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ms-sbvar: remove regime argument and support duration=array

issue#70
Houtan Bastani 2011-12-19 15:57:28 +01:00
parent 37bfa41518
commit 9cbaf6200a
4 changed files with 23 additions and 36 deletions
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22
ComputingTasks.cc
View File

@ -1359,7 +1359,9 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_li
void
MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) const
{
OptionsList::num_options_t::const_iterator itChain, itRegime, itNOR, itDuration;
bool isDurationAVec = true;
string infStr("Inf");
OptionsList::num_options_t::const_iterator itChain, itNOR, itDuration;
itChain = options_list.num_options.find("ms.chain");
if (itChain == options_list.num_options.end())
@ -1374,16 +1376,20 @@ MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) c
cerr << "MarkovSwitchingStatement::writeOutput() Should not arrive here (2). Please report this to the Dynare Team." << endl;
exit(EXIT_FAILURE);
}
else if (atof(itDuration->second.c_str()) || infStr.compare(itDuration->second) == 0)
isDurationAVec = false;
output << "options_.ms.duration = " << itDuration->second << ";" << endl;
itRegime = options_list.num_options.find("ms.regime");
itNOR = options_list.num_options.find("ms.number_of_regimes");
if (itRegime != options_list.num_options.end()
&& itNOR == options_list.num_options.end())
output << "options_.ms.ms_chain(" << itChain->second << ").regime(" << itRegime->second << ").duration = " << itDuration->second << ";" << endl;
else if (itRegime == options_list.num_options.end()
&& itNOR != options_list.num_options.end())
if (itNOR != options_list.num_options.end())
for (int i = 0; i < atoi(itNOR->second.c_str()); i++)
output << "options_.ms.ms_chain(" << itChain->second << ").regime(" << i+1 << ").duration = " << itDuration->second << ";" << endl;
{
output << "options_.ms.ms_chain(" << itChain->second << ").regime("
<< i+1 << ").duration = options_.ms.duration";
if (isDurationAVec)
output << "(" << i+1 << ")";
output << ";" << endl;
}
else
{
cerr << "MarkovSwitchingStatement::writeOutput() Should not arrive here (3). Please report this to the Dynare Team." << endl;

8
DynareBison.yy
View File

@ -156,7 +156,7 @@ class ParsingDriver;
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY MONTHLY QUARTERLY
%token MARKOV_SWITCHING CHAIN REGIME DURATION NUMBER_OF_REGIMES
%token MARKOV_SWITCHING CHAIN DURATION NUMBER_OF_REGIMES
%token SVAR COEFF COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
@ -740,7 +740,6 @@ ms_options_list : ms_options_list COMMA ms_options
;
ms_options : o_chain
| o_regime
| o_duration
| o_number_of_regimes
;
@ -2220,11 +2219,10 @@ o_cnum : CNUM EQUAL INT_NUMBER {driver.option_num("ms.cnum",$3); };
o_k_order_solver : K_ORDER_SOLVER {driver.option_num("k_order_solver","1"); };
o_pruning : PRUNING { driver.option_num("pruning", "1"); };
o_chain : CHAIN EQUAL INT_NUMBER { driver.option_num("ms.chain",$3); };
o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
o_duration : DURATION EQUAL non_negative_number
{ driver.option_num("ms.duration",$3); }
| DURATION EQUAL INF_CONSTANT
{ driver.option_num("ms.duration","Inf"); }
| DURATION EQUAL vec_value_w_inf
{ driver.option_num("ms.duration",$3); }
;
o_number_of_regimes : NUMBER_OF_REGIMES EQUAL INT_NUMBER { driver.option_num("ms.number_of_regimes",$3); };
o_coefficients : COEFFICIENTS { driver.option_str("ms.coefficients","svar_coefficients"); };

1
DynareFlex.ll
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@ -504,7 +504,6 @@ string eofbuff;
<DYNARE_STATEMENT,DYNARE_BLOCK>upper_cholesky {return token::UPPER_CHOLESKY;}
<DYNARE_STATEMENT,DYNARE_BLOCK>lower_cholesky {return token::LOWER_CHOLESKY;}
<DYNARE_STATEMENT>chain {return token::CHAIN;}
<DYNARE_STATEMENT>regime {return token::REGIME;}
<DYNARE_STATEMENT>number_of_regimes {return token::NUMBER_OF_REGIMES;}
<DYNARE_STATEMENT>duration {return token::DURATION;}
<DYNARE_STATEMENT>coefficients {return token::COEFFICIENTS;}

28
ParsingDriver.cc
View File

@ -1738,7 +1738,7 @@ ParsingDriver::svar()
void
ParsingDriver::markov_switching()
{
OptionsList::num_options_t::const_iterator it0, it1;
OptionsList::num_options_t::const_iterator it0;
it0 = options_list.num_options.find("ms.chain");
if (it0 == options_list.num_options.end())
@ -1746,31 +1746,15 @@ ParsingDriver::markov_switching()
else if (atoi(it0->second.c_str()) <= 0)
error("The value passed to the chain option must be greater than zero.");
it0 = options_list.num_options.find("ms.regime");
it1 = options_list.num_options.find("ms.number_of_regimes");
if ((it0 == options_list.num_options.end())
&& (it1 == options_list.num_options.end()))
error("Either a regime option or a number_of_regimes option must be passed to the markov_switching statement.");
it0 = options_list.num_options.find("ms.number_of_regimes");
if (it0 == options_list.num_options.end())
error("A number_of_regimes option must be passed to the markov_switching statement.");
else if (atoi(it0->second.c_str()) <= 0)
error("The value passed to the number_of_regimes option must be greater than zero.");
if ((it0 != options_list.num_options.end())
&& (it1 != options_list.num_options.end()))
error("You cannot pass both a regime option and a number_of_regimes option to the markov_switching statement.");
if (it0 != options_list.num_options.end())
if (atoi(it0->second.c_str()) <= 0)
error("The value passed to the regime option must be greater than zero.");
if (it1 != options_list.num_options.end())
if (atoi(it1->second.c_str()) <= 0)
error("The value passed to the number_of_regimes option must be greater than zero.");
string infStr("Inf");
it0 = options_list.num_options.find("ms.duration");
if (it0 == options_list.num_options.end())
error("A duration option must be passed to the markov_switching statement.");
else if (infStr.compare(it0->second) != 0)
if (atof(it0->second.c_str()) <= 0.0)
error("The value passed to the duration option must be greater than zero.");
mod_file->addStatement(new MarkovSwitchingStatement(options_list));
options_list.clear();