ms-sbvar: replaced number_of_states with number_of_regimes

issue#70
Houtan Bastani 2011-12-16 11:18:24 +01:00
parent 9771e68875
commit f9f745716d
4 changed files with 13 additions and 13 deletions

View File

@ -1359,7 +1359,7 @@ MarkovSwitchingStatement::MarkovSwitchingStatement(const OptionsList &options_li
void
MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) const
{
OptionsList::num_options_t::const_iterator itChain, itState, itNOS, itDuration;
OptionsList::num_options_t::const_iterator itChain, itState, itNOR, itDuration;
itChain = options_list.num_options.find("ms.chain");
if (itChain == options_list.num_options.end())
@ -1376,13 +1376,13 @@ MarkovSwitchingStatement::writeOutput(ostream &output, const string &basename) c
}
itState = options_list.num_options.find("ms.state");
itNOS = options_list.num_options.find("ms.number_of_states");
itNOR = options_list.num_options.find("ms.number_of_regimes");
if (itState != options_list.num_options.end()
&& itNOS == options_list.num_options.end())
&& itNOR == options_list.num_options.end())
output << "options_.ms.ms_chain(" << itChain->second << ").state(" << itState->second << ").duration = " << itDuration->second << ";" << endl;
else if (itState == options_list.num_options.end()
&& itNOS != options_list.num_options.end())
for (int i = 0; i < atoi(itNOS->second.c_str()); i++)
&& itNOR != options_list.num_options.end())
for (int i = 0; i < atoi(itNOR->second.c_str()); i++)
output << "options_.ms.ms_chain(" << itChain->second << ").state(" << i+1 << ").duration = " << itDuration->second << ";" << endl;
else
{

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@ -156,7 +156,7 @@ class ParsingDriver;
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
%token MS_ESTIMATION MS_SIMULATION MS_COMPUTE_MDD MS_COMPUTE_PROBABILITIES MS_FORECAST
%token SVAR_IDENTIFICATION EQUATION EXCLUSION LAG UPPER_CHOLESKY LOWER_CHOLESKY MONTHLY QUARTERLY
%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_STATES
%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_REGIMES
%token SVAR COEFF COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
@ -742,7 +742,7 @@ ms_options_list : ms_options_list COMMA ms_options
ms_options : o_chain
| o_state
| o_duration
| o_number_of_states
| o_number_of_regimes
;
svar : SVAR '(' svar_options_list ')' ';'
@ -2226,7 +2226,7 @@ o_duration : DURATION EQUAL non_negative_number
| DURATION EQUAL INF_CONSTANT
{ driver.option_num("ms.duration","Inf"); }
;
o_number_of_states : NUMBER_OF_STATES EQUAL INT_NUMBER { driver.option_num("ms.number_of_states",$3); };
o_number_of_regimes : NUMBER_OF_REGIMES EQUAL INT_NUMBER { driver.option_num("ms.number_of_regimes",$3); };
o_coefficients : COEFFICIENTS { driver.option_str("ms.coefficients","svar_coefficients"); };
o_variances : VARIANCES { driver.option_str("ms.variances","svar_variances"); };
o_equations : EQUATIONS EQUAL vec_int

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@ -505,7 +505,7 @@ string eofbuff;
<DYNARE_STATEMENT,DYNARE_BLOCK>lower_cholesky {return token::LOWER_CHOLESKY;}
<DYNARE_STATEMENT>chain {return token::CHAIN;}
<DYNARE_STATEMENT>state {return token::STATE;}
<DYNARE_STATEMENT>number_of_states {return token::NUMBER_OF_STATES;}
<DYNARE_STATEMENT>number_of_regimes {return token::NUMBER_OF_REGIMES;}
<DYNARE_STATEMENT>duration {return token::DURATION;}
<DYNARE_STATEMENT>coefficients {return token::COEFFICIENTS;}
<DYNARE_STATEMENT>variances {return token::VARIANCES;}

View File

@ -1747,14 +1747,14 @@ ParsingDriver::markov_switching()
error("The value passed to the chain option must be greater than zero.");
it0 = options_list.num_options.find("ms.state");
it1 = options_list.num_options.find("ms.number_of_states");
it1 = options_list.num_options.find("ms.number_of_regimes");
if ((it0 == options_list.num_options.end())
&& (it1 == options_list.num_options.end()))
error("Either a state option or a number_of_states option must be passed to the markov_switching statement.");
error("Either a state option or a number_of_regimes option must be passed to the markov_switching statement.");
if ((it0 != options_list.num_options.end())
&& (it1 != options_list.num_options.end()))
error("You cannot pass both a state option and a number_of_states option to the markov_switching statement.");
error("You cannot pass both a state option and a number_of_regimes option to the markov_switching statement.");
if (it0 != options_list.num_options.end())
if (atoi(it0->second.c_str()) <= 0)
@ -1762,7 +1762,7 @@ ParsingDriver::markov_switching()
if (it1 != options_list.num_options.end())
if (atoi(it1->second.c_str()) <= 0)
error("The value passed to the number_of_states option must be greater than zero.");
error("The value passed to the number_of_regimes option must be greater than zero.");
string infStr("Inf");
it0 = options_list.num_options.find("ms.duration");