From 520876560d5bb4c886a11de681557dd05cbc200e Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 19 Dec 2023 16:09:41 +0100
Subject: [PATCH] New matched_irfs and matched_irfs_weights blocks
Closes: #124
---
src/ComputingTasks.cc | 100 ++++++++++++++++++++++++++++++++++++
src/ComputingTasks.hh | 29 +++++++++++
src/DynareBison.yy | 114 +++++++++++++++++++++++++++++++++++++++++-
src/DynareFlex.ll | 5 +-
src/ModFile.cc | 8 +--
src/ParsingDriver.cc | 13 +++++
src/ParsingDriver.hh | 7 +++
7 files changed, 270 insertions(+), 6 deletions(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index fa65f44c..90964908 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -5483,3 +5483,103 @@ ResidStatement::writeJsonOutput(ostream& output) const
}
output << "}";
}
+
+MatchedIrfsStatement::MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg) :
+ values_weights {move(values_weights_arg)}, overwrite {overwrite_arg}
+{
+}
+
+void
+MatchedIrfsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
+ [[maybe_unused]] bool minimal_workspace) const
+{
+ if (overwrite)
+ output << "M_.matched_irfs = {};" << endl;
+
+ for (const auto& [key, vec] : values_weights)
+ {
+ const auto& [endo, exo] = key;
+ output << "M_.matched_irfs = [M_.matched_irfs; {'" << endo << "', '" << exo << "', {";
+ for (const auto& [p1, p2, value, weight] : vec)
+ {
+ output << p1 << ":" << p2 << ", ";
+ value->writeOutput(output);
+ output << ", ";
+ weight->writeOutput(output);
+ output << "; ";
+ }
+ output << "}}];" << endl;
+ }
+}
+
+void
+MatchedIrfsStatement::writeJsonOutput(ostream& output) const
+{
+ output << R"({"statementName": "matched_irfs")"
+ << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
+ for (bool printed_something {false}; const auto& [key, vec] : values_weights)
+ {
+ if (exchange(printed_something, true))
+ output << ", ";
+ const auto& [endo, exo] = key;
+ output << R"({"var": ")" << endo << R"(", "varexo": ")" << exo
+ << R"(", "periods_values_weights": [)";
+ for (bool printed_something2 {false}; const auto& [p1, p2, value, weight] : vec)
+ {
+ if (exchange(printed_something2, true))
+ output << ", ";
+ output << R"({"period1": )" << p1 << ", "
+ << R"("period2": })" << p2 << ", "
+ << R"("value": ")";
+ value->writeJsonOutput(output, {}, {});
+ output << R"(", "weight": ")";
+ weight->writeJsonOutput(output, {}, {});
+ output << R"("})";
+ }
+ output << "]}";
+ }
+ output << "]}";
+}
+
+MatchedIrfsWeightsStatement::MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg,
+ bool overwrite_arg) :
+ weights {move(weights_arg)}, overwrite {overwrite_arg}
+{
+}
+
+void
+MatchedIrfsWeightsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
+ [[maybe_unused]] bool minimal_workspace) const
+{
+ if (overwrite)
+ output << "M_.matched_irfs_weights = {};" << endl;
+
+ for (const auto& [key, val] : weights)
+ {
+ const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
+ output << "M_.matched_irfs_weights = [M_.matched_irfs_weights; {'" << endo1 << "', "
+ << periods1 << ", '" << exo1 << "', '" << endo2 << "', " << periods2 << ", '" << exo2
+ << "', ";
+ val->writeOutput(output);
+ output << "}];" << endl;
+ }
+}
+
+void
+MatchedIrfsWeightsStatement::writeJsonOutput(ostream& output) const
+{
+ output << R"({"statementName": "matched_irfs_weights")"
+ << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "contents": [)";
+ for (bool printed_something {false}; const auto& [key, val] : weights)
+ {
+ const auto& [endo1, periods1, exo1, endo2, periods2, exo2] = key;
+ if (exchange(printed_something, true))
+ output << ", ";
+ output << R"({"endo1": ")" << endo1 << R"(", "periods1": ")" << periods1 << R"(", "exo1": )"
+ << exo1 << R"(", "endo2": ")" << endo2 << R"(", "periods2": ")" << periods2
+ << R"(", "exo2": )" << exo2 << R"(", "weight": ")";
+ val->writeJsonOutput(output, {}, {});
+ output << R"("})";
+ }
+ output << "]}";
+}
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 24aadf9a..8909a8c7 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -1332,4 +1332,33 @@ public:
void writeJsonOutput(ostream& output) const override;
};
+class MatchedIrfsStatement : public Statement
+{
+public:
+ // (endo name, exo name) → vector of (period start, period end, value, weight)
+ using matched_irfs_t = map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>;
+ MatchedIrfsStatement(matched_irfs_t values_weights_arg, bool overwrite_arg);
+ void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream& output) const override;
+
+private:
+ const matched_irfs_t values_weights;
+ const bool overwrite;
+};
+
+class MatchedIrfsWeightsStatement : public Statement
+{
+public:
+ /* (endo1 name, period index or range for endo1, exo1 name, endo2 name, period index or range for
+ endo2, exo2 name) → weight */
+ using matched_irfs_weights_t = map<tuple<string, string, string, string, string, string>, expr_t>;
+ MatchedIrfsWeightsStatement(matched_irfs_weights_t weights_arg, bool overwrite_arg);
+ void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream& output) const override;
+
+private:
+ const matched_irfs_weights_t weights;
+ const bool overwrite;
+};
+
#endif
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 8e0072c4..2e2087da 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -215,7 +215,7 @@ str_tolower(string s)
%token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK FROM_INITVAL_TO_ENDVAL
-%token STATIC_MFS RELATIVE_TO_INITVAL
+%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS
%token <vector<string>> SYMBOL_VEC
@@ -236,7 +236,7 @@ str_tolower(string s)
%type <vector<int>> vec_int_elem vec_int_1 vec_int vec_int_number
%type <PriorDistributions> prior_pdf prior_distribution
%type <pair<expr_t,expr_t>> calibration_range
-%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair
+%type <pair<string,string>> partition_elem subsamples_eq_opt integer_range_w_inf tag_pair matched_irfs_elem_var_varexo
%type <vector<pair<string,string>>> partition partition_1 symbol_list_with_tex
%type <vector<map<string, string>>> tag_pair_list_for_selection
%type <map<string, string>> tag_pair_list
@@ -251,6 +251,12 @@ str_tolower(string s)
%type <vector<tuple<string, string, vector<pair<string, string>>>>> symbol_list_with_tex_and_partition
%type <map<string, variant<bool, string>>> mshocks_options_list
%type <pair<string, variant<bool, string>>> mshocks_option
+%type <pair<vector<expr_t>, vector<expr_t>>> matched_irfs_elem_values_weights
+%type <pair<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_elem
+%type <map<pair<string, string>, vector<tuple<int, int, expr_t, expr_t>>>> matched_irfs_list
+%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
+%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
+%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
%%
%start statement_list;
@@ -386,6 +392,8 @@ statement : parameters
| var_remove
| pac_target_info
| resid
+ | matched_irfs
+ | matched_irfs_weights
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -3548,6 +3556,108 @@ init2shocks_element : symbol symbol ';' { driver.add_init2shocks($1, $2); }
| symbol COMMA symbol ';' { driver.add_init2shocks($1, $3); }
;
+matched_irfs : MATCHED_IRFS ';' matched_irfs_list END ';'
+ { driver.matched_irfs($3, false); }
+ | MATCHED_IRFS '(' OVERWRITE ')' ';' matched_irfs_list END ';'
+ { driver.matched_irfs($6, true); }
+ ;
+
+matched_irfs_list : matched_irfs_elem
+ { $$ = {$1}; }
+ | matched_irfs_list matched_irfs_elem
+ {
+ $$ = $1;
+ auto [it, success] = $$.insert($2);
+ if (!success)
+ driver.error("matched_irfs: the pair endogenous " + $2.first.first + " with exogenous " + $2.first.second + " appears two times");
+ }
+ ;
+
+matched_irfs_elem : matched_irfs_elem_var_varexo
+ PERIODS period_list ';'
+ matched_irfs_elem_values_weights
+ {
+ if ($3.size() != $5.first.size())
+ driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
+ if ($3.size() != $5.second.size())
+ driver.error("matched_irfs: the 'periods' and 'values' keywords are not followed by the same number of elements");
+ vector<tuple<int, int, expr_t, expr_t>> v;
+ v.reserve($3.size());
+ for (size_t i {0}; i < $3.size(); i++)
+ v.emplace_back($3[i].first, $3[i].second, $5.first[i], $5.second[i]);
+ $$ = {$1, v};
+ }
+ ;
+
+matched_irfs_elem_var_varexo : VAR symbol ';' VAREXO symbol ';'
+ {
+ driver.check_symbol_is_endogenous($2);
+ driver.check_symbol_is_exogenous($5, false);
+ $$ = {$2, $5};
+ }
+ | VAREXO symbol ';' VAR symbol ';'
+ {
+ driver.check_symbol_is_endogenous($5);
+ driver.check_symbol_is_exogenous($2, false);
+ $$ = {$5, $2};
+ }
+ ;
+
+matched_irfs_elem_values_weights : VALUES value_list ';'
+ {
+ $$ = {$2, vector($2.size(),
+ driver.add_non_negative_constant("1"))};
+ }
+ | VALUES value_list ';' WEIGHTS value_list ';'
+ { $$ = {$2, $5}; }
+ | WEIGHTS value_list ';' VALUES value_list ';'
+ { $$ = {$5, $2}; }
+ ;
+
+matched_irfs_weights : MATCHED_IRFS_WEIGHTS ';' matched_irfs_weights_list END ';'
+ { driver.matched_irfs_weights($3, false); }
+ | MATCHED_IRFS_WEIGHTS '(' OVERWRITE ')' ';' matched_irfs_weights_list END ';'
+ { driver.matched_irfs_weights($6, true); }
+ ;
+
+matched_irfs_weights_list : matched_irfs_weights_elem
+ { $$ = {$1}; }
+ | matched_irfs_weights_list matched_irfs_weights_elem
+ {
+ $$ = $1;
+ auto [it, success] = $$.insert($2);
+ if (!success)
+ driver.error("matched_irfs: the tuple (" + get<0>($2.first)
+ + "(" + get<1>($2.first) + ")," + get<2>($2.first)
+ + "," + get<3>($2.first) + "(" + get<4>($2.first) + "),"
+ + get<5>($2.first) + ") appears two times");
+ }
+ ;
+
+matched_irfs_weights_elem : matched_irfs_weights_elem_var_varexo COMMA
+ matched_irfs_weights_elem_var_varexo COMMA
+ expression ';'
+ {
+ $$ = {{get<0>($1), get<1>($1), get<2>($1),
+ get<0>($3), get<1>($3), get<2>($3)},
+ $5};
+ }
+ ;
+
+matched_irfs_weights_elem_var_varexo : symbol '(' INT_NUMBER ')' COMMA symbol
+ {
+ driver.check_symbol_is_endogenous($1);
+ driver.check_symbol_is_exogenous($6, false);
+ $$ = {$1, $3, $6};
+ }
+ | symbol '(' integer_range ')' COMMA symbol
+ {
+ driver.check_symbol_is_endogenous($1);
+ driver.check_symbol_is_exogenous($6, false);
+ $$ = {$1, $3, $6};
+ }
+ ;
+
o_solve_algo : SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("solve_algo", $3); };
o_stack_solve_algo : STACK_SOLVE_ALGO EQUAL INT_NUMBER { driver.option_num("stack_solve_algo", $3); };
o_robust_lin_solve : ROBUST_LIN_SOLVE { driver.option_num("simul.robust_lin_solve", "true"); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index f38277a0..5fceacf4 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -233,6 +233,8 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>occbin_constraints {BEGIN DYNARE_BLOCK; return token::OCCBIN_CONSTRAINTS;}
<INITIAL>model_replace {BEGIN DYNARE_BLOCK; return token::MODEL_REPLACE;}
<INITIAL>pac_target_info {BEGIN DYNARE_BLOCK; return token::PAC_TARGET_INFO;}
+<INITIAL>matched_irfs {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS;}
+<INITIAL>matched_irfs_weights {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS_WEIGHTS;}
/* For the semicolon after an "end" keyword */
<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
@@ -787,6 +789,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
/* Inside a Dynare block */
<DYNARE_BLOCK>var {return token::VAR;}
+<DYNARE_BLOCK>varexo {return token::VAREXO;}
<DYNARE_BLOCK>stderr {return token::STDERR;}
<DYNARE_BLOCK>values {return token::VALUES;}
<DYNARE_BLOCK>corr {return token::CORR;}
@@ -856,7 +859,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
yylval->build<string>(yytext);
return token::DD;
}
-
+<DYNARE_BLOCK>weights {return token::WEIGHTS;}
/* Inside Dynare statement */
<DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
diff --git a/src/ModFile.cc b/src/ModFile.cc
index 1df12611..3201be71 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -953,14 +953,16 @@ ModFile::writeMOutput(const string& basename, bool clear_all, bool clear_global,
// May be later modified by a shocks block
mOutputFile << "M_.sigma_e_is_diagonal = true;" << endl;
- // Initialize M_.det_shocks, M_.surprise_shocks, M_.learnt_shocks, M_.learnt_endval and
- // M_.heteroskedastic_shocks
+ /* Initialize the structures created for several blocks, as part of the implementation of the
+ “overwrite” option */
mOutputFile << "M_.det_shocks = [];" << endl
<< "M_.surprise_shocks = [];" << endl
<< "M_.learnt_shocks = [];" << endl
<< "M_.learnt_endval = [];" << endl
<< "M_.heteroskedastic_shocks.Qvalue_orig = [];" << endl
- << "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl;
+ << "M_.heteroskedastic_shocks.Qscale_orig = [];" << endl
+ << "M_.matched_irfs = {};" << endl
+ << "M_.matched_irfs_weights = {};" << endl;
// NB: options_.{ramsey,discretionary}_policy should rather be fields of M_
mOutputFile << boolalpha << "options_.linear = " << linear << ";" << endl
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 67cf5557..94e27545 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -3875,3 +3875,16 @@ ParsingDriver::resid()
mod_file->addStatement(make_unique<ResidStatement>(move(options_list)));
options_list.clear();
}
+
+void
+ParsingDriver::matched_irfs(MatchedIrfsStatement::matched_irfs_t values_weights, bool overwrite)
+{
+ mod_file->addStatement(make_unique<MatchedIrfsStatement>(move(values_weights), overwrite));
+}
+
+void
+ParsingDriver::matched_irfs_weights(MatchedIrfsWeightsStatement::matched_irfs_weights_t weights,
+ bool overwrite)
+{
+ mod_file->addStatement(make_unique<MatchedIrfsWeightsStatement>(move(weights), overwrite));
+}
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index be31e57d..724aabd8 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -98,6 +98,7 @@ private:
//! message if it isn't
void check_symbol_is_endogenous_or_exogenous(const string& name, bool allow_exo_det);
+public:
//! Checks that a given symbol exists and is a endogenous, and stops with an error message if it
//! isn't
void check_symbol_is_endogenous(const string& name);
@@ -106,6 +107,7 @@ private:
//! isn't
void check_symbol_is_exogenous(const string& name, bool allow_exo_det);
+private:
//! Checks for symbol existence in model block. If it doesn't exist, an error message is stored to
//! be printed at the end of the model block
void check_symbol_existence_in_model_block(const string& name);
@@ -954,6 +956,11 @@ public:
void set_pac_target_info_component_kind(PacTargetKind kind);
// Add a resid statement
void resid();
+ // Add a matched_irfs block
+ void matched_irfs(MatchedIrfsStatement::matched_irfs_t values_weights, bool overwrite);
+ // Add a matched_irfs_weights block
+ void matched_irfs_weights(MatchedIrfsWeightsStatement::matched_irfs_weights_t weights,
+ bool overwrite);
// Returns true iff the string is a legal symbol identifier (see NAME token in lexer)
static bool isSymbolIdentifier(const string& str);
// Given an Occbin regime name, returns the corresponding auxiliary parameter
--
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