stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

ms-sbvar: fixing more bugs in linear restrictions

issue#70
Michel Juillard 2011-11-06 17:44:50 +01:00
parent 99075d38c8
commit b8dcb71b78
3 changed files with 60 additions and 26 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
DynareBison.yy
View File

@ -706,16 +706,20 @@ svar_var_list : svar_var_list COMMA symbol
{ driver.add_in_svar_restriction_symbols($1); }
;
restriction_expression : COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($3,$5);}
| expression
| MINUS COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_negative_restriction_element($4,$6);}
| expression TIMES COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($1,$5,$7);}
| MINUS expression COEFF TIMES '(' symbol COMMA INT_NUMBER ')'
{ driver.add_negative_restriction_element($2,$6,$8);}
restriction_expression : expression {driver.check_restriction_expression_constant($1);}
| restriction_elem_expression
| restriction_expression restriction_elem_expression
;
restriction_elem_expression : COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($3,$5);}
| MINUS COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_negative_restriction_element($4,$6);}
| expression TIMES COEFF '(' symbol COMMA INT_NUMBER ')'
{ driver.add_positive_restriction_element($1,$5,$7);}
| MINUS expression COEFF TIMES '(' symbol COMMA INT_NUMBER ')'
{ driver.add_negative_restriction_element($2,$6,$8);}
;
markov_switching : MARKOV_SWITCHING '(' ms_options_list ')' ';'
{ driver.markov_switching(); }

47
ParsingDriver.cc
View File

@ -760,7 +760,8 @@ ParsingDriver::end_svar_identification()
svar_restriction_symbols.clear();
svar_equation_restrictions.clear();
svar_ident_restrictions.clear();
svar_restriction_nbr.clear();
svar_Qi_restriction_nbr.clear();
svar_Ri_restriction_nbr.clear();
}
void
@ -780,7 +781,10 @@ ParsingDriver::combine_lag_and_restriction(string *lag)
{
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = it->first;
new_restriction.restriction_nbr = ++svar_restriction_nbr[it->first];
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[it->first];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[it->first];
new_restriction.lag = current_lag;
new_restriction.variable = *it1;
new_restriction.value = data_tree->One;
@ -829,7 +833,6 @@ void
ParsingDriver::add_restriction_equation_nbr(string *eq_nbr)
{
svar_equation_nbr = atoi(eq_nbr->c_str());
++svar_restriction_nbr[svar_equation_nbr];
svar_left_handside = true;
}
@ -852,10 +855,14 @@ ParsingDriver::add_positive_restriction_element(expr_t value, string *variable,
if (!svar_left_handside)
value = add_uminus(value);
int current_lag = atoi(lag->c_str());
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = svar_equation_nbr;
new_restriction.restriction_nbr = svar_restriction_nbr[svar_equation_nbr];
new_restriction.lag = atoi(lag->c_str());
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[svar_equation_nbr];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[svar_equation_nbr];
new_restriction.lag = current_lag;
new_restriction.variable = symb_id;
new_restriction.value = value;
@ -873,10 +880,14 @@ ParsingDriver::add_positive_restriction_element(string *variable, string *lag)
if (!svar_left_handside)
value = add_uminus(value);
int current_lag = atoi(lag->c_str());
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = svar_equation_nbr;
new_restriction.restriction_nbr = svar_restriction_nbr[svar_equation_nbr];
new_restriction.lag = atoi(lag->c_str());
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[svar_equation_nbr];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[svar_equation_nbr];
new_restriction.lag = current_lag;
new_restriction.variable = symb_id;
new_restriction.value = value;
@ -893,10 +904,14 @@ ParsingDriver::add_negative_restriction_element(expr_t value, string *variable,
if (svar_left_handside)
value = add_uminus(value);
int current_lag = atoi(lag->c_str());
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = svar_equation_nbr;
new_restriction.restriction_nbr = svar_restriction_nbr[svar_equation_nbr];
new_restriction.lag = atoi(lag->c_str());
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[svar_equation_nbr];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[svar_equation_nbr];
new_restriction.lag = current_lag;
new_restriction.variable = symb_id;
new_restriction.value = value;
@ -914,15 +929,27 @@ ParsingDriver::add_negative_restriction_element(string *variable, string *lag)
if (svar_left_handside)
value = add_uminus(value);
int current_lag = atoi(lag->c_str());
SvarIdentificationStatement::svar_identification_restriction new_restriction;
new_restriction.equation = svar_equation_nbr;
new_restriction.lag = atoi(lag->c_str());
if (current_lag > 0)
new_restriction.restriction_nbr = ++svar_Ri_restriction_nbr[svar_equation_nbr];
else
new_restriction.restriction_nbr = ++svar_Qi_restriction_nbr[svar_equation_nbr];
new_restriction.lag = current_lag;
new_restriction.variable = symb_id;
new_restriction.value = value;
svar_ident_restrictions.push_back(new_restriction);
}
void
ParsingDriver::check_restriction_expression_constant(expr_t value)
{
if (value->eval(eval_context_t()) != 0)
error("SVAR_INDENTIFICATION restrictions must be homogenous");
}
void
ParsingDriver::add_upper_cholesky()
{

17
ParsingDriver.hh
View File

@ -157,7 +157,8 @@ private:
//! Temporary storage for left/right handside of a restriction equation within an svar_identificaton block
bool svar_left_handside;
//! Temporary storage for current restriction number in svar_identification block
map<int,int> svar_restriction_nbr;
map<int,int> svar_Qi_restriction_nbr;
map<int,int> svar_Ri_restriction_nbr;
//! Temporary storage for argument list of external function
stack<vector<expr_t> > stack_external_function_args;
@ -365,18 +366,20 @@ public:
void add_in_svar_restriction_symbols(string *name);
//! Svar_Identification Statement: add exclusions of constants
void add_constants_exclusion();
//! Svar_Identification Statment: add equation number for following restriction equations
//! Svar_Identification Statement: add equation number for following restriction equations
void add_restriction_equation_nbr(string *eq_nbr);
//! Svar_Identification Statment: record presence of equal sign
//! Svar_Identification Statement: record presence of equal sign
void add_restriction_equal();
//! Svar_Idenditification Statmenet: add coefficient of a linear restriction (positive value)
//! Svar_Idenditification Statement: add coefficient of a linear restriction (positive value)
void add_positive_restriction_element(expr_t value, string *variable, string *lag);
//! Svar_Idenditification Statmenet: add unit coefficient of a linear restriction
//! Svar_Idenditification Statement: add unit coefficient of a linear restriction
void add_positive_restriction_element(string *variable, string *lag);
//! Svar_Idenditification Statmenet: add coefficient of a linear restriction (negative value)
//! Svar_Idenditification Statement: add coefficient of a linear restriction (negative value)
void add_negative_restriction_element(expr_t value, string *variable, string *lag);
//! Svar_Idenditification Statmenet: add negative unit coefficient of a linear restriction
//! Svar_Idenditification Statement: add negative unit coefficient of a linear restriction
void add_negative_restriction_element(string *variable, string *lag);
//! Svar_Identification Statement: check that restriction is homogenous
void check_restriction_expression_constant(expr_t value);
//! Svar_Identification Statement: restriction of form upper cholesky
void add_upper_cholesky();
//! Svar_Identification Statement: restriction of form lower cholesky