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adding discretionary policy for linear quadratic models, thanks to code provided by Junior

issue#70
Michel Juillard 2011-03-13 21:19:55 +01:00
parent cb1e8a55b1
commit 8adee6b673
8 changed files with 86 additions and 2 deletions
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47
ComputingTasks.cc
View File

@ -216,6 +216,53 @@ RamseyPolicyStatement::writeOutput(ostream &output, const string &basename) cons
output << "ramsey_policy(var_list_);\n";
}
DiscretionaryPolicyStatement::DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
options_list(options_list_arg)
{
}
void
DiscretionaryPolicyStatement::checkPass(ModFileStructure &mod_file_struct)
{
mod_file_struct.discretionary_policy_present = true;
/* Fill in option_order of mod_file_struct
Since discretionary policy needs one further order of derivation (for example, for 1st order
approximation, it needs 2nd derivatives), we add 1 to the order declared by user */
OptionsList::num_options_t::const_iterator it = options_list.num_options.find("order");
if (it != options_list.num_options.end())
{
int order = atoi(it->second.c_str());
if (order > 1)
{
cerr << "ERROR: discretionary_policy: order > 1 is not yet implemented" << endl;
exit(EXIT_FAILURE);
}
mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
}
// Fill in mod_file_struct.partial_information
it = options_list.num_options.find("partial_information");
if (it != options_list.num_options.end() && it->second == "1")
mod_file_struct.partial_information = true;
// Option k_order_solver (implicit when order >= 3)
it = options_list.num_options.find("k_order_solver");
if ((it != options_list.num_options.end() && it->second == "1")
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
}
void
DiscretionaryPolicyStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
output << "discretionary_policy(var_list_);\n";
}
EstimationStatement::EstimationStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg,
const SymbolTable &symbol_table_arg) :

12
ComputingTasks.hh
View File

@ -103,6 +103,18 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class DiscretionaryPolicyStatement : public Statement
{
private:
const SymbolList symbol_list;
const OptionsList options_list;
public:
DiscretionaryPolicyStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class RplotStatement : public Statement
{
private:

13
DynareBison.yy
View File

@ -121,7 +121,7 @@ class ParsingDriver;
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO
%token STDERR STEADY STOCH_SIMUL
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
@ -217,6 +217,7 @@ statement : parameters
| model_info
| planner_objective
| ramsey_policy
| discretionary_policy
| bvar_density
| bvar_forecast
| sbvar
@ -1302,6 +1303,16 @@ ramsey_policy : RAMSEY_POLICY ';'
{ driver.ramsey_policy(); }
;
discretionary_policy : DISCRETIONARY_POLICY ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' ramsey_policy_options_list ')' ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY symbol_list ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' ramsey_policy_options_list ')' symbol_list ';'
{ driver.discretionary_policy(); }
;
ramsey_policy_options_list : ramsey_policy_options_list COMMA ramsey_policy_options
| ramsey_policy_options
;

1
DynareFlex.ll
View File

@ -130,6 +130,7 @@ string eofbuff;
<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
<INITIAL>discretionary_policy {BEGIN DYNARE_STATEMENT; return token::DISCRETIONARY_POLICY;}
<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
<INITIAL>bvar_density {BEGIN DYNARE_STATEMENT; return token::BVAR_DENSITY; }

8
ParsingDriver.cc
View File

@ -1243,6 +1243,14 @@ ParsingDriver::ramsey_policy()
options_list.clear();
}
void
ParsingDriver::discretionary_policy()
{
mod_file->addStatement(new DiscretionaryPolicyStatement(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
}
void
ParsingDriver::write_latex_dynamic_model()
{

4
ParsingDriver.hh
View File

@ -376,8 +376,10 @@ public:
void begin_planner_objective();
//! End a planner objective statement
void end_planner_objective(expr_t expr);
//! ramsey policy statement
//! Ramsey policy statement
void ramsey_policy();
//! Discretionary policy statement
void discretionary_policy();
//! Adds a write_latex_dynamic_model statement
void write_latex_dynamic_model();
//! Adds a write_latex_static_model statement

1
Statement.cc
View File

@ -29,6 +29,7 @@ ModFileStructure::ModFileStructure() :
osr_params_present(false),
optim_weights_present(false),
ramsey_policy_present(false),
discretionary_policy_present(false),
planner_objective_present(false),
order_option(0),
bvar_present(false),

2
Statement.hh
View File

@ -50,6 +50,8 @@ public:
bool optim_weights_present;
//! Whether a ramsey_policy statement is present
bool ramsey_policy_present;
//! Whether a discretionary_objective statement is present
bool discretionary_policy_present;
//! Whether a planner_objective statement is present
bool planner_objective_present;
//! The value of the "order" option of stoch_simul, estimation, osr, ramsey_policy