1434 lines
53 KiB
Plaintext
1434 lines
53 KiB
Plaintext
/*
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* Copyright (C) 2003-2008 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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%skeleton "lalr1.cc"
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%require "2.3"
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%defines
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%{
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using namespace std;
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class ParsingDriver;
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#include "ExprNode.hh"
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/* Little hack: we redefine the macro which computes the locations, because
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we need to access the location from within the parsing driver for error
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and warning messages. */
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#define YYLLOC_DEFAULT(Current, Rhs, N) \
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do { \
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if (N) \
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{ \
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(Current).begin = (Rhs)[1].begin; \
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(Current).end = (Rhs)[N].end; \
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} \
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else \
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{ \
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(Current).begin = (Current).end = (Rhs)[0].end; \
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} \
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driver.location = (Current); \
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} while(false)
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%}
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%name-prefix="Dynare"
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%parse-param { ParsingDriver &driver }
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%lex-param { ParsingDriver &driver }
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%locations
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%initial-action
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{
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// Initialize the location filenames to NULL
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@$.begin.filename = @$.end.filename = NULL;
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}
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%debug
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%error-verbose
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%union
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{
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string *string_val;
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NodeID node_val;
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};
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%{
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#include "ParsingDriver.hh"
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/* this "connects" the bison parser in the driver to the flex scanner class
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* object. it defines the yylex() function call to pull the next token from the
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* current lexer object of the driver context. */
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#undef yylex
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#define yylex driver.lexer->lex
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%}
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%token AR AUTOCORR
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%token BAYESIAN_IRF BETA_PDF BICGSTAB
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%token BVAR_DENSITY BVAR_FORECAST
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%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
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%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
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%token BVAR_REPLIC
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%token CALIB CALIB_VAR CHECK CONF_SIG CONSTANT CORR COVAR CUTOFF
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%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
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%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
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%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
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%token <string_val> FLOAT_NUMBER
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%token FORECAST
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%token GAMMA_PDF GAUSSIAN_ELIMINATION GCC_COMPILER GMRES GRAPH
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%token HISTVAL HP_FILTER HP_NGRID
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%token INITVAL
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%token <string_val> INT_NUMBER
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%token INV_GAMMA_PDF IRF
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%token KALMAN_ALGO KALMAN_TOL
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%token LAPLACE LCC_COMPILER LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOGLINEAR LU MARKOWITZ MAX
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%token METHOD MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
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%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MSHOCKS
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%token MODEL_COMPARISON_APPROXIMATION MODIFIEDHARMONICMEAN MOMENTS_VARENDO
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%token <string_val> NAME
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%token NO_COMPILER NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS
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%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
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%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
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%token PARAMETERS PERIODS PLANNER_OBJECTIVE PREFILTER PRESAMPLE
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%token PRINT PRIOR_TRUNC PRIOR_ANALYSIS POSTERIOR_ANALYSIS
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%token QZ_CRITERIUM
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%token RELATIVE_IRF REPLIC RPLOT
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%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SOLVE_ALGO
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%token SPARSE SPARSE_DLL STDERR STEADY STOCH_SIMUL
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%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
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%token <string_val> TEX_NAME
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%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL
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%token VALUES VAR VAREXO VAREXO_DET VAROBS
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%token XLS_SHEET XLS_RANGE
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%token NORMCDF
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%token HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS
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%left COMMA
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%left EQUAL_EQUAL EXCLAMATION_EQUAL
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%left LESS GREATER LESS_EQUAL GREATER_EQUAL
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%left PLUS MINUS
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%left TIMES DIVIDE
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%left UMINUS UPLUS
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%nonassoc POWER
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%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ASINH ACOSH ATANH SQRT
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/* GSA analysis */
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%token DYNARE_SENSITIVITY IDENTIFICATION MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU GLUE MORRIS_NLIV
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%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB KSSTAT LOGTRANS_REDFORM THRESHOLD_REDFORM
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%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
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%token ALPHA_RMSE ALPHA2_RMSE
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/* end of GSA analysis*/
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%type <node_val> expression
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%type <node_val> equation hand_side model_var
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%type <string_val> signed_float signed_integer prior
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%type <string_val> value filename filename_elem vec_int_elem vec_int_1 vec_int
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%type <string_val> calib_arg2 range number
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%%
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%start statement_list;
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statement_list : statement
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| statement_list statement
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;
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statement : declaration
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| periods
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| cutoff
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| markowitz
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| model
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| initval
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| endval
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| histval
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| init_param
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| shocks
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| mshocks
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| sigma_e
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| steady
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| check
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| simul
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| stoch_simul
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| estimation
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| prior_analysis
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| posterior_analysis
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| estimated_params
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| estimated_params_bounds
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| estimated_params_init
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| varobs
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| observation_trends
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| unit_root_vars
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| dsample
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| rplot
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| optim_weights
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| osr_params
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| osr
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| calib_var
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| calib
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| dynatype
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| dynasave
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| model_comparison
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| planner_objective
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| ramsey_policy
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| bvar_density
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| bvar_forecast
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| dynare_sensitivity
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| homotopy_setup
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;
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declaration : parameters
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| var
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| varexo
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| varexo_det
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;
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dsample : DSAMPLE INT_NUMBER ';'
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{ driver.dsample($2); }
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| DSAMPLE INT_NUMBER INT_NUMBER ';'
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{ driver.dsample($2, $3); }
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;
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rplot : RPLOT symbol_list ';' { driver.rplot(); };
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var : VAR var_list ';';
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varexo : VAREXO varexo_list ';';
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varexo_det : VAREXO_DET varexo_det_list ';';
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parameters : PARAMETERS parameter_list ';';
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var_list : var_list NAME
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{ driver.declare_endogenous($2); }
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| var_list COMMA NAME
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{ driver.declare_endogenous($3); }
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| NAME
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{ driver.declare_endogenous($1); }
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| var_list NAME TEX_NAME
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{ driver.declare_endogenous($2, $3); }
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| var_list COMMA NAME TEX_NAME
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{ driver.declare_endogenous($3, $4); }
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| NAME TEX_NAME
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{ driver.declare_endogenous($1, $2); }
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;
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varexo_list : varexo_list NAME
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{ driver.declare_exogenous($2); }
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| varexo_list COMMA NAME
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{ driver.declare_exogenous($3); }
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| NAME
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{ driver.declare_exogenous($1); }
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| varexo_list NAME TEX_NAME
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{ driver.declare_exogenous($2, $3); }
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| varexo_list COMMA NAME TEX_NAME
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{ driver.declare_exogenous($3, $4); }
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| NAME TEX_NAME
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{ driver.declare_exogenous($1, $2); }
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;
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varexo_det_list : varexo_det_list NAME
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{ driver.declare_exogenous_det($2); }
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| varexo_det_list COMMA NAME
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{ driver.declare_exogenous_det($3); }
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| NAME
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{ driver.declare_exogenous_det($1); }
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| varexo_det_list NAME TEX_NAME
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{ driver.declare_exogenous_det($2, $3); }
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| varexo_det_list COMMA NAME TEX_NAME
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{ driver.declare_exogenous_det($3, $4); }
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| NAME TEX_NAME
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{ driver.declare_exogenous_det($1, $2); }
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;
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parameter_list : parameter_list NAME
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{ driver.declare_parameter($2); }
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| parameter_list COMMA NAME
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{ driver.declare_parameter($3); }
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| NAME
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{ driver.declare_parameter($1); }
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| parameter_list NAME TEX_NAME
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{ driver.declare_parameter($2, $3); }
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| parameter_list COMMA NAME TEX_NAME
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{ driver.declare_parameter($3, $4); }
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| NAME TEX_NAME
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{ driver.declare_parameter($1, $2); }
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;
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periods : PERIODS INT_NUMBER ';'
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{ driver.periods($2); }
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| PERIODS EQUAL INT_NUMBER ';'
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{ driver.periods($3); }
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;
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cutoff : CUTOFF FLOAT_NUMBER ';'
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{ driver.cutoff($2); }
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| CUTOFF EQUAL FLOAT_NUMBER ';'
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{ driver.cutoff($3); }
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;
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markowitz : MARKOWITZ FLOAT_NUMBER ';'
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{ driver.markowitz($2); }
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| MARKOWITZ EQUAL FLOAT_NUMBER ';'
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{ driver.markowitz($3); }
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;
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init_param : NAME EQUAL expression ';' { driver.init_param($1, $3); };
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expression : '(' expression ')'
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{ $$ = $2;}
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| NAME
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{ $$ = driver.add_expression_variable($1); }
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| FLOAT_NUMBER
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{ $$ = driver.add_constant($1); }
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| INT_NUMBER
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{ $$ = driver.add_constant($1); }
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| expression PLUS expression
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{ $$ = driver.add_plus($1, $3); }
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| expression MINUS expression
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{ $$ = driver.add_minus($1, $3); }
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| expression DIVIDE expression
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{ $$ = driver.add_divide($1, $3); }
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| expression TIMES expression
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{ $$ = driver.add_times($1, $3); }
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| expression POWER expression
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{ $$ = driver.add_power($1, $3); }
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| expression LESS expression
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{ $$ = driver.add_less($1, $3); }
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| expression GREATER expression
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{ $$ = driver.add_greater($1, $3); }
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| expression LESS_EQUAL expression
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{ $$ = driver.add_less_equal($1, $3); }
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| expression GREATER_EQUAL expression
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{ $$ = driver.add_greater_equal($1, $3); }
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| expression EQUAL_EQUAL expression
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{ $$ = driver.add_equal_equal($1, $3); }
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| expression EXCLAMATION_EQUAL expression
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{ $$ = driver.add_different($1, $3); }
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| MINUS expression %prec UMINUS
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{ $$ = driver.add_uminus($2); }
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| PLUS expression %prec UPLUS
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{ $$ = $2; }
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| EXP '(' expression ')'
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{ $$ = driver.add_exp($3); }
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| LOG '(' expression ')'
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{ $$ = driver.add_log($3); }
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| LN '(' expression ')'
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{ $$ = driver.add_log($3); }
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| LOG10 '(' expression ')'
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{ $$ = driver.add_log10($3); }
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| SIN '(' expression ')'
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{ $$ = driver.add_sin($3); }
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| COS '(' expression ')'
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{ $$ = driver.add_cos($3); }
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| TAN '(' expression ')'
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{ $$ = driver.add_tan($3); }
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| ASIN '(' expression ')'
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{ $$ = driver.add_asin($3); }
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| ACOS '(' expression ')'
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{ $$ = driver.add_acos($3); }
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| ATAN '(' expression ')'
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{ $$ = driver.add_atan($3); }
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| SQRT '(' expression ')'
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{ $$ = driver.add_sqrt($3); }
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| MAX '(' expression COMMA expression ')'
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{ $$ = driver.add_max($3 , $5); }
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| MIN '(' expression COMMA expression ')'
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{ $$ = driver.add_min($3 , $5); }
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| NAME '(' comma_expression ')'
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{ $$ = driver.add_unknown_function($1); }
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| NORMCDF '(' expression COMMA expression COMMA expression ')'
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{ $$ = driver.add_normcdf($3,$5,$7);}
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;
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comma_expression : expression
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{ driver.add_unknown_function_arg($1); }
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| comma_expression COMMA expression
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{ driver.add_unknown_function_arg($3); }
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;
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initval : INITVAL ';' initval_list END
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{ driver.end_initval(); }
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| INITVAL '(' initval_option ')' ';' initval_list END
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{ driver.end_initval(); }
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;
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initval_option : FILENAME EQUAL NAME { driver.init_val_filename($3); };
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endval : ENDVAL ';' initval_list END { driver.end_endval(); };
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initval_list : initval_list initval_elem
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| initval_elem
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;
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initval_elem : NAME EQUAL expression ';' { driver.init_val($1, $3); };
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histval : HISTVAL ';' histval_list END { driver.end_histval(); };
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histval_list : histval_list histval_elem
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| histval_elem
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;
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histval_elem : NAME '(' signed_integer ')' EQUAL expression ';' { driver.hist_val($1, $3, $6); };
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model_sparse_dll_options_list : model_sparse_dll_options_list COMMA model_sparse_dll_options
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| model_sparse_dll_options
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;
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model_sparse_options_list : model_sparse_options_list COMMA model_sparse_common_options
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| model_sparse_common_options
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;
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model_sparse_dll_options : model_compiler_options
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| model_sparse_common_options
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;
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model_compiler_options : LCC_COMPILER
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{ driver.init_compiler(0); }
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| GCC_COMPILER
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{ driver.init_compiler(1); }
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| NO_COMPILER
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{ driver.init_compiler(2); }
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;
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model_sparse_common_options : o_cutoff
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| o_markowitz
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;
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model : MODEL ';' { driver.begin_model(); }
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' o_linear ')' ';' { driver.begin_model(); }
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' USE_DLL ')' ';' { driver.begin_model(); driver.use_dll(); }
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' SPARSE_DLL COMMA model_sparse_dll_options_list ')'
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{ driver.begin_model(); driver.sparse_dll(); } ';'
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' SPARSE_DLL ')' { driver.begin_model(); driver.sparse_dll(); } ';'
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' SPARSE COMMA model_sparse_options_list ')'
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{ driver.begin_model(); driver.sparse(); } ';'
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equation_list END { driver.reset_data_tree(); }
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| MODEL '(' SPARSE ')' { driver.begin_model(); driver.sparse(); } ';'
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equation_list END { driver.reset_data_tree(); }
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;
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equation_list : equation_list equation
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| equation_list pound_expression
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| equation
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| pound_expression
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;
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equation : hand_side EQUAL hand_side ';'
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{ $$ = driver.add_model_equal($1, $3); }
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| hand_side ';'
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{ $$ = driver.add_model_equal_with_zero_rhs($1); }
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;
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hand_side : '(' hand_side ')'
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{ $$ = $2;}
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| model_var
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| FLOAT_NUMBER
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{ $$ = driver.add_constant($1); }
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| INT_NUMBER
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{ $$ = driver.add_constant($1); }
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| hand_side PLUS hand_side
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{ $$ = driver.add_plus($1, $3); }
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| hand_side MINUS hand_side
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{ $$ = driver.add_minus($1, $3); }
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| hand_side DIVIDE hand_side
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{ $$ = driver.add_divide($1, $3); }
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| hand_side TIMES hand_side
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{ $$ = driver.add_times($1, $3); }
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| hand_side LESS hand_side
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{ $$ = driver.add_less($1, $3); }
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| hand_side GREATER hand_side
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{ $$ = driver.add_greater($1, $3); }
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| hand_side LESS_EQUAL hand_side
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{ $$ = driver.add_less_equal($1, $3); }
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| hand_side GREATER_EQUAL hand_side
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{ $$ = driver.add_greater_equal($1, $3); }
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| hand_side EQUAL_EQUAL hand_side
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{ $$ = driver.add_equal_equal($1, $3); }
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| hand_side EXCLAMATION_EQUAL hand_side
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{ $$ = driver.add_different($1, $3); }
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| hand_side POWER hand_side
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{ $$ = driver.add_power($1, $3); }
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| MINUS hand_side %prec UMINUS
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{ $$ = driver.add_uminus($2); }
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| PLUS hand_side
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{ $$ = $2; }
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| EXP '(' hand_side ')'
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{ $$ = driver.add_exp($3); }
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| LOG '(' hand_side ')'
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{ $$ = driver.add_log($3); }
|
|
| LN '(' hand_side ')'
|
|
{ $$ = driver.add_log($3); }
|
|
| LOG10 '(' hand_side ')'
|
|
{ $$ = driver.add_log10($3); }
|
|
| SIN '(' hand_side ')'
|
|
{ $$ = driver.add_sin($3); }
|
|
| COS '(' hand_side ')'
|
|
{ $$ = driver.add_cos($3); }
|
|
| TAN '(' hand_side ')'
|
|
{ $$ = driver.add_tan($3); }
|
|
| ASIN '(' hand_side ')'
|
|
{ $$ = driver.add_asin($3); }
|
|
| ACOS '(' hand_side ')'
|
|
{ $$ = driver.add_acos($3); }
|
|
| ATAN '(' hand_side ')'
|
|
{ $$ = driver.add_atan($3); }
|
|
| SQRT '(' hand_side ')'
|
|
{ $$ = driver.add_sqrt($3); }
|
|
| MAX '(' hand_side COMMA hand_side ')'
|
|
{ $$ = driver.add_max($3 , $5); }
|
|
| MIN '(' hand_side COMMA hand_side ')'
|
|
{ $$ = driver.add_min($3 , $5); }
|
|
| NORMCDF '(' hand_side COMMA hand_side COMMA hand_side ')'
|
|
{ $$ = driver.add_normcdf($3,$5,$7);}
|
|
;
|
|
|
|
pound_expression: '#' NAME EQUAL hand_side ';'
|
|
{ driver.declare_and_init_model_local_variable($2, $4); };
|
|
|
|
model_var : NAME
|
|
{ $$ = driver.add_model_variable($1); }
|
|
| NAME '(' signed_integer ')'
|
|
{ $$ = driver.add_model_variable($1, $3); }
|
|
;
|
|
|
|
shocks : SHOCKS ';' shock_list END { driver.end_shocks(); };
|
|
|
|
mshocks : MSHOCKS ';' shock_list END { driver.end_mshocks(); };
|
|
|
|
shock_list : shock_list shock_elem
|
|
| shock_elem
|
|
;
|
|
|
|
shock_elem : VAR NAME ';' PERIODS period_list ';' VALUES value_list ';'
|
|
{ driver.add_det_shock($2); }
|
|
| VAR NAME ';' STDERR expression ';'
|
|
{ driver.add_stderr_shock($2, $5); }
|
|
| VAR NAME EQUAL expression ';'
|
|
{ driver.add_var_shock($2, $4); }
|
|
| VAR NAME COMMA NAME EQUAL expression ';'
|
|
{ driver.add_covar_shock($2, $4, $6); }
|
|
| CORR NAME COMMA NAME EQUAL expression ';'
|
|
{ driver.add_correl_shock($2, $4, $6); }
|
|
;
|
|
|
|
period_list : period_list COMMA INT_NUMBER
|
|
{ driver.add_period($3); }
|
|
| period_list INT_NUMBER
|
|
{ driver.add_period($2); }
|
|
| period_list COMMA INT_NUMBER ':' INT_NUMBER
|
|
{ driver.add_period($3, $5); }
|
|
| period_list INT_NUMBER ':' INT_NUMBER
|
|
{ driver.add_period($2, $4); }
|
|
| INT_NUMBER ':' INT_NUMBER
|
|
{ driver.add_period($1, $3); }
|
|
| INT_NUMBER
|
|
{ driver.add_period($1); }
|
|
;
|
|
|
|
|
|
sigma_e : SIGMA_E EQUAL '[' triangular_matrix ']' ';' { driver.do_sigma_e(); };
|
|
|
|
value_list
|
|
: value_list COMMA expression
|
|
{driver.add_value($3);}
|
|
| value_list number
|
|
{driver.add_value($2);}
|
|
| expression
|
|
{driver.add_value($1);}
|
|
;
|
|
|
|
triangular_matrix : triangular_matrix ';' triangular_row
|
|
{ driver.end_of_row(); }
|
|
| triangular_row
|
|
{ driver.end_of_row(); }
|
|
;
|
|
|
|
triangular_row : triangular_row COMMA '(' expression ')'
|
|
{ driver.add_to_row($4); }
|
|
| triangular_row COMMA FLOAT_NUMBER
|
|
{ driver.add_to_row_const($3); }
|
|
| triangular_row COMMA INT_NUMBER
|
|
{ driver.add_to_row_const($3); }
|
|
| triangular_row '(' expression ')'
|
|
{ driver.add_to_row($3); }
|
|
| triangular_row FLOAT_NUMBER
|
|
{ driver.add_to_row_const($2); }
|
|
| triangular_row INT_NUMBER
|
|
{ driver.add_to_row_const($2); }
|
|
| '(' expression ')'
|
|
{ driver.add_to_row($2); }
|
|
| FLOAT_NUMBER
|
|
{ driver.add_to_row_const($1); }
|
|
| INT_NUMBER
|
|
{ driver.add_to_row_const($1); }
|
|
;
|
|
|
|
steady : STEADY ';'
|
|
{ driver.steady(); }
|
|
| STEADY '(' steady_options_list ')' ';'
|
|
{ driver.steady(); }
|
|
;
|
|
|
|
steady_options_list : steady_options_list COMMA steady_options
|
|
| steady_options
|
|
;
|
|
|
|
steady_options : o_solve_algo
|
|
| o_homotopy_mode
|
|
| o_homotopy_steps
|
|
;
|
|
|
|
check : CHECK ';'
|
|
{ driver.check(); }
|
|
| CHECK '(' check_options_list ')' ';'
|
|
{ driver.check(); }
|
|
;
|
|
|
|
check_options_list : check_options_list COMMA check_options
|
|
| check_options
|
|
;
|
|
|
|
check_options : o_solve_algo;
|
|
|
|
simul : SIMUL ';'
|
|
{ driver.simulate(); }
|
|
| SIMUL '(' simul_options_list ')' ';'
|
|
{ driver.simulate(); }
|
|
;
|
|
|
|
simul_options_list : simul_options_list COMMA simul_options
|
|
| simul_options
|
|
;
|
|
|
|
simul_options : o_periods
|
|
| o_datafile
|
|
| o_method
|
|
;
|
|
|
|
stoch_simul : STOCH_SIMUL ';'
|
|
{ driver.stoch_simul(); }
|
|
| STOCH_SIMUL '(' stoch_simul_options_list ')' ';'
|
|
{ driver.stoch_simul(); }
|
|
| STOCH_SIMUL symbol_list ';'
|
|
{ driver.stoch_simul(); }
|
|
| STOCH_SIMUL '(' stoch_simul_options_list ')' symbol_list ';'
|
|
{ driver.stoch_simul(); }
|
|
;
|
|
|
|
stoch_simul_options_list : stoch_simul_options_list COMMA stoch_simul_options
|
|
| stoch_simul_options
|
|
;
|
|
|
|
stoch_simul_options : o_dr_algo
|
|
| o_solve_algo
|
|
| o_simul_algo
|
|
| o_linear
|
|
| o_order
|
|
| o_replic
|
|
| o_drop
|
|
| o_ar
|
|
| o_nocorr
|
|
| o_nofunctions
|
|
| o_nomoments
|
|
| o_nograph
|
|
| o_irf
|
|
| o_relative_irf
|
|
| o_hp_filter
|
|
| o_hp_ngrid
|
|
| o_periods
|
|
| o_cutoff
|
|
| o_simul
|
|
| o_simul_seed
|
|
| o_qz_criterium
|
|
| o_print
|
|
| o_noprint
|
|
;
|
|
|
|
symbol_list : symbol_list NAME
|
|
{ driver.add_in_symbol_list($2); }
|
|
| symbol_list COMMA NAME
|
|
{ driver.add_in_symbol_list($3); }
|
|
| NAME
|
|
{ driver.add_in_symbol_list($1); }
|
|
;
|
|
|
|
symbol_list_ext : symbol_list
|
|
| ':' {std::string* colon=new std::string(":");driver.add_in_symbol_list(colon);}
|
|
;
|
|
|
|
signed_integer : PLUS INT_NUMBER
|
|
{ $$ = $2; }
|
|
| MINUS INT_NUMBER
|
|
{ $2->insert(0, "-"); $$ = $2; }
|
|
| INT_NUMBER
|
|
{ $$ = $1; }
|
|
;
|
|
|
|
signed_float : PLUS FLOAT_NUMBER
|
|
{ $$ = $2; }
|
|
| MINUS FLOAT_NUMBER
|
|
{ $2->insert(0, "-"); $$ = $2; }
|
|
| FLOAT_NUMBER
|
|
{ $$ = $1; }
|
|
;
|
|
|
|
estimated_params : ESTIMATED_PARAMS ';' estimated_list END { driver.estimated_params(); };
|
|
|
|
estimated_list : estimated_list estimated_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
| estimated_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
;
|
|
|
|
estimated_elem : estimated_elem1 COMMA estimated_elem2 ';';
|
|
|
|
estimated_elem1 : STDERR NAME
|
|
{
|
|
driver.estim_params.type = 1;
|
|
driver.estim_params.name = *$2;
|
|
delete $2;
|
|
}
|
|
| NAME
|
|
{
|
|
driver.estim_params.type = 2;
|
|
driver.estim_params.name = *$1;
|
|
delete $1;
|
|
}
|
|
| CORR NAME COMMA NAME
|
|
{
|
|
driver.estim_params.type = 3;
|
|
driver.estim_params.name = *$2;
|
|
driver.estim_params.name2 = *$4;
|
|
delete $2;
|
|
delete $4;
|
|
}
|
|
;
|
|
|
|
estimated_elem2 : prior COMMA estimated_elem3
|
|
{
|
|
driver.estim_params.prior = *$1;
|
|
delete $1;
|
|
}
|
|
| value COMMA prior COMMA estimated_elem3
|
|
{
|
|
driver.estim_params.init_val = *$1;
|
|
driver.estim_params.prior = *$3;
|
|
delete $1;
|
|
delete $3;
|
|
}
|
|
| value COMMA value COMMA value COMMA prior COMMA estimated_elem3
|
|
{
|
|
driver.estim_params.init_val = *$1;
|
|
driver.estim_params.low_bound = *$3;
|
|
driver.estim_params.up_bound = *$5;
|
|
driver.estim_params.prior = *$7;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
delete $7;
|
|
}
|
|
| value
|
|
{
|
|
driver.estim_params.init_val = *$1;
|
|
delete $1;
|
|
}
|
|
| value COMMA value COMMA value
|
|
{
|
|
driver.estim_params.init_val = *$1;
|
|
driver.estim_params.low_bound = *$3;
|
|
driver.estim_params.up_bound = *$5;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
}
|
|
;
|
|
|
|
estimated_elem3 : value COMMA value
|
|
{
|
|
driver.estim_params.mean = *$1;
|
|
driver.estim_params.std = *$3;
|
|
delete $1;
|
|
delete $3;
|
|
}
|
|
| value COMMA value COMMA value
|
|
{
|
|
driver.estim_params.mean = *$1;
|
|
driver.estim_params.std = *$3;
|
|
driver.estim_params.p3 = *$5;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
}
|
|
| value COMMA value COMMA value COMMA value
|
|
{
|
|
driver.estim_params.mean = *$1;
|
|
driver.estim_params.std = *$3;
|
|
driver.estim_params.p3 = *$5;
|
|
driver.estim_params.p4 = *$7;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
delete $7;
|
|
}
|
|
| value COMMA value COMMA value COMMA value COMMA value
|
|
{
|
|
driver.estim_params.mean = *$1;
|
|
driver.estim_params.std = *$3;
|
|
driver.estim_params.p3 = *$5;
|
|
driver.estim_params.p4 = *$7;
|
|
driver.estim_params.jscale = *$9;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
delete $7;
|
|
delete $9;
|
|
}
|
|
;
|
|
|
|
estimated_params_init : ESTIMATED_PARAMS_INIT ';' estimated_init_list END
|
|
{ driver.estimated_params_init(); };
|
|
|
|
estimated_init_list : estimated_init_list estimated_init_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
| estimated_init_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
;
|
|
|
|
estimated_init_elem : STDERR NAME COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 1;
|
|
driver.estim_params.name = *$2;
|
|
driver.estim_params.init_val = *$4;
|
|
delete $2;
|
|
delete $4;
|
|
}
|
|
| CORR NAME COMMA NAME COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 3;
|
|
driver.estim_params.name = *$2;
|
|
driver.estim_params.name2 = *$4;
|
|
driver.estim_params.init_val = *$6;
|
|
delete $2;
|
|
delete $4;
|
|
delete $6;
|
|
}
|
|
| NAME COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 2;
|
|
driver.estim_params.name = *$1;
|
|
driver.estim_params.init_val = *$3;
|
|
delete $1;
|
|
delete $3;
|
|
}
|
|
;
|
|
|
|
estimated_params_bounds : ESTIMATED_PARAMS_BOUNDS ';' estimated_bounds_list END
|
|
{ driver.estimated_params_bounds(); };
|
|
|
|
estimated_bounds_list : estimated_bounds_list estimated_bounds_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
| estimated_bounds_elem
|
|
{ driver.add_estimated_params_element(); }
|
|
;
|
|
|
|
estimated_bounds_elem : STDERR NAME COMMA value COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 1;
|
|
driver.estim_params.name = *$2;
|
|
driver.estim_params.low_bound = *$4;
|
|
driver.estim_params.up_bound = *$6;
|
|
delete $2;
|
|
delete $4;
|
|
delete $6;
|
|
}
|
|
| CORR NAME COMMA NAME COMMA value COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 3;
|
|
driver.estim_params.name = *$2;
|
|
driver.estim_params.name2 = *$4;
|
|
driver.estim_params.low_bound = *$6;
|
|
driver.estim_params.up_bound = *$8;
|
|
delete $2;
|
|
delete $4;
|
|
delete $6;
|
|
delete $8;
|
|
}
|
|
| NAME COMMA value COMMA value ';'
|
|
{
|
|
driver.estim_params.type = 2;
|
|
driver.estim_params.name = *$1;
|
|
driver.estim_params.low_bound = *$3;
|
|
driver.estim_params.up_bound = *$5;
|
|
delete $1;
|
|
delete $3;
|
|
delete $5;
|
|
}
|
|
;
|
|
|
|
prior : BETA_PDF
|
|
{ $$ = new string("1"); }
|
|
| GAMMA_PDF
|
|
{ $$ = new string("2"); }
|
|
| NORMAL_PDF
|
|
{ $$ = new string("3"); }
|
|
| INV_GAMMA_PDF
|
|
{ $$ = new string("4"); }
|
|
| UNIFORM_PDF
|
|
{ $$ = new string("5"); }
|
|
;
|
|
|
|
value : { $$ = new string("NaN"); }
|
|
| INT_NUMBER
|
|
| FLOAT_NUMBER
|
|
| NAME
|
|
| MINUS INT_NUMBER
|
|
{ $2->insert(0, "-"); $$ = $2; }
|
|
| MINUS FLOAT_NUMBER
|
|
{ $2->insert(0, "-"); $$ = $2; }
|
|
;
|
|
|
|
estimation : ESTIMATION ';'
|
|
{ driver.run_estimation(); }
|
|
| ESTIMATION '(' estimation_options_list ')' ';'
|
|
{ driver.run_estimation(); }
|
|
| ESTIMATION symbol_list ';'
|
|
{ driver.run_estimation(); }
|
|
| ESTIMATION '(' estimation_options_list ')' symbol_list ';'
|
|
{ driver.run_estimation(); }
|
|
;
|
|
|
|
estimation_options_list : estimation_options_list COMMA estimation_options
|
|
| estimation_options
|
|
;
|
|
|
|
estimation_options : o_datafile
|
|
| o_nobs
|
|
| o_first_obs
|
|
| o_prefilter
|
|
| o_presample
|
|
| o_lik_algo
|
|
| o_lik_init
|
|
| o_nograph
|
|
| o_conf_sig
|
|
| o_mh_replic
|
|
| o_mh_drop
|
|
| o_mh_jscale
|
|
| o_optim
|
|
| o_mh_init_scale
|
|
| o_mode_file
|
|
| o_mode_compute
|
|
| o_mode_check
|
|
| o_prior_trunc
|
|
| o_mh_mode
|
|
| o_mh_nblcks
|
|
| o_load_mh_file
|
|
| o_loglinear
|
|
| o_nodiagnostic
|
|
| o_bayesian_irf
|
|
| o_irf
|
|
| o_tex
|
|
| o_forecast
|
|
| o_smoother
|
|
| o_moments_varendo
|
|
| o_filtered_vars
|
|
| o_kalman_algo
|
|
| o_kalman_tol
|
|
| o_xls_sheet
|
|
| o_xls_range
|
|
| o_filter_step_ahead
|
|
| o_solve_algo
|
|
| o_constant
|
|
| o_noconstant
|
|
| o_mh_recover
|
|
;
|
|
|
|
prior_analysis : PRIOR_ANALYSIS '(' prior_posterior_options_list ')' ';'
|
|
{ driver.run_prior_analysis(); }
|
|
| PRIOR_ANALYSIS '(' prior_posterior_options_list ')' symbol_list ';'
|
|
{ driver.run_prior_analysis(); }
|
|
;
|
|
|
|
prior_posterior_options_list : prior_posterior_options_list COMMA prior_posterior_options
|
|
| prior_posterior_options
|
|
;
|
|
|
|
prior_posterior_options : o_nograph
|
|
| o_conf_sig
|
|
| o_prior_trunc
|
|
| o_bayesian_irf
|
|
| o_irf
|
|
| o_tex
|
|
| o_forecast
|
|
| o_smoother
|
|
| o_moments_varendo
|
|
| o_filtered_vars
|
|
| o_xls_sheet
|
|
| o_xls_range
|
|
| o_filter_step_ahead
|
|
;
|
|
|
|
posterior_analysis : POSTERIOR_ANALYSIS '(' prior_posterior_options_list ')' ';'
|
|
{ driver.run_posterior_analysis(); }
|
|
| POSTERIOR_ANALYSIS '(' prior_posterior_options_list ')' symbol_list ';'
|
|
{ driver.run_posterior_analysis(); }
|
|
;
|
|
|
|
list_optim_option : '\'' NAME '\'' COMMA '\'' NAME '\''
|
|
{ driver.optim_options_string($2, $6); }
|
|
| '\'' NAME '\'' COMMA value
|
|
{ driver.optim_options_num($2, $5); }
|
|
;
|
|
|
|
optim_options : list_optim_option
|
|
| optim_options COMMA list_optim_option;
|
|
;
|
|
|
|
varobs : VAROBS symbol_list ';' { driver.set_varobs(); };
|
|
|
|
observation_trends : OBSERVATION_TRENDS ';' trend_list END { driver.set_trends(); };
|
|
|
|
trend_list : trend_list trend_element
|
|
| trend_element
|
|
;
|
|
|
|
trend_element : NAME '(' expression ')' ';' { driver.set_trend_element($1, $3); };
|
|
|
|
unit_root_vars : UNIT_ROOT_VARS symbol_list ';' { driver.set_unit_root_vars(); };
|
|
|
|
optim_weights : OPTIM_WEIGHTS ';' optim_weights_list END { driver.optim_weights(); };
|
|
|
|
optim_weights_list : optim_weights_list NAME expression ';'
|
|
{ driver.set_optim_weights($2, $3); }
|
|
| optim_weights_list NAME COMMA NAME expression ';'
|
|
{ driver.set_optim_weights($2, $4, $5); }
|
|
| NAME expression ';'
|
|
{ driver.set_optim_weights($1, $2); }
|
|
| NAME COMMA NAME expression ';'
|
|
{ driver.set_optim_weights($1, $3, $4); }
|
|
;
|
|
|
|
osr_params : OSR_PARAMS symbol_list ';' { driver.set_osr_params(); };
|
|
|
|
osr : OSR ';'
|
|
{ driver.run_osr(); }
|
|
| OSR '(' stoch_simul_options ')' ';'
|
|
{ driver.run_osr(); }
|
|
| OSR symbol_list ';'
|
|
{ driver.run_osr(); }
|
|
| OSR '(' stoch_simul_options ')' symbol_list ';'
|
|
{driver.run_osr(); }
|
|
;
|
|
|
|
calib_var : CALIB_VAR ';' calib_var_list END { driver.run_calib_var(); };
|
|
|
|
calib_var_list : calib_var_list calib_arg1
|
|
| calib_arg1
|
|
;
|
|
|
|
calib_arg1 : NAME calib_arg2 EQUAL expression ';'
|
|
{ driver.set_calib_var($1, $2, $4); }
|
|
| NAME COMMA NAME calib_arg2 EQUAL expression ';'
|
|
{ driver.set_calib_covar($1, $3, $4, $6); }
|
|
| AUTOCORR NAME '(' INT_NUMBER ')' calib_arg2 EQUAL expression ';'
|
|
{ driver.set_calib_ac($2, $4, $6, $8); }
|
|
;
|
|
|
|
calib_arg2 : { $$ = new string("1"); }
|
|
| '(' INT_NUMBER ')'
|
|
{ $$ = $2; }
|
|
| '(' FLOAT_NUMBER ')'
|
|
{ $$ = $2; }
|
|
;
|
|
|
|
calib : CALIB ';'
|
|
{ driver.run_calib(0); }
|
|
| CALIB '(' COVAR ')' ';'
|
|
{ driver.run_calib(1); }
|
|
;
|
|
|
|
dynatype : DYNATYPE '(' NAME ')'';'
|
|
{ driver.run_dynatype($3); }
|
|
| DYNATYPE '(' NAME ')' symbol_list ';'
|
|
{ driver.run_dynatype($3); }
|
|
| DYNATYPE NAME ';'
|
|
{ driver.run_dynatype($2); }
|
|
| DYNATYPE '(' NAME '.' NAME ')'';'
|
|
{ driver.run_dynatype($3, $5); }
|
|
| DYNATYPE '(' NAME '.' NAME ')' symbol_list ';'
|
|
{ driver.run_dynatype($3, $5); }
|
|
| DYNATYPE NAME '.' NAME ';'
|
|
{ driver.run_dynatype($2,$4); }
|
|
;
|
|
|
|
dynasave : DYNASAVE '(' NAME ')'';'
|
|
{ driver.run_dynasave($3); }
|
|
| DYNASAVE '(' NAME ')' symbol_list ';'
|
|
{ driver.run_dynasave($3); }
|
|
| DYNASAVE NAME ';'
|
|
{ driver.run_dynasave($2); }
|
|
| DYNASAVE '(' NAME '.' NAME ')'';'
|
|
{ driver.run_dynasave($3, $5); }
|
|
| DYNASAVE '(' NAME '.' NAME ')' symbol_list ';'
|
|
{ driver.run_dynasave($3, $5); }
|
|
| DYNASAVE NAME '.' NAME ';'
|
|
{ driver.run_dynasave($2, $4); }
|
|
;
|
|
|
|
model_comparison : MODEL_COMPARISON '(' model_comparison_options ')' filename_list ';'
|
|
{ driver.run_model_comparison(); };
|
|
|
|
model_comparison_options : model_comparison_options COMMA model_comparison_option
|
|
| model_comparison_option
|
|
;
|
|
|
|
model_comparison_option : o_model_comparison_approximation
|
|
| o_print
|
|
| o_noprint
|
|
;
|
|
|
|
filename_list : filename
|
|
{ driver.add_mc_filename($1); }
|
|
| filename_list COMMA filename
|
|
{ driver.add_mc_filename($3); }
|
|
| filename '(' value ')'
|
|
{ driver.add_mc_filename($1, $3); }
|
|
| filename_list COMMA filename '(' value ')'
|
|
{ driver.add_mc_filename($3, $5); }
|
|
;
|
|
|
|
filename : filename_elem
|
|
{ $$ = $1; }
|
|
| filename filename_elem
|
|
{ $1->append(*$2); delete $2; $$ = $1; }
|
|
;
|
|
|
|
filename_elem : NAME
|
|
| '\\'
|
|
{ $$ = new string("\\"); }
|
|
| DIVIDE
|
|
{ $$ = new string("/"); }
|
|
| ':'
|
|
{ $$ = new string(":"); }
|
|
| '.'
|
|
{ $$ = new string("."); }
|
|
;
|
|
|
|
planner_objective : PLANNER_OBJECTIVE { driver.begin_planner_objective(); }
|
|
hand_side { driver.end_planner_objective($3); } ';';
|
|
|
|
ramsey_policy : RAMSEY_POLICY ';'
|
|
{ driver.ramsey_policy(); }
|
|
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' ';'
|
|
{ driver.ramsey_policy(); }
|
|
| RAMSEY_POLICY symbol_list ';'
|
|
{ driver.ramsey_policy(); }
|
|
| RAMSEY_POLICY '(' ramsey_policy_options_list ')' symbol_list ';'
|
|
{ driver.ramsey_policy(); }
|
|
;
|
|
|
|
ramsey_policy_options_list : ramsey_policy_options_list COMMA ramsey_policy_options
|
|
| ramsey_policy_options
|
|
;
|
|
|
|
ramsey_policy_options : stoch_simul_options
|
|
| o_planner_discount
|
|
;
|
|
|
|
bvar_prior_option : o_bvar_prior_tau
|
|
| o_bvar_prior_decay
|
|
| o_bvar_prior_lambda
|
|
| o_bvar_prior_mu
|
|
| o_bvar_prior_omega
|
|
| o_bvar_prior_flat
|
|
| o_bvar_prior_train
|
|
;
|
|
|
|
bvar_common_option : bvar_prior_option
|
|
| o_datafile
|
|
| o_xls_sheet
|
|
| o_xls_range
|
|
| o_first_obs
|
|
| o_presample
|
|
| o_nobs
|
|
| o_prefilter
|
|
| o_constant
|
|
| o_noconstant
|
|
;
|
|
|
|
bvar_density_options_list : bvar_common_option COMMA bvar_density_options_list
|
|
| bvar_common_option
|
|
;
|
|
|
|
bvar_density : BVAR_DENSITY INT_NUMBER ';'
|
|
{ driver.bvar_density($2); }
|
|
| BVAR_DENSITY '(' bvar_density_options_list ')' INT_NUMBER ';'
|
|
{ driver.bvar_density($5); }
|
|
;
|
|
|
|
bvar_forecast_option : bvar_common_option
|
|
| o_forecast
|
|
| o_conf_sig
|
|
| o_bvar_replic
|
|
;
|
|
|
|
bvar_forecast_options_list : bvar_forecast_option COMMA bvar_forecast_options_list
|
|
| bvar_forecast_option
|
|
;
|
|
|
|
bvar_forecast : BVAR_FORECAST INT_NUMBER ';'
|
|
{ driver.bvar_forecast($2); }
|
|
| BVAR_FORECAST '(' bvar_forecast_options_list ')' INT_NUMBER ';'
|
|
{ driver.bvar_forecast($5); }
|
|
;
|
|
|
|
dynare_sensitivity : DYNARE_SENSITIVITY ';'
|
|
{ driver.dynare_sensitivity(); }
|
|
| DYNARE_SENSITIVITY '(' dynare_sensitivity_options_list ')' ';'
|
|
{ driver.dynare_sensitivity(); }
|
|
;
|
|
|
|
dynare_sensitivity_options_list : dynare_sensitivity_option COMMA dynare_sensitivity_options_list
|
|
| dynare_sensitivity_option
|
|
;
|
|
|
|
dynare_sensitivity_option : o_gsa_identification
|
|
| o_gsa_morris
|
|
| o_gsa_stab
|
|
| o_gsa_redform
|
|
| o_gsa_pprior
|
|
| o_gsa_prior_range
|
|
| o_gsa_ppost
|
|
| o_gsa_ilptau
|
|
| o_gsa_glue
|
|
| o_gsa_morris_nliv
|
|
| o_gsa_morris_ntra
|
|
| o_gsa_nsam
|
|
| o_gsa_load_redform
|
|
| o_gsa_load_rmse
|
|
| o_gsa_load_stab
|
|
| o_gsa_alpha2_stab
|
|
| o_gsa_ksstat
|
|
| o_gsa_logtrans_redform
|
|
| o_gsa_ksstat_redform
|
|
| o_gsa_alpha2_redform
|
|
| o_gsa_rmse
|
|
| o_gsa_lik_only
|
|
| o_gsa_pfilt_rmse
|
|
| o_gsa_istart_rmse
|
|
| o_gsa_alpha_rmse
|
|
| o_gsa_alpha2_rmse
|
|
| o_gsa_threshold_redform
|
|
| o_gsa_namendo
|
|
| o_gsa_namexo
|
|
| o_gsa_namlagendo
|
|
| o_gsa_var_rmse
|
|
;
|
|
|
|
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END
|
|
{ driver.end_homotopy();};
|
|
|
|
homotopy_list : homotopy_item
|
|
| homotopy_list homotopy_item
|
|
;
|
|
|
|
homotopy_item : NAME COMMA expression COMMA expression ';'
|
|
{ driver.homotopy_val($1, $3, $5);}
|
|
| NAME COMMA expression ';'
|
|
{ driver.homotopy_val($1, NULL, $3);}
|
|
;
|
|
|
|
number : INT_NUMBER
|
|
| FLOAT_NUMBER
|
|
;
|
|
|
|
o_dr_algo : DR_ALGO EQUAL INT_NUMBER { driver.option_num("dr_algo", $3); };
|
|
o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
|
|
o_simul_algo : SIMUL_ALGO EQUAL INT_NUMBER { driver.option_num("simul_algo", $3); };
|
|
o_linear : LINEAR { driver.linear(); };
|
|
o_order : ORDER EQUAL INT_NUMBER { driver.option_num("order", $3); };
|
|
o_replic : REPLIC EQUAL INT_NUMBER { driver.option_num("replic", $3); };
|
|
o_drop : DROP EQUAL INT_NUMBER { driver.option_num("drop", $3); };
|
|
o_ar : AR EQUAL INT_NUMBER { driver.option_num("ar", $3); };
|
|
o_nocorr : NOCORR { driver.option_num("nocorr", "1"); };
|
|
o_nofunctions : NOFUNCTIONS { driver.option_num("nofunctions", "1"); };
|
|
o_nomoments : NOMOMENTS { driver.option_num("nomoments", "1"); };
|
|
o_irf : IRF EQUAL INT_NUMBER { driver.option_num("irf", $3); };
|
|
o_hp_filter : HP_FILTER EQUAL INT_NUMBER { driver.option_num("hp_filter", $3); };
|
|
o_hp_ngrid : HP_NGRID EQUAL INT_NUMBER { driver.option_num("hp_ngrid", $3); };
|
|
o_periods : PERIODS EQUAL INT_NUMBER
|
|
{ driver.option_num("periods", $3); driver.option_num("simul", "1"); };
|
|
o_cutoff : CUTOFF EQUAL number { driver.option_num("cutoff", $3); }
|
|
o_method : METHOD EQUAL INT_NUMBER { driver.option_num("simulation_method",$3);}
|
|
| METHOD EQUAL LU { driver.option_num("simulation_method", "0"); }
|
|
| METHOD EQUAL GAUSSIAN_ELIMINATION { driver.option_num("simulation_method", "1"); }
|
|
| METHOD EQUAL GMRES { driver.option_num("simulation_method", "2"); }
|
|
| METHOD EQUAL BICGSTAB { driver.option_num("simulation_method", "3"); };
|
|
o_markowitz : MARKOWITZ EQUAL number { driver.option_num("markowitz", $3); };
|
|
o_simul : SIMUL { driver.option_num("simul", "1"); };
|
|
o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.option_num("simul_seed", $3)} ;
|
|
o_qz_criterium : QZ_CRITERIUM EQUAL number { driver.option_num("qz_criterium", $3) };
|
|
o_datafile : DATAFILE EQUAL NAME { driver.option_str("datafile", $3); };
|
|
o_nobs : NOBS EQUAL vec_int
|
|
{ driver.option_num("nobs", $3); }
|
|
| NOBS EQUAL INT_NUMBER
|
|
{ driver.option_num("nobs", $3); }
|
|
;
|
|
o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
|
|
o_prefilter : PREFILTER EQUAL INT_NUMBER { driver.option_num("prefilter", $3); };
|
|
o_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("presample", $3); };
|
|
o_lik_algo : LIK_ALGO EQUAL INT_NUMBER { driver.option_num("lik_algo", $3); };
|
|
o_lik_init : LIK_INIT EQUAL INT_NUMBER { driver.option_num("lik_init", $3); };
|
|
o_nograph : NOGRAPH
|
|
{ driver.option_num("nograph","1"); };
|
|
| GRAPH
|
|
{ driver.option_num("nograph", "0"); }
|
|
;
|
|
o_conf_sig : CONF_SIG EQUAL number { driver.option_num("conf_sig", $3); };
|
|
o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); };
|
|
o_mh_drop : MH_DROP EQUAL number { driver.option_num("mh_drop", $3); };
|
|
o_mh_jscale : MH_JSCALE EQUAL number { driver.option_num("mh_jscale", $3); };
|
|
o_optim : OPTIM EQUAL '(' optim_options ')';
|
|
o_mh_init_scale : MH_INIT_SCALE EQUAL number { driver.option_num("mh_init_scale", $3); };
|
|
o_mode_file : MODE_FILE EQUAL NAME { driver.option_str("mode_file", $3); };
|
|
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
|
|
o_mode_check : MODE_CHECK { driver.option_num("mode_check", "1"); };
|
|
o_prior_trunc : PRIOR_TRUNC EQUAL number { driver.option_num("prior_trunc", $3); };
|
|
o_mh_mode : MH_MODE EQUAL INT_NUMBER { driver.option_num("mh_mode", $3); };
|
|
o_mh_nblcks : MH_NBLOCKS EQUAL INT_NUMBER { driver.option_num("mh_nblck", $3); };
|
|
o_load_mh_file : LOAD_MH_FILE { driver.option_num("load_mh_file", "1"); };
|
|
o_loglinear : LOGLINEAR { driver.option_num("loglinear", "1"); };
|
|
o_nodiagnostic : NODIAGNOSTIC { driver.option_num("nodiagnostic", "1"); };
|
|
o_bayesian_irf : BAYESIAN_IRF { driver.option_num("bayesian_irf", "1"); };
|
|
o_tex : TEX { driver.option_num("TeX", "1"); };
|
|
o_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("forecast", $3); };
|
|
o_smoother : SMOOTHER { driver.option_num("smoother", "1"); };
|
|
o_moments_varendo : MOMENTS_VARENDO { driver.option_num("moments_varendo", "1"); };
|
|
o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
|
|
o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
|
|
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };
|
|
o_kalman_tol : KALMAN_TOL EQUAL INT_NUMBER { driver.option_num("kalman_tol", $3); };
|
|
o_model_comparison_approximation : MODEL_COMPARISON_APPROXIMATION EQUAL LAPLACE
|
|
{ driver.option_str("model_comparison_approximation", "Laplace"); }
|
|
| MODEL_COMPARISON_APPROXIMATION EQUAL MODIFIEDHARMONICMEAN
|
|
{ driver.option_str("model_comparison_approximation", "MODIFIEDHARMONICMEAN"); }
|
|
;
|
|
o_print : PRINT { driver.option_num("noprint", "0"); };
|
|
o_noprint : NOPRINT { driver.option_num("noprint", "1"); };
|
|
o_xls_sheet : XLS_SHEET EQUAL NAME { driver.option_str("xls_sheet", $3); };
|
|
o_xls_range : XLS_RANGE EQUAL range { driver.option_str("xls_range", $3); };
|
|
o_filter_step_ahead : FILTER_STEP_AHEAD EQUAL vec_int { driver.option_num("filter_step_ahead", $3); };
|
|
o_constant : CONSTANT { driver.option_num("noconstant", "0"); };
|
|
o_noconstant : NOCONSTANT { driver.option_num("noconstant", "1"); };
|
|
o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "1"); };
|
|
o_planner_discount : PLANNER_DISCOUNT EQUAL number { driver.option_num("planner_discount",$3); };
|
|
|
|
o_bvar_prior_tau : BVAR_PRIOR_TAU EQUAL signed_float { driver.option_num("bvar_prior_tau", $3); };
|
|
o_bvar_prior_decay : BVAR_PRIOR_DECAY EQUAL number { driver.option_num("bvar_prior_decay", $3); };
|
|
o_bvar_prior_lambda : BVAR_PRIOR_LAMBDA EQUAL signed_float { driver.option_num("bvar_prior_lambda", $3); };
|
|
o_bvar_prior_mu : BVAR_PRIOR_MU EQUAL number { driver.option_num("bvar_prior_mu", $3); };
|
|
o_bvar_prior_omega : BVAR_PRIOR_OMEGA EQUAL INT_NUMBER { driver.option_num("bvar_prior_omega", $3); };
|
|
o_bvar_prior_flat : BVAR_PRIOR_FLAT { driver.option_num("bvar_prior_flat", "1"); };
|
|
o_bvar_prior_train : BVAR_PRIOR_TRAIN EQUAL INT_NUMBER { driver.option_num("bvar_prior_train", $3); };
|
|
o_bvar_replic : BVAR_REPLIC EQUAL INT_NUMBER { driver.option_num("bvar_replic", $3); };
|
|
|
|
o_gsa_identification : IDENTIFICATION EQUAL INT_NUMBER { driver.option_num("identification", $3); }; /*not in doc */
|
|
o_gsa_morris : MORRIS EQUAL INT_NUMBER { driver.option_num("morris", $3); };
|
|
o_gsa_stab : STAB EQUAL INT_NUMBER { driver.option_num("stab", $3); };
|
|
o_gsa_redform : REDFORM EQUAL INT_NUMBER { driver.option_num("redform", $3); };
|
|
o_gsa_pprior : PPRIOR EQUAL INT_NUMBER { driver.option_num("pprior", $3); };
|
|
o_gsa_prior_range : PRIOR_RANGE EQUAL INT_NUMBER { driver.option_num("prior_range", $3); };
|
|
o_gsa_ppost : PPOST EQUAL INT_NUMBER { driver.option_num("ppost", $3); };
|
|
o_gsa_ilptau : ILPTAU EQUAL INT_NUMBER { driver.option_num("ilptau", $3); };
|
|
o_gsa_glue : GLUE EQUAL INT_NUMBER { driver.option_num("glue", $3); };
|
|
o_gsa_morris_nliv : MORRIS_NLIV EQUAL INT_NUMBER { driver.option_num("morris_nliv", $3); };
|
|
o_gsa_morris_ntra : MORRIS_NTRA EQUAL INT_NUMBER { driver.option_num("morris_ntra", $3); };
|
|
o_gsa_nsam : NSAM EQUAL INT_NUMBER { driver.option_num("Nsam", $3); }; /* not in doc ??*/
|
|
o_gsa_load_redform : LOAD_REDFORM EQUAL INT_NUMBER { driver.option_num("load_redform", $3); };
|
|
o_gsa_load_rmse : LOAD_RMSE EQUAL INT_NUMBER { driver.option_num("load_rmse", $3); };
|
|
o_gsa_load_stab : LOAD_STAB EQUAL INT_NUMBER { driver.option_num("load_stab", $3); };
|
|
o_gsa_alpha2_stab : ALPHA2_STAB EQUAL number { driver.option_num("alpha2_stab", $3); };
|
|
o_gsa_ksstat : KSSTAT EQUAL number { driver.option_num("ksstat", $3); };
|
|
o_gsa_logtrans_redform : LOGTRANS_REDFORM EQUAL INT_NUMBER { driver.option_num("logtrans_redform", $3); };
|
|
o_gsa_threshold_redform : THRESHOLD_REDFORM EQUAL vec_int { driver.option_num("threshold_redfor",$3); };
|
|
o_gsa_ksstat_redform : KSSTAT_REDFORM EQUAL number { driver.option_num("ksstat_redfrom", $3); };
|
|
o_gsa_alpha2_redform : ALPHA2_REDFORM EQUAL number { driver.option_num("alpha2_redform", $3); };
|
|
o_gsa_namendo : NAMENDO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namendo"); };
|
|
o_gsa_namlagendo : NAMLAGENDO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namlagendo"); };
|
|
o_gsa_namexo : NAMEXO EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("namexo"); };
|
|
o_gsa_rmse : RMSE EQUAL INT_NUMBER { driver.option_num("rmse", $3); };
|
|
o_gsa_lik_only : LIK_ONLY EQUAL INT_NUMBER { driver.option_num("lik_only", $3); };
|
|
o_gsa_var_rmse : VAR_RMSE EQUAL '(' symbol_list_ext ')' { driver.option_symbol_list("var_rmse"); };
|
|
o_gsa_pfilt_rmse : PFILT_RMSE EQUAL number { driver.option_num("pfilt_rmse", $3); };
|
|
o_gsa_istart_rmse : ISTART_RMSE EQUAL INT_NUMBER { driver.option_num("istart_rmse", $3); };
|
|
o_gsa_alpha_rmse : ALPHA_RMSE EQUAL number { driver.option_num("alpha_rmse", $3); };
|
|
o_gsa_alpha2_rmse : ALPHA2_RMSE EQUAL number { driver.option_num("alpha2_rmse", $3); };
|
|
|
|
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER {driver.option_num("homotopy_mode",$3); };
|
|
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER {driver.option_num("homotopy_steps",$3); };
|
|
|
|
range : NAME ':' NAME
|
|
{
|
|
$1->append(":");
|
|
$1->append(*$3);
|
|
delete $3;
|
|
$$ = $1;
|
|
};
|
|
|
|
vec_int_elem : INT_NUMBER
|
|
| INT_NUMBER ':' INT_NUMBER
|
|
{
|
|
$1->append(":");
|
|
$1->append(*$3);
|
|
delete $3;
|
|
$$ = $1;
|
|
}
|
|
;
|
|
|
|
vec_int_1 : '[' vec_int_elem
|
|
{ $2->insert(0, "["); $$ = $2;}
|
|
| vec_int_1 vec_int_elem
|
|
{
|
|
$1->append(" ");
|
|
$1->append(*$2);
|
|
delete $2;
|
|
$$ = $1;
|
|
}
|
|
;
|
|
|
|
vec_int : vec_int_1 ']' { $1->append("]"); $$ = $1; };
|
|
|
|
%%
|
|
|
|
void
|
|
Dynare::parser::error(const Dynare::parser::location_type &l,
|
|
const string &m)
|
|
{
|
|
driver.error(l, m);
|
|
}
|
|
|
|
/*
|
|
Local variables:
|
|
mode: C++
|
|
End:
|
|
*/
|