From c2461981d2917c69c3decfc55bf2aaf006057c52 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Sat, 14 Dec 2019 08:42:09 +0100
Subject: [PATCH] Various provisions for improvements to shock decomposition
commands
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– New “squeeze_shock_decomposition” command
— New “max_nrows” option to “plot_shock_decomposition” and
“initial_condition_decomposition”
— “plot_shock_decomposition” now returns oo_ as an output argument
Ref. dynare#1687, dynare!1655
---
src/ComputingTasks.cc | 31 ++++++++++++++++++++++++++++++-
src/ComputingTasks.hh | 10 ++++++++++
src/DynareBison.yy | 12 ++++++++++++
src/DynareFlex.ll | 2 ++
src/ParsingDriver.cc | 7 +++++++
src/ParsingDriver.hh | 2 ++
6 files changed, 63 insertions(+), 1 deletion(-)
diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 3aec80e2..a26e8b2a 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -2811,7 +2811,7 @@ PlotShockDecompositionStatement::writeOutput(ostream &output, const string &base
output << "options_ = set_default_plot_shock_decomposition_options(options_);" << endl;
options_list.writeOutput(output);
symbol_list.writeOutput("var_list_", output);
- output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
+ output << "oo_ = plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
void
@@ -2864,6 +2864,35 @@ InitialConditionDecompositionStatement::writeJsonOutput(ostream &output) const
output << "}";
}
+SqueezeShockDecompositionStatement::SqueezeShockDecompositionStatement(SymbolList symbol_list_arg)
+ : symbol_list{move(symbol_list_arg)}
+{
+}
+
+void
+SqueezeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ if (symbol_list.empty())
+ output << "oo_ = squeeze_shock_decomposition(M_, oo_, options_);" << endl;
+ else
+ {
+ symbol_list.writeOutput("var_list_", output);
+ output << "oo_ = squeeze_shock_decomposition(M_, oo_, options_, var_list_,);" << endl;
+ }
+}
+
+void
+SqueezeShockDecompositionStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "squeeze_shock_decomposition")";
+ if (!symbol_list.empty())
+ {
+ output << ", ";
+ symbol_list.writeJsonOutput(output);
+ }
+ output << "}";
+}
+
ConditionalForecastStatement::ConditionalForecastStatement(OptionsList options_list_arg) :
options_list{move(options_list_arg)}
{
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index bf898c17..e8e2a7ca 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -760,6 +760,16 @@ public:
void writeJsonOutput(ostream &output) const override;
};
+class SqueezeShockDecompositionStatement : public Statement
+{
+private:
+ const SymbolList symbol_list;
+public:
+ SqueezeShockDecompositionStatement(SymbolList symbol_list_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
class ConditionalForecastStatement : public Statement
{
private:
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index d1d1be31..23f4f395 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -168,6 +168,7 @@ class ParsingDriver;
%token NO_IDENTIFICATION_STRENGTH NO_IDENTIFICATION_REDUCEDFORM NO_IDENTIFICATION_MOMENTS
%token NO_IDENTIFICATION_MINIMAL NO_IDENTIFICATION_SPECTRUM NORMALIZE_JACOBIANS GRID_NBR
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS
+%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION
%token <vector<string>> SYMBOL_VEC
@@ -273,6 +274,7 @@ statement : parameters
| realtime_shock_decomposition
| plot_shock_decomposition
| initial_condition_decomposition
+ | squeeze_shock_decomposition
| conditional_forecast
| conditional_forecast_paths
| plot_conditional_forecast
@@ -2452,6 +2454,12 @@ initial_condition_decomposition : INITIAL_CONDITION_DECOMPOSITION ';'
{ driver.initial_condition_decomposition(); }
;
+squeeze_shock_decomposition : SQUEEZE_SHOCK_DECOMPOSITION ';'
+ { driver.squeeze_shock_decomposition(); }
+ | SQUEEZE_SHOCK_DECOMPOSITION symbol_list ';'
+ { driver.squeeze_shock_decomposition(); }
+ ;
+
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
@@ -2862,6 +2870,7 @@ plot_shock_decomposition_option : o_use_shock_groups
| o_psd_flip
| o_psd_nograph
| o_psd_init2shocks
+ | o_psd_max_nrows
;
initial_condition_decomposition_options_list : initial_condition_decomposition_option COMMA initial_condition_decomposition_options_list
@@ -2880,6 +2889,7 @@ initial_condition_decomposition_option : o_icd_type
| o_icd_diff
| o_icd_flip
| o_icd_colormap
+ | o_icd_max_nrows
;
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
@@ -3279,6 +3289,8 @@ o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay", "
o_psd_init2shocks : INIT2SHOCKS { driver.option_str("plot_shock_decomp.init2shocks", "default"); }
| INIT2SHOCKS EQUAL symbol { driver.option_str("plot_shock_decomp.init2shocks", $3); }
;
+o_icd_max_nrows : MAX_NROWS EQUAL INT_NUMBER { driver.option_num("initial_condition_decomp.max_nrows", $3); };
+o_psd_max_nrows : MAX_NROWS EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.max_nrows", $3); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
{ driver.process_graph_format_option(); }
| GRAPH_FORMAT EQUAL '(' list_allowed_graph_formats ')'
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index f1c1d074..83a14f25 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -162,6 +162,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|w([1-9]{1}|[1-4][0-9]|5[0-2]))
<INITIAL>realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;}
<INITIAL>plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;}
<INITIAL>initial_condition_decomposition {BEGIN DYNARE_STATEMENT; return token::INITIAL_CONDITION_DECOMPOSITION;}
+<INITIAL>squeeze_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SQUEEZE_SHOCK_DECOMPOSITION;}
<INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
<INITIAL>ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;}
<INITIAL>ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;}
@@ -702,6 +703,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|w([1-9]{1}|[1-4][0-9]|5[0-2]))
<DYNARE_STATEMENT>tol_sv {return token::TOL_SV;}
<DYNARE_STATEMENT>checks_via_subsets {return token::CHECKS_VIA_SUBSETS;}
<DYNARE_STATEMENT>max_dim_subsets_groups {return token::MAX_DIM_SUBSETS_GROUPS;}
+<DYNARE_STATEMENT>max_nrows {return token::MAX_NROWS;}
<DYNARE_STATEMENT>\$[^$]*\$ {
strtok(yytext+1, "$");
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index 3c20bbbc..a600c3ca 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -2396,6 +2396,13 @@ ParsingDriver::initial_condition_decomposition()
options_list.clear();
}
+void
+ParsingDriver::squeeze_shock_decomposition()
+{
+ mod_file->addStatement(make_unique<SqueezeShockDecompositionStatement>(symbol_list));
+ symbol_list.clear();
+}
+
void
ParsingDriver::conditional_forecast()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 8600f63e..8b772dce 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -702,6 +702,8 @@ public:
void plot_shock_decomposition();
//! Initial Condition decomposition
void initial_condition_decomposition();
+ //! squeeze_shock_decomposition statement
+ void squeeze_shock_decomposition();
//! Conditional forecast statement
void conditional_forecast();
//! Conditional forecast paths block
--
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