467 lines
18 KiB
C++
467 lines
18 KiB
C++
/*
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* Copyright (C) 2003-2009 Dynare Team
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*
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* This file is part of Dynare.
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*
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* Dynare is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* Dynare is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
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*/
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#ifndef _PARSING_DRIVER_HH
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#define _PARSING_DRIVER_HH
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#ifdef _MACRO_DRIVER_HH
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# error Impossible to include both ParsingDriver.hh and MacroDriver.hh
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#endif
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#include <string>
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#include <vector>
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#include <istream>
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#include "ModFile.hh"
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#include "SymbolList.hh"
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class ParsingDriver;
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#include "ExprNode.hh"
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#include "DynareBison.hh"
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#include "ComputingTasks.hh"
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#include "Shocks.hh"
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#include "SigmaeInitialization.hh"
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#include "NumericalInitialization.hh"
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#include "DynamicModel.hh"
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using namespace std;
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// Declare DynareFlexLexer class
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#ifndef __FLEX_LEXER_H
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# define yyFlexLexer DynareFlexLexer
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# include <FlexLexer.h>
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# undef yyFlexLexer
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#endif
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//! The lexer class
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/*! Actually it was necessary to subclass the DynareFlexLexer class generated by Flex,
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since the prototype for DynareFlexLexer::yylex() was not convenient.
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*/
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class DynareFlex : public DynareFlexLexer
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{
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public:
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DynareFlex(istream* in = 0, ostream* out = 0);
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//! The main lexing function
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Dynare::parser::token_type lex(Dynare::parser::semantic_type *yylval,
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Dynare::parser::location_type *yylloc,
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ParsingDriver &driver);
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//! The filename being parsed
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/*! The bison parser locations (begin and end) contain a pointer to that string */
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string filename;
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};
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//! Drives the scanning and parsing of the .mod file, and constructs its abstract representation
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/*! It is built along the guidelines given in Bison 2.3 manual. */
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class ParsingDriver
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{
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private:
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//! Checks that a given symbol exists, and stops with an error message if it doesn't
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void check_symbol_existence(const string &name);
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//! Helper to add a symbol declaration
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void declare_symbol(string *name, SymbolType type, string *tex_name);
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//! Creates option "optim_opt" in OptionsList if it doesn't exist, else add a comma, and adds the option name
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void optim_options_helper(const string &name);
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//! Stores temporary symbol table
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SymbolList symbol_list;
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//! The data tree in which to add expressions currently parsed
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DataTree *data_tree;
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//! The model tree in which to add expressions currently parsed
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/*! It is only a dynamic cast of data_tree pointer, and is therefore null if data_tree is not a ModelTree instance */
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ModelTree *model_tree;
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//! The dynamic model tree in which to add expressions currently parsed
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/*! It is only a dynamic cast of data_tree pointer, and is therefore null if data_tree is not a DynamicModel instance */
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DynamicModel *dynamic_model;
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//! Sets data_tree and model_tree pointers
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void set_current_data_tree(DataTree *data_tree_arg);
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//! Stores options lists
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OptionsList options_list;
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//! Temporary storage for trend elements
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ObservationTrendsStatement::trend_elements_type trend_elements;
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//! Temporary storage for filename list of ModelComparison
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ModelComparisonStatement::filename_list_type filename_list;
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//! Temporary storage for list of EstimationParams (from estimated_params* statements)
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vector<EstimationParams> estim_params_list;
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//! Temporary storage of variances from optim_weights
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OptimWeightsStatement::var_weights_type var_weights;
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//! Temporary storage of covariances from optim_weights
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OptimWeightsStatement::covar_weights_type covar_weights;
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//! Temporary storage of variances from calib_var
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CalibVarStatement::calib_var_type calib_var;
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//! Temporary storage of covariances from calib_var
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CalibVarStatement::calib_covar_type calib_covar;
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//! Temporary storage of autocorrelations from calib_var
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CalibVarStatement::calib_ac_type calib_ac;
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//! Temporary storage for deterministic shocks
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ShocksStatement::det_shocks_type 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<NodeID> det_shocks_values;
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//! Temporary storage for variances of shocks
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ShocksStatement::var_and_std_shocks_type var_shocks;
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//! Temporary storage for standard errors of shocks
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ShocksStatement::var_and_std_shocks_type std_shocks;
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//! Temporary storage for covariances of shocks
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ShocksStatement::covar_and_corr_shocks_type covar_shocks;
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//! Temporary storage for correlations of shocks
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ShocksStatement::covar_and_corr_shocks_type corr_shocks;
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//! Temporary storage for Sigma_e rows
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SigmaeStatement::row_type sigmae_row;
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//! Temporary storage for Sigma_e matrix
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SigmaeStatement::matrix_type sigmae_matrix;
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//! Temporary storage for initval/endval blocks
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InitOrEndValStatement::init_values_type init_values;
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//! Temporary storage for histval blocks
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HistValStatement::hist_values_type hist_values;
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//! Temporary storage for homotopy_setup blocks
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HomotopyStatement::homotopy_values_type homotopy_values;
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//! Temporary storage for svar_identification blocks
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SvarIdentificationStatement::svar_identification_exclusion_type svar_ident_exclusion_values;
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map<int, vector<string> > svar_equation_restrictions;
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vector<string> svar_restriction_symbols;
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bool svar_upper_cholesky;
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bool svar_lower_cholesky;
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//! Temporary storage for argument list of unknown function
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vector<NodeID> unknown_function_args;
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//! The mod file representation constructed by this ParsingDriver
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ModFile *mod_file;
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public:
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//! Starts parsing, and constructs the MOD file representation
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/*! The returned pointer should be deleted after use */
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ModFile *parse(istream &in, bool debug);
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//! Reference to the lexer
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class DynareFlex *lexer;
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//! Copy of parsing location, maintained by YYLLOC_DEFAULT macro in DynareBison.yy
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Dynare::parser::location_type location;
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//! Estimation parameters
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EstimationParams estim_params;
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//! Error handler with explicit location
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void error(const Dynare::parser::location_type &l, const string &m);
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//! Error handler using saved location
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void error(const string &m);
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//! Warning handler using saved location
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void warning(const string &m);
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//! Check if a given symbol exists in the parsing context, and is not a mod file local variable
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bool symbol_exists_and_is_not_modfile_local_or_unknown_function(const char *s);
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//! Sets mode of ModelTree class to use C output
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void use_dll();
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//! the modelis block decomposed
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void block();
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//! the model is stored in a binary file
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void byte_code();
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//! cutoff option of model block
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void cutoff(string *value);
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//! mfs option of model block
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void mfs(string *value);
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//! Sets the FILENAME for the initial value in initval
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void initval_file(string *filename);
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//! Declares an endogenous variable
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void declare_endogenous(string *name, string *tex_name = NULL);
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//! Declares an exogenous variable
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void declare_exogenous(string *name, string *tex_name = NULL);
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//! Declares an exogenous deterministic variable
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void declare_exogenous_det(string *name, string *tex_name = NULL);
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//! Declares a parameter
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void declare_parameter(string *name, string *tex_name = NULL);
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//! Adds a predetermined_variable
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void add_predetermined_variable(string *name);
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//! Declares and initializes a local parameter
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void declare_and_init_model_local_variable(string *name, NodeID rhs);
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//! Changes type of a symbol
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void change_type(SymbolType new_type, vector<string *> *var_list);
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//! Adds a list of tags for the current equation
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void add_equation_tags(string *key, string *value);
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//! Adds a constant to DataTree
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NodeID add_constant(string *constant);
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//! Adds a NaN constant to DataTree
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NodeID add_nan_constant();
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//! Adds an Inf constant to DataTree
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NodeID add_inf_constant();
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//! Adds a model variable to ModelTree and VariableTable
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NodeID add_model_variable(string *name);
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//! Adds a model lagged variable to ModelTree and VariableTable
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NodeID add_model_variable(string *name, string *olag);
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//! Adds an Expression's variable
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NodeID add_expression_variable(string *name);
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//! Adds a "periods" statement
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void periods(string *periods);
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//! Adds a "dsample" statement
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void dsample(string *arg1);
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//! Adds a "dsample" statement
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void dsample(string *arg1, string *arg2);
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//! Writes parameter intitialisation expression
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void init_param(string *name, NodeID rhs);
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//! Writes an initval block
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void init_val(string *name, NodeID rhs);
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//! Writes an histval block
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void hist_val(string *name, string *lag, NodeID rhs);
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//! Adds an entry in a homotopy_setup block
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/*! Second argument "val1" can be NULL if no initial value provided */
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void homotopy_val(string *name, NodeID val1, NodeID val2);
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//! Writes end of an initval block
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void end_initval();
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//! Writes end of an endval block
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void end_endval();
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//! Writes end of an histval block
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void end_histval();
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//! Writes end of an homotopy_setup block
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void end_homotopy();
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//! Begin a model block
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void begin_model();
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//! Writes a shocks statement
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void end_shocks();
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//! Writes a mshocks statement
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void end_mshocks();
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//! Adds a deterministic chock or a path element inside a conditional_forecast_paths block
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void add_det_shock(string *var, bool conditional_forecast);
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//! Adds a std error chock
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void add_stderr_shock(string *var, NodeID value);
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//! Adds a variance chock
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void add_var_shock(string *var, NodeID value);
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//! Adds a covariance chock
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void add_covar_shock(string *var1, string *var2, NodeID value);
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//! Adds a correlated chock
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void add_correl_shock(string *var1, string *var2, NodeID value);
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//! Adds a shock period range
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void add_period(string *p1, string *p2);
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//! Adds a shock period
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void add_period(string *p1);
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//! Adds a deterministic shock value
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void add_value(NodeID value);
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//! Adds a deterministic shock value
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void add_value(string *p1);
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//! Writes a Sigma_e block
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void do_sigma_e();
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//! Ends row of Sigma_e block
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void end_of_row();
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//! Adds a constant element to current row of Sigma_e
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void add_to_row_const(string *s);
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//! Adds an expression element to current row of Sigma_e
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void add_to_row(NodeID v);
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//! Write a steady command
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void steady();
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//! Sets an option to a numerical value
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void option_num(const string &name_option, string *opt);
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//! Sets an option to a numerical value
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void option_num(const string &name_option, const string &opt);
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//! Sets an option to a numerical value
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void option_num(const string &name_option, string *opt1, string *opt2);
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//! Sets an option to a string value
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void option_str(const string &name_option, string *opt);
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//! Sets an option to a string value
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void option_str(const string &name_option, const string &opt);
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//! Sets an option to a list of symbols (used in conjunction with add_in_symbol_list())
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void option_symbol_list(const string &name_option);
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//! Indicates that the model is linear
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void linear();
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//! Adds a variable to temporary symbol list
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void add_in_symbol_list(string *tmp_var);
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//! Writes a rplot() command
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void rplot();
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//! Writes a stock_simul command
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void stoch_simul();
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//! Writes a simul command
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void simul();
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//! Writes check command
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void check();
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//! Writes model_info command
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void model_info();
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//! Writes estimated params command
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void estimated_params();
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//! Writes estimated params init command
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void estimated_params_init();
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//! Writes estimated params bound command
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void estimated_params_bounds();
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//! Add a line in an estimated params block
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void add_estimated_params_element();
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//! Runs estimation process
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void run_estimation();
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//! Runs prior_analysis();
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void run_prior_analysis();
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//! Runs posterior_analysis();
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void run_posterior_analysis();
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//! Runs dynare_sensitivy()
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void dynare_sensitivity();
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//! Adds an optimization option (string value)
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void optim_options_string(string *name, string *value);
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//! Adds an optimization option (numeric value)
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void optim_options_num(string *name, string *value);
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//! Prints varops instructions
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void set_varobs();
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//! Svar_Identification Statement
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void end_svar_identification();
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void combine_lag_and_restriction(string *lag);
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void add_restriction_in_equation(string *equation);
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void add_in_svar_restriction_symbols(string *name);
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void add_upper_cholesky();
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void add_lower_cholesky();
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//! Forecast Statement
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void forecast();
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void set_trends();
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void set_trend_element(string *arg1, NodeID arg2);
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void set_unit_root_vars();
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void optim_weights();
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void set_optim_weights(string *name, NodeID value);
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void set_optim_weights(string *name1, string *name2, NodeID value);
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void set_osr_params();
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void run_osr();
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void run_calib_var();
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void set_calib_var(string *name, string *weight, NodeID expression);
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void set_calib_covar(string *name1, string *name2, string *weight, NodeID expression);
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void set_calib_ac(string *name, string *ar, string *weight, NodeID expression);
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void run_calib(int covar);
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void run_dynasave(string *filename);
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void run_dynatype(string *filename);
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void run_load_params_and_steady_state(string *filename);
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void run_save_params_and_steady_state(string *filename);
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void run_identification();
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void add_mc_filename(string *filename, string *prior = new string("1"));
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void run_model_comparison();
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//! Begin a planner_objective statement
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void begin_planner_objective();
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//! End a planner objective statement
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void end_planner_objective(NodeID expr);
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//! ramsey policy statement
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void ramsey_policy();
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//! Adds a write_latex_dynamic_model statement
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void write_latex_dynamic_model();
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//! Adds a write_latex_static_model statement
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void write_latex_static_model();
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//! BVAR marginal density
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void bvar_density(string *maxnlags);
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//! BVAR forecast
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void bvar_forecast(string *nlags);
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//! SBVAR statement
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void sbvar();
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//! MS_SBVAR statement
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void ms_sbvar();
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//! MarkovSwitching statement
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void markov_switching();
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//! Shock decomposition
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void shock_decomposition();
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//! Conditional forecast statement
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void conditional_forecast();
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//! Conditional forecast paths block
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void conditional_forecast_paths();
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//! Plot conditional forecast statement
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void plot_conditional_forecast(string *periods = NULL);
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//! Writes token "arg1=arg2" to model tree
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NodeID add_model_equal(NodeID arg1, NodeID arg2);
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//! Writes token "arg=0" to model tree
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NodeID add_model_equal_with_zero_rhs(NodeID arg);
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//! Writes token "arg1+arg2" to model tree
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NodeID add_plus(NodeID arg1, NodeID arg2);
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//! Writes token "arg1-arg2" to model tree
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NodeID add_minus(NodeID arg1, NodeID arg2);
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//! Writes token "-arg1" to model tree
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NodeID add_uminus(NodeID arg1);
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//! Writes token "arg1*arg2" to model tree
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NodeID add_times(NodeID arg1, NodeID arg2);
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//! Writes token "arg1/arg2" to model tree
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NodeID add_divide(NodeID arg1, NodeID arg2);
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//! Writes token "arg1<arg2" to model tree
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NodeID add_less(NodeID arg1, NodeID arg2);
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//! Writes token "arg1>arg2" to model treeNodeID
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NodeID add_greater(NodeID arg1, NodeID arg2);
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//! Writes token "arg1<=arg2" to model treeNodeID
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NodeID add_less_equal(NodeID arg1, NodeID arg2);
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//! Writes token "arg1>=arg2" to model treeNodeID
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NodeID add_greater_equal(NodeID arg1, NodeID arg2);
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//! Writes token "arg1==arg2" to model treeNodeIDNodeID
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NodeID add_equal_equal(NodeID arg1, NodeID arg2);
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//! Writes token "arg1!=arg2" to model treeNodeIDNodeID
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NodeID add_different(NodeID arg1, NodeID arg2);
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//! Writes token "arg1^arg2" to model tree
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NodeID add_power(NodeID arg1, NodeID arg2);
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//! Writes token "E(arg1)(arg2)" to model tree
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NodeID add_expectation(string *arg1, NodeID arg2);
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//! Writes token "exp(arg1)" to model tree
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NodeID add_exp(NodeID arg1);
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//! Writes token "log(arg1)" to model tree
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NodeID add_log(NodeID arg1);
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//! Writes token "log10(arg1)" to model tree
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NodeID add_log10(NodeID arg1);
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//! Writes token "cos(arg1)" to model tree
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NodeID add_cos(NodeID arg1);
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//! Writes token "sin(arg1)" to model tree
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NodeID add_sin(NodeID arg1);
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//! Writes token "tan(arg1)" to model tree
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NodeID add_tan(NodeID arg1);
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//! Writes token "acos(arg1)" to model tree
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NodeID add_acos(NodeID arg1);
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//! Writes token "asin(arg1)" to model tree
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NodeID add_asin(NodeID arg1);
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//! Writes token "atan(arg1)" to model tree
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NodeID add_atan(NodeID arg1);
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//! Writes token "cosh(arg1)" to model tree
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NodeID add_cosh(NodeID arg1);
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//! Writes token "sinh(arg1)" to model tree
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NodeID add_sinh(NodeID arg1);
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//! Writes token "tanh(arg1)" to model tree
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NodeID add_tanh(NodeID arg1);
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//! Writes token "acosh(arg1)" to model tree
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NodeID add_acosh(NodeID arg1);
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//! Writes token "asin(arg1)" to model tree
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NodeID add_asinh(NodeID arg1);
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//! Writes token "atanh(arg1)" to model tree
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NodeID add_atanh(NodeID arg1);
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//! Writes token "sqrt(arg1)" to model tree
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NodeID add_sqrt(NodeID arg1);
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//! Writes token "max(arg1,arg2)" to model tree
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NodeID add_max(NodeID arg1, NodeID arg2);
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//! Writes token "min(arg1,arg2)" to model tree
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NodeID add_min(NodeID arg1, NodeID arg2);
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//! Writes token "normcdf(arg1,arg2,arg3)" to model tree
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NodeID add_normcdf(NodeID arg1, NodeID arg2, NodeID arg3);
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//! Writes token "normcdf(arg,0,1)" to model tree
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NodeID add_normcdf(NodeID arg);
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//! Writes token "steadyState(arg1)" to model tree
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NodeID add_steady_state(NodeID arg1);
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//! Adds an unknwon function argument
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void add_unknown_function_arg(NodeID arg);
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//! Adds an unknown function call node
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NodeID add_unknown_function(string *function_name);
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//! Adds a native statement
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void add_native(const char *s);
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//! Resets data_tree and model_tree pointers to default (i.e. mod_file->expressions_tree)
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void reset_data_tree();
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};
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#endif // ! PARSING_DRIVER_HH
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