diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index cabfed99c2433cb36bb715a5d1e172fe5367b275..3f27dbc4ac39231ad11e97e57f4e337e2da375f6 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -138,6 +138,50 @@ PerfectForesightSolverStatement::writeOutput(ostream &output, const string &base
output << "perfect_foresight_solver;" << endl;
}
+PriorPosteriorFunctionStatement::PriorPosteriorFunctionStatement(const OptionsList &options_list_arg) :
+ options_list(options_list_arg)
+{
+}
+
+void
+PriorPosteriorFunctionStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
+{
+ // Fill in option_occbin of mod_file_struct
+ OptionsList::num_options_t::const_iterator it = options_list.num_options.find("prior");
+ OptionsList::num_options_t::const_iterator it1 = options_list.num_options.find("posterior");
+ if ((it == options_list.num_options.end() && it1 == options_list.num_options.end())
+ || (it != options_list.num_options.end() && it1 != options_list.num_options.end()))
+ {
+ cerr << "ERROR: prior_posterior_function requires one of 'prior' or 'posterior'" << endl;
+ exit(EXIT_FAILURE);
+ }
+
+ OptionsList::string_options_t::const_iterator it2 = options_list.string_options.find("function");
+ if (it2 == options_list.string_options.end() || it2->second.empty())
+ {
+ cerr << "ERROR: prior_posterior_function requires the function argument" << endl;
+ exit(EXIT_FAILURE);
+ }
+}
+
+void
+PriorPosteriorFunctionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ OptionsList::num_options_t::const_iterator it =
+ options_list.num_options.find("prior_posterior_sampling_draws");
+ if (it != options_list.num_options.end())
+ cout << it->first << " = " << it->second << ";" << endl;
+
+ string type = "posterior";
+ if (options_list.num_options.find("prior") != options_list.num_options.end())
+ type = "prior";
+
+ output << "oo_ = execute_prior_posterior_function("
+ << "'" << options_list.string_options.find("function")->second << "',"
+ << "M_, options_, oo_, estim_params_, bayestopt_, dataset_, dataset_info, "
+ << "'" << type << "');" << endl;
+}
+
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,
const OptionsList &options_list_arg) :
symbol_list(symbol_list_arg),
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index 111f565fd6087cb1eb2af39766e97b84717e567c..a963be8cf708e902d54db81e1e86d47a0f6990aa 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -77,6 +77,16 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+class PriorPosteriorFunctionStatement : public Statement
+{
+private:
+ const OptionsList options_list;
+public:
+ PriorPosteriorFunctionStatement(const OptionsList &options_list_arg);
+ virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+
class ModelInfoStatement : public Statement
{
private:
diff --git a/DynareBison.yy b/DynareBison.yy
index 925e7c14ae7ee15b34339574f537799c53bc9d47..45f2c92065dbb916ca335d8d5cda6fafea222506 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -114,7 +114,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
-%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY
+%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@@ -147,7 +147,7 @@ class ParsingDriver;
%token VLISTLOG VLISTPER SPECTRAL_DENSITY
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
-%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
+%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR POSTERIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
@@ -162,7 +162,7 @@ class ParsingDriver;
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE SIMULATION_FILE_TAG FILE_TAG
%token NO_ERROR_BANDS ERROR_BAND_PERCENTILES SHOCKS_PER_PARAMETER NO_CREATE_INIT
%token SHOCK_DRAWS FREE_PARAMETERS MEDIAN DATA_OBS_NBR NEIGHBORHOOD_WIDTH PVALUE_KS PVALUE_CORR
-%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED
+%token FILTERED_PROBABILITIES REAL_TIME_SMOOTHED PRIOR_POSTERIOR_FUNCTION PRIOR_POSTERIOR_SAMPLING_DRAWS
%token PROPOSAL_TYPE PROPOSAL_UPPER_BOUND PROPOSAL_LOWER_BOUND PROPOSAL_DRAWS USE_MEAN_CENTER
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
@@ -281,6 +281,7 @@ statement : parameters
| histval_file
| perfect_foresight_setup
| perfect_foresight_solver
+ | prior_posterior_function
;
dsample : DSAMPLE INT_NUMBER ';'
@@ -1022,6 +1023,20 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_occbin
;
+prior_posterior_function : PRIOR_POSTERIOR_FUNCTION '(' prior_posterior_function_options_list ')' ';'
+ { driver.prior_posterior_function(); }
+ ;
+
+prior_posterior_function_options_list : prior_posterior_function_options_list COMMA prior_posterior_function_options
+ | prior_posterior_function_options
+ ;
+
+prior_posterior_function_options : o_function
+ | o_prior
+ | o_posterior
+ | o_prior_posterior_sampling_draws
+ ;
+
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
@@ -3065,7 +3080,11 @@ o_period : PERIOD EQUAL INT_NUMBER { driver.option_num("period", $3); };
o_outfile : OUTFILE EQUAL filename { driver.option_str("outfile", $3); };
o_outvars : OUTVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("outvars"); };
o_lmmcp : LMMCP {driver.option_num("lmmcp", "1"); };
-o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
+o_occbin : OCCBIN {driver.option_num("occbin", "1"); };
+o_function : FUNCTION EQUAL filename { driver.option_str("function", $3); };
+o_prior : PRIOR { driver.option_num("prior", "1"); };
+o_posterior : POSTERIOR { driver.option_num("posterior", "1"); };
+o_prior_posterior_sampling_draws : PRIOR_POSTERIOR_SAMPLING_DRAWS EQUAL INT_NUMBER { driver.option_num("prior_posterior_sampling_draws",$3); };
range : symbol ':' symbol
{
@@ -3210,6 +3229,7 @@ symbol : NAME
| NONE
| DR
| PRIOR
+ | POSTERIOR
;
%%
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 82209584aabe0b9eeff354e2bd6875f8be1065ad..72aeb64ecac2b92eef8ad71ea89ab1578639fd89 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -214,8 +214,15 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
yylval->string_val = new string(yytext);
return token::PRIOR;
}
+<DYNARE_STATEMENT>posterior {
+ yylval->string_val = new string(yytext);
+ return token::POSTERIOR;
+}
<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
<INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}
+<DYNARE_STATEMENT>function {return token::FUNCTION;}
+<DYNARE_STATEMENT>prior_posterior_sampling_draws {return token::PRIOR_POSTERIOR_SAMPLING_DRAWS;}
+<INITIAL>prior_posterior_function {BEGIN DYNARE_STATEMENT; return token::PRIOR_POSTERIOR_FUNCTION;}
/* Inside of a Dynare statement */
<DYNARE_STATEMENT>{DATE} {
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index 1880c12763ba51553074df66b011293cee98469d..298d774a96307329a87d92bc48b35eee6da18a51 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -2797,6 +2797,13 @@ ParsingDriver::perfect_foresight_solver()
options_list.clear();
}
+void
+ParsingDriver::prior_posterior_function()
+{
+ mod_file->addStatement(new PriorPosteriorFunctionStatement(options_list));
+ options_list.clear();
+}
+
void
ParsingDriver::add_ramsey_constraints_statement()
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index cd1a782d47a37e2a23926eeb8d06395e7f8f498b..f9dd4912c10e4a7de6e5969812f333d2b8e88ccb 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -702,7 +702,8 @@ public:
void smoother2histval();
void histval_file(string *filename);
void perfect_foresight_setup();
- void perfect_foresight_solver();
+ void perfect_foresight_solver();
+ void prior_posterior_function();
};
#endif // ! PARSING_DRIVER_HH