From 644f1345ea8b380588cf69686add4901ec925f5a Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Wed, 10 May 2017 17:21:38 +0200
Subject: [PATCH] preprocessor: add var_estimation statement
---
ComputingTasks.cc | 11 +++++++++++
ComputingTasks.hh | 9 +++++++++
DynareBison.yy | 8 +++++++-
DynareFlex.ll | 1 +
ParsingDriver.cc | 6 ++++++
ParsingDriver.hh | 2 ++
6 files changed, 36 insertions(+), 1 deletion(-)
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index a4084a52..40e7a86f 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -236,6 +236,17 @@ VarModelStatement::createVarModelMFunction(ostream &output, const map<string, se
output << ");" << endl;
}
+VarEstimationStatement::VarEstimationStatement(const string &var_model_name_arg) :
+ var_model_name(var_model_name_arg)
+{
+}
+
+void
+VarEstimationStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ output << "oo_ = var_estimation('" << var_model_name << "', M_, options_, oo_);" << endl;
+}
+
VarRestrictionsStatement::VarRestrictionsStatement(const string &var_model_name_arg,
const map<int, map<int, SymbolList> > &exclusion_restrictions_arg,
const equation_restrictions_t &equation_restrictions_arg,
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index 5175d7cd..ea4228b7 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -148,6 +148,15 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+class VarEstimationStatement : public Statement
+{
+private:
+ const string &var_model_name;
+public:
+ VarEstimationStatement(const string &var_model_name_arg);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+
class ForecastStatement : public Statement
{
private:
diff --git a/DynareBison.yy b/DynareBison.yy
index e8c3d871..298764f9 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -140,7 +140,7 @@ class ParsingDriver;
%left UMINUS UPLUS
%nonassoc POWER
%token EXP LOG LN LOG10 SIN COS TAN ASIN ACOS ATAN SINH COSH TANH ERF
-%token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
+%token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION VAR_ESTIMATION
/* GSA analysis */
%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
@@ -219,6 +219,7 @@ statement : parameters
| simul
| stoch_simul
| estimation
+ | var_estimation
| estimated_params
| estimated_params_bounds
| estimated_params_init
@@ -451,6 +452,11 @@ restriction_exclusion_equation : EQUATION '(' symbol ')' symbol_list ';'
{ driver.add_VAR_restriction_exclusion_equation($3); }
;
+var_estimation : VAR_ESTIMATION '(' symbol ')' ';'
+ { driver.run_var_estimation($3); }
+ ;
+
+
nonstationary_var_list : nonstationary_var_list symbol
{ driver.declare_nonstationary_var($2); }
| nonstationary_var_list COMMA symbol
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 46b24dea..462e6893 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -114,6 +114,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>periods {BEGIN DYNARE_STATEMENT; return token::PERIODS;}
<INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
<INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
+<INITIAL>var_estimation {BEGIN DYNARE_STATEMENT; return token::VAR_ESTIMATION;}
<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
<INITIAL>data {BEGIN DYNARE_STATEMENT; return token::DATA;}
<INITIAL>varobs {BEGIN DYNARE_STATEMENT; return token::VAROBS;}
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index e3e7e4ba..49a6bd39 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -624,6 +624,12 @@ ParsingDriver::add_VAR_covariance_pair_restriction(string *name11, string *name1
delete name22;
}
+void
+ParsingDriver::run_var_estimation(string *model_name)
+{
+ mod_file->addStatement(new VarEstimationStatement(*model_name));
+}
+
void
ParsingDriver::periods(string *periods)
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index af6a6865..16193c74 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -792,6 +792,8 @@ public:
void add_VAR_restriction_equation_or_crossequation_final(string *name1, string *name2);
void add_VAR_covariance_number_restriction(string *name1, string *name2, string *valuestr);
void add_VAR_covariance_pair_restriction(string *name11, string *name12, string *name21, string *name22);
+ //! Runs VAR estimation process
+ void run_var_estimation(string *model_name);
};
#endif // ! PARSING_DRIVER_HH
--
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