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Reject exogenous deterministic variables in a few places where they were erroneously accepted 

– heteroskedastic_shocks block
– generate_irfs command
– new estimation syntax
fix-tolerance-parameters
Sébastien Villemot 2022-04-21 17:59:04 +02:00
parent 516f0bf41f
commit 8e3590ee71
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
3 changed files with 66 additions and 42 deletions
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54
src/ComputingTasks.cc
View File

@ -3869,12 +3869,21 @@ SubsamplesStatement::writeOutput(ostream &output, const string &basename, bool m
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(name1);
string lhs_field;
if (symb_type == SymbolType::parameter)
lhs_field = "parameter";
else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
switch (symb_type)
{
case SymbolType::parameter:
lhs_field = "parameter";
break;
case SymbolType::exogenous:
lhs_field = "structural_innovation";
break;
case SymbolType::endogenous:
lhs_field = "measurement_error";
break;
default:
cerr << "subsamples: invalid symbol type for " << name1 << endl;
exit(EXIT_FAILURE);
}
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
@ -3955,12 +3964,21 @@ SubsamplesEqualStatement::writeOutput(ostream &output, const string &basename, b
// Initialize associated subsample substructures in estimation_info
const SymbolType symb_type = symbol_table.getType(to_name1);
string lhs_field;
if (symb_type == SymbolType::parameter)
lhs_field = "parameter";
else if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
switch (symb_type)
{
case SymbolType::parameter:
lhs_field = "parameter";
break;
case SymbolType::exogenous:
lhs_field = "structural_innovation";
break;
case SymbolType::endogenous:
lhs_field = "measurement_error";
break;
default:
cerr << "subsamples: invalid symbol type for " << to_name1 << endl;
exit(EXIT_FAILURE);
}
output << "eifind = get_new_or_existing_ei_index('" << lhs_field;
@ -4213,7 +4231,7 @@ BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
bool
BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
if (symb_type == SymbolType::exogenous)
return true;
return false;
}
@ -4221,7 +4239,7 @@ BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
@ -4473,7 +4491,7 @@ PriorEqualStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
void
PriorEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
@ -4572,13 +4590,13 @@ BasicOptionsStatement::checkPass(ModFileStructure &mod_file_struct, WarningConso
bool
BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) const
{
return symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet;
return symb_type == SymbolType::exogenous;
}
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
@ -4780,7 +4798,7 @@ OptionsEqualStatement::writeJsonOutput(ostream &output) const
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
{
if (symb_type == SymbolType::exogenous || symb_type == SymbolType::exogenousDet)
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";

48
src/ParsingDriver.cc
View File

@ -548,7 +548,7 @@ ParsingDriver::init_val(const string &name, expr_t rhs)
return;
}
check_symbol_is_endogenous_or_exogenous(name);
check_symbol_is_endogenous_or_exogenous(name, true);
int symb_id = mod_file->symbol_table.getID(name);
init_values.emplace_back(symb_id, rhs);
}
@ -570,7 +570,7 @@ ParsingDriver::hist_val(const string &name, const string &lag, expr_t rhs)
return;
}
check_symbol_is_endogenous_or_exogenous(name);
check_symbol_is_endogenous_or_exogenous(name, true);
int symb_id = mod_file->symbol_table.getID(name);
int ilag = stoi(lag);
@ -627,7 +627,7 @@ ParsingDriver::add_generate_irfs_element(string name)
void
ParsingDriver::add_generate_irfs_exog_element(string exo, const string &value)
{
check_symbol_is_exogenous(exo);
check_symbol_is_exogenous(exo, false);
if (generate_irf_exos.find(exo) != generate_irf_exos.end())
error("You have set the exogenous variable " + exo + " twice.");
@ -885,7 +885,7 @@ ParsingDriver::add_det_shock(const string &var, const vector<pair<int, int>> &pe
if (conditional_forecast)
check_symbol_is_endogenous(var);
else
check_symbol_is_exogenous(var);
check_symbol_is_exogenous(var, true);
int symb_id = mod_file->symbol_table.getID(var);
@ -906,7 +906,7 @@ ParsingDriver::add_det_shock(const string &var, const vector<pair<int, int>> &pe
void
ParsingDriver::add_heteroskedastic_shock(const string &var, const vector<pair<int, int>> &periods, const vector<expr_t> &values, bool scales)
{
check_symbol_is_exogenous(var);
check_symbol_is_exogenous(var, false);
int symb_id = mod_file->symbol_table.getID(var);
@ -1709,18 +1709,18 @@ ParsingDriver::copy_prior(const string &to_declaration_type, const string &to_na
check_symbol_is_parameter(to_name1);
else
{
check_symbol_is_endogenous_or_exogenous(to_name1);
check_symbol_is_endogenous_or_exogenous(to_name1, false);
if (!to_name2.empty())
check_symbol_is_endogenous_or_exogenous(to_name2);
check_symbol_is_endogenous_or_exogenous(to_name2, false);
}
if (from_declaration_type == "par")
check_symbol_is_parameter(from_name1);
else
{
check_symbol_is_endogenous_or_exogenous(from_name1);
check_symbol_is_endogenous_or_exogenous(from_name1, false);
if (!from_name2.empty())
check_symbol_is_endogenous_or_exogenous(from_name2);
check_symbol_is_endogenous_or_exogenous(from_name2, false);
}
mod_file->addStatement(make_unique<PriorEqualStatement>(to_declaration_type, to_name1,
@ -1749,18 +1749,18 @@ ParsingDriver::copy_options(const string &to_declaration_type, const string &to_
check_symbol_is_parameter(to_name1);
else
{
check_symbol_is_endogenous_or_exogenous(to_name1);
check_symbol_is_endogenous_or_exogenous(to_name1, false);
if (!to_name2.empty())
check_symbol_is_endogenous_or_exogenous(to_name2);
check_symbol_is_endogenous_or_exogenous(to_name2, false);
}
if (from_declaration_type == "par")
check_symbol_is_parameter(from_name1);
else
{
check_symbol_is_endogenous_or_exogenous(from_name1);
check_symbol_is_endogenous_or_exogenous(from_name1, false);
if (!from_name2.empty())
check_symbol_is_endogenous_or_exogenous(from_name2);
check_symbol_is_endogenous_or_exogenous(from_name2, false);
}
mod_file->addStatement(make_unique<OptionsEqualStatement>(to_declaration_type, to_name1,
@ -1771,14 +1771,17 @@ ParsingDriver::copy_options(const string &to_declaration_type, const string &to_
}
void
ParsingDriver::check_symbol_is_endogenous_or_exogenous(const string &name)
ParsingDriver::check_symbol_is_endogenous_or_exogenous(const string &name, bool allow_det)
{
check_symbol_existence(name);
switch (mod_file->symbol_table.getType(name))
{
case SymbolType::endogenous:
case SymbolType::exogenous:
break;
case SymbolType::exogenousDet:
if (!allow_det)
error(name + " is an exogenous deterministic.");
break;
default:
error(name + " is neither endogenous or exogenous.");
@ -1794,13 +1797,16 @@ ParsingDriver::check_symbol_is_endogenous(const string &name)
}
void
ParsingDriver::check_symbol_is_exogenous(const string &name)
ParsingDriver::check_symbol_is_exogenous(const string &name, bool allow_exo_det)
{
check_symbol_existence(name);
switch (mod_file->symbol_table.getType(name))
{
case SymbolType::exogenous:
break;
case SymbolType::exogenousDet:
if (!allow_exo_det)
error(name + " is an exogenous deterministic.");
break;
default:
error(name + " is not exogenous.");
@ -1810,7 +1816,7 @@ ParsingDriver::check_symbol_is_exogenous(const string &name)
void
ParsingDriver::set_std_prior(const string &name, const string &subsample_name)
{
check_symbol_is_endogenous_or_exogenous(name);
check_symbol_is_endogenous_or_exogenous(name, false);
check_subsample_declaration_exists(name, subsample_name);
mod_file->addStatement(make_unique<StdPriorStatement>(name, subsample_name, prior_shape, prior_variance,
options_list, mod_file->symbol_table));
@ -1822,7 +1828,7 @@ ParsingDriver::set_std_prior(const string &name, const string &subsample_name)
void
ParsingDriver::set_std_options(const string &name, const string &subsample_name)
{
check_symbol_is_endogenous_or_exogenous(name);
check_symbol_is_endogenous_or_exogenous(name, false);
check_subsample_declaration_exists(name, subsample_name);
mod_file->addStatement(make_unique<StdOptionsStatement>(name, subsample_name, options_list, mod_file->symbol_table));
options_list.clear();
@ -1831,8 +1837,8 @@ ParsingDriver::set_std_options(const string &name, const string &subsample_name)
void
ParsingDriver::set_corr_prior(const string &name1, const string &name2, const string &subsample_name)
{
check_symbol_is_endogenous_or_exogenous(name1);
check_symbol_is_endogenous_or_exogenous(name2);
check_symbol_is_endogenous_or_exogenous(name1, false);
check_symbol_is_endogenous_or_exogenous(name2, false);
check_subsample_declaration_exists(name1, name2, subsample_name);
mod_file->addStatement(make_unique<CorrPriorStatement>(name1, name2, subsample_name, prior_shape, prior_variance,
options_list, mod_file->symbol_table));
@ -1844,8 +1850,8 @@ ParsingDriver::set_corr_prior(const string &name1, const string &name2, const st
void
ParsingDriver::set_corr_options(const string &name1, const string &name2, const string &subsample_name)
{
check_symbol_is_endogenous_or_exogenous(name1);
check_symbol_is_endogenous_or_exogenous(name2);
check_symbol_is_endogenous_or_exogenous(name1, false);
check_symbol_is_endogenous_or_exogenous(name2, false);
check_subsample_declaration_exists(name1, name2, subsample_name);
mod_file->addStatement(make_unique<CorrOptionsStatement>(name1, name2, subsample_name, options_list, mod_file->symbol_table));
options_list.clear();

6
src/ParsingDriver.hh
View File

@ -96,13 +96,13 @@ private:
void check_symbol_is_statement_variable(const string &name);
//! Checks that a given symbol exists and is a endogenous or exogenous, and stops with an error message if it isn't
void check_symbol_is_endogenous_or_exogenous(const string &name);
void check_symbol_is_endogenous_or_exogenous(const string &name, bool allow_exo_det);
//! Checks that a given symbol exists and is a endogenous, and stops with an error message if it isn't
void check_symbol_is_endogenous(const string &name);
//! Checks that a given symbol exists and is a exogenous (possibly deterministic), and stops with an error message if it isn't
void check_symbol_is_exogenous(const string &name);
//! Checks that a given symbol exists and is a exogenous, and stops with an error message if it isn't
void check_symbol_is_exogenous(const string &name, bool allow_exo_det);
//! Checks for symbol existence in model block. If it doesn't exist, an error message is stored to be printed at
//! the end of the model block