Commit 29bead75 authored by Houtan Bastani's avatar Houtan Bastani
Browse files

preprocessor: add set_time command

parent 75e12577
......@@ -182,6 +182,7 @@ options_.ramsey_policy = 0;
options_.timeless = 0;
% estimation
options_.initial_period = dynDate(1);
options_.Harvey_scale_factor = 10;
options_.MaxNumberOfBytes = 1e6;
options_.MaximumNumberOfMegaBytes = 111;
......
......@@ -1431,3 +1431,14 @@ SvarStatement::writeOutput(ostream &output, const string &basename) const
else
output << "'ALL';" << endl;
}
SetTimeStatement::SetTimeStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
SetTimeStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
}
......@@ -556,4 +556,14 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class SetTimeStatement : public Statement
{
private:
const OptionsList options_list;
public:
SetTimeStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
};
#endif
......@@ -96,13 +96,14 @@ class ParsingDriver;
%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER
%token FORECAST K_ORDER_SOLVER INSTRUMENTS
%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
%token <string_val> DATE_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
%token KALMAN_ALGO KALMAN_TOL
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
......@@ -173,7 +174,7 @@ class ParsingDriver;
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side
%type <string_val> non_negative_number signed_number signed_integer
%type <string_val> non_negative_number signed_number signed_integer date_number
%type <string_val> filename symbol
%type <string_val> vec_value_1 vec_value
%type <string_val> range prior
......@@ -213,6 +214,7 @@ statement : parameters
| estimated_params
| estimated_params_bounds
| estimated_params_init
| set_time
| varobs
| observation_trends
| unit_root_vars
......@@ -963,6 +965,10 @@ non_negative_number : INT_NUMBER
| FLOAT_NUMBER
;
date_number : DATE_NUMBER
| INT_NUMBER
;
signed_number : PLUS non_negative_number
{ $$ = $2; }
| MINUS non_negative_number
......@@ -1153,6 +1159,10 @@ prior : BETA_PDF
{ $$ = new string("6"); }
;
set_time : SET_TIME '(' date_number ')' ';'
{ driver.set_time($3); }
;
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'
......
......@@ -108,6 +108,7 @@ string eofbuff;
<INITIAL>periods {BEGIN DYNARE_STATEMENT; return token::PERIODS;}
<INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
<INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
<INITIAL>varobs {BEGIN DYNARE_STATEMENT; return token::VAROBS;}
<INITIAL>unit_root_vars {BEGIN DYNARE_STATEMENT; return token::UNIT_ROOT_VARS;}
<INITIAL>rplot {BEGIN DYNARE_STATEMENT; return token::RPLOT;}
......@@ -591,6 +592,11 @@ string eofbuff;
return token::INT_NUMBER;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>([1-2][0-9]{3}[Mm](([1-9])|(1[0-2])))|([1-2][0-9]{3}[Qq][1-4])|([1-2][0-9]{3}[Ww](([1-9]{1})|([1-5][0-9]))) {
yylval->string_val = new string(yytext);
return token::DATE_NUMBER;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']+\' {
yylval->string_val = new string(yytext + 1);
yylval->string_val->resize(yylval->string_val->length() - 1);
......
......@@ -1056,6 +1056,23 @@ ParsingDriver::option_str(const string &name_option, const string &opt)
options_list.string_options[name_option] = opt;
}
void
ParsingDriver::option_date(const string &name_option, string *opt)
{
option_date(name_option, *opt);
delete opt;
}
void
ParsingDriver::option_date(const string &name_option, const string &opt)
{
if (options_list.date_options.find(name_option)
!= options_list.date_options.end())
error("option " + name_option + " declared twice");
options_list.date_options[name_option] = opt;
}
void
ParsingDriver::option_symbol_list(const string &name_option)
{
......@@ -1184,6 +1201,17 @@ ParsingDriver::set_unit_root_vars()
symbol_list.clear();
}
void
ParsingDriver::set_time(string *arg)
{
string arg1 = *arg;
for (size_t i=0; i<arg1.length(); i++)
arg1[i]= toupper(arg1[i]);
option_date("initial_period", arg1);
mod_file->addStatement(new SetTimeStatement(options_list));
options_list.clear();
}
void
ParsingDriver::run_estimation()
{
......
......@@ -319,6 +319,10 @@ public:
void option_str(const string &name_option, string *opt);
//! Sets an option to a string value
void option_str(const string &name_option, const string &opt);
//! Sets an option to a date value
void option_date(const string &name_option, string *opt);
//! Sets an option to a date value
void option_date(const string &name_option, const string &opt);
//! Sets an option to a list of symbols (used in conjunction with add_in_symbol_list())
void option_symbol_list(const string &name_option);
//! Sets an option to a vector of integers
......@@ -351,6 +355,8 @@ public:
void external_function_option(const string &name_option, const string &opt);
//! Add a line in an estimated params block
void add_estimated_params_element();
//! Sets the frequency of the data
void set_time(string *arg);
//! Runs estimation process
void run_estimation();
//! Runs dynare_sensitivy()
......
......@@ -88,6 +88,10 @@ OptionsList::writeOutput(ostream &output) const
it != string_options.end(); it++)
output << "options_." << it->first << " = '" << it->second << "';" << endl;
for (date_options_t::const_iterator it = date_options.begin();
it != date_options.end(); it++)
output << "options_." << it->first << " = dynDate('" << it->second << "');" << endl;
for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
it != symbol_list_options.end(); it++)
it->second.writeOutput("options_." + it->first, output);
......@@ -127,6 +131,10 @@ OptionsList::writeOutput(ostream &output, const string &option_group) const
it != string_options.end(); it++)
output << option_group << "." << it->first << " = '" << it->second << "';" << endl;
for (date_options_t::const_iterator it = date_options.begin();
it != date_options.end(); it++)
output << option_group << "." << it->first << " = dynDate('" << it->second << "');" << endl;
for (symbol_list_options_t::const_iterator it = symbol_list_options.begin();
it != symbol_list_options.end(); it++)
it->second.writeOutput(option_group + "." + it->first, output);
......@@ -154,6 +162,7 @@ OptionsList::clear()
num_options.clear();
paired_num_options.clear();
string_options.clear();
date_options.clear();
symbol_list_options.clear();
vector_int_options.clear();
}
......@@ -118,11 +118,13 @@ public:
typedef map<string, string> num_options_t;
typedef map<string, pair<string, string> > paired_num_options_t;
typedef map<string, string> string_options_t;
typedef map<string, string> date_options_t;
typedef map<string, SymbolList> symbol_list_options_t;
typedef map<string, vector<int> > vec_int_options_t;
num_options_t num_options;
paired_num_options_t paired_num_options;
string_options_t string_options;
date_options_t date_options;
symbol_list_options_t symbol_list_options;
vec_int_options_t vector_int_options;
void writeOutput(ostream &output) const;
......
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