From ca1879fe7dfef081b49f6f2b9fa1e4b73f01ea11 Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Tue, 10 May 2016 18:01:00 +0200
Subject: [PATCH] preprocessor: interface for osr_params_bounds. #948
---
ComputingTasks.cc | 28 ++++++++++++++++++++++++++++
ComputingTasks.hh | 29 ++++++++++++++++++++++++++++-
DynareBison.yy | 21 ++++++++++++++++++++-
DynareFlex.ll | 1 +
ParsingDriver.cc | 19 +++++++++++++++++++
ParsingDriver.hh | 9 +++++++++
6 files changed, 105 insertions(+), 2 deletions(-)
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index cffa5862..a9427bbb 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -1057,6 +1057,34 @@ OsrStatement::OsrStatement(const SymbolList &symbol_list_arg,
{
}
+OsrParamsBoundsStatement::OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg,
+ const SymbolTable &symbol_table_arg) :
+ osr_params_list(osr_params_list_arg),
+ symbol_table(symbol_table_arg)
+{
+}
+
+void
+OsrParamsBoundsStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ int nbnds = osr_params_list.size();
+ output << "M_.osr.param_names = cell(" << nbnds << ", 1);" << endl
+ << "M_.osr.param_indices = zeros(" << nbnds << ", 1);" << endl
+ << "M_.osr.bounds = zeros(" << nbnds << ", 2);" << endl;
+ int i = 1;
+ for (vector<OsrParams>::const_iterator it = osr_params_list.begin();
+ it != osr_params_list.end(); it++, i++)
+ {
+ output << "M_.osr.param_names{" << i << "} = '" << it->name << "';" << endl
+ << "M_.osr.param_indices(" << i <<") = " << symbol_table.getTypeSpecificID(it->name) + 1 << ";" << endl
+ << "M_.osr.bounds(" << i << ", :) = [";
+ it->low_bound->writeOutput(output);
+ output << ", ";
+ it->up_bound->writeOutput(output);
+ output << "];" << endl;
+ }
+}
+
void
OsrStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index a0fd1202..7698a83f 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2015 Dynare Team
+ * Copyright (C) 2003-2016 Dynare Team
*
* This file is part of Dynare.
*
@@ -267,6 +267,33 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+//! Temporary structure used when parsing estimation_params* statements
+class OsrParams
+{
+public:
+ string name;
+ expr_t low_bound, up_bound;
+
+ void
+ init(const DataTree &datatree)
+ {
+ name = "";
+ low_bound = datatree.MinusInfinity;
+ up_bound = datatree.Infinity;
+ }
+};
+
+class OsrParamsBoundsStatement : public Statement
+{
+private:
+ const vector<OsrParams> osr_params_list;
+ const SymbolTable &symbol_table;
+public:
+ OsrParamsBoundsStatement(const vector<OsrParams> &osr_params_list_arg,
+ const SymbolTable &symbol_table_arg);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+
class DynaTypeStatement : public Statement
{
private:
diff --git a/DynareBison.yy b/DynareBison.yy
index 0c6e7fa8..76311ea6 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -93,7 +93,7 @@ class ParsingDriver;
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED STUDENT_DEGREES_OF_FREEDOM
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
-%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
+%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS
%token <string_val> FLOAT_NUMBER DATES
%token DEFAULT FIXED_POINT OPT_ALGO
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
@@ -233,6 +233,7 @@ statement : parameters
| rplot
| optim_weights
| osr_params
+ | osr_params_bounds
| osr
| dynatype
| dynasave
@@ -1356,6 +1357,24 @@ estimated_bounds_elem : STDERR symbol COMMA expression COMMA expression ';'
}
;
+osr_params_bounds : OSR_PARAMS_BOUNDS ';' osr_bounds_list END ';'
+ { driver.osr_params_bounds(); };
+
+osr_bounds_list : osr_bounds_list osr_bounds_elem
+ { driver.add_osr_params_element(); }
+ | osr_bounds_elem
+ { driver.add_osr_params_element(); }
+ ;
+
+osr_bounds_elem : symbol COMMA expression COMMA expression ';'
+ {
+ driver.osr_params.name = *$1;
+ driver.osr_params.low_bound = $3;
+ driver.osr_params.up_bound = $5;
+ delete $1;
+ }
+ ;
+
prior_distribution : BETA
{ $$ = eBeta; }
| GAMMA
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 37d88361..18b9b225 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -194,6 +194,7 @@ 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>priors {BEGIN DYNARE_BLOCK;return token::ESTIMATED_PARAMS;}
<INITIAL>estimated_params_init {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_INIT;}
<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
+<INITIAL>osr_params_bounds {BEGIN DYNARE_BLOCK; return token::OSR_PARAMS_BOUNDS;}
<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index 8a06fd45..467bf114 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -88,6 +88,7 @@ ParsingDriver::parse(istream &in, bool debug)
reset_data_tree();
estim_params.init(*data_tree);
+ osr_params.init(*data_tree);
reset_current_external_function_options();
lexer = new DynareFlex(&in);
@@ -1284,6 +1285,24 @@ ParsingDriver::estimated_params_bounds()
estim_params_list.clear();
}
+void
+ParsingDriver::add_osr_params_element()
+{
+ check_symbol_existence(osr_params.name);
+ SymbolType type = mod_file->symbol_table.getType(osr_params.name);
+ if (type != eParameter)
+ error(osr_params.name + " must be a parameter to be used in the osr_bounds block");
+ osr_params_list.push_back(osr_params);
+ osr_params.init(*data_tree);
+}
+
+void
+ParsingDriver::osr_params_bounds()
+{
+ mod_file->addStatement(new OsrParamsBoundsStatement(osr_params_list, mod_file->symbol_table));
+ osr_params_list.clear();
+}
+
void
ParsingDriver::set_unit_root_vars()
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 32096308..d3ad577c 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -125,6 +125,8 @@ private:
ModelComparisonStatement::filename_list_t filename_list;
//! Temporary storage for list of EstimationParams (from estimated_params* statements)
vector<EstimationParams> estim_params_list;
+ //! Temporary storage for list of OsrParams (from osr_params_block statements)
+ vector<OsrParams> osr_params_list;
//! Temporary storage of variances from optim_weights
OptimWeightsStatement::var_weights_t var_weights;
//! Temporary storage of covariances from optim_weights
@@ -241,6 +243,9 @@ public:
//! Estimation parameters
EstimationParams estim_params;
+ //! OSR parameters
+ OsrParams osr_params;
+
//! Temporary storage for the prior shape
PriorDistributions prior_shape;
@@ -414,6 +419,10 @@ public:
void external_function_option(const string &name_option, const string &opt);
//! Add a line in an estimated params block
void add_estimated_params_element();
+ //! Writes osr params bounds command
+ void osr_params_bounds();
+ //! Add a line in an osr params block
+ void add_osr_params_element();
//! Sets the frequency of the data
void set_time(string *arg);
//! Estimation Data
--
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