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Drop the “Sigma_e” statement

master
Sébastien Villemot 2023-01-16 15:08:23 +01:00
parent a7b0a324c9
commit 8ebd9a9496
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GPG Key ID: 2CECE9350ECEBE4A
7 changed files with 3 additions and 278 deletions
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25
src/DynareBison.yy
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@ -116,7 +116,7 @@ class ParsingDriver;
%token <string> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
%token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SHOCKS HETEROSKEDASTIC_SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
@ -245,7 +245,6 @@ statement : parameters
| shocks
| mshocks
| heteroskedastic_shocks
| sigma_e
| steady
| check
| simul
@ -1322,8 +1321,6 @@ period_list : period_list COMMA INT_NUMBER
}
;
sigma_e : SIGMA_E EQUAL '[' triangular_matrix ']' ';' { driver.do_sigma_e(); };
value_list : value_list COMMA '(' expression ')'
{
$$ = $1;
@ -1358,26 +1355,6 @@ value_list : value_list COMMA '(' expression ')'
}
;
triangular_matrix : triangular_matrix ';' triangular_row
{ driver.end_of_row(); }
| triangular_row
{ driver.end_of_row(); }
;
triangular_row : triangular_row COMMA '(' expression ')'
{ driver.add_to_row($4); }
| triangular_row COMMA signed_number
{ driver.add_to_row_const($3); }
| triangular_row '(' expression ')'
{ driver.add_to_row($3); }
| triangular_row signed_number
{ driver.add_to_row_const($2); }
| '(' expression ')'
{ driver.add_to_row($2); }
| signed_number
{ driver.add_to_row_const($1); }
;
steady : STEADY ';'
{ driver.steady(); }
| STEADY '(' steady_options_list ')' ';'

17
src/DynareFlex.ll
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@ -41,10 +41,6 @@ using token = Dynare::parser::token;
#define yyterminate() return Dynare::parser::token_type (0);
int comment_caller, line_caller;
/* Particular value : when sigma_e command is found
this flag is set to 1, when command finished it is set to 0
*/
int sigma_e = 0;
string eofbuff;
%}
@ -142,7 +138,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>var_expectation_model {BEGIN DYNARE_STATEMENT; return token::VAR_EXPECTATION_MODEL;}
<INITIAL>pac_model {BEGIN DYNARE_STATEMENT; return token::PAC_MODEL;}
<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
<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_model {BEGIN DYNARE_STATEMENT; return token::RAMSEY_MODEL;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
@ -196,11 +191,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>var_remove {BEGIN DYNARE_STATEMENT; return token::VAR_REMOVE;}
<INITIAL>resid {BEGIN DYNARE_STATEMENT; return token::RESID;}
<DYNARE_STATEMENT>; {
if (!sigma_e)
BEGIN INITIAL;
return Dynare::parser::token_type (yytext[0]);
}
<DYNARE_STATEMENT>; {BEGIN INITIAL; return Dynare::parser::token_type (yytext[0]);}
/* Begin of a Dynare block */
@ -942,11 +933,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT,DYNARE_BLOCK>: {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>[\(\)] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>\[ {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>\] {
if (sigma_e)
sigma_e = 0;
return Dynare::parser::token_type (yytext[0]);
}
<DYNARE_STATEMENT,DYNARE_BLOCK>\] {return Dynare::parser::token_type (yytext[0]);}
<DYNARE_STATEMENT,DYNARE_BLOCK>\+ {return token::PLUS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>- {return token::MINUS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>\* {return token::TIMES;}

2
src/Makefile.am
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@ -24,8 +24,6 @@ dynare_preprocessor_SOURCES = \
NumericalInitialization.hh \
Shocks.cc \
Shocks.hh \
SigmaeInitialization.cc \
SigmaeInitialization.hh \
SymbolTable.cc \
SymbolTable.hh \
SymbolList.cc \

37
src/ParsingDriver.cc
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@ -1322,43 +1322,6 @@ ParsingDriver::add_svar_global_identification_check()
mod_file->addStatement(make_unique<SvarGlobalIdentificationCheckStatement>());
}
void
ParsingDriver::do_sigma_e()
{
warning("Sigma_e: this command is now deprecated and may be removed in a future version of Dynare. Please use the ''shocks'' command instead.");
try
{
mod_file->addStatement(make_unique<SigmaeStatement>(move(sigmae_matrix)));
}
catch (SigmaeStatement::MatrixFormException &e)
{
error("Sigma_e: matrix is neither upper triangular nor lower triangular");
}
sigmae_matrix.clear();
}
void
ParsingDriver::end_of_row()
{
sigmae_matrix.push_back(sigmae_row);
sigmae_row.clear();
}
void
ParsingDriver::add_to_row_const(const string &v)
{
sigmae_row.push_back(v.at(0) == '-' ?
data_tree->AddUMinus(data_tree->AddNonNegativeConstant(v.substr(1))) :
data_tree->AddNonNegativeConstant(v));
}
void
ParsingDriver::add_to_row(expr_t v)
{
sigmae_row.push_back(v);
}
void
ParsingDriver::steady()
{

13
src/ParsingDriver.hh
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@ -40,7 +40,6 @@ class ParsingDriver;
#include "ComputingTasks.hh"
#include "Shocks.hh"
#include "SigmaeInitialization.hh"
#include "NumericalInitialization.hh"
#include "DynamicModel.hh"
@ -165,10 +164,6 @@ private:
ShocksStatement::covar_and_corr_shocks_t corr_shocks;
//! Temporary storage for values and scales of heteroskedastic_shocks
HeteroskedasticShocksStatement::heteroskedastic_shocks_t heteroskedastic_shocks_values, heteroskedastic_shocks_scales;
//! Temporary storage for Sigma_e rows
SigmaeStatement::row_t sigmae_row;
//! Temporary storage for Sigma_e matrix
SigmaeStatement::matrix_t sigmae_matrix;
//! Temporary storage for initval blocks
InitOrEndValStatement::init_values_t init_values;
/* Temporary storage for endval blocks. Uses a type that encompasses both
@ -486,14 +481,6 @@ public:
//! Adds a deterministic shock value
/*! \param v a string containing a (possibly negative) numeric constant */
void add_value(const string &v);
//! Writes a Sigma_e block
void do_sigma_e();
//! Ends row of Sigma_e block
void end_of_row();
//! Adds a constant element to current row of Sigma_e
void add_to_row_const(const string &v);
//! Adds an expression element to current row of Sigma_e
void add_to_row(expr_t v);
//! Write a steady command
void steady();
//! Sets an option to a numerical value

123
src/SigmaeInitialization.cc
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@ -1,123 +0,0 @@
/*
* Copyright © 2003-2022 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#include <utility>
#include "SigmaeInitialization.hh"
SigmaeStatement::SigmaeStatement(matrix_t matrix_arg) noexcept(false) :
matrix{move(matrix_arg)},
matrix_form{determineMatrixForm(matrix)}
{
}
SigmaeStatement::MatrixForm
SigmaeStatement::determineMatrixForm(const matrix_t &matrix) noexcept(false)
{
size_t nbe;
int inc;
MatrixForm type;
// Checking if first or last row has one element.
if (matrix.front().size() == 1)
{
inc = 1;
nbe = 2;
type = MatrixForm::lower;
}
else if (matrix.back().size() == 1)
{
inc = -1;
nbe = matrix.front().size()-1;
type = MatrixForm::upper;
}
else
throw MatrixFormException();
// Checking if matrix is triangular (upper or lower):
// each row has one element more or less than the previous one
// and first or last one has one element.
for (auto ir = ++matrix.begin(); ir != matrix.end(); ++ir, nbe += inc)
if (ir->size() != nbe)
throw MatrixFormException();
return type;
}
void
SigmaeStatement::writeOutput(ostream &output, [[maybe_unused]] const string &basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.Sigma_e = [..." << endl;
for (size_t ir = 0; ir < matrix.size(); ir++)
{
for (size_t ic = 0; ic < matrix.size(); ic++)
{
size_t ic1, ir1;
if (ic >= ir && matrix_form == MatrixForm::upper)
{
ic1 = ic-ir;
ir1 = ir;
}
else if (ic < ir && matrix_form == MatrixForm::upper)
{
ic1 = ir-ic;
ir1 = ic;
}
else if (ic > ir && matrix_form == MatrixForm::lower)
{
ic1 = ir;
ir1 = ic;
}
else // ic <= ir && matrix_form == MatrixForm::lower
{
ic1 = ic;
ir1 = ir;
}
matrix[ir1][ic1]->writeOutput(output);
output << " ";
}
output << ";..." << endl;
}
output << "];" << endl;
}
void
SigmaeStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "Sigma_e", "value": [)";
for (bool printed_something{false};
const auto &row : matrix)
{
if (exchange(printed_something, true))
output << ", ";
output << "[";
for (bool printed_something2{false};
auto elem : row)
{
if (exchange(printed_something2, true))
output << ", ";
output << '"';
elem->writeJsonOutput(output, {}, {});
output << '"';
}
output << "]";
}
output << "] }";
}

64
src/SigmaeInitialization.hh
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@ -1,64 +0,0 @@
/*
* Copyright © 2003-2020 Dynare Team
*
* This file is part of Dynare.
*
* Dynare is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Dynare is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Dynare. If not, see <https://www.gnu.org/licenses/>.
*/
#ifndef _SIGMAEINITIALIZATION_HH
#define _SIGMAEINITIALIZATION_HH
#include <string>
#include <vector>
#include "ExprNode.hh"
#include "Statement.hh"
//! Stores a Sigma_e statement
class SigmaeStatement : public Statement
{
public:
//! Matrix form (lower or upper triangular) enum
enum class MatrixForm
{
lower, //!< Lower triangular matrix
upper //!< Upper triangular matrix
};
//! Type of a matrix row
using row_t = vector<expr_t>;
//! Type of a complete matrix
using matrix_t = vector<row_t>;
//! An exception indicating that a matrix is neither upper triangular nor lower triangular
class MatrixFormException
{
};
private:
//! The matrix
const matrix_t matrix;
//! Matrix form (lower or upper)
const MatrixForm matrix_form;
//! Returns the type (upper or lower triangular) of a given matrix
/*! Throws an exception if it is neither upper triangular nor lower triangular */
static MatrixForm determineMatrixForm(const matrix_t &matrix) noexcept(false);
public:
explicit SigmaeStatement(matrix_t matrix_arg) noexcept(false);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
#endif