From a88ac75488d86a51f8febbead4692769722881c1 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 13 Nov 2024 15:01:27 +0100
Subject: [PATCH] =?UTF-8?q?Allow=20dates=20in=20=E2=80=9Clearnt=5Fin?=
=?UTF-8?q?=E2=80=9D=20option?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
Content-Transfer-Encoding: 8bit
NB: the “overwrite†option only works for the same type of “learnt_in†value,
i.e. an integer-valued “learnt_in†cannot replace a date-valued “learnt_in†and
vice versa.
---
src/DynareBison.yy | 23 +++++---
src/NumericalInitialization.cc | 26 ++++++---
src/NumericalInitialization.hh | 8 +--
src/ParsingDriver.cc | 97 +++++++++++++++++++---------------
src/ParsingDriver.hh | 7 +--
src/Shocks.cc | 42 +++++++++++----
src/Shocks.hh | 4 +-
7 files changed, 132 insertions(+), 75 deletions(-)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 0048713f..ee619c17 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -254,8 +254,9 @@ str_tolower(string s)
%type <pair<string, expr_t>> occbin_constraints_regime_option
%type <PacTargetKind> pac_target_kind
%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 <variant<int, string>> integer_or_date
+%type <map<string, variant<bool, variant<int, string>>>> mshocks_options_list
+%type <pair<string, variant<bool, variant<int, 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
@@ -807,11 +808,17 @@ h_options: o_filename
| o_series
;
+integer_or_date : INT_NUMBER
+ { $$.emplace<int>(stoi($1)); }
+ | date_expr
+ { $$.emplace<string>($1); }
+ ;
+
endval : ENDVAL ';' endval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
{ driver.end_endval(true); }
- | ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
+ | ENDVAL '(' LEARNT_IN EQUAL integer_or_date ')' ';' endval_list END ';'
{ driver.end_endval_learnt_in($5); }
;
@@ -1220,9 +1227,9 @@ shocks : SHOCKS ';' shock_list END ';' { driver.end_shocks(false); }
| SHOCKS '(' SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(false); }
| SHOCKS '(' SURPRISE COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
| SHOCKS '(' OVERWRITE COMMA SURPRISE ')' ';' det_shock_list END ';' { driver.end_shocks_surprise(true); }
- | SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
- | SHOCKS '(' LEARNT_IN EQUAL INT_NUMBER COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
- | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL INT_NUMBER ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
+ | SHOCKS '(' LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, false); }
+ | SHOCKS '(' LEARNT_IN EQUAL integer_or_date COMMA OVERWRITE ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($5, true); }
+ | SHOCKS '(' OVERWRITE COMMA LEARNT_IN EQUAL integer_or_date ')' ';' det_shock_list END ';' { driver.end_shocks_learnt_in($7, true); }
| SHOCKS '(' HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
{ driver.end_heterogeneous_shocks($5, false); }
| SHOCKS '(' HETEROGENEITY EQUAL symbol COMMA OVERWRITE ')' ';' stoch_shock_list END ';'
@@ -1372,7 +1379,7 @@ mshocks : MSHOCKS ';' mshock_list END ';'
alternative in the variant, so that default initialization of the
variant by the [] operator will give false */
if ($3.contains("learnt_in"))
- driver.end_mshocks_learnt_in(get<string>($3.at("learnt_in")),
+ driver.end_mshocks_learnt_in(get<variant<int, string>>($3.at("learnt_in")),
get<bool>($3["overwrite"]),
get<bool>($3["relative_to_initval"]));
else
@@ -1393,7 +1400,7 @@ mshocks_options_list : mshocks_option
mshocks_option : OVERWRITE
{ $$ = {"overwrite", true}; }
- | LEARNT_IN EQUAL INT_NUMBER
+ | LEARNT_IN EQUAL integer_or_date
{ $$ = {"learnt_in", $3}; }
| RELATIVE_TO_INITVAL
{ $$ = {"relative_to_initval", true}; }
diff --git a/src/NumericalInitialization.cc b/src/NumericalInitialization.cc
index 74a86199..0e2734e6 100644
--- a/src/NumericalInitialization.cc
+++ b/src/NumericalInitialization.cc
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
@@ -303,10 +303,10 @@ EndValStatement::writeJsonOutput(ostream& output) const
output << "]}";
}
-EndValLearntInStatement::EndValLearntInStatement(int learnt_in_period_arg,
+EndValLearntInStatement::EndValLearntInStatement(variant<int, string> learnt_in_period_arg,
learnt_end_values_t learnt_end_values_arg,
const SymbolTable& symbol_table_arg) :
- learnt_in_period {learnt_in_period_arg},
+ learnt_in_period {move(learnt_in_period_arg)},
learnt_end_values {move(learnt_end_values_arg)},
symbol_table {symbol_table_arg}
{
@@ -343,9 +343,10 @@ EndValLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const str
{
if (symbol_table.getType(symb_id) == SymbolType::unusedEndogenous) // See #82
continue;
- output << "struct('learnt_in'," << learnt_in_period << ",'exo_id',"
- << symbol_table.getTypeSpecificID(symb_id) + 1 << ",'type','" << typeToString(type)
- << "'"
+ output << "struct('learnt_in',";
+ visit([&](const auto& p) { output << p; }, learnt_in_period);
+ output << ",'exo_id'," << symbol_table.getTypeSpecificID(symb_id) + 1 << ",'type','"
+ << typeToString(type) << "'"
<< ",'value',";
value->writeOutput(output);
output << ");" << endl;
@@ -356,7 +357,18 @@ EndValLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const str
void
EndValLearntInStatement::writeJsonOutput(ostream& output) const
{
- output << R"({"statementName": "endval", "learnt_in": )" << learnt_in_period << R"(, "vals": [)";
+ output << R"({"statementName": "endval", "learnt_in": )";
+ visit(
+ [&]<class T>(const T& p) {
+ if constexpr (is_same_v<T, int>)
+ output << p;
+ else if constexpr (is_same_v<T, string>)
+ output << '"' << p << '"';
+ else
+ static_assert(always_false_v<T>, "Non-exhaustive visitor!");
+ },
+ learnt_in_period);
+ output << R"(, "vals": [)";
for (bool printed_something {false}; auto& [type, symb_id, value] : learnt_end_values)
{
if (symbol_table.getType(symb_id) == SymbolType::unusedEndogenous) // See #82
diff --git a/src/NumericalInitialization.hh b/src/NumericalInitialization.hh
index dcb6dec1..69a4710a 100644
--- a/src/NumericalInitialization.hh
+++ b/src/NumericalInitialization.hh
@@ -1,5 +1,5 @@
/*
- * Copyright © 2003-2023 Dynare Team
+ * Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
@@ -23,6 +23,7 @@
#include <filesystem>
#include <map>
#include <string>
+#include <variant>
#include <vector>
#include "ExprNode.hh"
@@ -101,7 +102,7 @@ public:
class EndValLearntInStatement : public Statement
{
public:
- const int learnt_in_period;
+ const variant<int, string> learnt_in_period;
enum class LearntEndValType
{
level,
@@ -117,7 +118,8 @@ private:
static string typeToString(LearntEndValType type);
public:
- EndValLearntInStatement(int learnt_in_period_arg, learnt_end_values_t learnt_end_values_arg,
+ EndValLearntInStatement(variant<int, string> learnt_in_period_arg,
+ learnt_end_values_t learnt_end_values_arg,
const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 8852d319..84441cf9 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -786,22 +786,26 @@ ParsingDriver::end_endval(bool all_values_required)
}
void
-ParsingDriver::end_endval_learnt_in(const string& learnt_in_period)
+ParsingDriver::end_endval_learnt_in(variant<int, string> learnt_in_period)
{
- int learnt_in_period_int = stoi(learnt_in_period);
- if (learnt_in_period_int < 1)
- error("endval: value '" + learnt_in_period + "' is not allowed for 'learnt_in' option");
- if (learnt_in_period_int == 1)
+ if (holds_alternative<int>(learnt_in_period))
{
- end_endval(false);
- return;
+ int learnt_in_period_int = get<int>(learnt_in_period);
+ if (learnt_in_period_int < 1)
+ error("endval: value '" + to_string(learnt_in_period_int)
+ + "' is not allowed for 'learnt_in' option");
+ if (learnt_in_period_int == 1)
+ {
+ end_endval(false);
+ return;
+ }
}
for (auto [type, symb_id, value] : end_values)
if (mod_file->symbol_table.getType(symb_id) != SymbolType::exogenous)
error("endval(learnt_in=...): " + mod_file->symbol_table.getName(symb_id)
+ " is not an exogenous variable");
mod_file->addStatement(make_unique<EndValLearntInStatement>(
- learnt_in_period_int, move(end_values), mod_file->symbol_table));
+ move(learnt_in_period), move(end_values), mod_file->symbol_table));
end_values.clear();
}
@@ -963,25 +967,30 @@ ParsingDriver::end_shocks_surprise(bool overwrite)
}
void
-ParsingDriver::end_shocks_learnt_in(const string& learnt_in_period, bool overwrite)
+ParsingDriver::end_shocks_learnt_in(variant<int, string> learnt_in_period, bool overwrite)
{
- int learnt_in_period_int = stoi(learnt_in_period);
- if (learnt_in_period_int < 1)
- error("shocks: value '" + learnt_in_period + "' is not allowed for 'learnt_in' option");
- if (learnt_in_period_int == 1)
+ if (holds_alternative<int>(learnt_in_period))
{
- end_shocks(overwrite);
- return;
+ int learnt_in_period_int = get<int>(learnt_in_period);
+ if (learnt_in_period_int < 1)
+ error("shocks: value '" + to_string(learnt_in_period_int)
+ + "' is not allowed for 'learnt_in' option");
+ if (learnt_in_period_int == 1)
+ {
+ end_shocks(overwrite);
+ return;
+ }
+ for (auto& storage : {det_shocks, learnt_shocks_add, learnt_shocks_multiply})
+ for (auto& [symb_id, vals] : storage)
+ for (const auto& [period_range, expr] : vals)
+ if (holds_alternative<pair<int, int>>(period_range))
+ if (int period1 = get<pair<int, int>>(period_range).first;
+ period1 < learnt_in_period_int)
+ error("shocks: for variable " + mod_file->symbol_table.getName(symb_id)
+ + ", shock period (" + to_string(period1)
+ + ") is earlier than the period in which the shock is learnt ("
+ + to_string(learnt_in_period_int) + ")");
}
- for (auto& storage : {det_shocks, learnt_shocks_add, learnt_shocks_multiply})
- for (auto& [symb_id, vals] : storage)
- for (const auto& [period_range, expr] : vals)
- if (holds_alternative<pair<int, int>>(period_range))
- if (int period1 = get<pair<int, int>>(period_range).first; period1 < learnt_in_period_int)
- error("shocks: for variable " + mod_file->symbol_table.getName(symb_id)
- + ", shock period (" + to_string(period1)
- + ") is earlier than the period in which the shock is learnt (" + learnt_in_period
- + ")");
// Aggregate the three types of shocks
ShocksLearntInStatement::learnt_shocks_t learnt_shocks;
@@ -1014,34 +1023,38 @@ ParsingDriver::end_shocks_learnt_in(const string& learnt_in_period, bool overwri
}
mod_file->addStatement(make_unique<ShocksLearntInStatement>(
- learnt_in_period_int, overwrite, move(learnt_shocks), mod_file->symbol_table));
+ move(learnt_in_period), overwrite, move(learnt_shocks), mod_file->symbol_table));
det_shocks.clear();
learnt_shocks_add.clear();
learnt_shocks_multiply.clear();
}
void
-ParsingDriver::end_mshocks_learnt_in(const string& learnt_in_period, bool overwrite,
+ParsingDriver::end_mshocks_learnt_in(variant<int, string> learnt_in_period, bool overwrite,
bool relative_to_initval)
{
- int learnt_in_period_int = stoi(learnt_in_period);
- if (learnt_in_period_int < 1)
- error("mshocks: value '" + learnt_in_period + "' is not allowed for 'learnt_in' option");
- if (learnt_in_period_int == 1)
+ if (holds_alternative<int>(learnt_in_period))
{
- end_mshocks(overwrite, relative_to_initval);
- return;
+ int learnt_in_period_int = get<int>(learnt_in_period);
+ if (learnt_in_period_int < 1)
+ error("mshocks: value '" + to_string(learnt_in_period_int)
+ + "' is not allowed for 'learnt_in' option");
+ if (learnt_in_period_int == 1)
+ {
+ end_mshocks(overwrite, relative_to_initval);
+ return;
+ }
+ for (auto& [symb_id, vals] : det_shocks)
+ for (const auto& [period_range, expr] : vals)
+ if (holds_alternative<pair<int, int>>(period_range))
+ if (int period1 = get<pair<int, int>>(period_range).first;
+ period1 < learnt_in_period_int)
+ error("mshocks: for variable " + mod_file->symbol_table.getName(symb_id)
+ + ", shock period (" + to_string(period1)
+ + ") is earlier than the period in which the shock is learnt ("
+ + to_string(learnt_in_period_int) + ")");
}
- for (auto& [symb_id, vals] : det_shocks)
- for (const auto& [period_range, expr] : vals)
- if (holds_alternative<pair<int, int>>(period_range))
- if (int period1 = get<pair<int, int>>(period_range).first; period1 < learnt_in_period_int)
- error("mshocks: for variable " + mod_file->symbol_table.getName(symb_id)
- + ", shock period (" + to_string(period1)
- + ") is earlier than the period in which the shock is learnt (" + learnt_in_period
- + ")");
-
ShocksLearntInStatement::learnt_shocks_t learnt_shocks;
const auto type {relative_to_initval
? ShocksLearntInStatement::LearntShockType::multiplyInitialSteadyState
@@ -1057,7 +1070,7 @@ ParsingDriver::end_mshocks_learnt_in(const string& learnt_in_period, bool overwr
}
mod_file->addStatement(make_unique<ShocksLearntInStatement>(
- learnt_in_period_int, overwrite, move(learnt_shocks), mod_file->symbol_table));
+ move(learnt_in_period), overwrite, move(learnt_shocks), mod_file->symbol_table));
det_shocks.clear();
if (!learnt_shocks_add.empty())
error("mshocks: 'add' keyword not allowed");
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index fffa1a39..df251e79 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -29,6 +29,7 @@
#include <stack>
#include <string>
#include <string_view>
+#include <variant>
#include <vector>
#include "ModFile.hh"
@@ -437,7 +438,7 @@ public:
//! Writes end of an endval block
void end_endval(bool all_values_required);
//! Writes end of an endval(learnt_in=…) block
- void end_endval_learnt_in(const string& learnt_in_period);
+ void end_endval_learnt_in(variant<int, string> learnt_in_period);
//! Writes end of an histval block
void end_histval(bool all_values_required);
//! Writes end of an homotopy_setup block
@@ -464,11 +465,11 @@ public:
//! Writes a shocks(surprise) statement
void end_shocks_surprise(bool overwrite);
//! Writes a shocks(learnt_in=…) block
- void end_shocks_learnt_in(const string& learnt_in_period, bool overwrite);
+ void end_shocks_learnt_in(variant<int, string> learnt_in_period, bool overwrite);
// For a shocks(heterogeneity=…) block
void end_heterogeneous_shocks(const string& heterogeneity_dimension, bool overwrite);
//! Writes a mshocks(learnt_in=…) block
- void end_mshocks_learnt_in(const string& learnt_in_period, bool overwrite,
+ void end_mshocks_learnt_in(variant<int, string> learnt_in_period, bool overwrite,
bool relative_to_initval);
//! Writes a heteroskedastic_shocks statement
void end_heteroskedastic_shocks(bool overwrite);
diff --git a/src/Shocks.cc b/src/Shocks.cc
index 644b2b06..6a80a84c 100644
--- a/src/Shocks.cc
+++ b/src/Shocks.cc
@@ -523,10 +523,11 @@ ShocksSurpriseStatement::writeJsonOutput(ostream& output) const
output << "]}";
}
-ShocksLearntInStatement::ShocksLearntInStatement(int learnt_in_period_arg, bool overwrite_arg,
+ShocksLearntInStatement::ShocksLearntInStatement(variant<int, string> learnt_in_period_arg,
+ bool overwrite_arg,
learnt_shocks_t learnt_shocks_arg,
const SymbolTable& symbol_table_arg) :
- learnt_in_period {learnt_in_period_arg},
+ learnt_in_period {move(learnt_in_period_arg)},
overwrite {overwrite_arg},
learnt_shocks {move(learnt_shocks_arg)},
symbol_table {symbol_table_arg}
@@ -563,18 +564,29 @@ void
ShocksLearntInStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
+ auto print_matlab_learnt_in = [&](const auto& p) { output << p; };
if (overwrite)
- output << "if ~isempty(M_.learnt_shocks)" << endl
- << " M_.learnt_shocks = M_.learnt_shocks([M_.learnt_shocks.learnt_in] ~= "
- << learnt_in_period << ");" << endl
- << "end" << endl;
+ {
+ output << "if ~isempty(M_.learnt_shocks)" << endl
+ << " M_.learnt_shocks = M_.learnt_shocks(cellfun(@(x) ~isa(x, '";
+ if (holds_alternative<int>(learnt_in_period))
+ output << "numeric";
+ else
+ output << "dates";
+ output << "') || x ~= ";
+ /* NB: date expression not parenthesized since it can only contain a + operator, which has
+ higher precedence than ~= and || */
+ visit(print_matlab_learnt_in, learnt_in_period);
+ output << ", {M_.learnt_shocks.learnt_in}));" << endl << "end" << endl;
+ }
output << "M_.learnt_shocks = [ M_.learnt_shocks;" << endl;
for (const auto& [id, shock_vec] : learnt_shocks)
for (const auto& [type, period_range, value] : shock_vec)
{
- output << "struct('learnt_in'," << learnt_in_period << ",'exo_id',"
- << symbol_table.getTypeSpecificID(id) + 1 << ",'periods',";
+ output << "struct('learnt_in',";
+ visit(print_matlab_learnt_in, learnt_in_period);
+ output << ",'exo_id'," << symbol_table.getTypeSpecificID(id) + 1 << ",'periods',";
visit(bind(print_matlab_period_range, ref(output), placeholders::_1), period_range);
output << ",'type','" << typeToString(type) << "'"
<< ",'value',";
@@ -588,8 +600,18 @@ void
ShocksLearntInStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "shocks")"
- << R"(, "learnt_in": )" << learnt_in_period << R"(, "overwrite": )" << boolalpha
- << overwrite << R"(, "learnt_shocks": [)";
+ << R"(, "learnt_in": )";
+ visit(
+ [&]<class T>(const T& p) {
+ if constexpr (is_same_v<T, int>)
+ output << p;
+ else if constexpr (is_same_v<T, string>)
+ output << '"' << p << '"';
+ else
+ static_assert(always_false_v<T>, "Non-exhaustive visitor!");
+ },
+ learnt_in_period);
+ output << R"(, "overwrite": )" << boolalpha << overwrite << R"(, "learnt_shocks": [)";
for (bool printed_something {false}; const auto& [id, shock_vec] : learnt_shocks)
{
if (exchange(printed_something, true))
diff --git a/src/Shocks.hh b/src/Shocks.hh
index 2f8d335e..96138111 100644
--- a/src/Shocks.hh
+++ b/src/Shocks.hh
@@ -126,7 +126,7 @@ public:
class ShocksLearntInStatement : public Statement
{
public:
- const int learnt_in_period;
+ const variant<int, string> learnt_in_period;
//! Does this “shocks(learnt_in=…)†or “mshocks(learnt_in=…)†block replace the previous ones?
const bool overwrite;
enum class LearntShockType
@@ -153,7 +153,7 @@ private:
static string typeToString(LearntShockType type);
public:
- ShocksLearntInStatement(int learnt_in_period_arg, bool overwrite_arg,
+ ShocksLearntInStatement(variant<int, string> learnt_in_period_arg, bool overwrite_arg,
learnt_shocks_t learnt_shocks_arg, const SymbolTable& symbol_table_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
--
GitLab