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all_values_required keyword for initval and endval

issue#70
Houtan Bastani 2012-10-31 15:23:02 +01:00
parent bc4a2bffe4
commit d8cbb55ee7
8 changed files with 140 additions and 19 deletions
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15
DynareBison.yy
View File

@ -94,7 +94,7 @@ class ParsingDriver;
%token BVAR_DENSITY BVAR_FORECAST
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token DATAFILE FILE DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH
@ -130,7 +130,7 @@ class ParsingDriver;
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
%token XLS_SHEET XLS_RANGE
%token XLS_SHEET XLS_RANGE
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@ -510,13 +510,20 @@ expression_or_empty : {$$ = driver.add_nan_constant();}
;
initval : INITVAL ';' initval_list END ';'
{ driver.end_initval(); }
{ driver.end_initval(false); }
| INITVAL '(' ALL_VALUES_REQUIRED ')' ';' initval_list END ';'
{ driver.end_initval(true); }
;
initval_file : INITVAL_FILE '(' FILENAME EQUAL filename ')' ';'
{ driver.initval_file($5); }
;
endval : ENDVAL ';' initval_list END ';' { driver.end_endval(); };
endval : ENDVAL ';' initval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' initval_list END ';'
{ driver.end_endval(true); }
;
initval_list : initval_list initval_elem
| initval_elem

1
DynareFlex.ll
View File

@ -555,6 +555,7 @@ string eofbuff;
<DYNARE_BLOCK>use_dll {return token::USE_DLL;}
<DYNARE_BLOCK>block {return token::BLOCK;}
<DYNARE_BLOCK>bytecode {return token::BYTECODE;}
<DYNARE_BLOCK>all_values_required {return token::ALL_VALUES_REQUIRED;}
<DYNARE_BLOCK>no_static {return token::NO_STATIC;}
<DYNARE_STATEMENT,DYNARE_BLOCK>linear {return token::LINEAR;}

92
NumericalInitialization.cc
View File

@ -64,9 +64,11 @@ InitParamStatement::fillEvalContext(eval_context_t &eval_context) const
}
InitOrEndValStatement::InitOrEndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg) :
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
init_values(init_values_arg),
symbol_table(symbol_table_arg)
symbol_table(symbol_table_arg),
all_values_required(all_values_required_arg)
{
}
@ -87,6 +89,34 @@ InitOrEndValStatement::fillEvalContext(eval_context_t &eval_context) const
}
}
set<int>
InitOrEndValStatement::getUninitializedVariables(SymbolType type)
{
set<int> unused;
if (!all_values_required)
return unused;
if (type == eEndogenous)
unused = symbol_table.getEndogenous();
else if (type == eExogenous)
unused = symbol_table.getExogenous();
else
{
cerr << "ERROR: Shouldn't arrive here." << endl;
exit(EXIT_FAILURE);
}
set<int>::iterator sit;
for (init_values_t::const_iterator it = init_values.begin();
it != init_values.end(); it++)
{
sit = unused.find(it->first);
if (sit != unused.end())
unused.erase(sit);
}
return unused;
}
void
InitOrEndValStatement::writeInitValues(ostream &output) const
{
@ -113,11 +143,38 @@ InitOrEndValStatement::writeInitValues(ostream &output) const
}
InitValStatement::InitValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg)
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg)
{
}
void
InitValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
set<int> exogs = getUninitializedVariables(eExogenous);
set<int> endogs = getUninitializedVariables(eEndogenous);
if (endogs.size() > 0)
{
cerr << "ERROR: You have not set the following endogenous variables in initval:";
for (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (exogs.size() > 0)
{
cerr << "ERROR: You have not set the following exogenous variables in initval:";
for (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (endogs.size() > 0 || exogs.size() > 0)
exit(EXIT_FAILURE);
}
void
InitValStatement::writeOutput(ostream &output, const string &basename) const
{
@ -142,14 +199,37 @@ InitValStatement::writeOutputPostInit(ostream &output) const
}
EndValStatement::EndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg)
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg) :
InitOrEndValStatement(init_values_arg, symbol_table_arg, all_values_required_arg)
{
}
void
EndValStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
set<int> exogs = getUninitializedVariables(eExogenous);
set<int> endogs = getUninitializedVariables(eEndogenous);
if (endogs.size() > 0)
{
cerr << "ERROR: You have not set the following endogenous variables in endval:";
for (set<int>::const_iterator it = endogs.begin(); it != endogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (exogs.size() > 0)
{
cerr << "ERROR: You have not set the following exogenous variables in endval:";
for (set<int>::const_iterator it = exogs.begin(); it != exogs.end(); it++)
cerr << " " << symbol_table.getName(*it);
cerr << endl;
}
if (endogs.size() > 0 || exogs.size() > 0)
exit(EXIT_FAILURE);
if (mod_file_struct.shocks_present_but_simul_not_yet)
{
cerr << "ERROR: Putting a \"shocks\" block before an \"endval\" block is not permitted. Please swap the two blocks. This limitation will be removed in a future release of Dynare." << endl;

13
NumericalInitialization.hh
View File

@ -56,9 +56,13 @@ public:
protected:
const init_values_t init_values;
const SymbolTable &symbol_table;
const bool all_values_required;
public:
InitOrEndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
//! Return set of unused variables by type
set<int> getUninitializedVariables(SymbolType type);
//! Fill eval context with variables values
void fillEvalContext(eval_context_t &eval_context) const;
protected:
@ -69,7 +73,9 @@ class InitValStatement : public InitOrEndValStatement
{
public:
InitValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
//! Writes initializations for oo_.exo_simul and oo_.exo_det_simul
void writeOutputPostInit(ostream &output) const;
@ -79,7 +85,8 @@ class EndValStatement : public InitOrEndValStatement
{
public:
EndValStatement(const init_values_t &init_values_arg,
const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table_arg,
const bool &all_values_required_arg);
//! Workaround for trac ticket #35
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;

8
ParsingDriver.cc
View File

@ -519,16 +519,16 @@ ParsingDriver::transform_logpow()
}
void
ParsingDriver::end_initval()
ParsingDriver::end_initval(bool all_values_required)
{
mod_file->addStatement(new InitValStatement(init_values, mod_file->symbol_table));
mod_file->addStatement(new InitValStatement(init_values, mod_file->symbol_table, all_values_required));
init_values.clear();
}
void
ParsingDriver::end_endval()
ParsingDriver::end_endval(bool all_values_required)
{
mod_file->addStatement(new EndValStatement(init_values, mod_file->symbol_table));
mod_file->addStatement(new EndValStatement(init_values, mod_file->symbol_table, all_values_required));
init_values.clear();
}

4
ParsingDriver.hh
View File

@ -300,9 +300,9 @@ public:
/*! Second argument "val1" can be NULL if no initial value provided */
void homotopy_val(string *name, expr_t val1, expr_t val2);
//! Writes end of an initval block
void end_initval();
void end_initval(bool all_values_required);
//! Writes end of an endval block
void end_endval();
void end_endval(bool all_values_required);
//! Writes end of an histval block
void end_histval();
//! Writes end of an homotopy_setup block

22
SymbolTable.cc
View File

@ -506,3 +506,25 @@ SymbolTable::getTrendVarIds() const
trendVars.push_back(it->second);
return trendVars;
}
set<int>
SymbolTable::getExogenous() const
{
set <int> exogs;
for (symbol_table_type::const_iterator it = symbol_table.begin();
it != symbol_table.end(); it++)
if (getType(it->second) == eExogenous)
exogs.insert(it->second);
return exogs;
}
set<int>
SymbolTable::getEndogenous() const
{
set <int> endogs;
for (symbol_table_type::const_iterator it = symbol_table.begin();
it != symbol_table.end(); it++)
if (getType(it->second) == eEndogenous)
endogs.insert(it->second);
return endogs;
}

4
SymbolTable.hh
View File

@ -293,6 +293,10 @@ public:
//! Return the index of a given observed variable in the vector of all observed variables
int getObservedVariableIndex(int symb_id) const;
vector <int> getTrendVarIds() const;
//! Get list of exogenous variables
set <int> getExogenous() const;
//! Get list of endogenous variables
set <int> getEndogenous() const;
};
inline bool