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preprocessor: interface for osr_params_bounds. #948

issue#70
Houtan Bastani 2016-05-10 18:01:00 +02:00
parent 8f2007fac5
commit ca1879fe7d
6 changed files with 105 additions and 2 deletions
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28
ComputingTasks.cc
View File

@ -1057,6 +1057,34 @@ OsrStatement::OsrStatement(const SymbolList &symbol_list_arg,
{
}
OsrParamsBoundsStatement::OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg,
const SymbolTable &symbol_table_arg) :
osr_params_list(osr_params_list_arg),
symbol_table(symbol_table_arg)
{
}
void
OsrParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
int nbnds = osr_params_list.size();
output << "M_.osr.param_names = cell(" << nbnds << ", 1);" << endl
<< "M_.osr.param_indices = zeros(" << nbnds << ", 1);" << endl
<< "M_.osr.bounds = zeros(" << nbnds << ", 2);" << endl;
int i = 1;
for (vector<OsrParams>::const_iterator it = osr_params_list.begin();
it != osr_params_list.end(); it++, i++)
{
output << "M_.osr.param_names{" << i << "} = '" << it->name << "';" << endl
<< "M_.osr.param_indices(" << i <<") = " << symbol_table.getTypeSpecificID(it->name) + 1 << ";" << endl
<< "M_.osr.bounds(" << i << ", :) = [";
it->low_bound->writeOutput(output);
output << ", ";
it->up_bound->writeOutput(output);
output << "];" << endl;
}
}
void
OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{

29
ComputingTasks.hh
View File

@ -1,5 +1,5 @@
/*
* Copyright (C) 2003-2015 Dynare Team
* Copyright (C) 2003-2016 Dynare Team
*
* This file is part of Dynare.
*
@ -267,6 +267,33 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
//! Temporary structure used when parsing estimation_params* statements
class OsrParams
{
public:
string name;
expr_t low_bound, up_bound;
void
init(const DataTree &datatree)
{
name = "";
low_bound = datatree.MinusInfinity;
up_bound = datatree.Infinity;
}
};
class OsrParamsBoundsStatement : public Statement
{
private:
const vector<OsrParams> osr_params_list;
const SymbolTable &symbol_table;
public:
OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg,
const SymbolTable &symbol_table_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
class DynaTypeStatement : public Statement
{
private:

21
DynareBison.yy
View File

@ -93,7 +93,7 @@ class ParsingDriver;
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED STUDENT_DEGREES_OF_FREEDOM
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS
%token <string_val> FLOAT_NUMBER DATES
%token DEFAULT FIXED_POINT OPT_ALGO
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
@ -233,6 +233,7 @@ statement : parameters
| rplot
| optim_weights
| osr_params
| osr_params_bounds
| osr
| dynatype
| dynasave
@ -1356,6 +1357,24 @@ estimated_bounds_elem : STDERR symbol COMMA expression COMMA expression ';'
}
;
osr_params_bounds : OSR_PARAMS_BOUNDS ';' osr_bounds_list END ';'
{ driver.osr_params_bounds(); };
osr_bounds_list : osr_bounds_list osr_bounds_elem
{ driver.add_osr_params_element(); }
| osr_bounds_elem
{ driver.add_osr_params_element(); }
;
osr_bounds_elem : symbol COMMA expression COMMA expression ';'
{
driver.osr_params.name = *$1;
driver.osr_params.low_bound = $3;
driver.osr_params.up_bound = $5;
delete $1;
}
;
prior_distribution : BETA
{ $$ = eBeta; }
| GAMMA

1
DynareFlex.ll
View File

@ -194,6 +194,7 @@ 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>priors {BEGIN DYNARE_BLOCK;return token::ESTIMATED_PARAMS;}
<INITIAL>estimated_params_init {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_INIT;}
<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
<INITIAL>osr_params_bounds {BEGIN DYNARE_BLOCK; return token::OSR_PARAMS_BOUNDS;}
<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}

19
ParsingDriver.cc
View File

@ -88,6 +88,7 @@ ParsingDriver::parse(istream &in, bool debug)
reset_data_tree();
estim_params.init(*data_tree);
osr_params.init(*data_tree);
reset_current_external_function_options();
lexer = new DynareFlex(&in);
@ -1284,6 +1285,24 @@ ParsingDriver::estimated_params_bounds()
estim_params_list.clear();
}
void
ParsingDriver::add_osr_params_element()
{
check_symbol_existence(osr_params.name);
SymbolType type = mod_file->symbol_table.getType(osr_params.name);
if (type != eParameter)
error(osr_params.name + " must be a parameter to be used in the osr_bounds block");
osr_params_list.push_back(osr_params);
osr_params.init(*data_tree);
}
void
ParsingDriver::osr_params_bounds()
{
mod_file->addStatement(new OsrParamsBoundsStatement(osr_params_list, mod_file->symbol_table));
osr_params_list.clear();
}
void
ParsingDriver::set_unit_root_vars()
{

9
ParsingDriver.hh
View File

@ -125,6 +125,8 @@ private:
ModelComparisonStatement::filename_list_t filename_list;
//! Temporary storage for list of EstimationParams (from estimated_params* statements)
vector<EstimationParams> estim_params_list;
//! Temporary storage for list of OsrParams (from osr_params_block statements)
vector<OsrParams> osr_params_list;
//! Temporary storage of variances from optim_weights
OptimWeightsStatement::var_weights_t var_weights;
//! Temporary storage of covariances from optim_weights
@ -241,6 +243,9 @@ public:
//! Estimation parameters
EstimationParams estim_params;
//! OSR parameters
OsrParams osr_params;
//! Temporary storage for the prior shape
PriorDistributions prior_shape;
@ -414,6 +419,10 @@ public:
void external_function_option(const string &name_option, const string &opt);
//! Add a line in an estimated params block
void add_estimated_params_element();
//! Writes osr params bounds command
void osr_params_bounds();
//! Add a line in an osr params block
void add_osr_params_element();
//! Sets the frequency of the data
void set_time(string *arg);
//! Estimation Data