token::SCREEN_SHOCKS;}
<DYNARE_STATEMENT>steadystate {return token::STEADYSTATE;}
<DYNARE_STATEMENT>type {return token::TYPE;}
<DYNARE_STATEMENT>qoq {return token::QOQ; }
<DYNARE_STATEMENT>yoy {return token::YOY; }
<DYNARE_STATEMENT>aoa {return token::AOA; }
<DYNARE_STATEMENT>fig_name {return token::FIG_NAME;}
<DYNARE_STATEMENT>write_xls {return token::WRITE_XLS;}
<DYNARE_STATEMENT>realtime {return token::REALTIME;}
<DYNARE_STATEMENT>vintage {return token::VINTAGE;}
<DYNARE_STATEMENT>prior_mode {return token::PRIOR_MODE; }
<DYNARE_STATEMENT>prior_mean {return token::PRIOR_MEAN; }
<DYNARE_STATEMENT>posterior_mode {return token::POSTERIOR_MODE; }

15
ParsingDriver.cc
View File

@ -2133,6 +2133,14 @@ ParsingDriver::realtime_shock_decomposition()
options_list.clear();
}
void
ParsingDriver::plot_shock_decomposition()
{
mod_file->addStatement(new PlotShockDecompositionStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
void
ParsingDriver::conditional_forecast()
{
@ -2815,6 +2823,13 @@ ParsingDriver::process_graph_format_option()
graph_formats.clear();
}
void
ParsingDriver::plot_shock_decomp_process_graph_format_option()
{
options_list.symbol_list_options["plot_shock_decomp.graph_format"] = graph_formats;
graph_formats.clear();
}
void
ParsingDriver::model_diagnostics()
{

4
ParsingDriver.hh
View File

@ -592,6 +592,8 @@ public:
void shock_decomposition();
//! Realtime Shock decomposition
void realtime_shock_decomposition();
//! Plot Shock decomposition
void plot_shock_decomposition();
//! Conditional forecast statement
void conditional_forecast();
//! Conditional forecast paths block
@ -722,6 +724,8 @@ public:
void add_graph_format(const string &name);
//! Add the graph_format option to the OptionsList structure
void process_graph_format_option();
//! Add the graph_format option to the plot_shock_decomp substructure of the OptionsList structure
void plot_shock_decomp_process_graph_format_option();
//! Model diagnostics
void model_diagnostics();
//! Processing the parallel_local_files option