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add deterministic_trends statement (only used by Dynare Julia)

issue#70
Michel Juillard 2020-06-29 11:38:41 +02:00 committed by Sébastien Villemot
parent 910649dd28
commit d511e3ec3a
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GPG Key ID: 2CECE9350ECEBE4A
6 changed files with 79 additions and 4 deletions
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50
src/ComputingTasks.cc
View File

@ -1647,6 +1647,56 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
<< "}";
}
DeterministicTrendsStatement::DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements{move(trend_elements_arg)},
symbol_table{symbol_table_arg}
{
}
void
DeterministicTrendsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto &trend_element : trend_elements)
{
SymbolType type = symbol_table.getType(trend_element.first);
if (type == SymbolType::endogenous)
{
output << "tmp1 = strmatch('" << trend_element.first << "',M_.endogenous_names,'exact');" << endl;
output << "options_.deterministic_trend_coeffs{tmp1} = '";
trend_element.second->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
}
}
void
DeterministicTrendsStatement::writeJsonOutput(ostream &output) const
{
output << R"({"statementName": "deterministic_trends", )"
<< R"("trends" : {)";
bool printed = false;
for (const auto &trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
{
if (printed)
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
printed = true;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: " << trend_element.first << endl;
}
output << "}"
<< "}";
}
ObservationTrendsStatement::ObservationTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements{move(trend_elements_arg)},

14
src/ComputingTasks.hh
View File

@ -301,6 +301,20 @@ public:
void writeJsonOutput(ostream &output) const override;
};
class DeterministicTrendsStatement : public Statement
{
public:
using trend_elements_t = map<string, expr_t>;
private:
const trend_elements_t trend_elements;
const SymbolTable &symbol_table;
public:
DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable &symbol_table_arg);
void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream &output) const override;
};
class FilterInitialStateStatement : public Statement
{
public:

4
src/DynareBison.yy
View File

@ -106,7 +106,7 @@ 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 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
%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
@ -245,6 +245,7 @@ statement : parameters
| options
| options_eq
| varobs
| deterministic_trends
| observation_trends
| filter_initial_state
| varexobs
@ -2080,6 +2081,7 @@ varexobs_list : varexobs_list symbol
{ driver.add_varexobs($1); }
;
deterministic_trends : DETERMINISTIC_TRENDS ';' trend_list END ';' { driver.set_deterministic_trends(); };
observation_trends : OBSERVATION_TRENDS ';' trend_list END ';' { driver.set_trends(); };
trend_list : trend_list trend_element

1
src/DynareFlex.ll
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@ -213,6 +213,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<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>deterministic_trends {BEGIN DYNARE_BLOCK; return token::DETERMINISTIC_TRENDS;}
<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}

13
src/ParsingDriver.cc
View File

@ -1873,10 +1873,10 @@ ParsingDriver::set_trends()
}
void
ParsingDriver::set_filter_initial_state()
ParsingDriver::set_deterministic_trends()
{
mod_file->addStatement(make_unique<FilterInitialStateStatement>(filter_initial_state_elements, mod_file->symbol_table));
filter_initial_state_elements.clear();
mod_file->addStatement(make_unique<DeterministicTrendsStatement>(trend_elements, mod_file->symbol_table));
trend_elements.clear();
}
void
@ -1888,6 +1888,13 @@ ParsingDriver::set_trend_element(string arg1, expr_t arg2)
trend_elements[move(arg1)] = arg2;
}
void
ParsingDriver::set_filter_initial_state()
{
mod_file->addStatement(make_unique<FilterInitialStateStatement>(filter_initial_state_elements, mod_file->symbol_table));
filter_initial_state_elements.clear();
}
void
ParsingDriver::set_filter_initial_state_element(const string &name, const string &lag, expr_t rhs)
{

1
src/ParsingDriver.hh
View File

@ -597,6 +597,7 @@ public:
//! Forecast Statement
void forecast();
void set_trends();
void set_deterministic_trends();
void set_trend_element(string arg1, expr_t arg2);
//! filter_initial_state block
void set_filter_initial_state();