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preprocessor: interface for prior_posterior_function command. closes #1076

issue#70
Houtan Bastani 2015-10-13 17:16:10 +02:00
parent 4d06a6623e
commit 863e13db55
6 changed files with 94 additions and 5 deletions
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44
ComputingTasks.cc
View File

@ -138,6 +138,50 @@ PerfectForesightSolverStatement::writeOutput(ostream &output, const string &base
output << "perfect_foresight_solver;" << endl;
}
PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
// Fill in option_occbin of mod_file_struct
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("prior");
OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("posterior");
if ((it == options_list.num_options.end() && it1 == options_list.num_options.end())
|| (it != options_list.num_options.end() && it1 != options_list.num_options.end()))
{
cerr << "ERROR: prior_posterior_function requires one of 'prior' or 'posterior'" << endl;
exit(EXIT_FAILURE);
}
OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("function");
if (it2 == options_list.string_options.end() || it2->second.empty())
{
cerr << "ERROR: prior_posterior_function requires the function argument" << endl;
exit(EXIT_FAILURE);
}
}
void
PriorPosteriorFunctionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
OptionsList::num_options_t::const_iterator it =
options_list.num_options.find("prior_posterior_sampling_draws");
if (it != options_list.num_options.end())
cout << it->first << " = " << it->second << ";" << endl;
string type = "posterior";
if (options_list.num_options.find("prior") != options_list.num_options.end())
type = "prior";
output << "oo_ = execute_prior_posterior_function("
<< "'" << options_list.string_options.find("function")->second << "',"
<< "M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, "
<< "'" << type << "');" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),

10
ComputingTasks.hh
View File

@ -77,6 +77,16 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
class PriorPosteriorFunctionStatement : public Statement
{
private:
const OptionsList options_list;
public:
PriorPosteriorFunctionStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
class ModelInfoStatement : public Statement
{
private:

28
DynareBison.yy
View File

@ -114,7 +114,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@ -147,7 +147,7 @@ class ParsingDriver;
%token VLISTLOG VLISTPER SPECTRAL_DENSITY
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR POSTERIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
@ -162,7 +162,7 @@ class ParsingDriver;
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED
%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED PRIOR_POSTERIOR_FUNCTION PRIOR_POSTERIOR_SAMPLING_DRAWS
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
@ -281,6 +281,7 @@ statement : parameters
| histval_file
| perfect_foresight_setup
| perfect_foresight_solver
| prior_posterior_function
;
dsample : DSAMPLE INT_NUMBER ';'
@ -1022,6 +1023,20 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_occbin
;
prior_posterior_function : PRIOR_POSTERIOR_FUNCTION '(' prior_posterior_function_options_list ')' ';'
{ driver.prior_posterior_function(); }
;
prior_posterior_function_options_list : prior_posterior_function_options_list COMMA prior_posterior_function_options
| prior_posterior_function_options
;
prior_posterior_function_options : o_function
| o_prior
| o_posterior
| o_prior_posterior_sampling_draws
;
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
@ -3065,7 +3080,11 @@ o_period : PERIOD EQUAL INT_NUMBER { driver.option_num("period", $3); };
o_outfile : OUTFILE EQUAL filename { driver.option_str("outfile", $3); };
o_outvars : OUTVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("outvars"); };
o_lmmcp : LMMCP {driver.option_num("lmmcp", "1"); };
o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
o_function : FUNCTION EQUAL filename { driver.option_str("function", $3); };
o_prior : PRIOR { driver.option_num("prior", "1"); };
o_posterior : POSTERIOR { driver.option_num("posterior", "1"); };
o_prior_posterior_sampling_draws : PRIOR_POSTERIOR_SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("prior_posterior_sampling_draws",$3); };
range : symbol ':' symbol
{
@ -3210,6 +3229,7 @@ symbol : NAME
| NONE
| DR
| PRIOR
| POSTERIOR
;
%%

7
DynareFlex.ll
View File

@ -214,8 +214,15 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
yylval->string_val = new string(yytext);
return token::PRIOR;
}
<DYNARE_STATEMENT>posterior {
yylval->string_val = new string(yytext);
return token::POSTERIOR;
}
<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
<INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
<DYNARE_STATEMENT>function {return token::FUNCTION;}
<DYNARE_STATEMENT>prior_posterior_sampling_draws {return token::PRIOR_POSTERIOR_SAMPLING_DRAWS;}
<INITIAL>prior_posterior_function {BEGIN DYNARE_STATEMENT; return token::PRIOR_POSTERIOR_FUNCTION;}
/* Inside of a Dynare statement */
<DYNARE_STATEMENT>{DATE} {

7
ParsingDriver.cc
View File

@ -2797,6 +2797,13 @@ ParsingDriver::perfect_foresight_solver()
options_list.clear();
}
void
ParsingDriver::prior_posterior_function()
{
mod_file->addStatement(new PriorPosteriorFunctionStatement(options_list));
options_list.clear();
}
void
ParsingDriver::add_ramsey_constraints_statement()
{

3
ParsingDriver.hh
View File

@ -702,7 +702,8 @@ public:
void smoother2histval();
void histval_file(string *filename);
void perfect_foresight_setup();
void perfect_foresight_solver();
void perfect_foresight_solver();
void prior_posterior_function();
};
#endif // ! PARSING_DRIVER_HH