Improvements to smoother2histval (ref #594)
- fix handling of auxiliary variables related to lagged endogenous - add preprocessor interface - add histval_file - add tests (for smoother2histval with outfile, and for histval_file)issue#70
Sébastien Villemot
parent
491e70ab7b
commit
8c2e9b3c02
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@ -2822,3 +2822,15 @@ CorrOptionsStatement::writeCOutput(ostream &output, const string &basename)
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output << "msdsgeinfo->addMeasurementErrorCorrOption(new ModFileMeasurementErrorCorrOption(";
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output << "index, index1, init));" << endl;
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}
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Smoother2histvalStatement::Smoother2histvalStatement(const OptionsList &options_list_arg) :
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options_list(options_list_arg)
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{
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}
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void
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Smoother2histvalStatement::writeOutput(ostream &output, const string &basename) const
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{
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options_list.writeOutput(output, "options_smoother2histval");
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output << "smoother2histval(options_smoother2histval);" << endl;
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}
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2012 Dynare Team
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -846,4 +846,13 @@ public:
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class Smoother2histvalStatement : public Statement
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{
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private:
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const OptionsList options_list;
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public:
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Smoother2histvalStatement(const OptionsList &options_list_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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#endif
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@ -97,8 +97,8 @@ class ParsingDriver;
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%token DEFAULT FIXED_POINT
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%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
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%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
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%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
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%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
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%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
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%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
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%token <string_val> INT_NUMBER
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%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
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%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
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@ -110,14 +110,14 @@ class ParsingDriver;
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%token <string_val> NAME
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
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%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
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%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED
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%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
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%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS
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%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
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%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
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%token <string_val> QUOTED_STRING
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%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
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%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
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%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
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%token SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
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%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
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%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
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%token TEX RAMSEY_MODEL RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
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%token <string_val> TEX_NAME
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@ -270,6 +270,8 @@ statement : parameters
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| model_diagnostics
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| moment_calibration
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| irf_calibration
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| smoother2histval
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| histval_file
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;
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dsample : DSAMPLE INT_NUMBER ';'
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@ -623,6 +625,10 @@ histval_list : histval_list histval_elem
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histval_elem : symbol '(' signed_integer ')' EQUAL expression ';' { driver.hist_val($1, $3, $6); };
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histval_file : HISTVAL_FILE '(' FILENAME EQUAL filename ')' ';'
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{ driver.histval_file($5); }
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;
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model_options : BLOCK { driver.block(); }
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| o_cutoff
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| o_mfs
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@ -2390,6 +2396,23 @@ irf_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
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{ driver.add_irf_calibration_item($1, $3, $6, $8); }
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;
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smoother2histval : SMOOTHER2HISTVAL ';'
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{ driver.smoother2histval(); }
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| SMOOTHER2HISTVAL '(' smoother2histval_options_list ')' ';'
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{ driver.smoother2histval(); }
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;
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smoother2histval_options_list : smoother2histval_option COMMA smoother2histval_options_list
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| smoother2histval_option
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;
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smoother2histval_option : o_infile
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| o_invars
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| o_period
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| o_outfile
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| o_outvars
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;
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o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
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if (*$3 == string("0"))
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driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
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@ -2841,6 +2864,12 @@ o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.opt
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o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
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o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
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o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
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o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars"); };
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o_period : PERIOD EQUAL INT_NUMBER { driver.option_num("period", $3); };
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o_outfile : OUTFILE EQUAL filename { driver.option_str("outfile", $3); };
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o_outvars : OUTVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("outvars"); };
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range : symbol ':' symbol
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{
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$1->append(":");
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@ -146,6 +146,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<INITIAL>bvar_forecast {BEGIN DYNARE_STATEMENT; return token::BVAR_FORECAST; }
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<INITIAL>dynare_sensitivity {BEGIN DYNARE_STATEMENT; return token::DYNARE_SENSITIVITY;}
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<INITIAL>initval_file {BEGIN DYNARE_STATEMENT; return token::INITVAL_FILE;}
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<INITIAL>histval_file {BEGIN DYNARE_STATEMENT; return token::HISTVAL_FILE;}
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<INITIAL>forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;}
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<INITIAL>shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;}
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<INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
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@ -166,6 +167,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<INITIAL>calib_smoother { BEGIN DYNARE_STATEMENT; return token::CALIB_SMOOTHER; }
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<INITIAL>model_diagnostics {BEGIN DYNARE_STATEMENT; return token::MODEL_DIAGNOSTICS;}
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<INITIAL>extended_path {BEGIN DYNARE_STATEMENT; return token::EXTENDED_PATH;}
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<INITIAL>smoother2histval {BEGIN DYNARE_STATEMENT; return token::SMOOTHER2HISTVAL;}
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<DYNARE_STATEMENT>; {
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if (!sigma_e)
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@ -532,7 +534,11 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<DYNARE_STATEMENT>long_name {return token::LONG_NAME;}
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<DYNARE_STATEMENT>consider_all_endogenous {return token::CONSIDER_ALL_ENDOGENOUS;}
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<DYNARE_STATEMENT>consider_only_observed {return token::CONSIDER_ONLY_OBSERVED;}
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<DYNARE_STATEMENT>infile {return token::INFILE;}
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<DYNARE_STATEMENT>invars {return token::INVARS;}
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<DYNARE_STATEMENT>period {return token::PERIOD;}
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<DYNARE_STATEMENT>outfile {return token::OUTFILE;}
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<DYNARE_STATEMENT>outvars {return token::OUTVARS;}
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<DYNARE_STATEMENT>[\$][^$]*[\$] {
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strtok(yytext+1, "$");
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@ -341,6 +341,17 @@ InitvalFileStatement::writeOutput(ostream &output, const string &basename) const
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<< "initvalf('" << filename << "');" << endl;
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}
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HistvalFileStatement::HistvalFileStatement(const string &filename_arg) :
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filename(filename_arg)
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{
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}
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void
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HistvalFileStatement::writeOutput(ostream &output, const string &basename) const
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{
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output << "histvalf('" << filename << "');" << endl;
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}
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HomotopyStatement::HomotopyStatement(const homotopy_values_t &homotopy_values_arg,
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const SymbolTable &symbol_table_arg) :
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homotopy_values(homotopy_values_arg),
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@ -1,5 +1,5 @@
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/*
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* Copyright (C) 2003-2012 Dynare Team
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* Copyright (C) 2003-2014 Dynare Team
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*
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* This file is part of Dynare.
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*
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@ -122,6 +122,15 @@ public:
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class HistvalFileStatement : public Statement
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{
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private:
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const string filename;
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public:
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HistvalFileStatement(const string &filename_arg);
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virtual void writeOutput(ostream &output, const string &basename) const;
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};
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class HomotopyStatement : public Statement
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{
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public:
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@ -2679,3 +2679,16 @@ void ParsingDriver::end_irf_calibration()
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irf_calibration_constraints.clear();
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}
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void
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ParsingDriver::smoother2histval()
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{
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mod_file->addStatement(new Smoother2histvalStatement(options_list));
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options_list.clear();
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}
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void
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ParsingDriver::histval_file(string *filename)
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{
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mod_file->addStatement(new HistvalFileStatement(*filename));
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delete filename;
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}
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@ -665,6 +665,9 @@ public:
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void add_irf_calibration_item(string *endo, string *periods, string *exo, vector<string *> *range);
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//! End a moment_calibration statement
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void end_irf_calibration();
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void smoother2histval();
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void histval_file(string *filename);
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};
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#endif // ! PARSING_DRIVER_HH
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