Implement new “occbin” option to “model” block

For the time being, the preprocessor will refuse that this option be used with
any command other than estimation.

By the way, remove occbin_likelihood and occbin_smoother options to estimation.

Ref. dynare#569

src/ComputingTasks.cc

@@ -1019,20 +1019,6 @@ EstimationStatement::writeOutput(ostream &output, const string &basename, bool m
 {
   options_list.writeOutput(output);
 
-  bool occbin_option_present = false;
-  if (auto it = options_list.num_options.find("occbin_likelihood");
-      it != options_list.num_options.end() && it->second == "true")
-    occbin_option_present = true;
-
-  if (auto it = options_list.num_options.find("occbin_smoother");
-      it != options_list.num_options.end() && it->second == "true")
-    occbin_option_present = true;
-
-  if (occbin_option_present)
-    output << "options_ = set_default_occbin_options(options_, M_);" << endl
-           << "clear mr_runsim_occbin_fn" << endl
-           << "M_ = get_wish_list(M_);" << endl;
-
   // Special treatment for order option and particle filter
   if (auto it = options_list.num_options.find("order");
       it == options_list.num_options.end())

src/DynamicModel.cc

@@ -2798,7 +2798,7 @@ DynamicModel::writeBlockDriverOutput(ostream &output, const string &basename,
 }
 
 void
-DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool block_decomposition, bool use_dll, bool estimation_present, bool compute_xrefs) const
+DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool block_decomposition, bool use_dll, bool occbin, bool estimation_present, bool compute_xrefs) const
 {
   /* Writing initialisation for M_.lead_lag_incidence matrix
      M_.lead_lag_incidence is a matrix with as many columns as there are
@@ -2895,7 +2895,8 @@ DynamicModel::writeDriverOutput(ostream &output, const string &basename, bool bl
   equation_tags.writeOutput(output);
 
   // Write Occbin tags
-  equation_tags.writeOccbinOutput(output);
+  if (occbin)
+    equation_tags.writeOccbinOutput(output);
 
   // Write mapping for variables and equations they are present in
   for (const auto &variable : variableMapping)

src/DynamicModel.hh

@@ -300,7 +300,7 @@ public:
   void computingPass(bool jacobianExo, int derivsOrder, int paramsDerivsOrder,
                      const eval_context_t &eval_context, bool no_tmp_terms, bool block, bool use_dll, bool bytecode);
   //! Writes information about the dynamic model to the driver file
-  void writeDriverOutput(ostream &output, const string &basename, bool block, bool use_dll, bool estimation_present, bool compute_xrefs) const;
+  void writeDriverOutput(ostream &output, const string &basename, bool block, bool use_dll, bool occbin, bool estimation_present, bool compute_xrefs) const;
 
   //! Write JSON AST
   void writeJsonAST(ostream &output) const;

src/DynareBison.yy

@@ -107,7 +107,7 @@ class ParsingDriver;
 %token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
 %token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
 %token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS MODEL_NAME STDERR_MULTIPLES DIAGONAL_ONLY
-%token DETERMINISTIC_TRENDS OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT
+%token DETERMINISTIC_TRENDS OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT OCCBIN
 %token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
 %token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
 %token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING PARTICLE_FILTER_OPTIONS
@@ -131,7 +131,7 @@ class ParsingDriver;
 %precedence UNARY
 %nonassoc POWER
 %token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN ERF DIFF ADL AUXILIARY_MODEL_NAME
-%token SQRT CBRT NORMCDF NORMPDF STEADY_STATE EXPECTATION OCCBIN_LIKELIHOOD OCCBIN_SMOOTHER
+%token SQRT CBRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
 /* GSA analysis */
 %token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
 %token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
@@ -873,6 +873,7 @@ model_options : BLOCK { driver.block(); }
               | o_linear
               | PARALLEL_LOCAL_FILES EQUAL '(' parallel_local_filename_list ')'
               | BALANCED_GROWTH_TEST_TOL EQUAL non_negative_number { driver.balanced_growth_test_tol($3); }
+              | OCCBIN { driver.occbin(); }
               ;
 
 model_options_list : model_options_list COMMA model_options
@@ -2089,8 +2090,6 @@ estimation_options : o_datafile
                    | o_emas_max_iter
                    | o_stderr_multiples
                    | o_diagonal_only
-                   | o_occbin_likelihood
-                   | o_occbin_smoother
                    | o_no_init_estimation_check_first_obs
                    | o_heteroskedastic_filter
                    ;
@@ -3518,8 +3517,6 @@ o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE {driver.option_
 o_distribution_approximation : DISTRIBUTION_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.distribution_approximation.cubature", "true"); driver.option_num("particle.distribution_approximation.unscented", "false"); driver.option_num("particle.distribution_approximation.montecarlo", "false");}
 		| DISTRIBUTION_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.distribution_approximation.cubature", "false"); driver.option_num("particle.distribution_approximation.unscented", "true"); driver.option_num("particle.distribution_approximation.montecarlo", "false");}
 		| DISTRIBUTION_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.distribution_approximation.cubature", "false"); driver.option_num("particle.distribution_approximation.unscented", "false"); driver.option_num("particle.distribution_approximation.montecarlo", "true");} ;
-o_occbin_likelihood : OCCBIN_LIKELIHOOD { driver.option_num("occbin_likelihood", "true"); };
-o_occbin_smoother : OCCBIN_SMOOTHER { driver.option_num("occbin_smoother", "true"); };
 o_gsa_identification : IDENTIFICATION EQUAL INT_NUMBER { driver.option_num("identification", $3); }; /*not in doc */
 o_gsa_morris : MORRIS EQUAL INT_NUMBER { driver.option_num("morris", $3); };
 o_gsa_stab : STAB  EQUAL INT_NUMBER { driver.option_num("stab", $3); };

src/DynareFlex.ll

@@ -434,8 +434,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_STATEMENT>rescale_prediction_error_covariance {return token::RESCALE_PREDICTION_ERROR_COVARIANCE;}
 <DYNARE_STATEMENT>use_penalized_objective_for_hessian {return token::USE_PENALIZED_OBJECTIVE_FOR_HESSIAN;}
 <DYNARE_STATEMENT>expression    {return token::EXPRESSION;}
-<DYNARE_STATEMENT>occbin_likelihood {return token::OCCBIN_LIKELIHOOD;}
-<DYNARE_STATEMENT>occbin_smoother {return token::OCCBIN_SMOOTHER;}
 <DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;}
 <DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;}
 
@@ -836,6 +834,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
 <DYNARE_BLOCK>no_static {return token::NO_STATIC;}
 <DYNARE_BLOCK>differentiate_forward_vars {return token::DIFFERENTIATE_FORWARD_VARS;}
 <DYNARE_BLOCK>parallel_local_files {return token::PARALLEL_LOCAL_FILES;}
+<DYNARE_BLOCK>occbin {return token::OCCBIN;}
 
 <DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}
 

src/EquationTags.cc

@@ -165,3 +165,16 @@ EquationTags::writeJsonAST(ostream &output, const int eqn) const
     }
   output << "}";
 }
+
+bool
+EquationTags::hasOccbinTags() const
+{
+  for (const auto & [eqn, tags] : eqn_tags)
+    for (const auto & [key, value] : tags)
+      if (key == "pswitch"
+          || key == "bind"
+          || key == "relax"
+          || key == "pcrit")
+        return true;
+  return false;
+}

src/EquationTags.hh

@@ -115,6 +115,10 @@ public:
   void writeOccbinOutput(ostream &output) const;
   void writeLatexOutput(ostream &output, int eqn) const;
   void writeJsonAST(ostream &output, const int eq) const;
+
+  /* Returns true if at least one equation has a tag associated to occbin
+     (bind/relax/pswitch/pcrit) */
+  bool hasOccbinTags() const;
 };
 
 #endif

src/ModFile.cc

@@ -686,6 +686,23 @@ ModFile::transformPass(bool nostrict, bool stochastic, bool compute_xrefs, bool
       exit(EXIT_FAILURE);
     }
 
+  if (occbin && !dynamic_model.hasOccbinTags())
+    {
+      cerr << "ERROR: the 'occbin' option is present, but there is no equation with the associated tags (bind/relax/pswitch/pcrit)" << endl;
+      exit(EXIT_FAILURE);
+    }
+
+  if (occbin
+      && (mod_file_struct.stoch_simul_present || mod_file_struct.osr_present
+          || mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present
+          || mod_file_struct.discretionary_policy_present || mod_file_struct.extended_path_present
+          || mod_file_struct.identification_present || mod_file_struct.sensitivity_present
+          || mod_file_struct.mom_estimation_present || mod_file_struct.calib_smoother_present))
+    {
+      cerr << "ERROR: the 'occbin' option is not compatible with commands other than 'estimation'" << endl;
+      exit(EXIT_FAILURE);
+    }
+
   if (!mod_file_struct.ramsey_model_present)
     cout << "Found " << dynamic_model.equation_number() << " equation(s)." << endl;
   else
@@ -1018,11 +1035,16 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
 
   if (dynamic_model.equation_number() > 0)
     {
-      dynamic_model.writeDriverOutput(mOutputFile, basename, block, use_dll, mod_file_struct.estimation_present, compute_xrefs);
+      dynamic_model.writeDriverOutput(mOutputFile, basename, block, use_dll, occbin, mod_file_struct.estimation_present, compute_xrefs);
       if (!no_static)
         static_model.writeDriverOutput(mOutputFile, block);
     }
 
+  if (occbin)
+    mOutputFile << "options_ = set_default_occbin_options(options_, M_);" << endl
+                << "clear mr_runsim_occbin_fn" << endl
+                << "M_ = get_wish_list(M_);" << endl;
+
   if (onlymodel || gui)
     for (const auto &statement : statements)
       {

src/ModFile.hh

@@ -99,6 +99,9 @@ public:
     with a lead */
   vector<string> differentiate_forward_vars_subset;
 
+  //! Whether “occbin” option is used
+  bool occbin{false};
+
   //! Are nonstationary variables present ?
   bool nonstationary_variables{false};
 

src/ModelTree.cc

@@ -2120,3 +2120,9 @@ ModelTree::updateReverseVariableEquationOrderings()
       eq_idx_orig2block[eq_idx_block2orig[i]] = i;
     }
 }
+
+bool
+ModelTree::hasOccbinTags() const
+{
+  return equation_tags.hasOccbinTags();
+}

src/ModelTree.hh

@@ -494,6 +494,10 @@ public:
         return "UNKNOWN                      ";
       }
   }
+
+  /* Returns true if at least one equation has a tag associated to occbin
+     (bind/relax/pswitch/pcrit) */
+  bool hasOccbinTags() const;
 };
 
 #endif

src/ParsingDriver.cc

@@ -634,6 +634,12 @@ ParsingDriver::bytecode()
   mod_file->bytecode = true;
 }
 
+void
+ParsingDriver::occbin()
+{
+  mod_file->occbin = true;
+}
+
 void
 ParsingDriver::differentiate_forward_vars_all()
 {

src/ParsingDriver.hh

@@ -325,6 +325,8 @@ public:
 
   //! the model is stored in a binary file
   void bytecode();
+  //! the model has occasional binding constraints
+  void occbin();
   //! the static model is not computed
   void no_static();
   //! the differentiate_forward_vars option is enabled (for all vars)