stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

New homotopy options for perfect_foresight_{setup,solver} and perfect_foresight_with_expectation_errors_solver 

Also remove homotopy_alt_starting_point option, and some options from
perfect_foresight_with_expectation_errors_setup.
master
Sébastien Villemot 2023-06-16 17:15:47 +02:00
parent a1b8602760
commit fa5c4c5191
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 45 additions and 9 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

40
src/DynareBison.yy
View File

@ -190,7 +190,10 @@ class ParsingDriver;
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS ZERO_MOMENTS_TOLERANCE
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION WITH_EPILOGUE MODEL_REMOVE MODEL_REPLACE MODEL_OPTIONS
%token VAR_REMOVE ESTIMATED_PARAMS_REMOVE BLOCK_STATIC BLOCK_DYNAMIC INCIDENCE RESID NON_ZERO LEARNT_IN PLUS_EQUAL TIMES_EQUAL
%token FSOLVE_OPTIONS HOMOTOPY_ALT_STARTING_POINT
%token FSOLVE_OPTIONS
%token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK
%token <vector<string>> SYMBOL_VEC
@ -1419,6 +1422,7 @@ perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMM
perfect_foresight_setup_options : o_periods
| o_datafile
| o_endval_steady
;
perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
@ -1438,7 +1442,6 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_endogenous_terminal_period
| o_linear_approximation
| o_no_homotopy
| o_homotopy_alt_starting_point
| o_solve_algo
| o_robust_lin_solve
| o_lmmcp
@ -1446,6 +1449,17 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_pf_tolx
| o_noprint
| o_print
| o_pf_steady_solve_algo
| o_pf_steady_maxit
| o_pf_steady_tolf
| o_pf_steady_tolx
| o_pf_steady_markowitz
| o_homotopy_max_completion_share
| o_homotopy_min_step_size
| o_homotopy_initial_step_size
| o_homotopy_step_size_increase_success_count
| o_homotopy_linearization_fallback
| o_homotopy_marginal_linearization_fallback
;
perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
@ -1460,11 +1474,6 @@ perfect_foresight_with_expectation_errors_setup_options_list : perfect_foresight
perfect_foresight_with_expectation_errors_setup_options : o_periods
| o_datafile
| o_solve_algo
| o_markowitz
| o_steady_maxit
| o_steady_tolf
| o_steady_tolx
;
perfect_foresight_with_expectation_errors_solver : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER ';'
@ -3470,6 +3479,14 @@ o_opt_algo : OPT_ALGO EQUAL INT_NUMBER { driver.option_num("osr.opt_algo", $3);
;
o_cutoff : CUTOFF EQUAL non_negative_number { driver.cutoff($3); };
o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz", $3); };
// Options of perfect_foresight_* commands that control steady state computation at terminal condition
o_pf_steady_solve_algo : STEADY_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("simul.steady_solve_algo", $3); };
o_pf_steady_maxit : STEADY_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.steady_maxit", $3); };
o_pf_steady_tolf : STEADY_TOLF EQUAL non_negative_number { driver.option_num("simul.steady_tolf", $3); };
o_pf_steady_tolx : STEADY_TOLX EQUAL non_negative_number { driver.option_num("simul.steady_tolx", $3); };
o_pf_steady_markowitz : STEADY_MARKOWITZ EQUAL non_negative_number { driver.option_num("simul.steady_markowitz", $3); };
o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL non_negative_number { driver.option_num("minimal_solving_periods", $3); };
o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); };
o_simul : SIMUL; // Do nothing, only here for backward compatibility
@ -4048,7 +4065,14 @@ o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_va
o_consider_all_endogenous_and_auxiliary : CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_and_auxiliary_variables"); };
o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
o_no_homotopy : NO_HOMOTOPY { driver.option_num("no_homotopy", "true"); };
o_homotopy_alt_starting_point : HOMOTOPY_ALT_STARTING_POINT { driver.option_num("homotopy_alt_starting_point", "true"); };
o_endval_steady : ENDVAL_STEADY { driver.option_num("simul.endval_steady", "true"); }
o_homotopy_max_completion_share : HOMOTOPY_MAX_COMPLETION_SHARE EQUAL non_negative_number { driver.option_num("simul.homotopy_max_completion_share", $3); }
o_homotopy_min_step_size : HOMOTOPY_MIN_STEP_SIZE EQUAL non_negative_number { driver.option_num("simul.homotopy_min_step_size", $3); }
o_homotopy_initial_step_size : HOMOTOPY_INITIAL_STEP_SIZE EQUAL non_negative_number { driver.option_num("simul.homotopy_initial_step_size", $3); }
o_homotopy_step_size_increase_success_count : HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT EQUAL INT_NUMBER { driver.option_num("simul.homotopy_step_size_increase_success_count", $3); }
o_homotopy_linearization_fallback : HOMOTOPY_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_linearization_fallback", "true"); }
o_homotopy_marginal_linearization_fallback : HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_marginal_linearization_fallback", "0.01"); }
| HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK EQUAL non_negative_number { driver.option_num("simul.homotopy_marginal_linearization_fallback", $3); }
o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars", $4); };

14
src/DynareFlex.ll
View File

@ -358,6 +358,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>nocorr {return token::NOCORR;}
<DYNARE_STATEMENT>optim {return token::OPTIM;}
<DYNARE_STATEMENT>periods {return token::PERIODS;}
<DYNARE_STATEMENT>endval_steady {return token::ENDVAL_STEADY;}
<DYNARE_STATEMENT,DYNARE_BLOCK>model_name {return token::MODEL_NAME;}
<DYNARE_STATEMENT>auxiliary_model_name {return token::AUXILIARY_MODEL_NAME;}
<DYNARE_STATEMENT>endogenous_terminal_period {return token::ENDOGENOUS_TERMINAL_PERIOD;}
@ -642,8 +643,20 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>homotopy_mode {return token::HOMOTOPY_MODE; }
<DYNARE_STATEMENT>homotopy_steps {return token::HOMOTOPY_STEPS; }
<DYNARE_STATEMENT>homotopy_force_continue {return token::HOMOTOPY_FORCE_CONTINUE;}
<DYNARE_STATEMENT>homotopy_max_completion_share {return token::HOMOTOPY_MAX_COMPLETION_SHARE;}
<DYNARE_STATEMENT>homotopy_min_step_size {return token::HOMOTOPY_MIN_STEP_SIZE;}
<DYNARE_STATEMENT>homotopy_initial_step_size {return token::HOMOTOPY_INITIAL_STEP_SIZE;}
<DYNARE_STATEMENT>homotopy_step_size_increase_success_count {return token::HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT;}
<DYNARE_STATEMENT>homotopy_linearization_fallback {return token::HOMOTOPY_LINEARIZATION_FALLBACK;}
<DYNARE_STATEMENT>homotopy_marginal_linearization_fallback {return token::HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK;}
<DYNARE_STATEMENT>nocheck {return token::NOCHECK; }
<DYNARE_STATEMENT>steady_solve_algo {return token::STEADY_SOLVE_ALGO;}
<DYNARE_STATEMENT>steady_maxit {return token::STEADY_MAXIT;}
<DYNARE_STATEMENT>steady_tolf {return token::STEADY_TOLF;}
<DYNARE_STATEMENT>steady_tolx {return token::STEADY_TOLX;}
<DYNARE_STATEMENT>steady_markowitz {return token::STEADY_MARKOWITZ;}
<DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
@ -880,7 +893,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
<DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
<DYNARE_STATEMENT>no_homotopy {return token::NO_HOMOTOPY;}
<DYNARE_STATEMENT>homotopy_alt_starting_point {return token::HOMOTOPY_ALT_STARTING_POINT;}
<DYNARE_STATEMENT>particle_filter_options {return token::PARTICLE_FILTER_OPTIONS;}
<DYNARE_STATEMENT>constant_simulation_length {return token::CONSTANT_SIMULATION_LENGTH;}
<DYNARE_STATEMENT>block_static { return token::BLOCK_STATIC; }