MS-SBVAR: rewrite ms_irf

ComputingTasks.cc

@@ -1048,6 +1048,31 @@ void
 MSSBVARIrfStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
 {
   mod_file_struct.bvar_present = true;
+
+  bool regime_present = false;
+  bool regimes_present = false;
+  bool filtered_probabilities_present = false;
+
+  OptionsList::num_options_t::const_iterator it = options_list.num_options.find("ms.regimes");
+  if (it != options_list.num_options.end())
+    regimes_present = true;
+
+  it = options_list.num_options.find("ms.regime");
+  if (it != options_list.num_options.end())
+    regime_present = true;
+
+  it = options_list.num_options.find("ms.filtered_probabilities");
+  if (it != options_list.num_options.end())
+    filtered_probabilities_present = true;
+
+  if ((filtered_probabilities_present && regime_present) ||
+      (filtered_probabilities_present && regimes_present) ||
+      (regimes_present && regime_present))
+      {
+        cerr << "ERROR: You may only pass one of regime, regimes and "
+             << "filtered_probabilities to ms_irf" << endl;
+        exit(EXIT_FAILURE);
+      }
 }
 
 void

DynareBison.yy

@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2003-2011 Dynare Team
+ * Copyright (C) 2003-2012 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -122,9 +122,9 @@ class ParsingDriver;
 %token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
 %token <string_val> QUOTED_STRING
 %token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT
-%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
+%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
 %token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO
-%token STDERR STEADY STOCH_SIMUL SYLVESTER
+%token STDERR STEADY STOCH_SIMUL SYLVESTER REGIMES REGIME
 %token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY
 %token <string_val> TEX_NAME
 %token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE
@@ -1674,15 +1674,17 @@ ms_forecast : MS_FORECAST ';'
 ms_irf_option : o_output_file_tag
               | o_file_tag
               | o_simulation_file_tag
+              | o_parameter_uncertainty
               | o_horizon
               | o_filtered_probabilities
-              | o_no_error_bands
               | o_error_band_percentiles
               | o_shock_draws
               | o_shocks_per_parameter
               | o_thinning_factor
               | o_free_parameters
               | o_median
+              | o_regime
+              | o_regimes
               ;
 
 ms_irf_options_list : ms_irf_option COMMA ms_irf_options_list
@@ -2316,6 +2318,7 @@ o_use_mean_center : USE_MEAN_CENTER { driver.option_num("ms.use_mean_center","1"
 o_proposal_type : PROPOSAL_TYPE EQUAL INT_NUMBER { driver.option_num("ms.proposal_type",$3); }
 o_proposal_lower_bound : PROPOSAL_LOWER_BOUND EQUAL signed_number { driver.option_num("ms.proposal_lower_bound",$3); }
 o_proposal_upper_bound : PROPOSAL_UPPER_BOUND EQUAL signed_number { driver.option_num("ms.proposal_upper_bound",$3); }
+o_parameter_uncertainty : PARAMETER_UNCERTAINTY { driver.option_num("ms.parameter_uncertainty","1"); };
 o_horizon : HORIZON EQUAL INT_NUMBER { driver.option_num("ms.horizon",$3); };
 o_filtered_probabilities : FILTERED_PROBABILITIES { driver.option_num("ms.filtered_probabilities","1"); };
 o_real_time_smoothed : REAL_TIME_SMOOTHED { driver.option_num("ms.real_time_smoothed_probabilities","1"); };
@@ -2325,6 +2328,8 @@ o_shock_draws : SHOCK_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.shock_draws
 o_shocks_per_parameter : SHOCKS_PER_PARAMETER EQUAL INT_NUMBER { driver.option_num("ms.shocks_per_parameter",$3); };
 o_free_parameters : FREE_PARAMETERS EQUAL vec_value { driver.option_num("ms.free_parameters",$3); };
 o_median : MEDIAN { driver.option_num("ms.median","1"); };
+o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
+o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
 o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_data_obs",$3); };
 
 range : symbol ':' symbol

DynareFlex.ll

@@ -1,5 +1,5 @@
 /*
- * Copyright (C) 2003-2011 Dynare Team
+ * Copyright (C) 2003-2012 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -375,6 +375,7 @@ string eofbuff;
 <DYNARE_STATEMENT>no_create_init {return token::NO_CREATE_INIT;};
 <DYNARE_STATEMENT>simulation_file_tag {return token::SIMULATION_FILE_TAG;};
 <DYNARE_STATEMENT>horizon {return token::HORIZON;}
+<DYNARE_STATEMENT>parameter_uncertainty {return token::PARAMETER_UNCERTAINTY;}
 <DYNARE_STATEMENT>no_error_bands {return token::NO_ERROR_BANDS;}
 <DYNARE_STATEMENT>error_band_percentiles {return token::ERROR_BAND_PERCENTILES;}
 <DYNARE_STATEMENT>shock_draws {return token::SHOCK_DRAWS;}
@@ -382,6 +383,8 @@ string eofbuff;
 <DYNARE_STATEMENT>thinning_factor {return token::THINNING_FACTOR;}
 <DYNARE_STATEMENT>free_parameters {return token::FREE_PARAMETERS;}
 <DYNARE_STATEMENT>median {return token::MEDIAN;}
+<DYNARE_STATEMENT>regime {return token::REGIME;}
+<DYNARE_STATEMENT>regimes {return token::REGIMES;}
 <DYNARE_STATEMENT>data_obs_nbr {return token::DATA_OBS_NBR;}
 <DYNARE_STATEMENT>filtered_probabilities {return token::FILTERED_PROBABILITIES;}
 <DYNARE_STATEMENT>real_time_smoothed {return token::REAL_TIME_SMOOTHED;}