From f5bfdbb23f127cfa4fdb66834d8025c96b65cf87 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan.bastani@ens.fr>
Date: Sun, 11 Dec 2011 15:35:26 +0100
Subject: [PATCH] preprocessor: add prior statement
---
matlab/global_initialization.m | 21 +++-
preprocessor/ComputingTasks.cc | 184 +++++++++++++++++++++++++++++++++
preprocessor/ComputingTasks.hh | 56 ++++++++++
preprocessor/DynareBison.yy | 100 +++++++++++++-----
preprocessor/DynareFlex.ll | 37 ++++++-
preprocessor/ModFile.cc | 2 +-
preprocessor/ParsingDriver.cc | 69 ++++++++++++-
preprocessor/ParsingDriver.hh | 18 ++++
preprocessor/Statement.hh | 6 ++
9 files changed, 461 insertions(+), 32 deletions(-)
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 00e9375550..e3325df195 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -28,7 +28,7 @@ function global_initialization()
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
-global oo_ M_ options_ estim_params_ bayestopt_
+global oo_ M_ options_ estim_params_ bayestopt_ estimation_info
estim_params_ = [];
bayestopt_ = [];
@@ -182,6 +182,25 @@ options_.ramsey_policy = 0;
options_.timeless = 0;
% estimation
+estimation_info.prior = struct('name', {}, 'shape', {}, 'mean', {}, ...
+ 'mode', {}, 'stdev', {}, 'date1', {}, ...
+ 'date2', {}, 'shift', {}, 'variance', {});
+estimation_info.structural_innovation.prior = struct('name', {}, 'shape', {}, 'mean', {}, ...
+ 'mode', {}, 'stdev', {}, 'date1', {}, ...
+ 'date2', {}, 'shift', {}, 'variance', {});
+estimation_info.structural_innovation_corr.prior = struct('name', {}, 'shape', {}, 'mean', {}, ...
+ 'mode', {}, 'stdev', {}, 'date1', {}, ...
+ 'date2', {}, 'shift', {}, 'variance', {});
+estimation_info.measurement_error.prior = struct('name', {}, 'shape', {}, 'mean', {}, ...
+ 'mode', {}, 'stdev', {}, 'date1', {}, ...
+ 'date2', {}, 'shift', {}, 'variance', {});
+estimation_info.measurement_error_corr.prior = struct('name', {}, 'shape', {}, 'mean', {}, ...
+ 'mode', {}, 'stdev', {}, 'date1', {}, ...
+ 'date2', {}, 'shift', {}, 'variance', {});
+estimation_info.measurement_error.prior_index = {};
+estimation_info.structural_innovation.prior_index = {};
+estimation_info.measurement_error_corr.prior_index = {};
+estimation_info.structural_innovation_corr.prior_index = {};
options_.initial_period = dynDate(1);
options_.dataset.firstobs = options_.initial_period;
options_.dataset.lastobs = NaN;
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index 0a765469e6..aa3029dd78 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1499,3 +1499,187 @@ EstimationDataStatement::writeOutput(ostream &output, const string &basename) co
if (options_list.date_options.find("first_obs") == options_list.date_options.end())
output << "options_.dataset.firstobs = options_.initial_period;" << endl;
}
+
+BasicPriorStatement::~BasicPriorStatement()
+{
+}
+
+BasicPriorStatement::BasicPriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg) :
+ name(name_arg),
+ variance(variance_arg),
+ options_list(options_list_arg),
+ first_statement_encountered(false)
+{
+}
+
+void
+BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct)
+{
+ if (options_list.num_options.find("shape") == options_list.num_options.end())
+ {
+ cerr << "ERROR: You must pass the shape option to the prior statement." << endl;
+ exit(EXIT_FAILURE);
+ }
+}
+
+void
+BasicPriorStatement::get_base_name(const SymbolType symb_type, string &lhs_field) const
+{
+ if (symb_type == eExogenous || symb_type == eExogenousDet)
+ lhs_field = "structural_innovation";
+ else
+ lhs_field = "measurement_error";
+}
+
+void
+BasicPriorStatement::writePriorIndex(ostream &output, const string &lhs_field) const
+{
+ if (first_statement_encountered)
+ output << "prior_indx = 1;" << endl;
+ else
+ output << "prior_indx = size(estimation_info" << lhs_field << "_index, 2) + 1;" << endl;
+}
+
+void
+BasicPriorStatement::writeVarianceOption(ostream &output, const string &lhs_field) const
+{
+ if (variance)
+ {
+ output << "estimation_info" << lhs_field << "(prior_indx).variance = ";
+ variance->writeOutput(output);
+ output << ";" << endl;
+ }
+}
+
+void
+BasicPriorStatement::writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const
+{
+ OptionsList::num_options_t::const_iterator it = options_list.num_options.find(field);
+ if (it != options_list.num_options.end())
+ output << "estimation_info" << lhs_field << "(prior_indx)." << field
+ << " = " << it->second << ";" << endl;
+}
+
+PriorStatement::PriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg) :
+ BasicPriorStatement(name_arg, variance_arg, options_list_arg)
+{
+}
+
+void
+PriorStatement::checkPass(ModFileStructure &mod_file_struct)
+{
+ BasicPriorStatement::checkPass(mod_file_struct);
+ if (!mod_file_struct.prior_statement_present)
+ first_statement_encountered = true;
+ mod_file_struct.prior_statement_present = true;
+}
+
+void
+PriorStatement::writeOutput(ostream &output, const string &basename) const
+{
+ string lhs_field = ".prior";
+
+ BasicPriorStatement::writePriorIndex(output, lhs_field);
+ output << "estimation_info" << lhs_field << "_index(prior_indx) = {'" << name << "'};" << endl
+ << "estimation_info" << lhs_field <<"(prior_indx).name = '" << name << "';" << endl;
+
+ writeOutputHelper(output, "mean", lhs_field);
+ writeOutputHelper(output, "mode", lhs_field);
+ writeOutputHelper(output, "stdev", lhs_field);
+ writeOutputHelper(output, "shape", lhs_field);
+ writeOutputHelper(output, "shift", lhs_field);
+ writeOutputHelper(output, "domain", lhs_field);
+ writeOutputHelper(output, "interval", lhs_field);
+ BasicPriorStatement::writeVarianceOption(output, lhs_field);
+}
+
+StdPriorStatement::StdPriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg,
+ const SymbolTable &symbol_table_arg ) :
+ BasicPriorStatement(name_arg, variance_arg, options_list_arg),
+ symbol_table(symbol_table_arg)
+{
+}
+
+void
+StdPriorStatement::checkPass(ModFileStructure &mod_file_struct)
+{
+ BasicPriorStatement::checkPass(mod_file_struct);
+ if (!mod_file_struct.std_prior_statement_present)
+ first_statement_encountered = true;
+ mod_file_struct.std_prior_statement_present = true;
+}
+
+void
+StdPriorStatement::writeOutput(ostream &output, const string &basename) const
+{
+ string lhs_field;
+ get_base_name(symbol_table.getType(name), lhs_field);
+ lhs_field = "." + lhs_field + ".prior";
+
+ BasicPriorStatement::writePriorIndex(output, lhs_field);
+ output << "estimation_info" << lhs_field << "_index(prior_indx) = {'" << name << "'};" << endl;
+ output << "estimation_info" << lhs_field << "(prior_indx).name = '" << name << "';" << endl;
+
+ writeOutputHelper(output, "mean", lhs_field);
+ writeOutputHelper(output, "mode", lhs_field);
+ writeOutputHelper(output, "stdev", lhs_field);
+ writeOutputHelper(output, "shape", lhs_field);
+ writeOutputHelper(output, "shift", lhs_field);
+ writeOutputHelper(output, "domain", lhs_field);
+ writeOutputHelper(output, "interval", lhs_field);
+ BasicPriorStatement::writeVarianceOption(output, lhs_field);
+}
+
+CorrPriorStatement::CorrPriorStatement(const string &name_arg1, const string &name_arg2,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg,
+ const SymbolTable &symbol_table_arg ) :
+ BasicPriorStatement(name_arg1, variance_arg, options_list_arg),
+ name1(name_arg2),
+ symbol_table(symbol_table_arg)
+{
+}
+
+void
+CorrPriorStatement::checkPass(ModFileStructure &mod_file_struct)
+{
+ BasicPriorStatement::checkPass(mod_file_struct);
+ if (symbol_table.getType(name) != symbol_table.getType(name1))
+ {
+ cerr << "ERROR: In the corr(A,B).prior statement, A and B must be of the same type. "
+ << "In your case, " << name << " and " << name1 << " are of different "
+ << "types." << endl;
+ exit(EXIT_FAILURE);
+ }
+ if (!mod_file_struct.corr_prior_statement_present)
+ first_statement_encountered = true;
+ mod_file_struct.corr_prior_statement_present = true;
+}
+
+void
+CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
+{
+ string lhs_field;
+ get_base_name(symbol_table.getType(name), lhs_field);
+ lhs_field = "." + lhs_field + "_corr.prior";
+
+ BasicPriorStatement::writePriorIndex(output, lhs_field);
+ output << "estimation_info" << lhs_field << "_index(prior_indx) = {'" << name << "_" << name1 << "'};" << endl;
+ output << "estimation_info" << lhs_field << "(prior_indx).name1 = '" << name << "';" << endl;
+ output << "estimation_info" << lhs_field << "(prior_indx).name2 = '" << name1 << "';" << endl;
+
+ writeOutputHelper(output, "mean", lhs_field);
+ writeOutputHelper(output, "mode", lhs_field);
+ writeOutputHelper(output, "stdev", lhs_field);
+ writeOutputHelper(output, "shape", lhs_field);
+ writeOutputHelper(output, "shift", lhs_field);
+ writeOutputHelper(output, "domain", lhs_field);
+ writeOutputHelper(output, "interval", lhs_field);
+ BasicPriorStatement::writeVarianceOption(output, lhs_field);
+}
diff --git a/preprocessor/ComputingTasks.hh b/preprocessor/ComputingTasks.hh
index a04a7d18b2..c69043fb65 100644
--- a/preprocessor/ComputingTasks.hh
+++ b/preprocessor/ComputingTasks.hh
@@ -575,5 +575,61 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
+class BasicPriorStatement : public Statement
+{
+public:
+ virtual ~BasicPriorStatement();
+protected:
+ const string name;
+ const expr_t variance;
+ const OptionsList options_list;
+ bool first_statement_encountered;
+ BasicPriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct);
+ void get_base_name(const SymbolType symb_type, string &lhs_field) const;
+ void writePriorIndex(ostream &output, const string &lhs_field) const;
+ void writeVarianceOption(ostream &output, const string &lhs_field) const;
+ void writeOutputHelper(ostream &output, const string &field, const string &lhs_field) const;
+};
+
+class PriorStatement : public BasicPriorStatement
+{
+public:
+ PriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+class StdPriorStatement : public BasicPriorStatement
+{
+private:
+ const SymbolTable symbol_table;
+public:
+ StdPriorStatement(const string &name_arg,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_arg,
+ const SymbolTable &symbol_table_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct);
+ virtual void writeOutput(ostream &output, const string &basename) const;
+};
+
+class CorrPriorStatement : public BasicPriorStatement
+{
+private:
+ const string name1;
+ const SymbolTable symbol_table;
+public:
+ CorrPriorStatement(const string &name_arg1,
+ const string &name_arg2,
+ const expr_t &variance_arg,
+ const OptionsList &options_list_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 772369462f..299bae37d8 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -98,8 +98,8 @@ class ParsingDriver;
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
%token <string_val> FLOAT_NUMBER
-%token FORECAST K_ORDER_SOLVER INSTRUMENTS
-%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK
+%token FORECAST K_ORDER_SOLVER INSTRUMENTS PRIOR SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
+%token GAMMA_PDF GRAPH CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HP_FILTER HP_NGRID
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
@@ -147,7 +147,7 @@ class ParsingDriver;
%token VLISTLOG VLISTPER
%token RESTRICTION RESTRICTIONS RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token NONE DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
-%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM
+%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
@@ -175,9 +175,9 @@ 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 date_number
-%type <string_val> filename symbol
+%type <string_val> filename symbol prior_distribution
%type <string_val> vec_value_1 vec_value
-%type <string_val> range prior
+%type <string_val> range prior_pdf_string
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
@@ -216,6 +216,7 @@ statement : parameters
| estimated_params_init
| set_time
| data
+ | prior
| varobs
| observation_trends
| unit_root_vars
@@ -1014,18 +1015,18 @@ estimated_elem1 : STDERR symbol
}
;
-estimated_elem2 : prior COMMA estimated_elem3
+estimated_elem2 : prior_pdf_string COMMA estimated_elem3
{
driver.estim_params.prior = *$1;
delete $1;
}
- | expression_or_empty COMMA prior COMMA estimated_elem3
+ | expression_or_empty COMMA prior_pdf_string COMMA estimated_elem3
{
driver.estim_params.init_val = $1;
driver.estim_params.prior = *$3;
delete $3;
}
- | expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA prior COMMA estimated_elem3
+ | expression_or_empty COMMA expression_or_empty COMMA expression_or_empty COMMA prior_pdf_string COMMA estimated_elem3
{
driver.estim_params.init_val = $1;
driver.estim_params.low_bound = $3;
@@ -1144,21 +1145,37 @@ estimated_bounds_elem : STDERR symbol COMMA expression COMMA expression ';'
}
;
-prior : BETA_PDF
- { $$ = new string("1"); }
- | GAMMA_PDF
- { $$ = new string("2"); }
- | NORMAL_PDF
- { $$ = new string("3"); }
- | INV_GAMMA_PDF
- { $$ = new string("4"); }
- | INV_GAMMA1_PDF
- { $$ = new string("4"); }
- | UNIFORM_PDF
- { $$ = new string("5"); }
- | INV_GAMMA2_PDF
- { $$ = new string("6"); }
- ;
+prior_distribution : BETA
+ { $$ = new string("1"); }
+ | GAMMA
+ { $$ = new string("2"); }
+ | NORMAL
+ { $$ = new string("3"); }
+ | INV_GAMMA
+ { $$ = new string("4"); }
+ | INV_GAMMA1
+ { $$ = new string("4"); }
+ | UNIFORM
+ { $$ = new string("5"); }
+ | INV_GAMMA2
+ { $$ = new string("6"); }
+ ;
+
+prior_pdf_string : BETA_PDF
+ { $$ = new string("1"); }
+ | GAMMA_PDF
+ { $$ = new string("2"); }
+ | NORMAL_PDF
+ { $$ = new string("3"); }
+ | INV_GAMMA_PDF
+ { $$ = new string("4"); }
+ | INV_GAMMA1_PDF
+ { $$ = new string("4"); }
+ | UNIFORM_PDF
+ { $$ = new string("5"); }
+ | INV_GAMMA2_PDF
+ { $$ = new string("6"); }
+ ;
set_time : SET_TIME '(' date_number ')' ';'
{ driver.set_time($3); }
@@ -1180,6 +1197,28 @@ data_options : o_file
| o_xls_range
;
+prior : symbol '.' PRIOR '(' prior_options_list ')' ';'
+ { driver.set_prior($1); }
+ | STD '(' symbol ')' '.' PRIOR '(' prior_options_list ')' ';'
+ { driver.set_std_prior($3); }
+ | CORR '(' symbol COMMA symbol')' '.' PRIOR '(' prior_options_list ')' ';'
+ { driver.set_corr_prior($3, $5); }
+ ;
+
+prior_options_list : prior_options_list COMMA prior_options
+ | prior_options
+ ;
+
+prior_options : o_shift
+ | o_mean
+ | o_stdev
+ | o_variance
+ | o_mode
+ | o_interval
+ | o_shape
+ | o_domain
+ ;
+
estimation : ESTIMATION ';'
{ driver.run_estimation(); }
| ESTIMATION '(' estimation_options_list ')' ';'
@@ -1898,8 +1937,15 @@ o_new_estimation_data_first_obs : FIRST_OBS EQUAL date_number
o_last_obs : LAST_OBS EQUAL date_number
{ driver.option_date("last_obs", $3); }
;
+o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
+o_shape : SHAPE EQUAL prior_distribution { driver.option_num("shape", $3); };
+o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
+o_mean : MEAN EQUAL signed_number { driver.option_num("mean", $3); };
+o_stdev : STDEV EQUAL non_negative_number { driver.option_num("stdev", $3); };
+o_domain : DOMAINN EQUAL vec_value { driver.option_num("domain", $3); };
+o_interval : INTERVAL EQUAL vec_value { driver.option_num("interval", $3); };
+o_variance : VARIANCE EQUAL expression { driver.add_expression_to_prior_statement($3); }
o_new_estimation_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $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); };
@@ -2276,6 +2322,12 @@ symbol : NAME
| CMS
| NCMS
| CNUM
+ | GAMMA
+ | INV_GAMMA
+ | INV_GAMMA1
+ | INV_GAMMA2
+ | NORMAL
+ | UNIFORM
;
%%
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index ea17c7c630..56afce82ef 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -189,12 +189,24 @@ string eofbuff;
/* End of a Dynare block */
<DYNARE_BLOCK>end {BEGIN INITIAL; return token::END;}
+<DYNARE_STATEMENT>prior {return token::PRIOR;}
+<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
+<INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
+
/* Inside of a Dynare statement */
<DYNARE_STATEMENT>file {return token::FILE;}
<DYNARE_STATEMENT>datafile {return token::DATAFILE;}
<DYNARE_STATEMENT>nobs {return token::NOBS;}
<DYNARE_STATEMENT>last_obs {return token::LAST_OBS;}
<DYNARE_STATEMENT>first_obs {return token::FIRST_OBS;}
+<DYNARE_STATEMENT>mean {return token::MEAN;}
+<DYNARE_STATEMENT>stdev {return token::STDEV;}
+<DYNARE_STATEMENT>domain {return token::DOMAINN;}
+<DYNARE_STATEMENT>variance {return token::VARIANCE;}
+<DYNARE_STATEMENT>mode {return token::MODE;}
+<DYNARE_STATEMENT>interval {return token::INTERVAL;}
+<DYNARE_STATEMENT>shape {return token::SHAPE;}
+<DYNARE_STATEMENT>shift {return token::SHIFT;}
<DYNARE_STATEMENT>prefilter {return token::PREFILTER;}
<DYNARE_STATEMENT>presample {return token::PRESAMPLE;}
<DYNARE_STATEMENT>lik_algo {return token::LIK_ALGO;}
@@ -253,7 +265,6 @@ string eofbuff;
<DYNARE_STATEMENT>nargs {return token::EXT_FUNC_NARGS;}
<DYNARE_STATEMENT>first_deriv_provided {return token::FIRST_DERIV_PROVIDED;}
<DYNARE_STATEMENT>second_deriv_provided {return token::SECOND_DERIV_PROVIDED;}
-
<DYNARE_STATEMENT>freq {return token::FREQ;}
<DYNARE_STATEMENT>monthly {return token::MONTHLY; }
<DYNARE_STATEMENT>quarterly {return token::QUARTERLY; }
@@ -281,6 +292,30 @@ string eofbuff;
yylval->string_val = new string(yytext);
return token::BETA;
}
+<DYNARE_STATEMENT>gamma {
+ yylval->string_val = new string(yytext);
+ return token::GAMMA;
+}
+<DYNARE_STATEMENT>inv_gamma {
+ yylval->string_val = new string(yytext);
+ return token::INV_GAMMA;
+}
+<DYNARE_STATEMENT>inv_gamma1 {
+ yylval->string_val = new string(yytext);
+ return token::INV_GAMMA1;
+}
+<DYNARE_STATEMENT>inv_gamma2 {
+ yylval->string_val = new string(yytext);
+ return token::INV_GAMMA2;
+}
+<DYNARE_STATEMENT>normal {
+ yylval->string_val = new string(yytext);
+ return token::NORMAL;
+}
+<DYNARE_STATEMENT>uniform {
+ yylval->string_val = new string(yytext);
+ return token::UNIFORM;
+}
<DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
<DYNARE_STATEMENT>specification {return token::SPECIFICATION;}
<DYNARE_STATEMENT>sims_zha {return token::SIMS_ZHA;}
diff --git a/preprocessor/ModFile.cc b/preprocessor/ModFile.cc
index 20356dfbdf..6b79d10f30 100644
--- a/preprocessor/ModFile.cc
+++ b/preprocessor/ModFile.cc
@@ -449,7 +449,7 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool console,
}
mOutputFile << "tic;" << endl
- << "global M_ oo_ options_ ys0_ ex0_" << endl
+ << "global M_ oo_ options_ ys0_ ex0_ estimation_info" << endl
<< "options_ = [];" << endl
<< "M_.fname = '" << basename << "';" << endl
<< "%" << endl
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index 541f08580e..9cf200c89f 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -46,6 +46,15 @@ ParsingDriver::check_symbol_existence(const string &name)
error("Unknown symbol: " + name);
}
+void
+ParsingDriver::check_symbol_is_parameter(string *name)
+{
+ check_symbol_existence(*name);
+ int symb_id = mod_file->symbol_table.getID(*name);
+ if (mod_file->symbol_table.getType(symb_id) != eParameter)
+ error(*name + " is not a parameter");
+}
+
void
ParsingDriver::set_current_data_tree(DataTree *data_tree_arg)
{
@@ -372,13 +381,9 @@ ParsingDriver::dsample(string *arg1, string *arg2)
void
ParsingDriver::init_param(string *name, expr_t rhs)
{
- check_symbol_existence(*name);
+ check_symbol_is_parameter(name);
int symb_id = mod_file->symbol_table.getID(*name);
- if (mod_file->symbol_table.getType(symb_id) != eParameter)
- error(*name + " is not a parameter");
-
mod_file->addStatement(new InitParamStatement(symb_id, rhs, mod_file->symbol_table));
-
delete name;
}
@@ -1219,6 +1224,60 @@ ParsingDriver::estimation_data()
options_list.clear();
}
+void
+ParsingDriver::set_prior(string *name)
+{
+ check_symbol_is_parameter(name);
+ mod_file->addStatement(new PriorStatement(*name, prior_variance, options_list));
+ options_list.clear();
+ prior_variance = NULL;
+ delete name;
+}
+
+void
+ParsingDriver::add_expression_to_prior_statement(expr_t variance)
+{
+ prior_variance = variance;
+}
+
+void
+ParsingDriver::check_symbol_is_endogenous_or_exogenous(string *name)
+{
+ check_symbol_existence(*name);
+ int symb_id = mod_file->symbol_table.getID(*name);
+ switch(mod_file->symbol_table.getType(symb_id))
+ {
+ case eEndogenous:
+ case eExogenous:
+ case eExogenousDet:
+ break;
+ default:
+ error(*name + " is neither endogenous or exogenous.");
+ }
+}
+
+void
+ParsingDriver::set_std_prior(string *name)
+{
+ check_symbol_is_endogenous_or_exogenous(name);
+ mod_file->addStatement(new StdPriorStatement(*name, prior_variance, options_list, mod_file->symbol_table));
+ options_list.clear();
+ prior_variance = NULL;
+ delete name;
+}
+
+void
+ParsingDriver::set_corr_prior(string *name1, string *name2)
+{
+ check_symbol_is_endogenous_or_exogenous(name1);
+ check_symbol_is_endogenous_or_exogenous(name2);
+ mod_file->addStatement(new CorrPriorStatement(*name1, *name2, prior_variance, options_list, mod_file->symbol_table));
+ options_list.clear();
+ prior_variance = NULL;
+ delete name1;
+ delete name2;
+}
+
void
ParsingDriver::run_estimation()
{
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 2afbd09c02..6c35297e80 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -81,6 +81,12 @@ private:
//! Checks that a given symbol exists, and stops with an error message if it doesn't
void check_symbol_existence(const string &name);
+ //! Checks that a given symbol exists and is a parameter, and stops with an error message if it isn't
+ void check_symbol_is_parameter(string *name);
+
+ //! Checks that a given symbol exists and is a endogenous or exogenous, and stops with an error message if it isn't
+ void check_symbol_is_endogenous_or_exogenous(string *name);
+
//! Helper to add a symbol declaration
void declare_symbol(const string *name, SymbolType type, const string *tex_name);
@@ -178,6 +184,8 @@ private:
vector<int> declared_trend_vars;
//! Temporary storage for declaring nonstationary variables
vector<int> declared_nonstationary_vars;
+ //! Temporary storage for a variance declared in the prior statement
+ expr_t prior_variance;
//! reset the values for temporary storage
void reset_current_external_function_options();
//! Adds a model lagged variable to ModelTree and VariableTable
@@ -359,6 +367,16 @@ public:
void set_time(string *arg);
//! Estimation Data
void estimation_data();
+ //! Sets the prior for a parameter
+ void set_prior(string *arg);
+ //! Adds the variance option to its temporary holding place
+ void add_expression_to_prior_statement(expr_t variance);
+ //! Sets the prior for estimated std dev
+ void set_std_prior(string *arg);
+ //! Sets the prior for estimated correlation
+ void set_corr_prior(string *arg1, string *arg2);
+ //! Sets the subsamples for a parameter
+ void set_subsamples(string *arg);
//! Runs estimation process
void run_estimation();
//! Runs dynare_sensitivy()
diff --git a/preprocessor/Statement.hh b/preprocessor/Statement.hh
index 0f0c2beeed..a6091437ab 100644
--- a/preprocessor/Statement.hh
+++ b/preprocessor/Statement.hh
@@ -88,6 +88,12 @@ public:
bool bayesian_irf_present;
//! Whether there is a data statement present
bool estimation_data_statement_present;
+ //! Whether there is a prior statement present
+ bool prior_statement_present;
+ //! Whether there is a std prior statement present
+ bool std_prior_statement_present;
+ //! Whether there is a corr prior statement present
+ bool corr_prior_statement_present;
};
class Statement
--
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