adding groups of shocks for shock_decomposition

consistency checks, documentation and test case
are still missing

DynareBison.yy

@@ -120,7 +120,7 @@ class ParsingDriver;
 %token <string_val> QUOTED_STRING
 %token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
 %token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
-%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
+%token SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
 %token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
 %token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
 %token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
@@ -128,7 +128,7 @@ class ParsingDriver;
 %token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
 %token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
 %token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
-%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER
+%token XLS_SHEET XLS_RANGE LMMCP OCCBIN BANDPASS_FILTER COLORMAP
 %left COMMA
 %left EQUAL_EQUAL EXCLAMATION_EQUAL
 %left LESS GREATER LESS_EQUAL GREATER_EQUAL
@@ -285,6 +285,7 @@ statement : parameters
           | perfect_foresight_solver
           | prior_function
           | posterior_function
+          | shock_groups
           ;
 
 dsample : DSAMPLE INT_NUMBER ';'
@@ -2382,6 +2383,8 @@ shock_decomposition_options_list : shock_decomposition_option COMMA shock_decomp
 
 shock_decomposition_option : o_parameter_set
                            | o_datafile
+                           | o_use_shock_groups
+                           | o_colormap
                            ;
 
 homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
@@ -2583,6 +2586,23 @@ smoother2histval_option : o_infile
                         | o_outvars
                         ;
 
+shock_groups : SHOCK_GROUPS ';' shock_group_list END ';'{driver.end_shock_groups(new string("default"));}
+             | SHOCK_GROUPS '(' NAME EQUAL symbol ')' ';' shock_group_list END ';'
+               {driver.end_shock_groups($5);}
+             ;
+
+shock_group_list : shock_group_list shock_group_element
+                 | shock_group_element
+                 ;
+
+shock_group_element : symbol EQUAL shock_name_list ';' {driver.add_shock_group($1);}
+                    ;
+                    
+shock_name_list : shock_name_list COMMA symbol {driver.add_shock_group_element($3);}
+                | shock_name_list symbol {driver.add_shock_group_element($2);}
+                | symbol {driver.add_shock_group_element($1);}
+                ;
+
 o_dr_algo : DR_ALGO EQUAL INT_NUMBER {
                                        if (*$3 == string("0"))
                                          driver.warning("dr_algo option is now deprecated, and may be removed in a future version of Dynare");
@@ -3094,6 +3114,10 @@ o_lmmcp : LMMCP {driver.option_num("lmmcp", "1"); };
 o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
 o_function : FUNCTION EQUAL filename { driver.option_str("function", $3); };
 o_sampling_draws : SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("sampling_draws",$3); };
+o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("use_shock_groups","default"); }
+                   | USE_SHOCK_GROUPS EQUAL symbol { driver.option_str("use_shock_groups", $3); }
+                   ;
+o_colormap : COLORMAP EQUAL symbol { driver.option_str("colormap",$3); };
 
 range : symbol ':' symbol
         {

DynareFlex.ll

@@ -187,6 +187,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <INITIAL>endval {BEGIN DYNARE_BLOCK; return token::ENDVAL;}
 <INITIAL>histval {BEGIN DYNARE_BLOCK; return token::HISTVAL;}
 <INITIAL>shocks {BEGIN DYNARE_BLOCK; return token::SHOCKS;}
+<INITIAL>shock_groups {BEGIN DYNARE_BLOCK; return token::SHOCK_GROUPS;}
 <INITIAL>mshocks {BEGIN DYNARE_BLOCK; return token::MSHOCKS;}
 <INITIAL>estimated_params {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS;}
  /* priors is an alias for estimated_params */
@@ -793,6 +794,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
 <DYNARE_STATEMENT>max_dim_cova_group {return token::MAX_DIM_COVA_GROUP;}
 <DYNARE_STATEMENT>gsa_sample_file {return token::GSA_SAMPLE_FILE;}
 
+<DYNARE_STATEMENT>use_shock_groups {return token::USE_SHOCK_GROUPS;}
+
 <DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
   yylval->string_val = new string(yytext);
   return token::NAME;

ParsingDriver.cc

@@ -2872,3 +2872,36 @@ ParsingDriver::add_ramsey_constraint(const string *name, BinaryOpcode op_code, c
   delete name;
 }
 
+void
+ParsingDriver::add_shock_group_element(string *name)
+{
+  check_symbol_existence(*name);
+  int symb_id = mod_file->symbol_table.getID(*name);
+  SymbolType type = mod_file->symbol_table.getType(symb_id);
+
+  if (type != eExogenous)
+    error("shock_groups: " + *name + " should be an exogenous variable");
+
+  shock_group.push_back(*name);
+
+  delete name;
+}
+
+
+void
+ParsingDriver::add_shock_group(string *name)
+{
+  ShockGroupsStatement::Group G;
+  G.name = *name;
+  G.list = shock_group;
+  shock_groups.push_back(G);
+
+  shock_group.clear();
+}
+
+void
+ParsingDriver::end_shock_groups(const string *name)
+{
+  mod_file->addStatement(new ShockGroupsStatement(shock_groups, *name));
+  shock_groups.clear();
+}

ParsingDriver.hh

@@ -205,6 +205,10 @@ private:
   //! Temporary storage for subsample statement: map<pair<var_name1, var_name2>>, subsample_declaration_map >
   typedef map<pair<string, string >, SubsamplesStatement::subsample_declaration_map_t > subsample_declarations_t;
   subsample_declarations_t subsample_declarations;
+  //! Temporary storage for shock_groups
+  vector<string> shock_group;
+  vector<ShockGroupsStatement::Group> shock_groups;
+  
   //! reset the values for temporary storage
   void reset_current_external_function_options();
   //! Adds a model lagged variable to ModelTree and VariableTable
@@ -698,7 +702,13 @@ public:
   void add_irf_calibration_item(string *endo, string *periods, string *exo, vector<string *> *range);
   //! End a moment_calibration statement
   void end_irf_calibration();
-
+  //! Add a shock to a group
+  void add_shock_group_element(string *name);
+  //! Add a set of shock groups
+  void add_shock_group(string *name);
+  //! End shock groups declaration
+  void end_shock_groups(const string *name);
+    
   void smoother2histval();
   void histval_file(string *filename);
   void perfect_foresight_setup();

Shocks.cc

@@ -459,3 +459,22 @@ IrfCalibration::writeOutput(ostream &output, const string &basename, bool minima
     }
   output << "};" << endl;
 }
+
+ShockGroupsStatement::ShockGroupsStatement(const group_t &shock_groups_arg, const string &name_arg)
+  : shock_groups(shock_groups_arg), name(name_arg)
+{
+}
+
+void
+ShockGroupsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+  for (vector<Group>::const_iterator it = shock_groups.begin(); it != shock_groups.end(); it++)
+    {
+      output << "M_.shock_groups." << name
+             << "." << it->name << " = {";
+      for ( vector<string>::const_iterator it1 = it->list.begin(); it1 != it->list.end(); it1++)
+        output << " '" << *it1 << "'";
+      output << "};" << endl;
+    }
+}
+  

Shocks.hh

@@ -141,4 +141,22 @@ public:
   virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
 };
 
+class ShockGroupsStatement : public Statement
+{
+public:
+  struct Group
+  {
+    string name;
+    vector<string> list;
+  };
+  typedef vector<Group> group_t;
+private:
+  group_t shock_groups;
+  vector<string> group_names;
+  string name;
+public:
+  ShockGroupsStatement(const group_t &shock_groups_arg, const string &name_arg);
+  virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+  
 #endif