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Preprocessor iface to extended_path

issue#70
Sébastien Villemot 2012-06-08 17:36:32 +02:00
parent de80c3dade
commit 6fb2562f13
6 changed files with 68 additions and 2 deletions
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29
ComputingTasks.cc
View File

@ -2340,3 +2340,32 @@ CalibSmootherStatement::writeOutput(ostream &output, const string &basename) con
<< "options_.order = 1;" << endl
<< "dynare_estimation(var_list_);" << endl;
}
ExtendedPathStatement::ExtendedPathStatement(const OptionsList &options_list_arg)
: options_list(options_list_arg)
{
}
void
ExtendedPathStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (options_list.num_options.find("periods") == options_list.num_options.end())
{
cerr << "ERROR: the 'periods' option of 'extended_path' is mandatory" << endl;
exit(EXIT_FAILURE);
}
}
void
ExtendedPathStatement::writeOutput(ostream &output, const string &basename) const
{
// Beware: options do not have the same name in the interface and in the M code...
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("solver_periods");
if (it != options_list.num_options.end())
output << "options_.ep.periods = " << it->second << ";" << endl;
output << "oo_.endo_simul = [ oo_.steady_state, extended_path([], " << options_list.num_options.find("periods")->second
<< ") ];" << endl
<< "oo_.exo_simul = oo_.ep.shocks;" << endl;
}

10
ComputingTasks.hh
View File

@ -519,6 +519,16 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class ExtendedPathStatement : public Statement
{
private:
const OptionsList options_list;
public:
ExtendedPathStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class SvarIdentificationStatement : public Statement
{
public:

20
DynareBison.yy
View File

@ -97,7 +97,7 @@ class ParsingDriver;
%token BVAR_REPLIC BYTECODE
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE FILE DOUBLING DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER
%token DEFAULT FIXED_POINT
@ -123,7 +123,7 @@ class ParsingDriver;
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
@ -269,6 +269,7 @@ statement : parameters
| ms_irf
| ms_variance_decomposition
| calib_smoother
| extended_path
;
dsample : DSAMPLE INT_NUMBER ';'
@ -2142,6 +2143,20 @@ calib_smoother_option : o_filtered_vars
| o_datafile
;
extended_path : EXTENDED_PATH ';'
{ driver.extended_path(); }
| EXTENDED_PATH '(' extended_path_options_list ')' ';'
{ driver.extended_path(); }
;
extended_path_options_list : extended_path_option COMMA extended_path_options_list
| extended_path_option
;
extended_path_option : o_periods
| o_solver_periods
;
o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
if (*$3 == string("0"))
driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
@ -2169,6 +2184,7 @@ o_irf_shocks : IRF_SHOCKS EQUAL '(' symbol_list ')' { driver.option_symbol_list(
o_hp_filter : HP_FILTER EQUAL non_negative_number { driver.option_num("hp_filter", $3); };
o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); };
o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("solver_periods", $3); };
o_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("maxit_", $3); };
o_cutoff : CUTOFF EQUAL non_negative_number { driver.cutoff($3); };
o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz", $3); };

2
DynareFlex.ll
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@ -183,6 +183,7 @@ string eofbuff;
<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
<INITIAL>svar_identification {BEGIN DYNARE_BLOCK; return token::SVAR_IDENTIFICATION;}
<INITIAL>extended_path {BEGIN DYNARE_BLOCK; return token::EXTENDED_PATH;}
/* For the semicolon after an "end" keyword */
<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
@ -463,6 +464,7 @@ string eofbuff;
<DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
<DYNARE_STATEMENT>discretionary_tol {return token::DISCRETIONARY_TOL;}
<DYNARE_STATEMENT>analytic_derivation {return token::ANALYTIC_DERIVATION;}
<DYNARE_STATEMENT>solver_periods {return token::SOLVER_PERIODS;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
strtok(yytext+1, "$");

7
ParsingDriver.cc
View File

@ -1940,6 +1940,13 @@ ParsingDriver::calib_smoother()
options_list.clear();
}
void
ParsingDriver::extended_path()
{
mod_file->addStatement(new ExtendedPathStatement(options_list));
options_list.clear();
}
expr_t
ParsingDriver::add_model_equal(expr_t arg1, expr_t arg2)
{

2
ParsingDriver.hh
View File

@ -516,6 +516,8 @@ public:
void plot_conditional_forecast(string *periods = NULL);
//! Smoother on calibrated models
void calib_smoother();
//! Extended path
void extended_path();
//! Writes token "arg1=arg2" to model tree
expr_t add_model_equal(expr_t arg1, expr_t arg2);
//! Writes token "arg=0" to model tree