/* * Copyright © 2003-2021 Dynare Team * * This file is part of Dynare. * * Dynare is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * Dynare is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with Dynare. If not, see . */ #ifndef _PARSING_DRIVER_HH #define _PARSING_DRIVER_HH #ifdef _MACRO_DRIVER_HH # error Impossible to include both ParsingDriver.hh and macro/Driver.hh #endif #include #include #include #include #include "ModFile.hh" #include "SymbolList.hh" class ParsingDriver; #include "ExprNode.hh" #include "DynareBison.hh" #include "ComputingTasks.hh" #include "Shocks.hh" #include "SigmaeInitialization.hh" #include "NumericalInitialization.hh" #include "DynamicModel.hh" using namespace std; // Declare DynareFlexLexer class #ifndef __FLEX_LEXER_H # define yyFlexLexer DynareFlexLexer # include # undef yyFlexLexer #endif //! The lexer class /*! Actually it was necessary to subclass the DynareFlexLexer class generated by Flex, since the prototype for DynareFlexLexer::yylex() was not convenient. */ class DynareFlex : public DynareFlexLexer { public: DynareFlex(istream *in = nullptr, ostream *out = nullptr); DynareFlex(const DynareFlex &) = delete; DynareFlex(DynareFlex &&) = delete; DynareFlex &operator=(const DynareFlex &) = delete; DynareFlex &operator=(DynareFlex &&) = delete; //! The main lexing function Dynare::parser::token_type lex(Dynare::parser::semantic_type *yylval, Dynare::parser::location_type *yylloc, ParsingDriver &driver); //! The filename being parsed /*! The bison parser locations (begin and end) contain a pointer to that string */ string filename; //! Increment the location counter given a token void location_increment(Dynare::parser::location_type *yylloc, const char *yytext); //! Count parens in dates statement int dates_parens_nb; }; //! Drives the scanning and parsing of the .mod file, and constructs its abstract representation /*! It is built along the guidelines given in Bison 2.3 manual. */ class ParsingDriver { private: //! Checks that a given symbol exists, and stops with an error message if it doesn't void check_symbol_existence(const string &name); //! Checks that a given symbol exists and is a parameter, and stops with an error message if it isn't void check_symbol_is_parameter(const string &name); //! Checks that a given symbol was assigned within a Statement void check_symbol_is_statement_variable(const string &name); //! Checks that a given symbol exists and is a endogenous or exogenous, and stops with an error message if it isn't void check_symbol_is_endogenous_or_exogenous(const string &name); //! Checks that a given symbol exists and is a endogenous, and stops with an error message if it isn't void check_symbol_is_endogenous(const string &name); //! Checks that a given symbol exists and is a exogenous, and stops with an error message if it isn't void check_symbol_is_exogenous(const string &name); //! Checks for symbol existence in model block. If it doesn't exist, an error message is stored to be printed at //! the end of the model block void check_symbol_existence_in_model_block(const string &name); //! Helper to add a symbol declaration void declare_symbol(const string &name, SymbolType type, const string &tex_name, const vector> &partition_value); //! Stores temporary symbol table SymbolList symbol_list; //! Temporary store for the planner objective unique_ptr planner_objective; //! The data tree in which to add expressions currently parsed /*! The object pointed to is not owned by the parsing driver. It is essentially a reference. */ DataTree *data_tree; //! The model tree in which to add expressions currently parsed /*! It is only a dynamic cast of data_tree pointer, and is therefore null if data_tree is not a ModelTree instance */ ModelTree *model_tree; //! The dynamic model tree in which to add expressions currently parsed /*! It is only a dynamic cast of data_tree pointer, and is therefore null if data_tree is not a DynamicModel instance */ DynamicModel *dynamic_model; //! Sets data_tree and model_tree pointers void set_current_data_tree(DataTree *data_tree_arg); //! Stores options lists OptionsList options_list; //! Temporary storage for trend elements ObservationTrendsStatement::trend_elements_t trend_elements; //! Temporary storage for filter_initial_state elements FilterInitialStateStatement::filter_initial_state_elements_t filter_initial_state_elements; //! Temporary storage for filename list of ModelComparison (contains weights) ModelComparisonStatement::filename_list_t filename_list; //! Temporary storage for list of EstimationParams (from estimated_params* statements) vector estim_params_list; //! Temporary storage for list of OsrParams (from osr_params_block statements) vector osr_params_list; //! Temporary storage of variances from optim_weights OptimWeightsStatement::var_weights_t var_weights; //! Temporary storage of covariances from optim_weights OptimWeightsStatement::covar_weights_t covar_weights; //! Temporary storage for deterministic shocks ShocksStatement::det_shocks_t det_shocks; //! Temporary storage for variances of shocks ShocksStatement::var_and_std_shocks_t var_shocks; //! Temporary storage for standard errors of shocks ShocksStatement::var_and_std_shocks_t std_shocks; //! Temporary storage for covariances of shocks ShocksStatement::covar_and_corr_shocks_t covar_shocks; //! Temporary storage for correlations of shocks ShocksStatement::covar_and_corr_shocks_t corr_shocks; //! Temporary storage for values and scales of heteroskedastic_shocks HeteroskedasticShocksStatement::heteroskedastic_shocks_t heteroskedastic_shocks_values, heteroskedastic_shocks_scales; //! Temporary storage for Sigma_e rows SigmaeStatement::row_t sigmae_row; //! Temporary storage for Sigma_e matrix SigmaeStatement::matrix_t sigmae_matrix; //! Temporary storage for initval/endval blocks InitOrEndValStatement::init_values_t init_values; //! Temporary storage for histval blocks HistValStatement::hist_values_t hist_values; //! Temporary storage for homotopy_setup blocks HomotopyStatement::homotopy_values_t homotopy_values; //! Temporary storage for moment_calibration MomentCalibration::constraints_t moment_calibration_constraints; //! Temporary storage for irf_calibration IrfCalibration::constraints_t irf_calibration_constraints; //! Temporary storage for ramsey_constraints RamseyConstraintsStatement::constraints_t ramsey_constraints; //! Temporary storage for svar_identification blocks SvarIdentificationStatement::svar_identification_restrictions_t svar_ident_restrictions; //! Temporary storage for mapping the equation number to the restrictions within an svar_identification block map> svar_equation_restrictions; //! Temporary storage for restrictions in an equation within an svar_identification block vector svar_restriction_symbols; //! Temporary storage for constants exculsion within an svar_identification bool svar_constants_exclusion; //! Temporary storage for upper cholesky within an svar_identification block bool svar_upper_cholesky; //! Temporary storage for lower cholesky within an svar_identification block bool svar_lower_cholesky; //! Temporary storage for equation number for a restriction within an svar_identification block int svar_equation_nbr; //! Temporary storage for left/right handside of a restriction equation within an svar_identificaton block bool svar_left_handside; //! Temporary storage for current restriction number in svar_identification block map svar_Qi_restriction_nbr; map svar_Ri_restriction_nbr; //! Stores undeclared model variables set undeclared_model_vars; //! Temporary storage for restriction type enum class SvarRestrictionType { NOT_SET, Qi_TYPE, Ri_TYPE }; SvarRestrictionType svar_restriction_type; //! Temporary storage for generate_irfs vector generate_irf_names; vector> generate_irf_elements; map generate_irf_exos; //! Temporary storage for argument list of external function stack> stack_external_function_args; //! Temporary storage for parameters in joint prior statement vector joint_parameters; //! Temporary storage for the symb_id associated with the "name" symbol of the current external_function statement int current_external_function_id; //! Temporary storage for option list provided to external_function() ExternalFunctionsTable::external_function_options current_external_function_options; //! Temporary storage for declaring trend variables vector declared_trend_vars; //! Temporary storage for declaring nonstationary variables vector declared_nonstationary_vars; //! Temporary storage for a variance declared in the prior statement expr_t prior_variance; SubsamplesStatement::subsample_declaration_map_t subsample_declaration_map; //! Temporary storage for subsample statement: map>, subsample_declaration_map > using subsample_declarations_t = map, SubsamplesStatement::subsample_declaration_map_t >; subsample_declarations_t subsample_declarations; //! Temporary storage for shock_groups vector shock_group; vector shock_groups; //! Temporary storage for init2shocks vector> init2shocks; /* Temporary storage for planner_discount and planner_discount_latex_name options of ramsey_model and ramsey_policy */ expr_t planner_discount{nullptr}; string planner_discount_latex_name; //! reset the values for temporary storage void reset_current_external_function_options(); //! Adds a model lagged variable to ModelTree and VariableTable expr_t add_model_variable(int symb_id, int lag); //! For parsing the graph_format option SymbolList graph_formats; //! Temporary storage for equation tags map eq_tags; //! The mod file representation constructed by this ParsingDriver unique_ptr mod_file; WarningConsolidation &warnings; //! Temporary storage for growth declared in pac_model expr_t pac_growth; double pac_steady_state_growth_rate_number = -1; int pac_steady_state_growth_rate_symb_id = -1; bool nostrict; vector> model_errors; vector> undeclared_model_variable_errors; //! True when parsing the epilogue block bool parsing_epilogue{false}; //! True when parsing pac_model statement bool parsing_pac_model{false}; public: ParsingDriver(WarningConsolidation &warnings_arg, bool nostrict_arg) : warnings{warnings_arg}, nostrict{nostrict_arg} { }; ParsingDriver(const ParsingDriver &) = delete; ParsingDriver(ParsingDriver &&) = delete; ParsingDriver &operator=(const ParsingDriver &) = delete; ParsingDriver &operator=(ParsingDriver &&) = delete; //! Starts parsing, and constructs the MOD file representation unique_ptr parse(istream &in, bool debug); //! Reference to the lexer unique_ptr lexer; //! Copy of parsing location, maintained by YYLLOC_DEFAULT macro in DynareBison.yy Dynare::parser::location_type location; //! Estimation parameters EstimationParams estim_params; //! OSR parameters OsrParams osr_params; //! Temporary storage for the prior shape PriorDistributions prior_shape; //! Temporary storage for "expression" option of VAR_EXPECTATION_MODEL expr_t var_expectation_model_expression{nullptr}; //! Temporary storage for discount option of VAR_EXPECTATION_MODEL expr_t var_expectation_model_discount{nullptr}; //! Error handler with explicit location void error(const Dynare::parser::location_type &l, const string &m) __attribute__ ((noreturn)); //! Error handler using saved location void error(const string &m) __attribute__ ((noreturn)); //! Warning handler using saved location void warning(const string &m); //! Error handler with explicit location (used in model block, accumulating error messages to be printed later) void model_error(const string &m, const string &var); void undeclared_model_variable_error(const string &m, const string &var); //! Code shared between model_error() and error() void create_error_string(const Dynare::parser::location_type &l, const string &m, const string &var); void create_error_string(const Dynare::parser::location_type &l, const string &m, ostream &stream); //! Check if a given symbol exists in the parsing context, and is not a mod file local variable bool symbol_exists_and_is_not_modfile_local_or_external_function(const string &s); //! Sets mode of ModelTree class to use C output void use_dll(); //! the modelis block decomposed void block(); //! the model is stored in a binary file void bytecode(); //! the model has occasional binding constraints void occbin(); //! the static model is not computed void no_static(); //! the differentiate_forward_vars option is enabled (for all vars) void differentiate_forward_vars_all(); //! the differentiate_forward_vars option is enabled (for a subset of vars) void differentiate_forward_vars_some(); //! cutoff option of model block void cutoff(const string &value); //! mfs option of model block void mfs(const string &value); //! the flags to substitute for the default compiler flags used by `use_dll` void compilation_setup_substitute_flags(const string &flags); //! the flags to add to the default compiler flags used by `use_dll` void compilation_setup_add_flags(const string &flags); //! the libs to substitute for the default compiler libs used by `use_dll` void compilation_setup_substitute_libs(const string &libs); //! the libs to add to the default compiler libs used by `use_dll` void compilation_setup_add_libs(const string &libs); //! the compiler to replace the default compiler used by `use_dll` void compilation_setup_compiler(const string &path); //! balanced_growth_test_tol option of model block void balanced_growth_test_tol(const string &value); //! Sets the FILENAME for the initial value in initval void initval_file(); //! Declares an endogenous variable void declare_endogenous(const string &name, const string &tex_name = "", const vector> &partition_value = {}); //! Declares an exogenous variable void declare_exogenous(const string &name, const string &tex_name = "", const vector> &partition_value = {}); //! Declares an exogenous deterministic variable void declare_exogenous_det(const string &name, const string &tex_name = "", const vector> &partition_value = {}); //! Declares a parameter void declare_parameter(const string &name, const string &tex_name = "", const vector> &partition_value = {}); //! Declares a VAR variable and adds to symbol_list void declare_var_endogenous(const string &name); //! Declares a model local variable void declare_model_local_variable(const string &name, const string &tex_name = ""); //! Declares a statement local variable void declare_statement_local_variable(const string &name); //! Completes a subsample statement void set_subsamples(string name1, string name2); //! Declares a subsample, assigning the value to name void set_subsample_name_equal_to_date_range(string name, string date1, string date2); //! Checks that a subsample statement (and given name) were provided for the pair name1 & name2 void check_subsample_declaration_exists(const string &name1, const string &subsample_name); void check_subsample_declaration_exists(const string &name1, const string &name2, const string &subsample_name); //! Copies the set of subsamples from_name to_name void copy_subsamples(string to_name1, string to_name2, string from_name1, string from_name2); //! Sets the value of the planner_discount option of ramsey_{model,policy} void set_planner_discount(expr_t value); //! Sets the value of the planner_discount_latex_name option of ramsey_model void set_planner_discount_latex_name(string tex_name); //! Adds a predetermined_variable void add_predetermined_variable(const string &name); //! Declares and initializes a local parameter void declare_and_init_model_local_variable(const string &name, expr_t rhs); //! Changes type of a symbol void change_type(SymbolType new_type, const vector &var_list); //! Adds a list of tags for the current equation void add_equation_tags(string key, string value); //! Adds a non-negative constant to DataTree expr_t add_non_negative_constant(const string &constant); //! Adds a NaN constant to DataTree expr_t add_nan_constant(); //! Adds an Inf constant to DataTree expr_t add_inf_constant(); //! Adds a model variable to ModelTree and VariableTable expr_t add_model_variable(const string &name); //! Declares a variable of type new_type OR changes a variable in the equations to type new_type //! and removes any error messages that may have been issued in model_errors expr_t declare_or_change_type(SymbolType new_type, const string &name); //! Adds an Expression's variable expr_t add_expression_variable(const string &name); //! Adds a "periods" statement void periods(const string &periods); //! Adds a "dsample" statement void dsample(const string &arg1); //! Adds a "dsample" statement void dsample(const string &arg1, const string &arg2); //! Writes parameter intitialisation expression void init_param(const string &name, expr_t rhs); //! Writes an initval block void init_val(const string &name, expr_t rhs); //! Writes an histval block void hist_val(const string &name, const string &lag, expr_t rhs); //! Adds an entry in a homotopy_setup block /*! Second argument "val1" can be NULL if no initial value provided */ void homotopy_val(const string &name, expr_t val1, expr_t val2); //! Writes end of an initval block void end_initval(bool all_values_required); //! Writes end of an endval block void end_endval(bool all_values_required); //! Writes end of an histval block void end_histval(bool all_values_required); //! Writes end of an homotopy_setup block void end_homotopy(); //! Begin epilogue block void begin_epilogue(); //! End epilogue block void end_epilogue(); //! Add epilogue variable void add_epilogue_variable(const string &varname); //! Add equation in epilogue block void add_epilogue_equal(const string &varname, expr_t expr); //! Begin a model block void begin_model(); //! End a model block, printing errors that were encountered in parsing void end_model(); //! Writes a shocks statement void end_shocks(bool overwrite); //! Writes a mshocks statement void end_mshocks(bool overwrite); //! Writes a heteroskedastic_shocks statement void end_heteroskedastic_shocks(bool overwrite); //! Adds a deterministic shock or a path element inside a conditional_forecast_paths block void add_det_shock(const string &var, const vector> &periods, const vector &values, bool conditional_forecast); //! Adds a heteroskedastic shock (either values or scales) void add_heteroskedastic_shock(const string &var, const vector> &periods, const vector &values, bool scales); //! Adds a std error shock void add_stderr_shock(const string &var, expr_t value); //! Adds a variance shock void add_var_shock(const string &var, expr_t value); //! Adds a covariance shock void add_covar_shock(const string &var1, const string &var2, expr_t value); //! Adds a correlated shock void add_correl_shock(const string &var1, const string &var2, expr_t value); //! Adds a shock period range void add_period(const string &p1, const string &p2); //! Adds a shock period void add_period(const string &p1); //! Adds a deterministic shock value void add_value(expr_t value); //! Adds a deterministic shock value /*! \param v a string containing a (possibly negative) numeric constant */ void add_value(const string &v); //! Writes a Sigma_e block void do_sigma_e(); //! Ends row of Sigma_e block void end_of_row(); //! Adds a constant element to current row of Sigma_e void add_to_row_const(const string &v); //! Adds an expression element to current row of Sigma_e void add_to_row(expr_t v); //! Write a steady command void steady(); //! Sets an option to a numerical value void option_num(string name_option, string opt); //! Sets an option to a numerical value void option_num(string name_option, string opt1, string opt2); //! Sets an option to a string value void option_str(string name_option, string opt); //! Sets an option to a date value void option_date(string name_option, string opt); //! Sets an option to a list of symbols (used in conjunction with add_in_symbol_list()) void option_symbol_list(string name_option); //! Sets an option to a vector of integers void option_vec_int(string name_option, vector opt); //! Sets an option to a vector of strings void option_vec_str(string name_option, vector opt); //! Sets an option to a celll array of strings void option_vec_cellstr(string name_option, vector opt); //! Indicates that the model is linear void linear(); //! Adds a variable to temporary symbol list void add_in_symbol_list(const string &tmp_var); //! Writes a rplot() command void rplot(); //! Writes a stock_simul command void stoch_simul(); //! Writes a trend component command void trend_component_model(); //! Writes a var (vector autoregression) command void var_model(); //! Writes a simul command void simul(); //! Writes check command void check(); //! Writes model_info command void model_info(); //! Writes estimated params command void estimated_params(); //! Writes estimated params init command void estimated_params_init(bool use_calibration = false); //! Writes estimated params bound command void estimated_params_bounds(); //! Adds a declaration for a user-defined external function void external_function(); //! Sets an external_function option to a string value void external_function_option(const string &name_option, const string &opt); //! Add a line in an estimated params block void add_estimated_params_element(); //! Writes osr params bounds command void osr_params_bounds(); //! Add a line in an osr params block void add_osr_params_element(); //! Sets the frequency of the data void set_time(const string &arg); //! Estimation Data void estimation_data(); //! Sets the prior for a parameter void set_prior(const string &name, const string &subsample_name); //! Sets the joint prior for a set of parameters void set_joint_prior(const vector &symbol_vec); //! Adds a parameters to the list of joint parameters void add_joint_parameter(string name); //! Adds the variance option to its temporary holding place void set_prior_variance(expr_t variance = nullptr); //! Copies the prior from_name to_name void copy_prior(const string &to_declaration_type, const string &to_name1, const string &to_name2, const string &to_subsample_name, const string &from_declaration_type, const string &from_name1, const string &from_name2, const string &from_subsample_name); //! Sets the options for a parameter void set_options(const string &name, const string &subsample_name); //! Copies the options from_name to_name void copy_options(const string &to_declaration_type, const string &to_name1, const string &to_name2, const string &to_subsample_name, const string &from_declaration_type, const string &from_name1, const string &from_name2, const string &from_subsample_name); //! Sets the prior for estimated std dev void set_std_prior(const string &name, const string &subsample_name); //! Sets the options for estimated std dev void set_std_options(const string &name, const string &subsample_name); //! Sets the prior for estimated correlation void set_corr_prior(const string &name1, const string &name2, const string &subsample_name); //! Sets the options for estimated correlation void set_corr_options(const string &name1, const string &name2, const string &subsample_name); //! Runs estimation process void run_estimation(); //! Runs dynare_sensitivy() void dynare_sensitivity(); //! Check that no observed variable has yet be defined void check_varobs(); //! Add a new observed variable void add_varobs(const string &name); //! Check that no observed exogenous variable has yet be defined void check_varexobs(); //! Add a new observed exogenous variable void add_varexobs(const string &name); //! Svar_Identification Statement void begin_svar_identification(); void end_svar_identification(); //! Svar_Identification Statement: match list of restrictions and equation number with lag void combine_lag_and_restriction(const string &lag); //! Svar_Identification Statement: match list of restrictions with equation number void add_restriction_in_equation(const string &equation); //! Svar_Identification Statement: add list of restriction symbol ids void add_in_svar_restriction_symbols(const string &tmp_var); //! Svar_Identification Statement: add exclusions of constants void add_constants_exclusion(); //! Svar_Identification Statement: add equation number for following restriction equations void add_restriction_equation_nbr(const string &eq_nbr); //! Svar_Identification Statement: record presence of equal sign void add_restriction_equal(); //! Svar_Idenditification Statement: add coefficient of a linear restriction (positive value) void add_positive_restriction_element(expr_t value, const string &variable, const string &lag); //! Svar_Idenditification Statement: add unit coefficient of a linear restriction void add_positive_restriction_element(const string &variable, const string &lag); //! Svar_Idenditification Statement: add coefficient of a linear restriction (negative value) void add_negative_restriction_element(expr_t value, const string &variable, const string &lag); //! Svar_Idenditification Statement: add negative unit coefficient of a linear restriction void add_negative_restriction_element(const string &variable, const string &lag); //! Svar_Idenditification Statement: add restriction element void add_restriction_element(expr_t value, const string &variable, const string &lag); //! Svar_Identification Statement: check that restriction is homogenous void check_restriction_expression_constant(expr_t value); //! Svar_Identification Statement: restriction of form upper cholesky void add_upper_cholesky(); //! Svar_Identification Statement: restriction of form lower cholesky void add_lower_cholesky(); //! Svar_Global_Identification_Check Statement void add_svar_global_identification_check(); //! generate_irfs Block void end_generate_irfs(); void add_generate_irfs_element(string name); void add_generate_irfs_exog_element(string exo, const string &value); //! Forecast Statement void forecast(); void set_trends(); void set_deterministic_trends(); void set_trend_element(string arg1, expr_t arg2); //! filter_initial_state block void set_filter_initial_state(); //! element for filter_initial_state block void set_filter_initial_state_element(const string &name, const string &lag, expr_t rhs); void set_unit_root_vars(); void optim_weights(); void set_optim_weights(string name, expr_t value); void set_optim_weights(const string &name1, const string &name2, expr_t value); void set_osr_params(); void run_osr(); void run_dynasave(const string &filename); void run_dynatype(const string &filename); void run_load_params_and_steady_state(const string &filename); void run_save_params_and_steady_state(const string &filename); void run_identification(); void add_mc_filename(string filename, string prior = "1"); void run_model_comparison(); //! Begin a planner_objective statement void begin_planner_objective(); //! End a planner objective statement void end_planner_objective(expr_t expr); //! Ramsey model statement void ramsey_model(); //! Ramsey constraints statement void add_ramsey_constraints_statement(); //! Ramsey less constraint void ramsey_constraint_add_less(const string &name, const expr_t rhs); //! Ramsey greater constraint void ramsey_constraint_add_greater(const string &name, const expr_t rhs); //! Ramsey less or equal constraint void ramsey_constraint_add_less_equal(const string &name, const expr_t rhs); //! Ramsey greater or equal constraint void ramsey_constraint_add_greater_equal(const string &name, const expr_t rhs); //! Ramsey constraint helper function void add_ramsey_constraint(const string &name, BinaryOpcode op_code, const expr_t rhs); //! Ramsey policy statement void ramsey_policy(); //! Evaluate Planner Objective void evaluate_planner_objective(); //! Discretionary policy statement void discretionary_policy(); //! Adds a write_latex_dynamic_model statement void write_latex_dynamic_model(bool write_equation_tags); //! Adds a write_latex_static_model statement void write_latex_static_model(bool write_equation_tags); //! Adds a write_latex_original_model statement void write_latex_original_model(bool write_equation_tags); //! Adds a write_latex_steady_state_model statement void write_latex_steady_state_model(); //! BVAR marginal density void bvar_density(const string &maxnlags); //! BVAR forecast void bvar_forecast(const string &nlags); //! SBVAR statement void sbvar(); //! Markov Switching Statement: Estimation void ms_estimation(); //! Markov Switching Statement: Simulation void ms_simulation(); //! Markov Switching Statement: MDD void ms_compute_mdd(); //! Markov Switching Statement: Probabilities void ms_compute_probabilities(); //! Markov Switching Statement: IRF void ms_irf(); //! Markov Switching Statement: Forecast void ms_forecast(); //! Markov Switching Statement: Variance Decomposition void ms_variance_decomposition(); //! Svar statement void svar(); //! MarkovSwitching statement void markov_switching(); //! Shock decomposition void shock_decomposition(); //! Realtime Shock decomposition void realtime_shock_decomposition(); //! Plot Shock decomposition void plot_shock_decomposition(); //! Initial Condition decomposition void initial_condition_decomposition(); //! squeeze_shock_decomposition statement void squeeze_shock_decomposition(); //! Conditional forecast statement void conditional_forecast(); //! Conditional forecast paths block void conditional_forecast_paths(); //! Plot conditional forecast statement void plot_conditional_forecast(const string &periods = ""); //! Smoother on calibrated models void calib_smoother(); //! Extended path void extended_path(); //! Writes token "arg1=arg2" to model tree expr_t add_model_equal(expr_t arg1, expr_t arg2); //! Writes token "arg=0" to model tree expr_t add_model_equal_with_zero_rhs(expr_t arg); //! Writes token "arg1+arg2" to model tree expr_t add_plus(expr_t arg1, expr_t arg2); //! Writes token "arg1-arg2" to model tree expr_t add_minus(expr_t arg1, expr_t arg2); //! Writes token "-arg1" to model tree expr_t add_uminus(expr_t arg1); //! Writes token "arg1*arg2" to model tree expr_t add_times(expr_t arg1, expr_t arg2); //! Writes token "arg1/arg2" to model tree expr_t add_divide(expr_t arg1, expr_t arg2); //! Writes token "arg1arg2" to model treeexpr_t expr_t add_greater(expr_t arg1, expr_t arg2); //! Writes token "arg1<=arg2" to model treeexpr_t expr_t add_less_equal(expr_t arg1, expr_t arg2); //! Writes token "arg1>=arg2" to model treeexpr_t expr_t add_greater_equal(expr_t arg1, expr_t arg2); //! Writes token "arg1==arg2" to model treeexpr_texpr_t expr_t add_equal_equal(expr_t arg1, expr_t arg2); //! Writes token "arg1!=arg2" to model treeexpr_texpr_t expr_t add_different(expr_t arg1, expr_t arg2); //! Writes token "arg1^arg2" to model tree expr_t add_power(expr_t arg1, expr_t arg2); //! Writes token "E(arg1)(arg2)" to model tree expr_t add_expectation(const string &arg1, expr_t arg2); //! Writes token "VAR_EXPECTATION(model_name)" to model tree expr_t add_var_expectation(const string &model_name); //! Writes token "PAC_EXPECTATION(model_name, discount, growth)" to model tree expr_t add_pac_expectation(const string &var_model_name); //! Creates pac_model statement void begin_pac_growth(); void begin_pac_model(); void pac_model(); //! Adds growth for pac void set_pac_growth(expr_t pac_growth_arg); //! Adds steady state growth for pac void set_pac_steady_state_growth(const string &name_or_number); //! Writes token "diff(arg1)" to model tree expr_t add_diff(expr_t arg1); //! Writes token "adl(arg1, lag)" to model tree expr_t add_adl(expr_t arg1, const string &name, const string &lag); expr_t add_adl(expr_t arg1, const string &name, const vector &lags); //! Writes token "exp(arg1)" to model tree expr_t add_exp(expr_t arg1); //! Writes token "log(arg1)" to model tree expr_t add_log(expr_t arg1); //! Writes token "log10(arg1)" to model tree expr_t add_log10(expr_t arg1); //! Writes token "cos(arg1)" to model tree expr_t add_cos(expr_t arg1); //! Writes token "sin(arg1)" to model tree expr_t add_sin(expr_t arg1); //! Writes token "tan(arg1)" to model tree expr_t add_tan(expr_t arg1); //! Writes token "acos(arg1)" to model tree expr_t add_acos(expr_t arg1); //! Writes token "asin(arg1)" to model tree expr_t add_asin(expr_t arg1); //! Writes token "atan(arg1)" to model tree expr_t add_atan(expr_t arg1); //! Writes token "cosh(arg1)" to model tree expr_t add_cosh(expr_t arg1); //! Writes token "sinh(arg1)" to model tree expr_t add_sinh(expr_t arg1); //! Writes token "tanh(arg1)" to model tree expr_t add_tanh(expr_t arg1); //! Writes token "acosh(arg1)" to model tree expr_t add_acosh(expr_t arg1); //! Writes token "asin(arg1)" to model tree expr_t add_asinh(expr_t arg1); //! Writes token "atanh(arg1)" to model tree expr_t add_atanh(expr_t arg1); //! Writes token "sqrt(arg1)" to model tree expr_t add_sqrt(expr_t arg1); //! Writes token "cbrt(arg1)" to model tree expr_t add_cbrt(expr_t arg1); //! Writes token "abs(arg1)" to model tree expr_t add_abs(expr_t arg1); //! Writes token "sign(arg1)" to model tree expr_t add_sign(expr_t arg1); //! Writes token "max(arg1,arg2)" to model tree expr_t add_max(expr_t arg1, expr_t arg2); //! Writes token "min(arg1,arg2)" to model tree expr_t add_min(expr_t arg1, expr_t arg2); //! Writes token "normcdf(arg1,arg2,arg3)" to model tree expr_t add_normcdf(expr_t arg1, expr_t arg2, expr_t arg3); //! Writes token "normcdf(arg,0,1)" to model tree expr_t add_normcdf(expr_t arg); //! Writes token "normpdf(arg1,arg2,arg3)" to model tree expr_t add_normpdf(expr_t arg1, expr_t arg2, expr_t arg3); //! Writes token "normpdf(arg,0,1)" to model tree expr_t add_normpdf(expr_t arg); //! Writes token "erf(arg)" to model tree expr_t add_erf(expr_t arg); //! Writes token "steadyState(arg1)" to model tree expr_t add_steady_state(expr_t arg1); //! Pushes empty vector onto stack when a symbol is encountered (mod_var or ext_fun) void push_external_function_arg_vector_onto_stack(); //! Adds an external function argument void add_external_function_arg(expr_t arg); //! Test to see if model/external function has exactly one integer argument pair is_there_one_integer_argument() const; //! Adds an external function call node expr_t add_model_var_or_external_function(const string &function_name, bool in_model_block); //! Adds a native statement void add_native(const string &s); //! Adds a native statement, first removing the set of characters passed in token (and everything after) void add_native_remove_charset(string str, const string &token); //! Adds a verbatim statement void add_verbatim(const string &s); //! Adds a verbatim statement, first removing the set of characters passed in token (and everything after) void add_verbatim_remove_charset(string str, const string &token); //! Resets data_tree and model_tree pointers to default (i.e. mod_file->expressions_tree) void reset_data_tree(); //! Begin a steady_state_model block void begin_steady_state_model(); //! Add an assignment equation in steady_state_model block void add_steady_state_model_equal(const string &varname, expr_t expr); //! Add a multiple assignment equation in steady_state_model block void add_steady_state_model_equal_multiple(expr_t expr); //! Switches datatree void begin_trend(); //! Declares a trend variable with its growth factor void declare_trend_var(bool log_trend, const string &name, const string &tex_name = ""); //! Ends declaration of trend variable void end_trend_var(expr_t growth_factor); //! Declares a nonstationary variable with its deflator void declare_nonstationary_var(const string &name, const string &tex_name = "", const vector> &partition_value = {}); //! Ends declaration of nonstationary variable void end_nonstationary_var(bool log_deflator, expr_t deflator); //! Add a graph format to the list of formats requested void add_graph_format(const string &name); //! Add the graph_format option to the OptionsList structure void process_graph_format_option(); //! Add the graph_format option to the initial_condition_decomp substructure of the OptionsList structure void initial_condition_decomp_process_graph_format_option(); //! Add the graph_format option to the plot_shock_decomp substructure of the OptionsList structure void plot_shock_decomp_process_graph_format_option(); //! Model diagnostics void model_diagnostics(); //! Processing the parallel_local_files option void add_parallel_local_file(string filename); //! Add an item of a moment_calibration statement void add_moment_calibration_item(const string &endo1, const string &endo2, string lags, const pair &range); //! End a moment_calibration statement void end_moment_calibration(); //! Add an item of an irf_calibration statement void add_irf_calibration_item(const string &endo, string periods, const string &exo, const pair &range); //! End a moment_calibration statement void end_irf_calibration(); //! Add a shock to a group void add_shock_group_element(string name); //! Add a set of shock groups void add_shock_group(string name); //! End shock groups declaration void end_shock_groups(const string &name); //! Add a set of init2shocks void add_init2shocks(const string &endo_name, const string &exo_name); //! End init2shocks declaration void end_init2shocks(const string &name); void smoother2histval(); void histval_file(); void perfect_foresight_setup(); void perfect_foresight_solver(); void prior_posterior_function(bool prior_func); //! Method of Moments estimation statement void method_of_moments(); //! Add a var_expectation_model statement void var_expectation_model(); //! Start parsing a matched_moments block void begin_matched_moments(); //! Add a matched_moments block void end_matched_moments(const vector &moments); }; #endif // ! PARSING_DRIVER_HH