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

preprocessor/ComputingTasks.cc

@@ -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) :

preprocessor/ComputingTasks.hh

@@ -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;
 };
 

preprocessor/DynareBison.yy

@@ -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); };
 

preprocessor/DynareFlex.ll

@@ -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;

preprocessor/ParsingDriver.cc

@@ -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

preprocessor/Statement.hh

@@ -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;
 };