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preprocessor: add symbol.options statement

issue#70
Houtan Bastani 2011-12-14 17:19:14 +01:00
parent 6ea0dd59e4
commit 744b5abf1e
7 changed files with 315 additions and 4 deletions
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168
ComputingTasks.cc
View File

@ -1700,3 +1700,171 @@ CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
writeOutputHelper(output, "interval", lhs_field);
BasicPriorStatement::writeVarianceOption(output, lhs_field);
}
BasicOptionsStatement::~BasicOptionsStatement()
{
}
BasicOptionsStatement::BasicOptionsStatement(const string &name_arg,
const OptionsList &options_list_arg) :
name(name_arg),
options_list(options_list_arg),
first_statement_encountered(false)
{
}
void
BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct)
{
if (options_list.num_options.find("date1") != options_list.num_options.end() ||
options_list.num_options.find("date2") != options_list.num_options.end())
if (options_list.num_options.find("date1") == options_list.num_options.end() ||
options_list.num_options.find("date2") == options_list.num_options.end())
{
cerr << "ERROR: OptionsStatement::checkPass(1). Should not arrive here. "
<< "Please inform Dynare Team." << endl;
exit(EXIT_FAILURE);
}
}
void
BasicOptionsStatement::writeOptionsIndex(ostream &output, const string &lhs_field) const
{
if (first_statement_encountered)
output << "options_indx = 1;" << endl;
else
output << "options_indx = size(estimation_info" << lhs_field << "_index, 2) + 1;" << endl;
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == eExogenous || symb_type == eExogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
}
void
BasicOptionsStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
{
OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
if (itn != options_list.num_options.end())
output << "estimation_info" << lhs_field << "(options_indx)." << field
<< " = " << itn->second << ";" << endl;
OptionsList::date_options_t::const_iterator itd = options_list.date_options.find(field);
if (itd != options_list.date_options.end())
output << "estimation_info" << lhs_field << "(options_indx)." << field
<< " = '" << itd->second << "';" << endl;
}
OptionsStatement::OptionsStatement(const string &name_arg,
const OptionsList &options_list_arg) :
BasicOptionsStatement(name_arg, options_list_arg)
{
}
void
OptionsStatement::checkPass(ModFileStructure &mod_file_struct)
{
BasicOptionsStatement::checkPass(mod_file_struct);
if (!mod_file_struct.options_statement_present)
first_statement_encountered = true;
mod_file_struct.options_statement_present = true;
}
void
OptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field = ".options";
BasicOptionsStatement::writeOptionsIndex(output, lhs_field);
output << "estimation_info" << lhs_field <<"_index(options_indx) = {'" << name << "'};" << endl
<< "estimation_info" << lhs_field << "(options_indx).name = '" << name << "';" << endl;
writeOutputHelper(output, "init", lhs_field);
writeOutputHelper(output, "bounds", lhs_field);
writeOutputHelper(output, "jscale", lhs_field);
writeOutputHelper(output, "date1", lhs_field);
writeOutputHelper(output, "date2", lhs_field);
}
StdOptionsStatement::StdOptionsStatement(const string &name_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg, options_list_arg),
symbol_table(symbol_table_arg)
{
}
void
StdOptionsStatement::checkPass(ModFileStructure &mod_file_struct)
{
BasicOptionsStatement::checkPass(mod_file_struct);
if (!mod_file_struct.std_options_statement_present)
first_statement_encountered = true;
mod_file_struct.std_options_statement_present = true;
}
void
StdOptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
lhs_field = "." + lhs_field + ".options";
BasicOptionsStatement::writeOptionsIndex(output, lhs_field);
output << "estimation_info" << lhs_field << "_index(options_indx) = {'" << name << "'};" << endl;
output << "estimation_info" << lhs_field << "(options_indx).name = '" << name << "';" << endl;
writeOutputHelper(output, "init", lhs_field);
writeOutputHelper(output, "bounds", lhs_field);
writeOutputHelper(output, "jscale", lhs_field);
writeOutputHelper(output, "date1", lhs_field);
writeOutputHelper(output, "date2", lhs_field);
}
CorrOptionsStatement::CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg ) :
BasicOptionsStatement(name_arg1, options_list_arg),
name1(name_arg2),
symbol_table(symbol_table_arg)
{
}
void
CorrOptionsStatement::checkPass(ModFileStructure &mod_file_struct)
{
if (symbol_table.getType(name) != symbol_table.getType(name1))
{
cerr << "ERROR: In the corr(A,B).options statement, A and B must be of the same type. "
<< "In your case, " << name << " and " << name1 << " are of different "
<< "types." << endl;
exit(EXIT_FAILURE);
}
if (!mod_file_struct.corr_options_statement_present)
first_statement_encountered = true;
mod_file_struct.corr_prior_statement_present = true;
}
void
CorrOptionsStatement::writeOutput(ostream &output, const string &basename) const
{
string lhs_field;
get_base_name(symbol_table.getType(name), lhs_field);
lhs_field = "." + lhs_field + "_corr.options";
BasicOptionsStatement::writeOptionsIndex(output, lhs_field);
output << "estimation_info" << lhs_field << "_index(options_indx) = {'" << name << "_" << name1 << "'};" << endl;
lhs_field += ".";
output << "estimation_info" << lhs_field << "(options_indx).name1 = '" << name << "';" << endl;
output << "estimation_info" << lhs_field << "(options_indx).name2 = '" << name1 << "';" << endl;
writeOutputHelper(output, "init", lhs_field);
writeOutputHelper(output, "bounds", lhs_field);
writeOutputHelper(output, "jscale", lhs_field);
writeOutputHelper(output, "date1", lhs_field);
writeOutputHelper(output, "date2", lhs_field);
}

47
ComputingTasks.hh
View File

@ -632,4 +632,51 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class BasicOptionsStatement : public Statement
{
public:
virtual ~BasicOptionsStatement();
protected:
const string name;
const OptionsList options_list;
bool first_statement_encountered;
BasicOptionsStatement(const string &name_arg,
const OptionsList &options_list_arg);
void get_base_name(const SymbolType symb_type, string &lhs_field) const;
virtual void checkPass(ModFileStructure &mod_file_struct);
void writeOptionsIndex(ostream &output, const string &lhs_field) const;
void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
};
class OptionsStatement : public BasicOptionsStatement
{
public:
OptionsStatement(const string &name_arg, const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class StdOptionsStatement : public BasicOptionsStatement
{
private:
const SymbolTable symbol_table;
public:
StdOptionsStatement(const string &name_arg, const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class CorrOptionsStatement : public BasicOptionsStatement
{
private:
const string name1;
const SymbolTable symbol_table;
public:
CorrOptionsStatement(const string &name_arg1, const string &name_arg2,
const OptionsList &options_list_arg, const SymbolTable &symbol_table_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
#endif

59
DynareBison.yy
View File

@ -101,11 +101,11 @@ class ParsingDriver;
%token FORECAST K_ORDER_SOLVER INSTRUMENTS PRIOR SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
%token <string_val> INT_NUMBER
%token <string_val> DATE_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES
%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
%token MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS
@ -176,8 +176,8 @@ class ParsingDriver;
%type <node_val> equation hand_side
%type <string_val> non_negative_number signed_number signed_integer date_number
%type <string_val> filename symbol prior_distribution
%type <string_val> vec_value_1 vec_value
%type <string_val> range prior_pdf_string
%type <string_val> vec_value_1 vec_value signed_inf signed_number_w_inf
%type <string_val> range prior_pdf_string vec_value_w_inf vec_value_1_w_inf
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
@ -219,6 +219,7 @@ statement : parameters
| prior
| subsamples
| subsamples_eq
| options
| varobs
| observation_trends
| unit_root_vars
@ -980,6 +981,18 @@ signed_number : PLUS non_negative_number
| non_negative_number
;
signed_inf : PLUS INF_CONSTANT
{ $$ = new string ("Inf"); }
| MINUS INF_CONSTANT
{ $$ = new string ("-Inf"); }
| INF_CONSTANT
{ $$ = new string ("Inf"); }
;
signed_number_w_inf : signed_inf
| signed_number
;
estimated_params : ESTIMATED_PARAMS ';' estimated_list END ';' { driver.estimated_params(); };
estimated_list : estimated_list estimated_elem
@ -1238,6 +1251,28 @@ prior_options : o_shift
| o_domain
;
options : symbol '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_options($1); }
| symbol '.' symbol '.' OPTIONS '(' options_options_list ')' ';'
{
driver.add_subsample_range(new string (*$1), $3);
driver.set_options($1);
}
| STD '(' symbol ')' '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_std_options($3); }
| CORR '(' symbol COMMA symbol')' '.' OPTIONS '(' options_options_list ')' ';'
{ driver.set_corr_options($3, $5); }
;
options_options_list : options_options_list COMMA options_options
| options_options
;
options_options : o_jscale
| o_init
| o_bounds
;
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'
@ -1961,6 +1996,9 @@ o_shape : SHAPE EQUAL prior_distribution { driver.option_num("shape", $3); };
o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
o_mean : MEAN EQUAL signed_number { driver.option_num("mean", $3); };
o_stdev : STDEV EQUAL non_negative_number { driver.option_num("stdev", $3); };
o_jscale : JSCALE EQUAL non_negative_number { driver.option_num("jscale", $3); };
o_init : INIT EQUAL signed_number { driver.option_num("init", $3); };
o_bounds : BOUNDS EQUAL vec_value_w_inf { driver.option_num("bounds", $3); };
o_domain : DOMAINN EQUAL vec_value { driver.option_num("domain", $3); };
o_interval : INTERVAL EQUAL vec_value { driver.option_num("interval", $3); };
o_variance : VARIANCE EQUAL expression { driver.add_expression_to_prior_statement($3); }
@ -2339,6 +2377,19 @@ vec_value_1 : '[' signed_number
vec_value : vec_value_1 ']' { $1->append("]"); $$ = $1; };
vec_value_1_w_inf : '[' signed_number_w_inf
{ $2->insert(0, "["); $$ = $2;}
| vec_value_1_w_inf signed_number_w_inf
{
$1->append(" ");
$1->append(*$2);
delete $2;
$$ = $1;
}
;
vec_value_w_inf : vec_value_1_w_inf ']' { $1->append("]"); $$ = $1; };
symbol : NAME
| ALPHA
| BETA

4
DynareFlex.ll
View File

@ -190,6 +190,7 @@ string eofbuff;
<DYNARE_BLOCK>end {BEGIN INITIAL; return token::END;}
<DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
<DYNARE_STATEMENT>options {return token::OPTIONS;}
<DYNARE_STATEMENT>prior {return token::PRIOR;}
<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
<INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
@ -208,6 +209,9 @@ string eofbuff;
<DYNARE_STATEMENT>interval {return token::INTERVAL;}
<DYNARE_STATEMENT>shape {return token::SHAPE;}
<DYNARE_STATEMENT>shift {return token::SHIFT;}
<DYNARE_STATEMENT>bounds {return token::BOUNDS;}
<DYNARE_STATEMENT>init {return token::INIT;}
<DYNARE_STATEMENT>jscale {return token::JSCALE;}
<DYNARE_STATEMENT>prefilter {return token::PREFILTER;}
<DYNARE_STATEMENT>presample {return token::PRESAMPLE;}
<DYNARE_STATEMENT>lik_algo {return token::LIK_ALGO;}

29
ParsingDriver.cc
View File

@ -1315,6 +1315,15 @@ ParsingDriver::add_expression_to_prior_statement(expr_t variance)
prior_variance = variance;
}
void
ParsingDriver::set_options(string *name)
{
check_symbol_is_parameter(name);
mod_file->addStatement(new OptionsStatement(*name, options_list));
options_list.clear();
delete name;
}
void
ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name)
{
@ -1341,6 +1350,15 @@ ParsingDriver::set_std_prior(string *name)
delete name;
}
void
ParsingDriver::set_std_options(string *name)
{
check_symbol_is_endogenous_or_exogenous(name);
// mod_file->addStatement(new StdOptionsStatement(*name, options_list, mod_file->symbol_table));
options_list.clear();
delete name;
}
void
ParsingDriver::set_corr_prior(string *name1, string *name2)
{
@ -1353,6 +1371,17 @@ ParsingDriver::set_corr_prior(string *name1, string *name2)
delete name2;
}
void
ParsingDriver::set_corr_options(string *name1, string *name2)
{
check_symbol_is_endogenous_or_exogenous(name1);
check_symbol_is_endogenous_or_exogenous(name2);
// mod_file->addStatement(new CorrOptionsStatement(*name1, *name2, options_list, mod_file->symbol_table));
options_list.clear();
delete name1;
delete name2;
}
void
ParsingDriver::run_estimation()
{

6
ParsingDriver.hh
View File

@ -390,10 +390,16 @@ public:
void set_prior(string *arg);
//! Adds the variance option to its temporary holding place
void add_expression_to_prior_statement(expr_t variance);
//! Sets the options for a parameter
void set_options(string *arg);
//! Sets the prior for estimated std dev
void set_std_prior(string *arg);
//! Sets the options for estimated std dev
void set_std_options(string *arg);
//! Sets the prior for estimated correlation
void set_corr_prior(string *arg1, string *arg2);
//! Sets the options for estimated correlation
void set_corr_options(string *arg1, string *arg2);
//! Runs estimation process
void run_estimation();
//! Runs dynare_sensitivy()

6
Statement.hh
View File

@ -94,6 +94,12 @@ public:
bool std_prior_statement_present;
//! Whether there is a corr prior statement present
bool corr_prior_statement_present;
//! Whether there is a options statement present
bool options_statement_present;
//! Whether there is a std options statement present
bool std_options_statement_present;
//! Whether there is a corr options statement present
bool corr_options_statement_present;
};
class Statement