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preprocessor: add tarb_optim option to estimation. #940

issue#70
Houtan Bastani 2015-05-13 16:09:50 +02:00
parent 6f4a19bb26
commit 691af085cd
4 changed files with 47 additions and 2 deletions
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14
DynareBison.yy
View File

@ -85,7 +85,7 @@ class ParsingDriver;
%token AIM_SOLVER ANALYTIC_DERIVATION AR AUTOCORR TARB_MODE_COMPUTE
%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION USE_TARB TARB_NEW_BLOCK_PROBABILITY
%token BVAR_DENSITY BVAR_FORECAST NODECOMPOSITION DR_DISPLAY_TOL HUGE_NUMBER
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA TARB_OPTIM
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
@ -1718,6 +1718,7 @@ estimation_options : o_datafile
| o_use_tarb
| o_tarb_mode_compute
| o_tarb_new_block_probability
| o_tarb_optim
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -1730,6 +1731,16 @@ optim_options : list_optim_option
| optim_options COMMA list_optim_option;
;
list_tarb_optim_option : QUOTED_STRING COMMA QUOTED_STRING
{ driver.tarb_optim_options_string($1, $3); }
| QUOTED_STRING COMMA signed_number
{ driver.tarb_optim_options_num($1, $3); }
;
tarb_optim_options : list_tarb_optim_option
| tarb_optim_options COMMA list_tarb_optim_option;
;
varobs : VAROBS { driver.check_varobs(); } varobs_list ';';
varobs_list : varobs_list symbol
@ -2621,6 +2632,7 @@ o_posterior_max_subsample_draws : POSTERIOR_MAX_SUBSAMPLE_DRAWS EQUAL INT_NUMBER
o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); };
o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale", $3); };
o_optim : OPTIM EQUAL '(' optim_options ')';
o_tarb_optim : TARB_OPTIM EQUAL '(' tarb_optim_options ')';
o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };

2
DynareFlex.ll
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@ -572,7 +572,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>use_tarb {return token::USE_TARB;}
<DYNARE_STATEMENT>tarb_mode_compute {return token::TARB_MODE_COMPUTE;}
<DYNARE_STATEMENT>tarb_new_block_probability {return token::TARB_NEW_BLOCK_PROBABILITY;}
<DYNARE_STATEMENT>tarb_optim {return token::TARB_OPTIM;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
strtok(yytext+1, "$");

28
ParsingDriver.cc
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@ -1630,6 +1630,34 @@ ParsingDriver::optim_options_num(string *name, string *value)
delete value;
}
void
ParsingDriver::tarb_optim_options_helper(const string &name)
{
if (options_list.string_options.find("TaRB.optim_opt") == options_list.string_options.end())
options_list.string_options["TaRB.optim_opt"] = "";
else
options_list.string_options["TaRB.optim_opt"] += ",";
options_list.string_options["TaRB.optim_opt"] += "''" + name + "'',";
}
void
ParsingDriver::tarb_optim_options_string(string *name, string *value)
{
tarb_optim_options_helper(*name);
options_list.string_options["TaRB.optim_opt"] += "''" + *value + "''";
delete name;
delete value;
}
void
ParsingDriver::tarb_optim_options_num(string *name, string *value)
{
tarb_optim_options_helper(*name);
options_list.string_options["TaRB.optim_opt"] += *value;
delete name;
delete value;
}
void
ParsingDriver::check_varobs()
{

5
ParsingDriver.hh
View File

@ -98,6 +98,7 @@ private:
//! Creates option "optim_opt" in OptionsList if it doesn't exist, else add a comma, and adds the option name
void optim_options_helper(const string &name);
void tarb_optim_options_helper(const string &name);
//! Stores temporary symbol table
SymbolList symbol_list;
@ -443,6 +444,10 @@ public:
void optim_options_string(string *name, string *value);
//! Adds an optimization option (numeric value)
void optim_options_num(string *name, string *value);
//! Adds a TaRB optimization option (string value)
void tarb_optim_options_string(string *name, string *value);
//! Adds a TaRB optimization option (numeric value)
void tarb_optim_options_num(string *name, string *value);
//! Check that no observed variable has yet be defined
void check_varobs();
//! Add a new observed variable