diff --git a/CodeInterpreter.hh b/CodeInterpreter.hh
index f730cbbc94ea013df5953d1b0a694de32ca17229..964d05c8910ad7165292ab2dba5e71bb2cdd2ccd 100644
--- a/CodeInterpreter.hh
+++ b/CodeInterpreter.hh
@@ -140,14 +140,15 @@ enum BlockSimulationType
/*! Warning: do not to change existing values for 0 to 4: the values matter for homotopy_setup command */
enum SymbolType
{
- eEndogenous = 0, //!< Endogenous
- eExogenous = 1, //!< Exogenous
- eExogenousDet = 2, //!< Exogenous deterministic
- eParameter = 4, //!< Parameter
- eModelLocalVariable = 10, //!< Local variable whose scope is model (pound expression)
- eModFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
- eExternalFunction = 12, //!< External (user-defined) function
- eTrend = 13 //!< Trend variable
+ eEndogenous = 0, //!< Endogenous
+ eExogenous = 1, //!< Exogenous
+ eExogenousDet = 2, //!< Exogenous deterministic
+ eParameter = 4, //!< Parameter
+ eModelLocalVariable = 10, //!< Local variable whose scope is model (pound expression)
+ eModFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
+ eExternalFunction = 12, //!< External (user-defined) function
+ eTrend = 13, //!< Trend variable
+ eStatementDeclaredVariable = 14 //!< Local variable assigned within a Statement (see subsample statement for example)
};
enum ExpressionType
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index aa3029dd78ce18a008c1d8780b7f76f1ac7ee7a1..aae564fe849c5bd38c1a19d1dc2371421d3b2970 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -1522,6 +1522,15 @@ BasicPriorStatement::checkPass(ModFileStructure &mod_file_struct)
cerr << "ERROR: You must pass the shape option to the prior statement." << endl;
exit(EXIT_FAILURE);
}
+ if (options_list.num_options.find("date1") != options_list.num_options.end() ||
+ options_list.num_options.find("date2") != options_list.num_options.end())
+ if (options_list.num_options.find("date1") == options_list.num_options.end() ||
+ options_list.num_options.find("date2") == options_list.num_options.end())
+ {
+ cerr << "ERROR: PriorStatement::checkPass(1). Should not arrive here. "
+ << "Please inform Dynare Team." << endl;
+ exit(EXIT_FAILURE);
+ }
}
void
@@ -1556,10 +1565,16 @@ BasicPriorStatement::writeVarianceOption(ostream &output, const string &lhs_fiel
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())
+
+ OptionsList::num_options_t::const_iterator itn = options_list.num_options.find(field);
+ if (itn != options_list.num_options.end())
+ output << "estimation_info" << lhs_field << "(prior_indx)." << field
+ << " = " << itn->second << ";" << endl;
+
+ OptionsList::date_options_t::const_iterator itd = options_list.date_options.find(field);
+ if (itd != options_list.date_options.end())
output << "estimation_info" << lhs_field << "(prior_indx)." << field
- << " = " << it->second << ";" << endl;
+ << " = '" << itd->second << "';" << endl;
}
PriorStatement::PriorStatement(const string &name_arg,
@@ -1592,6 +1607,8 @@ PriorStatement::writeOutput(ostream &output, const string &basename) const
writeOutputHelper(output, "stdev", lhs_field);
writeOutputHelper(output, "shape", lhs_field);
writeOutputHelper(output, "shift", lhs_field);
+ writeOutputHelper(output, "date1", lhs_field);
+ writeOutputHelper(output, "date2", lhs_field);
writeOutputHelper(output, "domain", lhs_field);
writeOutputHelper(output, "interval", lhs_field);
BasicPriorStatement::writeVarianceOption(output, lhs_field);
diff --git a/DynareBison.yy b/DynareBison.yy
index 299bae37d8e0a192c6203d303a15f67ef0ac187d..0dcbffb64cc5f12739f94a1d3be7506cec6c0bd5 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -105,7 +105,7 @@ class ParsingDriver;
%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 KALMAN_ALGO KALMAN_TOL SUBSAMPLES
%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 MAXIT
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS
@@ -217,6 +217,7 @@ statement : parameters
| set_time
| data
| prior
+ | subsamples
| varobs
| observation_trends
| unit_root_vars
@@ -1197,8 +1198,21 @@ data_options : o_file
| o_xls_range
;
+subsamples : symbol '.' SUBSAMPLES '(' subsamples_name_list ')' ';'
+ { driver.set_subsamples($1); }
+ ;
+
+subsamples_name_list : subsamples_name_list COMMA o_subsample_name
+ | o_subsample_name
+ ;
+
prior : symbol '.' PRIOR '(' prior_options_list ')' ';'
{ driver.set_prior($1); }
+ | symbol '.' symbol '.' PRIOR '(' prior_options_list ')' ';'
+ {
+ driver.add_subsample_range(new string (*$1), $3);
+ driver.set_prior($1);
+ }
| STD '(' symbol ')' '.' PRIOR '(' prior_options_list ')' ';'
{ driver.set_std_prior($3); }
| CORR '(' symbol COMMA symbol')' '.' PRIOR '(' prior_options_list ')' ';'
@@ -1955,6 +1969,12 @@ o_nograph : NOGRAPH
| GRAPH
{ driver.option_num("nograph", "0"); }
;
+o_subsample_name : symbol EQUAL date_number ':' date_number
+ {
+ driver.declare_statement_local_variable(new string (*$1));
+ driver.set_subsample_name_equal_to_date_range($1, $3, $5);
+ }
+ ;
o_conf_sig : CONF_SIG EQUAL non_negative_number { driver.option_num("conf_sig", $3); };
o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); };
o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); };
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 56afce82ef6bb4abb0c42624e0d3f09783170860..d0ff91fd7933e9eeada1aa6b82f476de949bd326 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -189,6 +189,7 @@ string eofbuff;
/* End of a Dynare block */
<DYNARE_BLOCK>end {BEGIN INITIAL; return token::END;}
+<DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
<DYNARE_STATEMENT>prior {return token::PRIOR;}
<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
<INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
diff --git a/ExprNode.cc b/ExprNode.cc
index 0f1f63763c3788f5c8241c051f33c3115b55a927..0a8a06a947bd132615ea1201b2c715c8dae1d5c7 100644
--- a/ExprNode.cc
+++ b/ExprNode.cc
@@ -496,6 +496,7 @@ VariableNode::prepareForDerivation()
non_null_derivatives = datatree.local_variables_table[symb_id]->non_null_derivatives;
break;
case eModFileLocalVariable:
+ case eStatementDeclaredVariable:
// Such a variable is never derived
break;
case eExternalFunction:
@@ -523,6 +524,9 @@ VariableNode::computeDerivative(int deriv_id)
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
+ case eStatementDeclaredVariable:
+ cerr << "eStatementDeclaredVariable is not derivable" << endl;
+ exit(EXIT_FAILURE);
case eExternalFunction:
cerr << "Impossible case!" << endl;
exit(EXIT_FAILURE);
@@ -735,6 +739,7 @@ VariableNode::writeOutput(ostream &output, ExprNodeOutputType output_type,
case eExternalFunction:
case eTrend:
+ case eStatementDeclaredVariable:
cerr << "Impossible case" << endl;
exit(EXIT_FAILURE);
}
@@ -917,6 +922,9 @@ VariableNode::getChainRuleDerivative(int deriv_id, const map<int, expr_t> &recur
case eModFileLocalVariable:
cerr << "ModFileLocalVariable is not derivable" << endl;
exit(EXIT_FAILURE);
+ case eStatementDeclaredVariable:
+ cerr << "eStatementDeclaredVariable is not derivable" << endl;
+ exit(EXIT_FAILURE);
case eExternalFunction:
cerr << "Impossible case!" << endl;
exit(EXIT_FAILURE);
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index 9cf200c89fd54def8ece0410b03404de46b1ad09..c16e6fedd87e6264664b802fb5230e91c589a260 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -175,6 +175,16 @@ ParsingDriver::declare_parameter(string *name, string *tex_name)
delete tex_name;
}
+void
+ParsingDriver::declare_statement_local_variable(string *name)
+{
+ if (mod_file->symbol_table.exists(*name))
+ error("Symbol " + *name + " cannot be assigned within a statement " +
+ "while being assigned elsewhere in the modfile");
+ declare_symbol(name, eStatementDeclaredVariable, NULL);
+ delete name;
+}
+
void
ParsingDriver::declare_optimal_policy_discount_factor_parameter(expr_t exprnode)
{
@@ -1224,6 +1234,56 @@ ParsingDriver::estimation_data()
options_list.clear();
}
+void
+ParsingDriver::set_subsamples(string *name)
+{
+ check_symbol_is_parameter(name);
+ if (subsample_declarations.find(*name) != subsample_declarations.end())
+ error("Parameter " + *name + " has more than one subsample statement." +
+ "You may only have one subsample statement per parameter.");
+ subsample_declarations[*name] = subsample_declaration_map;
+ subsample_declaration_map.clear();
+ delete name;
+}
+
+void
+ParsingDriver::check_symbol_is_statement_variable(string *name)
+{
+ check_symbol_existence(*name);
+ int symb_id = mod_file->symbol_table.getID(*name);
+ if (mod_file->symbol_table.getType(symb_id) != eStatementDeclaredVariable)
+ error(*name + " is not a variable assigned in a statement");
+}
+
+void
+ParsingDriver::set_subsample_name_equal_to_date_range(string *name, string *date1, string *date2)
+{
+ check_symbol_is_statement_variable(name);
+ if (subsample_declaration_map.find(*name) != subsample_declaration_map.end())
+ error("Symbol " + *name + " may only be assigned once in a SUBSAMPLE statement");
+ subsample_declaration_map[*name] = make_pair(*date1, *date2);
+ delete name;
+ delete date1;
+ delete date2;
+}
+
+void
+ParsingDriver::add_subsample_range(string *parameter, string *subsample_name)
+{
+ check_symbol_is_parameter(parameter);
+ check_symbol_is_statement_variable(subsample_name);
+ subsample_declarations_t::const_iterator it = subsample_declarations.find(*parameter);
+ if (it == subsample_declarations.end())
+ error("A subsample statement has not been issued for " + *parameter);
+ subsample_declaration_map_t tmp_map = it->second;
+ if (tmp_map.find(*subsample_name) == tmp_map.end())
+ error("The subsample name " + *subsample_name + " was not previously declared in a subsample statement.");
+ option_date("date1", tmp_map[*subsample_name].first);
+ option_date("date2", tmp_map[*subsample_name].second);
+ delete parameter;
+ delete subsample_name;
+}
+
void
ParsingDriver::set_prior(string *name)
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 6c35297e807b2f84962491c3c4932ed288a32cc7..0deebfd147909729e7efac6a9f3500fb9fd58544 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -84,6 +84,9 @@ private:
//! 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 was assigned within a Statement
+ void check_symbol_is_statement_variable(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);
@@ -186,6 +189,12 @@ private:
vector<int> declared_nonstationary_vars;
//! Temporary storage for a variance declared in the prior statement
expr_t prior_variance;
+ //! Temporary storage for declaring subsamples: map<statement_local_var, <date1, date2 >
+ typedef map<string, pair<string, string> > subsample_declaration_map_t;
+ subsample_declaration_map_t subsample_declaration_map;
+ //! Temporary storage for subsample statement: map<parameter, subsample_declaration_map >
+ typedef map<string, subsample_declaration_map_t > subsample_declarations_t;
+ subsample_declarations_t subsample_declarations;
//! reset the values for temporary storage
void reset_current_external_function_options();
//! Adds a model lagged variable to ModelTree and VariableTable
@@ -239,6 +248,14 @@ public:
void declare_exogenous_det(string *name, string *tex_name = NULL);
//! Declares a parameter
void declare_parameter(string *name, string *tex_name = NULL);
+ //! Declares a statement local variable
+ void declare_statement_local_variable(string *name);
+ //! Completes a subsample statement
+ void set_subsamples(string *name);
+ //! Declares a subsample, assigning the value to name
+ void set_subsample_name_equal_to_date_range(string *name, string *date1, string *date2);
+ //! Adds a subsample range to the list of options for the prior statement
+ void add_subsample_range(string *parameter, string *subsample_name);
//! Declares declare_optimal_policy_discount_factor as a parameter and initializes it to exprnode
void declare_optimal_policy_discount_factor_parameter(expr_t exprnode);
//! Adds a predetermined_variable
@@ -375,8 +392,6 @@ public:
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()