Commit 9d0d9f0f authored by sebastien's avatar sebastien
Browse files

trunk preprocessor: allow arbitrary expressions (and not just constants) in...

trunk preprocessor: allow arbitrary expressions (and not just constants) in estimated_params, estimated_params_init and estimated_params_bounds blocks


git-svn-id: https://www.dynare.org/svn/dynare/trunk@2368 ac1d8469-bf42-47a9-8791-bf33cf982152
parent 11f99f72
......@@ -409,47 +409,62 @@ EstimatedParamsStatement::EstimatedParamsStatement(const vector<EstimationParams
void
EstimatedParamsStatement::writeOutput(ostream &output, const string &basename) const
{
output << "global estim_params_\n";
output << "var_list_ = [];\n";
output << "estim_params_.var_exo = [];\n";
output << "estim_params_.var_endo = [];\n";
output << "estim_params_.corrx = [];\n";
output << "estim_params_.corrn = [];\n";
output << "estim_params_.param_names = [];\n";
output << "estim_params_.user_param_names = [];\n";
output << "estim_params_.param_vals = [];\n";
output << "M_.H = 0;\n";
output << "global estim_params_" << endl
<< "estim_params_.var_exo = [];" << endl
<< "estim_params_.var_endo = [];" << endl
<< "estim_params_.corrx = [];" << endl
<< "estim_params_.corrn = [];" << endl
<< "estim_params_.param_names = [];" << endl
<< "estim_params_.user_param_names = [];" << endl
<< "estim_params_.param_vals = [];" << endl
<< "M_.H = 0;" << endl;
vector<EstimationParams>::const_iterator it;
for(it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
switch(it->type)
{
case 1:
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
output << "estim_params_.var_exo = [estim_params_.var_exo; ";
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
output << "estim_params_.var_endo = [estim_params_.var_endo; ";
output << symbol_table.getID(it->name)+1;
output << symb_id;
break;
case 2:
output << "estim_params_.param_vals = [estim_params_.param_vals; ";
output << symbol_table.getID(it->name)+1;
output << "estim_params_.param_vals = [estim_params_.param_vals; "
<< symb_id;
break;
case 3:
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
output << "estim_params_.corrx = [estim_params_.corrx; ";
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
output << "estim_params_.corrn = [estim_params_.corrn; ";
output << symbol_table.getID(it->name)+1;
output << " " << symbol_table.getID(it->name2)+1;
output << symb_id << " " << symbol_table.getID(it->name2)+1;
break;
}
output << " " << it->init_val << " " << it->low_bound
<< " " << it->up_bound << " " << it->prior
<< " " << it->mean << " " << it->std
<< " " << it->p3 << " " << it->p4 << " " << it->jscale << "];\n";
output << ", ";
it->init_val->writeOutput(output);
output << ", ";
it->low_bound->writeOutput(output);
output << ", ";
it->up_bound->writeOutput(output);
output << ", "
<< it->prior << ", ";
it->mean->writeOutput(output);
output << ", ";
it->std->writeOutput(output);
output << ", ";
it->p3->writeOutput(output);
output << ", ";
it->p4->writeOutput(output);
output << ", ";
it->jscale->writeOutput(output);
output << " ];" << endl;
}
}
......@@ -467,35 +482,48 @@ EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basenam
for(it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.var_exo(tmp1,2) = " << it->init_val << ";\n";
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.var_endo(tmp1,2) = " << it->init_val << ";\n";
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eParameter)
else if (symb_type == eParameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.param_vals(tmp1,2) = " << it->init_val << ";\n";
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,2) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symbol_table.getID(it->name)+1 << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getID(it->name2)+1 << ");\n";
output << "estim_params_.corrx(tmp1,3) = " << it->init_val << ";\n";
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getID(it->name2)+1 << ");" << endl;
output << "estim_params_.corrx(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symbol_table.getID(it->name)+1 << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getID(it->name2)+1 << ";\n";
output << "estim_params_.corrn(tmp1,3) = " << it->init_val << ";\n";
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getID(it->name2)+1 << ";" << endl;
output << "estim_params_.corrn(tmp1,3) = ";
it->init_val->writeOutput(output);
output << ";" << endl;
}
}
}
......@@ -515,40 +543,73 @@ EstimatedParamsBoundsStatement::writeOutput(ostream &output, const string &basen
for(it = estim_params_list.begin(); it != estim_params_list.end(); it++)
{
int symb_id = symbol_table.getID(it->name) + 1;
SymbolType symb_type = symbol_table.getType(it->name);
if (it->type < 3)
{
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
{
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.var_exo(tmp1,3) = " << it->low_bound << ";\n";
output << "estim_params_.var_exo(tmp1,4) = " << it->up_bound << ";\n";
output << "tmp1 = find(estim_params_.var_exo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_exo(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_exo(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
{
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.var_endo(tmp1,3) = " << it->low_bound << ";\n";
output << "estim_params_.var_endo(tmp1,4) = " << it->up_bound << ";\n";
output << "tmp1 = find(estim_params_.var_endo(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.var_endo(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.var_endo(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eParameter)
else if (symb_type == eParameter)
{
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symbol_table.getID(it->name)+1 << ");\n";
output << "estim_params_.param_vals(tmp1,3) = " << it->low_bound << ";\n";
output << "estim_params_.param_vals(tmp1,4) = " << it->up_bound << ";\n";
output << "tmp1 = find(estim_params_.param_vals(:,1)==" << symb_id << ");" << endl;
output << "estim_params_.param_vals(tmp1,3) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.param_vals(tmp1,4) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
}
else
{
if (symbol_table.getType(it->name) == eExogenous)
if (symb_type == eExogenous)
{
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symbol_table.getID(it->name)+1 << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getID(it->name2)+1 << ");\n";
output << "estim_params_.corrx(tmp1,4) = " << it->low_bound << ";\n";
output << "estim_params_.corrx(tmp1,5) = " << it->up_bound << ";\n";
output << "tmp1 = find((estim_params_.corrx(:,1)==" << symb_id << ")) & (estim_params_.corrx(:,2)==" << symbol_table.getID(it->name2)+1 << ");" << endl;
output << "estim_params_.corrx(tmp1,4) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.corrx(tmp1,5) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
else if (symbol_table.getType(it->name) == eEndogenous)
else if (symb_type == eEndogenous)
{
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symbol_table.getID(it->name)+1 << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getID(it->name2)+1 << ";\n";
output << "estim_params_.corrn(tmp1,4) = " << it->low_bound << ";\n";
output << "estim_params_.corrn(tmp1,5) = " << it->up_bound << ";\n";
output << "tmp1 = find((estim_params_.corrn(:,1)==" << symb_id << ")) & (estim_params_.corrn(:,2)==" << symbol_table.getID(it->name2)+1 << ";" << endl;
output << "estim_params_.corrn(tmp1,4) = ";
it->low_bound->writeOutput(output);
output << ";" << endl;
output << "estim_params_.corrn(tmp1,5) = ";
it->up_bound->writeOutput(output);
output << ";" << endl;
}
}
}
......
/*
* Copyright (C) 2003-2008 Dynare Team
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
......@@ -32,6 +32,10 @@ DataTree::DataTree(SymbolTable &symbol_table_arg, NumericalConstants &num_consta
One = AddNumConstant("1");
MinusOne = AddUMinus(One);
NaN = AddNumConstant("NaN");
Infinity = AddNumConstant("Inf");
MinusInfinity = AddUMinus(Infinity);
}
DataTree::~DataTree()
......
/*
* Copyright (C) 2003-2008 Dynare Team
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
......@@ -92,7 +92,7 @@ class ParsingDriver;
%token FORECAST
%token GAMMA_PDF GAUSSIAN_ELIMINATION GMRES GRAPH
%token HISTVAL HP_FILTER HP_NGRID
%token INITVAL INITVAL_FILE
%token INF_CONSTANT INITVAL INITVAL_FILE
%token <string_val> INT_NUMBER
%token INV_GAMMA1_PDF INV_GAMMA2_PDF IRF
%token KALMAN_ALGO KALMAN_TOL
......@@ -102,7 +102,7 @@ class ParsingDriver;
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS
%token MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER
%token <string_val> NAME
%token NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NAN_CONSTANT NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
%token PARAMETERS PERIODS PLANNER_OBJECTIVE PREFILTER PRESAMPLE
......@@ -364,6 +364,10 @@ expression : '(' expression ')'
{ $$ = driver.add_normcdf($3, $5, $7); }
| NORMCDF '(' expression ')'
{ $$ = driver.add_normcdf($3); }
| NAN_CONSTANT
{ $$ = driver.add_nan_constant(); }
| INF_CONSTANT
{ $$ = driver.add_inf_constant(); }
;
comma_expression : expression
......@@ -734,79 +738,57 @@ estimated_elem2 : prior COMMA estimated_elem3
driver.estim_params.prior = *$1;
delete $1;
}
| value COMMA prior COMMA estimated_elem3
| expression COMMA prior COMMA estimated_elem3
{
driver.estim_params.init_val = *$1;
driver.estim_params.init_val = $1;
driver.estim_params.prior = *$3;
delete $1;
delete $3;
}
| value COMMA value COMMA value COMMA prior COMMA estimated_elem3
| expression COMMA expression COMMA expression COMMA prior COMMA estimated_elem3
{
driver.estim_params.init_val = *$1;
driver.estim_params.low_bound = *$3;
driver.estim_params.up_bound = *$5;
driver.estim_params.init_val = $1;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
driver.estim_params.prior = *$7;
delete $1;
delete $3;
delete $5;
delete $7;
}
| value
| expression
{
driver.estim_params.init_val = *$1;
delete $1;
driver.estim_params.init_val = $1;
}
| value COMMA value COMMA value
| expression COMMA expression COMMA expression
{
driver.estim_params.init_val = *$1;
driver.estim_params.low_bound = *$3;
driver.estim_params.up_bound = *$5;
delete $1;
delete $3;
delete $5;
driver.estim_params.init_val = $1;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
}
;
estimated_elem3 : value COMMA value
estimated_elem3 : expression COMMA expression
{
driver.estim_params.mean = *$1;
driver.estim_params.std = *$3;
delete $1;
delete $3;
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
}
| value COMMA value COMMA value
| expression COMMA expression COMMA expression
{
driver.estim_params.mean = *$1;
driver.estim_params.std = *$3;
driver.estim_params.p3 = *$5;
delete $1;
delete $3;
delete $5;
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
}
| value COMMA value COMMA value COMMA value
| expression COMMA expression COMMA expression COMMA expression
{
driver.estim_params.mean = *$1;
driver.estim_params.std = *$3;
driver.estim_params.p3 = *$5;
driver.estim_params.p4 = *$7;
delete $1;
delete $3;
delete $5;
delete $7;
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
driver.estim_params.p4 = $7;
}
| value COMMA value COMMA value COMMA value COMMA value
| expression COMMA expression COMMA expression COMMA expression COMMA expression
{
driver.estim_params.mean = *$1;
driver.estim_params.std = *$3;
driver.estim_params.p3 = *$5;
driver.estim_params.p4 = *$7;
driver.estim_params.jscale = *$9;
delete $1;
delete $3;
delete $5;
delete $7;
delete $9;
driver.estim_params.mean = $1;
driver.estim_params.std = $3;
driver.estim_params.p3 = $5;
driver.estim_params.p4 = $7;
driver.estim_params.jscale = $9;
}
;
......@@ -819,31 +801,28 @@ estimated_init_list : estimated_init_list estimated_init_elem
{ driver.add_estimated_params_element(); }
;
estimated_init_elem : STDERR NAME COMMA value ';'
estimated_init_elem : STDERR NAME COMMA expression ';'
{
driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.init_val = *$4;
driver.estim_params.init_val = $4;
delete $2;
delete $4;
}
| CORR NAME COMMA NAME COMMA value ';'
| CORR NAME COMMA NAME COMMA expression ';'
{
driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.init_val = *$6;
driver.estim_params.init_val = $6;
delete $2;
delete $4;
delete $6;
}
| NAME COMMA value ';'
| NAME COMMA expression ';'
{
driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.init_val = *$3;
driver.estim_params.init_val = $3;
delete $1;
delete $3;
}
;
......@@ -856,37 +835,31 @@ estimated_bounds_list : estimated_bounds_list estimated_bounds_elem
{ driver.add_estimated_params_element(); }
;
estimated_bounds_elem : STDERR NAME COMMA value COMMA value ';'
estimated_bounds_elem : STDERR NAME COMMA expression COMMA expression ';'
{
driver.estim_params.type = 1;
driver.estim_params.name = *$2;
driver.estim_params.low_bound = *$4;
driver.estim_params.up_bound = *$6;
driver.estim_params.low_bound = $4;
driver.estim_params.up_bound = $6;
delete $2;
delete $4;
delete $6;
}
| CORR NAME COMMA NAME COMMA value COMMA value ';'
| CORR NAME COMMA NAME COMMA expression COMMA expression ';'
{
driver.estim_params.type = 3;
driver.estim_params.name = *$2;
driver.estim_params.name2 = *$4;
driver.estim_params.low_bound = *$6;
driver.estim_params.up_bound = *$8;
driver.estim_params.low_bound = $6;
driver.estim_params.up_bound = $8;
delete $2;
delete $4;
delete $6;
delete $8;
}
| NAME COMMA value COMMA value ';'
| NAME COMMA expression COMMA expression ';'
{
driver.estim_params.type = 2;
driver.estim_params.name = *$1;
driver.estim_params.low_bound = *$3;
driver.estim_params.up_bound = *$5;
driver.estim_params.low_bound = $3;
driver.estim_params.up_bound = $5;
delete $1;
delete $3;
delete $5;
}
;
......
/*
* Copyright (C) 2003-2008 Dynare Team
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
......@@ -329,6 +329,8 @@ int sigma_e = 0;
<DYNARE_STATEMENT,DYNARE_BLOCK>max {return token::MAX;}
<DYNARE_STATEMENT,DYNARE_BLOCK>min {return token::MIN;}
<DYNARE_STATEMENT,DYNARE_BLOCK>normcdf {return token::NORMCDF;}
<DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}
/* options for GSA module by Marco Ratto */
<DYNARE_STATEMENT>identification {return token::IDENTIFICATION;}
......
/*
* Copyright (C) 2003-2008 Dynare Team
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
......@@ -22,12 +22,6 @@
#include "NumericalConstants.hh"
NumericalConstants::NumericalConstants()
{
AddConstant("0");
AddConstant("1");
}
int
NumericalConstants::AddConstant(const string &iConst)
{
......
......@@ -61,6 +61,7 @@ ParsingDriver::parse(istream &in, bool debug)
symbol_list.clear();
reset_data_tree();
estim_params.init(*data_tree);
lexer = new DynareFlex(&in);
lexer->set_debug(debug);
......@@ -150,6 +151,18 @@ ParsingDriver::add_constant(string *constant)
return id;
}
NodeID
ParsingDriver::add_nan_constant()
{
return data_tree->NaN;
}
NodeID
ParsingDriver::add_inf_constant()
{
return data_tree->Infinity;
}
NodeID
ParsingDriver::add_model_variable(string *name)
{
......@@ -741,7 +754,7 @@ ParsingDriver::add_estimated_params_element()
check_symbol_existence(estim_params.name2);
estim_params_list.push_back(estim_params);
estim_params.clear();
estim_params.init(*data_tree);
}
void
......
/*
* Copyright (C) 2003-2008 Dynare Team
* Copyright (C) 2003-2009 Dynare Team
*
* This file is part of Dynare.
*
......@@ -321,43 +321,28 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
/*!
\class EstimationParams
\brief EstimationParams
*/
struct EstimationParams
//! Temporary structure used when parsing estimation_params* statements
class EstimationParams
{
public:
int type;
std::string name;
std::string name2;
std::string init_val;
std::string prior;
std::string low_bound;
std::string up_bound;
std::string mean;
std::string std;
std::string p3;
std::string p4;
std::string jscale;
EstimationParams()
{
clear();