Refactor parsing of deterministic shocks
This will simplify the implementation of heteroskedastic_shocks.issue#70
Sébastien Villemot
parent
c35f160e3f
commit
e552bfc4b3
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@ -199,7 +199,8 @@ class ParsingDriver;
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%type <pair<string,string>> named_var_elem subsamples_eq_opt integer_range_w_inf
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%type <vector<pair<string,string>>> named_var named_var_1
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%type <tuple<string,string,string,string>> prior_eq_opt options_eq_opt
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%type <vector<expr_t>> matched_moments_list
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%type <vector<pair<int, int>>> period_list
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%type <vector<expr_t>> matched_moments_list value_list
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%%
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%start statement_list;
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@ -1038,7 +1039,7 @@ shock_elem : det_shock_elem
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;
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det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
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{ driver.add_det_shock($2, false); }
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{ driver.add_det_shock($2, $5, $8, false); }
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;
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svar_identification : SVAR_IDENTIFICATION {driver.begin_svar_identification();} ';' svar_identification_list END ';'
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@ -1137,33 +1138,81 @@ mshock_list : mshock_list det_shock_elem
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;
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period_list : period_list COMMA INT_NUMBER
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{ driver.add_period($3); }
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{
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$$ = $1;
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int p = stoi($3);
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$$.push_back({ p, p });
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}
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| period_list INT_NUMBER
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{ driver.add_period($2); }
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{
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$$ = $1;
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int p = stoi($2);
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$$.push_back({ p, p });
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}
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| period_list COMMA INT_NUMBER ':' INT_NUMBER
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{ driver.add_period($3, $5); }
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{
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$$ = $1;
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int p1 = stoi($3), p2 = stoi($5);
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if (p1 > p2)
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driver.error("Can't have first period index greater than second index in range specification");
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$$.push_back({ p1, p2 });
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}
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| period_list INT_NUMBER ':' INT_NUMBER
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{ driver.add_period($2, $4); }
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{
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$$ = $1;
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int p1 = stoi($2), p2 = stoi($4);
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if (p1 > p2)
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driver.error("Can't have first period index greater than second index in range specification");
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$$.push_back({ p1, p2 });
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}
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| INT_NUMBER ':' INT_NUMBER
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{ driver.add_period($1, $3); }
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{
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int p1 = stoi($1), p2 = stoi($3);
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if (p1 > p2)
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driver.error("Can't have first period index greater than second index in range specification");
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$$ = { { p1, p2 } };
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}
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| INT_NUMBER
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{ driver.add_period($1); }
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{
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int p = stoi($1);
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$$ = { { p, p } };
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}
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;
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sigma_e : SIGMA_E EQUAL '[' triangular_matrix ']' ';' { driver.do_sigma_e(); };
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value_list : value_list COMMA '(' expression ')'
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{ driver.add_value($4); }
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{
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$$ = $1;
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$$.push_back($4);
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}
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| value_list '(' expression ')'
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{ driver.add_value($3); }
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{
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$$ = $1;
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$$.push_back($3);
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}
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| '(' expression ')'
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{ driver.add_value($2); }
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{ $$ = { $2 }; }
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| value_list COMMA signed_number
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{ driver.add_value($3); }
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{
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$$ = $1;
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$$.push_back($3.at(0) == '-' ?
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driver.add_uminus(driver.add_non_negative_constant($3.substr(1))) :
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driver.add_non_negative_constant($3));
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}
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| value_list signed_number
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{ driver.add_value($2); }
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{
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$$ = $1;
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$$.push_back($2.at(0) == '-' ?
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driver.add_uminus(driver.add_non_negative_constant($2.substr(1))) :
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driver.add_non_negative_constant($2));
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}
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| signed_number
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{ driver.add_value($1); }
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{
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$$ = { $1.at(0) == '-' ?
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driver.add_uminus(driver.add_non_negative_constant($1.substr(1))) :
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driver.add_non_negative_constant($1) };
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}
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;
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triangular_matrix : triangular_matrix ';' triangular_row
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@ -2898,7 +2947,7 @@ conditional_forecast_paths_shock_list : conditional_forecast_paths_shock_elem
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;
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conditional_forecast_paths_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
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{ driver.add_det_shock($2, true); }
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{ driver.add_det_shock($2, $5, $8, true); }
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;
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steady_state_model : STEADY_STATE_MODEL ';' { driver.begin_steady_state_model(); }
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@ -810,7 +810,7 @@ ParsingDriver::end_mshocks(bool overwrite)
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}
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void
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ParsingDriver::add_det_shock(const string &var, bool conditional_forecast)
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ParsingDriver::add_det_shock(const string &var, const vector<pair<int, int>> &periods, const vector<expr_t> &values, bool conditional_forecast)
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{
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if (conditional_forecast)
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check_symbol_is_endogenous(var);
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@ -822,24 +822,21 @@ ParsingDriver::add_det_shock(const string &var, bool conditional_forecast)
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if (det_shocks.find(symb_id) != det_shocks.end())
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error("shocks/conditional_forecast_paths: variable " + var + " declared twice");
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if (det_shocks_periods.size() != det_shocks_values.size())
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if (periods.size() != values.size())
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error("shocks/conditional_forecast_paths: variable " + var + ": number of periods is different from number of shock values");
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vector<ShocksStatement::DetShockElement> v;
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for (size_t i = 0; i < det_shocks_periods.size(); i++)
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for (size_t i = 0; i < periods.size(); i++)
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{
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ShocksStatement::DetShockElement dse;
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dse.period1 = det_shocks_periods[i].first;
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dse.period2 = det_shocks_periods[i].second;
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dse.value = det_shocks_values[i];
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dse.period1 = periods[i].first;
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dse.period2 = periods[i].second;
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dse.value = values[i];
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v.push_back(dse);
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}
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det_shocks[symb_id] = v;
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det_shocks_periods.clear();
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det_shocks_values.clear();
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}
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void
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@ -936,42 +933,6 @@ ParsingDriver::add_correl_shock(const string &var1, const string &var2, expr_t v
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corr_shocks[key] = value;
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}
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void
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ParsingDriver::add_period(const string &p1, const string &p2)
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{
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int p1_val = stoi(p1);
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int p2_val = stoi(p2);
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if (p1_val > p2_val)
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error("shocks/conditional_forecast_paths: can't have first period index greater than second index in range specification");
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det_shocks_periods.emplace_back(p1_val, p2_val);
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}
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void
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ParsingDriver::add_period(const string &p1)
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{
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int p1_val = stoi(p1);
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det_shocks_periods.emplace_back(p1_val, p1_val);
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}
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void
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ParsingDriver::add_value(expr_t value)
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{
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det_shocks_values.push_back(value);
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}
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void
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ParsingDriver::add_value(const string &v)
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{
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expr_t id;
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if (v.at(0) == '-')
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id = data_tree->AddUMinus(data_tree->AddNonNegativeConstant(v.substr(1, string::npos)));
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else
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id = data_tree->AddNonNegativeConstant(v);
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det_shocks_values.push_back(id);
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}
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void
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ParsingDriver::begin_svar_identification()
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{
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@ -151,10 +151,6 @@ private:
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OptimWeightsStatement::covar_weights_t covar_weights;
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//! Temporary storage for deterministic shocks
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ShocksStatement::det_shocks_t det_shocks;
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//! Temporary storage for periods of deterministic shocks
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vector<pair<int, int>> det_shocks_periods;
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//! Temporary storage for values of deterministic shocks
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vector<expr_t> det_shocks_values;
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//! Temporary storage for variances of shocks
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ShocksStatement::var_and_std_shocks_t var_shocks;
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//! Temporary storage for standard errors of shocks
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@ -439,7 +435,7 @@ public:
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//! Writes a mshocks statement
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void end_mshocks(bool overwrite);
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//! Adds a deterministic shock or a path element inside a conditional_forecast_paths block
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void add_det_shock(const string &var, bool conditional_forecast);
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void add_det_shock(const string &var, const vector<pair<int, int>> &periods, const vector<expr_t> &values, bool conditional_forecast);
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//! Adds a std error shock
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void add_stderr_shock(const string &var, expr_t value);
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//! Adds a variance shock
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