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New “with_epilogue” option of “shock_decomposition”, “realtime_shock_decomposition” and “initial_condition_decomposition” 

Ref. dynare!1688
issue#70
Sébastien Villemot 2019-12-20 11:10:32 +01:00
parent ebafd8f3b6
commit 82c2682bb2
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
8 changed files with 49 additions and 6 deletions
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24
src/ComputingTasks.cc
View File

@ -2761,6 +2761,14 @@ ShockDecompositionStatement::ShockDecompositionStatement(SymbolList symbol_list_
{
}
void
ShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
}
void
ShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -2793,6 +2801,14 @@ RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(SymbolL
{
}
void
RealtimeShockDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("shock_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
}
void
RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
@ -2858,6 +2874,14 @@ InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(S
{
}
void
InitialConditionDecompositionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
if (auto it = options_list.num_options.find("initial_condition_decomp.with_epilogue");
it != options_list.num_options.end() && it->second == "true")
mod_file_struct.with_epilogue_option = true;
}
void
InitialConditionDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{

3
src/ComputingTasks.hh
View File

@ -720,6 +720,7 @@ private:
public:
ShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -732,6 +733,7 @@ private:
public:
RealtimeShockDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
@ -756,6 +758,7 @@ private:
public:
InitialConditionDecompositionStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg);
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) override;
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};

7
src/DynareBison.yy
View File

@ -169,7 +169,7 @@ class ParsingDriver;
%token NO_IDENTIFICATION_STRENGTH NO_IDENTIFICATION_REDUCEDFORM NO_IDENTIFICATION_MOMENTS
%token NO_IDENTIFICATION_MINIMAL NO_IDENTIFICATION_SPECTRUM NORMALIZE_JACOBIANS GRID_NBR
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION WITH_EPILOGUE
%token <vector<string>> SYMBOL_VEC
@ -2830,6 +2830,7 @@ shock_decomposition_option : o_parameter_set
| o_nobs
| o_init_state
| o_forecast_type
| o_shock_decomposition_with_epilogue
;
realtime_shock_decomposition_options_list : realtime_shock_decomposition_option COMMA realtime_shock_decomposition_options_list
@ -2847,6 +2848,7 @@ realtime_shock_decomposition_option : o_parameter_set
| o_shock_decomposition_forecast
| o_save_realtime
| o_fast_realtime
| o_shock_decomposition_with_epilogue
;
plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
@ -2892,6 +2894,7 @@ initial_condition_decomposition_option : o_icd_type
| o_icd_flip
| o_icd_colormap
| o_icd_max_nrows
| o_icd_with_epilogue
;
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
@ -3308,6 +3311,8 @@ o_psd_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
| GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'
{ driver.plot_shock_decomp_process_graph_format_option(); }
;
o_shock_decomposition_with_epilogue : WITH_EPILOGUE { driver.option_num("shock_decomp.with_epilogue", "true"); };
o_icd_with_epilogue : WITH_EPILOGUE { driver.option_num("initial_condition_decomp.with_epilogue", "true"); };
allowed_graph_formats : EPS
{ driver.add_graph_format("eps"); }
| FIG

1
src/DynareFlex.ll
View File

@ -704,6 +704,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|w([1-9]{1}|[1-4][0-9]|5[0-2]))
<DYNARE_STATEMENT>checks_via_subsets {return token::CHECKS_VIA_SUBSETS;}
<DYNARE_STATEMENT>max_dim_subsets_groups {return token::MAX_DIM_SUBSETS_GROUPS;}
<DYNARE_STATEMENT>max_nrows {return token::MAX_NROWS;}
<DYNARE_STATEMENT>with_epilogue {return token::WITH_EPILOGUE;}
<DYNARE_STATEMENT>\$[^$]*\$ {
strtok(yytext+1, "$");

2
src/ModFile.cc
View File

@ -114,7 +114,7 @@ ModFile::checkPass(bool nostrict, bool stochastic)
steady_state_model.checkPass(mod_file_struct, warnings);
// Check epilogue block
epilogue.checkPass(warnings);
epilogue.checkPass(mod_file_struct, warnings);
if (mod_file_struct.write_latex_steady_state_model_present &&
!mod_file_struct.steady_state_model_present)

11
src/ModelEquationBlock.cc
View File

@ -321,10 +321,17 @@ Epilogue::addDefinition(int symb_id, expr_t expr)
}
void
Epilogue::checkPass(WarningConsolidation &warnings) const
Epilogue::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) const
{
if (dynamic_def_table.size() == 0)
return;
{
if (mod_file_struct.with_epilogue_option)
{
cerr << "ERROR: the 'with_epilogue' option cannot be specified when there is no 'epilogue' block" << endl;
exit(EXIT_FAILURE);
}
return;
}
vector<int> so_far_defined;
for (const auto & it : dynamic_def_table)

4
src/ModelEquationBlock.hh
View File

@ -86,8 +86,8 @@ public:
//! Add an expression of the form "var = expr;"
void addDefinition(int symb_id, expr_t expr);
//! Checks that no variable is declared twice
void checkPass(WarningConsolidation &warnings) const;
//! Checks that no variable is declared twice, and that “with_epilogue” is not misused
void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings) const;
//! Creates static epilogue equations
void toStatic();

3
src/Statement.hh
View File

@ -131,6 +131,9 @@ public:
set<int> pac_params;
//! Instruments if ramsey_model, ramsey_policy or discretionary_policy is present
SymbolList instruments;
/* Whether any of shock_decomposition, realtime_shock_decomposition and
initial_condition_decomposition has the “with_epilogue” option */
bool with_epilogue_option{false};
};
class Statement