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First part of Occbin interface

var-models
Johannes Pfeifer 2021-07-13 13:38:25 +00:00 committed by Sébastien Villemot
parent 6aeef11bb2
commit 61b37942ab
7 changed files with 314 additions and 3 deletions
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104
src/ComputingTasks.cc
View File

@ -945,6 +945,110 @@ DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const
output << "}";
}
OccbinSetupStatement::OccbinSetupStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
OccbinSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_occbin_");
output << "[M_, options_] = occbin.setup(M_, options_, options_occbin_);" << endl;
}
void
OccbinSetupStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "occbin_setup")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
OccbinSolverStatement::OccbinSolverStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
OccbinSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_.occbin");
output << "oo_ = occbin.solver(M_, oo_, options_);" << endl;
}
void
OccbinSolverStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "occbin_solver")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
OccbinWriteRegimesStatement::OccbinWriteRegimesStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
}
void
OccbinWriteRegimesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output, "options_.occbin");
output << "occbin.write_regimes_to_xls(oo_.occbin.regime_history, M_, options_);" << endl;
}
void
OccbinWriteRegimesStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "occbin_write_regimes_xls")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
}
OccbinGraphStatement::OccbinGraphStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg) :
symbol_list{move(symbol_list_arg)},
options_list{move(options_list_arg)}
{
}
void
OccbinGraphStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
symbol_list.writeOutput("var_list_", output);
options_list.writeOutput(output, "options_occbin_");
output << "occbin.graph(M_, options_, options_occbin_, oo_, var_list_);" << endl;
}
void
OccbinGraphStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "occbin_graph")";
if (options_list.getNumberOfOptions())
{
output << ", ";
options_list.writeJsonOutput(output);
}
if (!symbol_list.empty())
{
output << ", ";
symbol_list.writeJsonOutput(output);
}
output << "}";
}
EstimationStatement::EstimationStatement(const SymbolTable &symbol_table_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg) :

42
src/ComputingTasks.hh
View File

@ -230,6 +230,48 @@ public:
void writeJsonOutput(ostream &output) const override;
};
class OccbinSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
OccbinSetupStatement(OptionsList options_list_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class OccbinSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
OccbinSolverStatement(OptionsList options_list_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class OccbinWriteRegimesStatement : public Statement
{
private:
const OptionsList options_list;
public:
OccbinWriteRegimesStatement(OptionsList options_list_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class OccbinGraphStatement : public Statement
{
private:
const OptionsList options_list;
const SymbolList symbol_list;
public:
OccbinGraphStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class DiscretionaryPolicyStatement : public Statement
{
private:

113
src/DynareBison.yy
View File

@ -119,7 +119,11 @@ class ParsingDriver;
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS SMOOTHER_PERIODS SIMUL_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS
%token SIMUL_DEBUG SMOOTHER_DEBUG
%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
%token LIKELIHOOD_PIECEWISE_KALMAN_FILTER SMOOTHER_PIECEWISE_KALMAN_FILTER
%token <string> TEX_NAME TRUE
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES SCALES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
@ -270,6 +274,10 @@ statement : parameters
| ramsey_policy
| ramsey_constraints
| evaluate_planner_objective
| occbin_setup
| occbin_solver
| occbin_write_regimes
| occbin_graph
| discretionary_policy
| bvar_density
| bvar_forecast
@ -2385,6 +2393,79 @@ evaluate_planner_objective : EVALUATE_PLANNER_OBJECTIVE ';'
{ driver.evaluate_planner_objective(); }
;
occbin_setup : OCCBIN_SETUP ';'
{ driver.occbin_setup(); }
| OCCBIN_SETUP '(' occbin_setup_options_list ')' ';'
{ driver.occbin_setup(); }
occbin_setup_options_list : occbin_setup_option COMMA occbin_setup_options_list
| occbin_setup_option
;
occbin_setup_option : o_occbin_simul_periods
| o_occbin_simul_maxit
| o_occbin_simul_curb_retrench
| o_occbin_simul_check_ahead_periods
| o_occbin_simul_debug
| o_occbin_likelihood_inversion_filter
| o_occbin_likelihood_piecewise_kalman_filter
| o_occbin_smoother_inversion_filter
| o_occbin_smoother_piecewise_kalman_filter
| o_occbin_smoother_periods
| o_occbin_smoother_maxit
| o_occbin_smoother_curb_retrench
| o_occbin_smoother_check_ahead_periods
| o_occbin_smoother_debug
| o_occbin_filter_use_relaxation
;
occbin_solver : OCCBIN_SOLVER ';'
{ driver.occbin_solver(); }
| OCCBIN_SOLVER '(' occbin_solver_options_list ')' ';'
{ driver.occbin_solver(); }
| OCCBIN_SOLVER '(' occbin_solver_options_list ')' symbol_list ';'
{ driver.occbin_solver(); }
occbin_solver_options_list : occbin_solver_option COMMA occbin_solver_options_list
| occbin_solver_option
;
occbin_solver_option : o_occbin_simul_periods
| o_occbin_simul_maxit
| o_occbin_simul_curb_retrench
| o_occbin_simul_check_ahead_periods
| o_occbin_simul_debug
;
occbin_write_regimes : OCCBIN_WRITE_REGIMES ';'
{ driver.occbin_write_regimes(); }
| OCCBIN_WRITE_REGIMES '(' occbin_write_regimes_options_list ')' ';'
{ driver.occbin_write_regimes(); }
occbin_write_regimes_options_list : occbin_write_regimes_option COMMA occbin_write_regimes_options_list
| occbin_write_regimes_option
;
occbin_write_regimes_option : o_occbin_write_regimes_periods
| o_occbin_write_regimes_filename
;
occbin_graph : OCCBIN_GRAPH ';'
{ driver.occbin_graph(); }
| OCCBIN_GRAPH '(' occbin_graph_options_list ')' ';'
{ driver.occbin_graph(); }
| OCCBIN_GRAPH symbol_list ';'
{ driver.occbin_graph(); }
| OCCBIN_GRAPH '(' occbin_graph_options_list ')' symbol_list ';'
{ driver.occbin_graph(); }
;
occbin_graph_options_list : occbin_graph_option COMMA occbin_graph_options_list
| occbin_graph_option
;
occbin_graph_option : o_occbin_graph_noconstant ;
discretionary_policy : DISCRETIONARY_POLICY ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' discretionary_policy_options_list ')' ';'
@ -3880,6 +3961,36 @@ o_checks_via_subsets : CHECKS_VIA_SUBSETS EQUAL INT_NUMBER { driver.option_num("
o_max_dim_subsets_groups : MAX_DIM_SUBSETS_GROUPS EQUAL INT_NUMBER { driver.option_num("max_dim_subsets_groups", $3); };
o_zero_moments_tolerance : ZERO_MOMENTS_TOLERANCE EQUAL non_negative_number { driver.option_num("zero_moments_tolerance", $3); };
// Some options to "occbin_solver"
o_occbin_simul_maxit : SIMUL_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_occbin_simul_periods : SIMUL_PERIODS EQUAL INT_NUMBER { driver.option_num("simul.periods", $3); };
o_occbin_simul_curb_retrench : SIMUL_CURB_RETRENCH { driver.option_num("simul.curb_retrench", "true"); };
o_occbin_simul_check_ahead_periods : SIMUL_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("simul.check_ahead_periods", $3); };
o_occbin_simul_debug : SIMUL_DEBUG { driver.option_num("simul.debug", "true"); };
// Some options to "occbin_setup"
o_occbin_likelihood_inversion_filter : LIKELIHOOD_INVERSION_FILTER { driver.option_num("likelihood.inversion_filter", "true"); };
o_occbin_likelihood_piecewise_kalman_filter : LIKELIHOOD_PIECEWISE_KALMAN_FILTER { driver.option_num("likelihood.inversion_filter", "false"); };
o_occbin_smoother_inversion_filter : SMOOTHER_INVERSION_FILTER { driver.option_num("smoother.inversion_filter", "true"); };
o_occbin_smoother_piecewise_kalman_filter : SMOOTHER_PIECEWISE_KALMAN_FILTER { driver.option_num("smoother.inversion_filter", "false"); };
o_occbin_filter_use_relaxation : FILTER_USE_RELEXATION { driver.option_num("filter.use_relaxation", "true"); };
o_occbin_smoother_maxit : SMOOTHER_MAXIT EQUAL INT_NUMBER { driver.option_num("smoother.maxit", $3); };
o_occbin_smoother_periods : SMOOTHER_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.periods", $3); };
o_occbin_smoother_curb_retrench : SMOOTHER_CURB_RETRENCH { driver.option_num("smoother.curb_retrench", "true"); };
o_occbin_smoother_check_ahead_periods : SMOOTHER_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.check_ahead_periods", $3); };
o_occbin_smoother_debug : SMOOTHER_DEBUG { driver.option_num("smoother.debug", "true"); };
// Some options to "occbin_write_regimes"
o_occbin_write_regimes_periods : PERIODS EQUAL vec_int
{ driver.option_vec_int("write_regimes.periods", $3); };
| PERIODS EQUAL vec_int_number
{ driver.option_vec_int("write_regimes.periods", $3); }
o_occbin_write_regimes_filename : FILENAME EQUAL filename { driver.option_str("write_regimes.filename", $3); };
// Some options to "occbin_graph"
o_occbin_graph_noconstant : NOCONSTANT { driver.option_num("graph.steady_state", "false"); };
range : symbol ':' symbol
{ $$ = $1 + ':' + $3; }

18
src/DynareFlex.ll
View File

@ -148,6 +148,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>ramsey_model {BEGIN DYNARE_STATEMENT; return token::RAMSEY_MODEL;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
<INITIAL>evaluate_planner_objective {BEGIN DYNARE_STATEMENT; return token::EVALUATE_PLANNER_OBJECTIVE;}
<INITIAL>occbin_setup {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SETUP;}
<INITIAL>occbin_solver {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SOLVER;}
<INITIAL>occbin_write_regimes {BEGIN DYNARE_STATEMENT; return token::OCCBIN_WRITE_REGIMES;}
<INITIAL>occbin_graph {BEGIN DYNARE_STATEMENT; return token::OCCBIN_GRAPH;}
<INITIAL>discretionary_policy {BEGIN DYNARE_STATEMENT; return token::DISCRETIONARY_POLICY;}
<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
@ -559,6 +563,20 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>max_block_iterations {return token::MAX_BLOCK_ITERATIONS;}
<DYNARE_STATEMENT>max_repeated_optimization_runs {return token::MAX_REPEATED_OPTIMIZATION_RUNS;}
<DYNARE_STATEMENT>maxit {return token::MAXIT;}
<DYNARE_STATEMENT>simul_maxit {return token::SIMUL_MAXIT;}
<DYNARE_STATEMENT>smoother_maxit {return token::SMOOTHER_MAXIT;}
<DYNARE_STATEMENT>simul_periods {return token::SIMUL_PERIODS;}
<DYNARE_STATEMENT>smoother_periods {return token::SMOOTHER_PERIODS;}
<DYNARE_STATEMENT>simul_curb_retrench {return token::SIMUL_CURB_RETRENCH;}
<DYNARE_STATEMENT>smoother_curb_retrench {return token::SMOOTHER_CURB_RETRENCH;}
<DYNARE_STATEMENT>simul_check_ahead_periods {return token::SIMUL_CHECK_AHEAD_PERIODS;}
<DYNARE_STATEMENT>smoother_check_ahead_periods {return token::SMOOTHER_CHECK_AHEAD_PERIODS;}
<DYNARE_STATEMENT>smoother_debug {return token::SMOOTHER_DEBUG;}
<DYNARE_STATEMENT>likelihood_inversion_filter {return token::LIKELIHOOD_INVERSION_FILTER;}
<DYNARE_STATEMENT>likelihood_piecewise_kalman_filter {return token::LIKELIHOOD_PIECEWISE_KALMAN_FILTER;}
<DYNARE_STATEMENT>smoother_inversion_filter {return token::SMOOTHER_INVERSION_FILTER;}
<DYNARE_STATEMENT>smoother_piecewise_kalman_filter {return token::SMOOTHER_PIECEWISE_KALMAN_FILTER;}
<DYNARE_STATEMENT>filter_use_relaxation {return token::FILTER_USE_RELEXATION;}
<DYNARE_STATEMENT>function_convergence_criterion {return token::FUNCTION_CONVERGENCE_CRITERION;}
<DYNARE_STATEMENT>parameter_convergence_criterion {return token::PARAMETER_CONVERGENCE_CRITERION;}
<DYNARE_STATEMENT>number_of_large_perturbations {return token::NUMBER_OF_LARGE_PERTURBATIONS;}

3
src/ModFile.cc
View File

@ -1043,8 +1043,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
}
if (occbin)
mOutputFile << "options_ = occbin.set_default_options(options_, M_);" << endl
<< "M_ = occbin.get_info(M_);" << endl;
mOutputFile << "[M_, oo_, options_] = occbin.initialize(M_, oo_, options_);" << endl;
if (onlymodel || gui)
for (const auto &statement : statements)

29
src/ParsingDriver.cc
View File

@ -2058,6 +2058,35 @@ ParsingDriver::evaluate_planner_objective()
mod_file->addStatement(make_unique<EvaluatePlannerObjective>());
}
void
ParsingDriver::occbin_setup()
{
mod_file->addStatement(make_unique<OccbinSetupStatement>(options_list));
options_list.clear();
}
void
ParsingDriver::occbin_solver()
{
mod_file->addStatement(make_unique<OccbinSolverStatement>(options_list));
options_list.clear();
}
void
ParsingDriver::occbin_write_regimes()
{
mod_file->addStatement(make_unique<OccbinWriteRegimesStatement>(options_list));
options_list.clear();
}
void
ParsingDriver::occbin_graph()
{
mod_file->addStatement(make_unique<OccbinGraphStatement>(symbol_list, options_list));
options_list.clear();
symbol_list.clear();
}
void
ParsingDriver::discretionary_policy()
{

8
src/ParsingDriver.hh
View File

@ -640,6 +640,14 @@ public:
void ramsey_policy();
//! Evaluate Planner Objective
void evaluate_planner_objective();
//! Set up Occbin
void occbin_setup();
//! Run Occbin solver
void occbin_solver();
//! Run Occbin write XLS
void occbin_write_regimes();
//! Run plotting of Occbin results
void occbin_graph();
//! Discretionary policy statement
void discretionary_policy();
//! Adds a write_latex_dynamic_model statement