diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index f802f917d00816d443beb2b1d7b5c588ed9e510b..7bb76ad0a937ee55da3c2693681f247f1eba0904 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1025,3 +1025,119 @@ PlotConditionalForecastStatement::writeOutput(ostream &output, const string &bas
else
output << "plot_icforecast(var_list_, " << periods << ");" << endl;
}
+
+SvarIdentificationStatement::SvarIdentificationStatement(const svar_identification_exclusion_type &exclusion_arg,
+ const bool &upper_cholesky_present_arg,
+ const bool &lower_cholesky_present_arg,
+ const SymbolTable &symbol_table_arg) :
+ exclusion(exclusion_arg),
+ upper_cholesky_present(upper_cholesky_present_arg),
+ lower_cholesky_present(lower_cholesky_present_arg),
+ symbol_table(symbol_table_arg)
+{
+}
+
+int
+SvarIdentificationStatement::getMaxLag() const
+{
+ int max_lag = 0;
+ for (svar_identification_exclusion_type::const_iterator it = exclusion.begin(); it != exclusion.end(); it++)
+ if (it->first.first > max_lag)
+ max_lag = it->first.first;
+
+ return max_lag;
+}
+
+void
+SvarIdentificationStatement::checkPass(ModFileStructure &mod_file_struct)
+{
+ if (!mod_file_struct.svar_identification_present)
+ mod_file_struct.svar_identification_present = true;
+ else
+ {
+ cerr << "ERROR: You may only have one svar_identification block in your .mod file." << endl;
+ exit(EXIT_FAILURE);
+ }
+}
+
+void
+SvarIdentificationStatement::writeOutput(ostream &output, const string &basename) const
+{
+ if (upper_cholesky_present && lower_cholesky_present)
+ {
+ cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (1). Please report this to the Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ output << "%" << endl
+ << "% SVAR IDENTIFICATION" << endl
+ << "%" << endl;
+
+ if (upper_cholesky_present)
+ output << "options_.ms.upper_cholesky=1;" << endl;
+
+ if (lower_cholesky_present)
+ output << "options_.ms.lower_cholesky=1;" << endl;
+
+ if (!upper_cholesky_present && !lower_cholesky_present)
+ {
+ int n = symbol_table.endo_nbr();
+ int m = symbol_table.exo_nbr();
+ int r = getMaxLag();
+ int k = r*n+m;
+
+ if (k<1)
+ {
+ cerr << "ERROR: lag = " << r
+ << ", number of endogenous variables = " << n
+ << ", number of exogenous variables = " << m
+ << ". If this is not a logical error in the specification"
+ << " of the .mod file, please report it to the Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (n<1)
+ {
+ cerr << "ERROR: Number of endogenous variables = " << n << "< 1. If this is not a logical "
+ << "error in the specification of the .mod file, please report it to the Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
+ output << "options_.ms.Qi = zeros(" << n << ", " << n << ", " << n << ");" << endl;
+ output << "options_.ms.Ri = zeros(" << k << ", " << k << ", " << n << ");" << endl;
+
+ for (svar_identification_exclusion_type::const_iterator it = exclusion.begin(); it != exclusion.end(); it++)
+ {
+ for (unsigned int h = 0; h < it->second.size(); h++)
+ {
+ int j = symbol_table.getTypeSpecificID(it->second.at(h)) + 1;
+ int i = it->first.second;
+ if (j < 1 || j > n || (int)h+1 > n || i < 1)
+ {
+ cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (2). Please report this to the Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (i > n)
+ {
+ cerr << "ERROR: equation number " << i << " is greater than the number of endogenous variables, " << n << "." << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ if (it->first.first == 0)
+ output << "options_.ms.Qi(" << h+1 << ", " << j << ", "<< i << ");" << endl;
+ else if (it->first.first > 0)
+ {
+ if ((it->first.first-1)*n+j > k)
+ {
+ cerr << "ERROR: lag =" << it->first.first << ", num endog vars = " << n << "current endog var index = " << j << ". Index "
+ << "out of bounds. If the above does not represent a logical error, please report this to the Dyanre Team." << endl;
+ }
+ output << "options_.ms.Ri(" << h+1 << ", " << (it->first.first-1)*n+j << ", "<< i << ");" << endl;
+ }
+ else
+ {
+ cerr << "SvarIdentificationStatement::writeOutput() Should not arrive here (3). Please report this to the Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
+ }
+ }
+ }
+}
diff --git a/preprocessor/ComputingTasks.hh b/preprocessor/ComputingTasks.hh
index 8529acd2ab6e0cc6674657c0fe8c860e91ea2427..afd27fa43dbb4a2493794dbb3b4dfc4d7d0f37f9 100644
--- a/preprocessor/ComputingTasks.hh
+++ b/preprocessor/ComputingTasks.hh
@@ -489,4 +489,23 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
+class SvarIdentificationStatement : public Statement
+{
+public:
+ typedef map<pair<int, int>, vector<string> > svar_identification_exclusion_type;
+private:
+ const svar_identification_exclusion_type exclusion;
+ const bool upper_cholesky_present;
+ const bool lower_cholesky_present;
+ const SymbolTable &symbol_table;
+ int getMaxLag() const;
+public:
+ SvarIdentificationStatement(const svar_identification_exclusion_type &exclusion_arg,
+ const bool &upper_cholesky_present_arg,
+ const bool &lower_cholesky_present_arg,
+ const SymbolTable &symbol_table_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
#endif
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 61ca875f42f8b64596dcbaf59413c352af85f940..36ec425c7769db653590285b4983fde3339c0c9e 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -598,15 +598,14 @@ det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
;
svar_identification : SVAR_IDENTIFICATION ';' svar_identification_list END
- { ;}
+ { driver.end_svar_identification(); }
;
svar_identification_list : svar_exclusion_list
- { ;}
| UPPER_CHOLESKY ';'
- { ;}
+ { driver.add_upper_cholesky(); }
| LOWER_CHOLESKY ';'
- { ;}
+ { driver.add_lower_cholesky(); }
;
svar_exclusion_list : svar_exclusion_list svar_exclusion_elem
@@ -614,19 +613,19 @@ svar_exclusion_list : svar_exclusion_list svar_exclusion_elem
;
svar_exclusion_elem : EXCLUSION LAG INT_NUMBER ';' svar_equation_list
- { ;}
+ { driver.combine_lag_and_restriction($3); }
;
svar_equation_list : svar_equation_list EQUATION INT_NUMBER COMMA svar_var_list ';'
- { ;}
+ { driver.add_restriction_in_equation($3); }
| EQUATION INT_NUMBER COMMA svar_var_list ';'
- { ;}
+ { driver.add_restriction_in_equation($2); }
;
svar_var_list : svar_var_list COMMA symbol
- { ;}
+ { driver.add_in_svar_restriction_symbols($3); }
| symbol
- { ;}
+ { driver.add_in_svar_restriction_symbols($1); }
;
markov_switching : MARKOV_SWITCHING '(' ms_options_list ')' ';'
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index 890f5741492bad899aae50efacdf609516f8df46..ebed17e6fe3ee8355981ac0d7c40ac0c4f3a7f16 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -584,6 +584,82 @@ ParsingDriver::add_value(string *p1)
det_shocks_values.push_back(add_constant(p1));
}
+void
+ParsingDriver::end_svar_identification()
+{
+ mod_file->addStatement(new SvarIdentificationStatement(svar_ident_exclusion_values,
+ svar_upper_cholesky,
+ svar_lower_cholesky,
+ mod_file->symbol_table));
+ svar_upper_cholesky = false;
+ svar_lower_cholesky = false;
+ svar_restriction_symbols.clear();
+ svar_equation_restrictions.clear();
+ svar_ident_exclusion_values.clear();
+}
+
+void
+ParsingDriver::combine_lag_and_restriction(string *lag)
+{
+ int current_lag = atoi(lag->c_str());
+
+ for (SvarIdentificationStatement::svar_identification_exclusion_type::const_iterator it = svar_ident_exclusion_values.begin();
+ it != svar_ident_exclusion_values.end(); it++)
+ if (it->first.first == current_lag)
+ error("lag " + *lag + " used more than once.");
+
+ for(map<int, vector<string> >::const_iterator it = svar_equation_restrictions.begin();
+ it != svar_equation_restrictions.end(); it++ )
+ svar_ident_exclusion_values[make_pair(current_lag, it->first)] = it->second;
+
+ svar_upper_cholesky = false;
+ svar_lower_cholesky = false;
+ svar_equation_restrictions.clear();
+ delete lag;
+}
+
+void
+ParsingDriver::add_restriction_in_equation(string *equation)
+{
+ int eqn = atoi(equation->c_str());
+ if (eqn < 1)
+ error("equation numbers must be greater than or equal to 1.");
+
+ if (svar_equation_restrictions.count(eqn) > 0)
+ error("equation number " + *equation + " referenced more than once under a single lag.");
+
+ svar_equation_restrictions[eqn] = svar_restriction_symbols;
+
+ svar_restriction_symbols.clear();
+ delete equation;
+}
+
+void
+ParsingDriver::add_in_svar_restriction_symbols(string *tmp_var)
+{
+ check_symbol_existence(*tmp_var);
+ for (unsigned int i=0; i<svar_restriction_symbols.size(); i++)
+ if (*tmp_var==svar_restriction_symbols.at(i))
+ error(*tmp_var + " restriction added twice.");
+
+ svar_restriction_symbols.push_back(*tmp_var);
+ delete tmp_var;
+}
+
+void
+ParsingDriver::add_upper_cholesky()
+{
+ svar_upper_cholesky = true;
+ svar_lower_cholesky = false;
+}
+
+void
+ParsingDriver::add_lower_cholesky()
+{
+ svar_upper_cholesky = false;
+ svar_lower_cholesky = true;
+}
+
void
ParsingDriver::do_sigma_e()
{
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 7ad71f27d52466415b4e56c180b74920e1edbe92..4dc42a9449fb6d54b9991ed2da327637e089badd 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -143,6 +143,12 @@ private:
HistValStatement::hist_values_type hist_values;
//! Temporary storage for homotopy_setup blocks
HomotopyStatement::homotopy_values_type homotopy_values;
+ //! Temporary storage for svar_identification blocks
+ SvarIdentificationStatement::svar_identification_exclusion_type svar_ident_exclusion_values;
+ map<int, vector<string> > svar_equation_restrictions;
+ vector<string> svar_restriction_symbols;
+ bool svar_upper_cholesky;
+ bool svar_lower_cholesky;
//! Temporary storage for argument list of unknown function
vector<NodeID> unknown_function_args;
@@ -318,6 +324,13 @@ public:
void optim_options_num(string *name, string *value);
//! Prints varops instructions
void set_varobs();
+ //! Svar_Identification Statement
+ void end_svar_identification();
+ void combine_lag_and_restriction(string *lag);
+ void add_restriction_in_equation(string *equation);
+ void add_in_svar_restriction_symbols(string *name);
+ void add_upper_cholesky();
+ void add_lower_cholesky();
//! Forecast Statement
void forecast();
void set_trends();
diff --git a/preprocessor/Statement.cc b/preprocessor/Statement.cc
index 786fbc4271451c8929a99ac7601fcbabe515ea28..ccd1549e5bc5a005dd69cbdc394abb9f083f7232 100644
--- a/preprocessor/Statement.cc
+++ b/preprocessor/Statement.cc
@@ -28,6 +28,7 @@ ModFileStructure::ModFileStructure() :
ramsey_policy_present(false),
order_option(0),
bvar_present(false),
+ svar_identification_present(false),
identification_present(false),
partial_information(false),
shocks_present(false)
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 5469bb979e4bbe5a7a31eeab22fc36b8dc621f26..55844d425e52f4118faab237f513f686629fdd62 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -50,6 +50,8 @@ public:
int order_option;
//! Whether a bvar_density, bvar_forecast, sbvar, ms_sbvar statement is present
bool bvar_present;
+ //! Whether an svar_identification statement is present
+ bool svar_identification_present;
//! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
bool identification_present;
//! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy