diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index b51ec5b98fd63cc527f487dc881bb307b0cb068d..d57356c9b6c73aca51abfd5c4564f0128c64b964 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -945,6 +945,110 @@ DiscretionaryPolicyStatement::writeJsonOutput(ostream &output) const
output << "}";
}
+OccbinSetupStatement::OccbinSetupStatement(OptionsList options_list_arg) :
+ options_list{move(options_list_arg)}
+{
+}
+
+void
+OccbinSetupStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output, "options_occbin_");
+ output << "[M_, options_] = occbin.setup(M_, options_, options_occbin_);" << endl;
+}
+
+void
+OccbinSetupStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "occbin_setup")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
+OccbinSolverStatement::OccbinSolverStatement(OptionsList options_list_arg) :
+ options_list{move(options_list_arg)}
+{
+}
+
+void
+OccbinSolverStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output, "options_.occbin");
+ output << "oo_ = occbin.solver(M_, oo_, options_);" << endl;
+}
+
+void
+OccbinSolverStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "occbin_solver")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
+OccbinWriteRegimesStatement::OccbinWriteRegimesStatement(OptionsList options_list_arg) :
+ options_list{move(options_list_arg)}
+{
+}
+
+void
+OccbinWriteRegimesStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output, "options_.occbin");
+ output << "occbin.write_regimes_to_xls(oo_.occbin.regime_history, M_, options_);" << endl;
+}
+
+void
+OccbinWriteRegimesStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "occbin_write_regimes_xls")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
+OccbinGraphStatement::OccbinGraphStatement(SymbolList symbol_list_arg,
+ OptionsList options_list_arg) :
+ symbol_list{move(symbol_list_arg)},
+ options_list{move(options_list_arg)}
+{
+}
+
+void
+OccbinGraphStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ symbol_list.writeOutput("var_list_", output);
+ options_list.writeOutput(output, "options_occbin_");
+ output << "occbin.graph(M_, options_, options_occbin_, oo_, var_list_);" << endl;
+}
+
+void
+OccbinGraphStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "occbin_graph")";
+ if (options_list.getNumberOfOptions())
+ {
+ output << ", ";
+ options_list.writeJsonOutput(output);
+ }
+ if (!symbol_list.empty())
+ {
+ output << ", ";
+ symbol_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
EstimationStatement::EstimationStatement(const SymbolTable &symbol_table_arg,
SymbolList symbol_list_arg,
OptionsList options_list_arg) :
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 26ecc408dcf0198b00a6a163aca34c57fb80e8c7..92d95709f3e5eea42361e5adc4135a840c2cd295 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -230,6 +230,48 @@ public:
void writeJsonOutput(ostream &output) const override;
};
+class OccbinSetupStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ OccbinSetupStatement(OptionsList options_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
+class OccbinSolverStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ OccbinSolverStatement(OptionsList options_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
+class OccbinWriteRegimesStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ OccbinWriteRegimesStatement(OptionsList options_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
+class OccbinGraphStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+ const SymbolList symbol_list;
+public:
+ OccbinGraphStatement(SymbolList symbol_list_arg,
+ OptionsList options_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
class DiscretionaryPolicyStatement : public Statement
{
private:
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index e85eeade3cd8c56ead17f345f44c8056f979edf5..98cee52eaf94b118dd10b088764cdc524f105015 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -119,7 +119,11 @@ class ParsingDriver;
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
-%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
+%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
+%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS SMOOTHER_PERIODS SIMUL_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS
+%token SIMUL_DEBUG SMOOTHER_DEBUG
+%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
+%token LIKELIHOOD_PIECEWISE_KALMAN_FILTER SMOOTHER_PIECEWISE_KALMAN_FILTER
%token <string> TEX_NAME TRUE
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES SCALES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
@@ -270,6 +274,10 @@ statement : parameters
| ramsey_policy
| ramsey_constraints
| evaluate_planner_objective
+ | occbin_setup
+ | occbin_solver
+ | occbin_write_regimes
+ | occbin_graph
| discretionary_policy
| bvar_density
| bvar_forecast
@@ -2385,6 +2393,79 @@ evaluate_planner_objective : EVALUATE_PLANNER_OBJECTIVE ';'
{ driver.evaluate_planner_objective(); }
;
+occbin_setup : OCCBIN_SETUP ';'
+ { driver.occbin_setup(); }
+ | OCCBIN_SETUP '(' occbin_setup_options_list ')' ';'
+ { driver.occbin_setup(); }
+
+occbin_setup_options_list : occbin_setup_option COMMA occbin_setup_options_list
+ | occbin_setup_option
+ ;
+
+occbin_setup_option : o_occbin_simul_periods
+ | o_occbin_simul_maxit
+ | o_occbin_simul_curb_retrench
+ | o_occbin_simul_check_ahead_periods
+ | o_occbin_simul_debug
+ | o_occbin_likelihood_inversion_filter
+ | o_occbin_likelihood_piecewise_kalman_filter
+ | o_occbin_smoother_inversion_filter
+ | o_occbin_smoother_piecewise_kalman_filter
+ | o_occbin_smoother_periods
+ | o_occbin_smoother_maxit
+ | o_occbin_smoother_curb_retrench
+ | o_occbin_smoother_check_ahead_periods
+ | o_occbin_smoother_debug
+ | o_occbin_filter_use_relaxation
+ ;
+
+occbin_solver : OCCBIN_SOLVER ';'
+ { driver.occbin_solver(); }
+ | OCCBIN_SOLVER '(' occbin_solver_options_list ')' ';'
+ { driver.occbin_solver(); }
+ | OCCBIN_SOLVER '(' occbin_solver_options_list ')' symbol_list ';'
+ { driver.occbin_solver(); }
+
+occbin_solver_options_list : occbin_solver_option COMMA occbin_solver_options_list
+ | occbin_solver_option
+ ;
+
+occbin_solver_option : o_occbin_simul_periods
+ | o_occbin_simul_maxit
+ | o_occbin_simul_curb_retrench
+ | o_occbin_simul_check_ahead_periods
+ | o_occbin_simul_debug
+ ;
+
+occbin_write_regimes : OCCBIN_WRITE_REGIMES ';'
+ { driver.occbin_write_regimes(); }
+ | OCCBIN_WRITE_REGIMES '(' occbin_write_regimes_options_list ')' ';'
+ { driver.occbin_write_regimes(); }
+
+occbin_write_regimes_options_list : occbin_write_regimes_option COMMA occbin_write_regimes_options_list
+ | occbin_write_regimes_option
+ ;
+
+occbin_write_regimes_option : o_occbin_write_regimes_periods
+ | o_occbin_write_regimes_filename
+ ;
+
+occbin_graph : OCCBIN_GRAPH ';'
+ { driver.occbin_graph(); }
+ | OCCBIN_GRAPH '(' occbin_graph_options_list ')' ';'
+ { driver.occbin_graph(); }
+ | OCCBIN_GRAPH symbol_list ';'
+ { driver.occbin_graph(); }
+ | OCCBIN_GRAPH '(' occbin_graph_options_list ')' symbol_list ';'
+ { driver.occbin_graph(); }
+ ;
+
+occbin_graph_options_list : occbin_graph_option COMMA occbin_graph_options_list
+ | occbin_graph_option
+ ;
+
+occbin_graph_option : o_occbin_graph_noconstant ;
+
discretionary_policy : DISCRETIONARY_POLICY ';'
{ driver.discretionary_policy(); }
| DISCRETIONARY_POLICY '(' discretionary_policy_options_list ')' ';'
@@ -3880,6 +3961,36 @@ o_checks_via_subsets : CHECKS_VIA_SUBSETS EQUAL INT_NUMBER { driver.option_num("
o_max_dim_subsets_groups : MAX_DIM_SUBSETS_GROUPS EQUAL INT_NUMBER { driver.option_num("max_dim_subsets_groups", $3); };
o_zero_moments_tolerance : ZERO_MOMENTS_TOLERANCE EQUAL non_negative_number { driver.option_num("zero_moments_tolerance", $3); };
+
+// Some options to "occbin_solver"
+o_occbin_simul_maxit : SIMUL_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
+o_occbin_simul_periods : SIMUL_PERIODS EQUAL INT_NUMBER { driver.option_num("simul.periods", $3); };
+o_occbin_simul_curb_retrench : SIMUL_CURB_RETRENCH { driver.option_num("simul.curb_retrench", "true"); };
+o_occbin_simul_check_ahead_periods : SIMUL_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("simul.check_ahead_periods", $3); };
+o_occbin_simul_debug : SIMUL_DEBUG { driver.option_num("simul.debug", "true"); };
+
+// Some options to "occbin_setup"
+o_occbin_likelihood_inversion_filter : LIKELIHOOD_INVERSION_FILTER { driver.option_num("likelihood.inversion_filter", "true"); };
+o_occbin_likelihood_piecewise_kalman_filter : LIKELIHOOD_PIECEWISE_KALMAN_FILTER { driver.option_num("likelihood.inversion_filter", "false"); };
+o_occbin_smoother_inversion_filter : SMOOTHER_INVERSION_FILTER { driver.option_num("smoother.inversion_filter", "true"); };
+o_occbin_smoother_piecewise_kalman_filter : SMOOTHER_PIECEWISE_KALMAN_FILTER { driver.option_num("smoother.inversion_filter", "false"); };
+o_occbin_filter_use_relaxation : FILTER_USE_RELEXATION { driver.option_num("filter.use_relaxation", "true"); };
+o_occbin_smoother_maxit : SMOOTHER_MAXIT EQUAL INT_NUMBER { driver.option_num("smoother.maxit", $3); };
+o_occbin_smoother_periods : SMOOTHER_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.periods", $3); };
+o_occbin_smoother_curb_retrench : SMOOTHER_CURB_RETRENCH { driver.option_num("smoother.curb_retrench", "true"); };
+o_occbin_smoother_check_ahead_periods : SMOOTHER_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.check_ahead_periods", $3); };
+o_occbin_smoother_debug : SMOOTHER_DEBUG { driver.option_num("smoother.debug", "true"); };
+
+// Some options to "occbin_write_regimes"
+o_occbin_write_regimes_periods : PERIODS EQUAL vec_int
+ { driver.option_vec_int("write_regimes.periods", $3); };
+ | PERIODS EQUAL vec_int_number
+ { driver.option_vec_int("write_regimes.periods", $3); }
+o_occbin_write_regimes_filename : FILENAME EQUAL filename { driver.option_str("write_regimes.filename", $3); };
+
+// Some options to "occbin_graph"
+o_occbin_graph_noconstant : NOCONSTANT { driver.option_num("graph.steady_state", "false"); };
+
range : symbol ':' symbol
{ $$ = $1 + ':' + $3; }
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 1ebb669fff4d2882be01ec474f7e2939126e1461..6816154d8bc760d25023ba790b804bc4b43b8ad2 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -148,6 +148,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>ramsey_model {BEGIN DYNARE_STATEMENT; return token::RAMSEY_MODEL;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
<INITIAL>evaluate_planner_objective {BEGIN DYNARE_STATEMENT; return token::EVALUATE_PLANNER_OBJECTIVE;}
+<INITIAL>occbin_setup {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SETUP;}
+<INITIAL>occbin_solver {BEGIN DYNARE_STATEMENT; return token::OCCBIN_SOLVER;}
+<INITIAL>occbin_write_regimes {BEGIN DYNARE_STATEMENT; return token::OCCBIN_WRITE_REGIMES;}
+<INITIAL>occbin_graph {BEGIN DYNARE_STATEMENT; return token::OCCBIN_GRAPH;}
<INITIAL>discretionary_policy {BEGIN DYNARE_STATEMENT; return token::DISCRETIONARY_POLICY;}
<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
@@ -559,6 +563,20 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>max_block_iterations {return token::MAX_BLOCK_ITERATIONS;}
<DYNARE_STATEMENT>max_repeated_optimization_runs {return token::MAX_REPEATED_OPTIMIZATION_RUNS;}
<DYNARE_STATEMENT>maxit {return token::MAXIT;}
+<DYNARE_STATEMENT>simul_maxit {return token::SIMUL_MAXIT;}
+<DYNARE_STATEMENT>smoother_maxit {return token::SMOOTHER_MAXIT;}
+<DYNARE_STATEMENT>simul_periods {return token::SIMUL_PERIODS;}
+<DYNARE_STATEMENT>smoother_periods {return token::SMOOTHER_PERIODS;}
+<DYNARE_STATEMENT>simul_curb_retrench {return token::SIMUL_CURB_RETRENCH;}
+<DYNARE_STATEMENT>smoother_curb_retrench {return token::SMOOTHER_CURB_RETRENCH;}
+<DYNARE_STATEMENT>simul_check_ahead_periods {return token::SIMUL_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>smoother_check_ahead_periods {return token::SMOOTHER_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>smoother_debug {return token::SMOOTHER_DEBUG;}
+<DYNARE_STATEMENT>likelihood_inversion_filter {return token::LIKELIHOOD_INVERSION_FILTER;}
+<DYNARE_STATEMENT>likelihood_piecewise_kalman_filter {return token::LIKELIHOOD_PIECEWISE_KALMAN_FILTER;}
+<DYNARE_STATEMENT>smoother_inversion_filter {return token::SMOOTHER_INVERSION_FILTER;}
+<DYNARE_STATEMENT>smoother_piecewise_kalman_filter {return token::SMOOTHER_PIECEWISE_KALMAN_FILTER;}
+<DYNARE_STATEMENT>filter_use_relaxation {return token::FILTER_USE_RELEXATION;}
<DYNARE_STATEMENT>function_convergence_criterion {return token::FUNCTION_CONVERGENCE_CRITERION;}
<DYNARE_STATEMENT>parameter_convergence_criterion {return token::PARAMETER_CONVERGENCE_CRITERION;}
<DYNARE_STATEMENT>number_of_large_perturbations {return token::NUMBER_OF_LARGE_PERTURBATIONS;}
diff --git a/src/ModFile.cc b/src/ModFile.cc
index af3e4fcb9834ed8a0d49b6e3efa2a9f39302d2c4..8fc0b422b02ad9c414b78ced0981d826d37d47b1 100644
--- a/src/ModFile.cc
+++ b/src/ModFile.cc
@@ -1043,8 +1043,7 @@ ModFile::writeMOutput(const string &basename, bool clear_all, bool clear_global,
}
if (occbin)
- mOutputFile << "options_ = occbin.set_default_options(options_, M_);" << endl
- << "M_ = occbin.get_info(M_);" << endl;
+ mOutputFile << "[M_, oo_, options_] = occbin.initialize(M_, oo_, options_);" << endl;
if (onlymodel || gui)
for (const auto &statement : statements)
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 49656a4c433c57aa341e30c10c5263afe6c4819b..0a42ffd5db53a2b4cede204d45e8feddb4d61de7 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -2058,6 +2058,35 @@ ParsingDriver::evaluate_planner_objective()
mod_file->addStatement(make_unique<EvaluatePlannerObjective>());
}
+void
+ParsingDriver::occbin_setup()
+{
+ mod_file->addStatement(make_unique<OccbinSetupStatement>(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::occbin_solver()
+{
+ mod_file->addStatement(make_unique<OccbinSolverStatement>(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::occbin_write_regimes()
+{
+ mod_file->addStatement(make_unique<OccbinWriteRegimesStatement>(options_list));
+ options_list.clear();
+}
+
+void
+ParsingDriver::occbin_graph()
+{
+ mod_file->addStatement(make_unique<OccbinGraphStatement>(symbol_list, options_list));
+ options_list.clear();
+ symbol_list.clear();
+}
+
void
ParsingDriver::discretionary_policy()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index cc6fb43316664fa82646b39dfe199d7744c5de56..972bd40b1421eb3ff4e11cf8cb25fa7479cfad83 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -640,6 +640,14 @@ public:
void ramsey_policy();
//! Evaluate Planner Objective
void evaluate_planner_objective();
+ //! Set up Occbin
+ void occbin_setup();
+ //! Run Occbin solver
+ void occbin_solver();
+ //! Run Occbin write XLS
+ void occbin_write_regimes();
+ //! Run plotting of Occbin results
+ void occbin_graph();
//! Discretionary policy statement
void discretionary_policy();
//! Adds a write_latex_dynamic_model statement