Commit dc49fbff authored by sebastien's avatar sebastien
Browse files

Preprocessor:

* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
parent bef0eb0e
......@@ -262,6 +262,15 @@ DynareSensitivityStatement::DynareSensitivityStatement(const OptionsList &option
{
}
void
DynareSensitivityStatement::checkPass(ModFileStructure &mod_file_struct)
{
OptionsList::num_options_type::const_iterator it = options_list.num_options.find("identification");
if (it != options_list.num_options.end()
&& it->second == "1")
mod_file_struct.identification_present = true;
}
void
DynareSensitivityStatement::writeOutput(ostream &output, const string &basename) const
{
......@@ -952,7 +961,8 @@ MS_SBVARStatement::writeOutput(ostream &output, const string &basename) const
IdentificationStatement::IdentificationStatement()
IdentificationStatement::IdentificationStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
......@@ -965,6 +975,8 @@ IdentificationStatement::checkPass(ModFileStructure &mod_file_struct)
void
IdentificationStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output, "options_ident");
output << "dynare_identification(options_ident);" << endl;
}
WriteLatexDynamicModelStatement::WriteLatexDynamicModelStatement(const DynamicModel &dynamic_model_arg) :
......
......@@ -183,6 +183,7 @@ private:
const OptionsList options_list;
public:
DynareSensitivityStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
virtual void writeOutput(ostream &output, const string &basename) const;
};
......@@ -432,10 +433,11 @@ public:
class IdentificationStatement : public Statement
{
private:
const OptionsList options_list;
public:
IdentificationStatement();
IdentificationStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct);
/*! \todo add something inside this method when Matlab code is available */
virtual void writeOutput(ostream &output, const string &basename) const;
};
......
......@@ -104,7 +104,7 @@ class ParsingDriver;
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
%token KALMAN_ALGO KALMAN_TOL
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
%token MARKOWITZ MARGINAL_DENSITY MAX
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS
......@@ -114,15 +114,15 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
%token PARAMETERS PERIODS PLANNER_OBJECTIVE PLOT_PRIORS PREFILTER PRESAMPLE
%token PRINT PRIOR_TRUNC PRIOR_ANALYSIS POSTERIOR_ANALYSIS
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_ANALYSIS POSTERIOR_ANALYSIS
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
%token SHOCKS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO SOLVE_ALGO
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO SOLVE_ALGO
%token STDERR STEADY STOCH_SIMUL
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL SHOCK_DECOMPOSITION LABELS
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR
%token VALUES VAR VAREXO VAREXO_DET VAROBS
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
%token XLS_SHEET XLS_RANGE
......@@ -1140,8 +1140,20 @@ save_params_and_steady_state : SAVE_PARAMS_AND_STEADY_STATE '(' filename ')' ';'
identification : IDENTIFICATION ';'
{ driver.run_identification(); }
| IDENTIFICATION '(' identification_options_list ')' ';'
{ driver.run_identification(); }
;
identification_options_list : identification_option COMMA identification_options_list
| identification_option
;
identification_option : o_ar
| o_useautocorr
| o_load_ident_files
| o_prior_mc
;
model_comparison : MODEL_COMPARISON mc_filename_list ';'
{ driver.run_model_comparison(); }
| MODEL_COMPARISON '(' o_marginal_density ')' mc_filename_list ';'
......@@ -1444,6 +1456,9 @@ dynare_sensitivity_option : o_gsa_identification
| o_loglinear
| o_mode_file
| o_gsa_trans_ident
| o_load_ident_files
| o_useautocorr
| o_ar
;
shock_decomposition_options_list : shock_decomposition_option COMMA shock_decomposition_options_list
......@@ -1616,6 +1631,10 @@ 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_gsa_trans_ident : TRANS_IDENT EQUAL INT_NUMBER { driver.option_num("trans_ident", $3); };
o_load_ident_files : LOAD_IDENT_FILES EQUAL INT_NUMBER { driver.option_num("load_ident_files", $3); }
o_useautocorr : USEAUTOCORR EQUAL INT_NUMBER { driver.option_num("useautocorr", $3); }
o_prior_mc : PRIOR_MC EQUAL INT_NUMBER { driver.option_num("prior_mc", $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); };
......
......@@ -460,8 +460,14 @@ int sigma_e = 0;
<DYNARE_STATEMENT>alpha_rmse {return token::ALPHA_RMSE;}
<DYNARE_STATEMENT>alpha2_rmse {return token::ALPHA2_RMSE;}
<DYNARE_STATEMENT>trans_ident {return token::TRANS_IDENT;}
<DYNARE_STATEMENT>load_ident_files {return token::LOAD_IDENT_FILES;}
<DYNARE_STATEMENT>useautocorr {return token::USEAUTOCORR;}
/* end of GSA options */
/* For identification() statement */
<DYNARE_STATEMENT>prior_mc {return token::PRIOR_MC;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[A-Za-z_][A-Za-z0-9_]* {
yylval->string_val = new string(yytext);
return token::NAME;
......
......@@ -1000,7 +1000,8 @@ ParsingDriver::run_save_params_and_steady_state(string *filename)
void
ParsingDriver::run_identification()
{
mod_file->addStatement(new IdentificationStatement());
mod_file->addStatement(new IdentificationStatement(options_list));
options_list.clear();
}
void
......
......@@ -58,7 +58,7 @@ public:
bool sbvar_present;
//! Whether a sbvar statement is present
bool ms_sbvar_present;
//! Whether an identification statement is present
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present;
};
......
Supports Markdown
0% or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment