From d2dfb65602adfe58acb96c1e66f9eb6e5c5362af Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Tue, 21 Mar 2017 14:58:15 +0100
Subject: [PATCH] preprocessor: add realtime_shock_decomposition statement.
#1406
---
ComputingTasks.cc | 16 ++++++++++++++++
ComputingTasks.hh | 12 +++++++++++-
DynareBison.yy | 34 ++++++++++++++++++++++++++++++++--
DynareFlex.ll | 2 ++
ParsingDriver.cc | 10 +++++++++-
ParsingDriver.hh | 4 +++-
6 files changed, 73 insertions(+), 5 deletions(-)
diff --git a/ComputingTasks.cc b/ComputingTasks.cc
index 200249f7..cfc3b59b 100644
--- a/ComputingTasks.cc
+++ b/ComputingTasks.cc
@@ -1665,6 +1665,22 @@ ShockDecompositionStatement::writeOutput(ostream &output, const string &basename
output << "[oo_,M_]= shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
}
+RealtimeShockDecompositionStatement::RealtimeShockDecompositionStatement(const SymbolList &symbol_list_arg,
+ const OptionsList &options_list_arg) :
+ symbol_list(symbol_list_arg),
+ options_list(options_list_arg)
+{
+}
+
+void
+RealtimeShockDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ options_list.writeOutput(output);
+ symbol_list.writeOutput("var_list_", output);
+ output << "oo_ = realtime_shock_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);" << endl;
+}
+
+
ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
diff --git a/ComputingTasks.hh b/ComputingTasks.hh
index a62a02b3..e74211f7 100644
--- a/ComputingTasks.hh
+++ b/ComputingTasks.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2016 Dynare Team
+ * Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@@ -586,6 +586,16 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+class RealtimeShockDecompositionStatement : public Statement
+{
+private:
+ const SymbolList symbol_list;
+ const OptionsList options_list;
+public:
+ RealtimeShockDecompositionStatement(const SymbolList &symbol_list_arg,
+ const OptionsList &options_list_arg);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
class ConditionalForecastStatement : public Statement
{
private:
diff --git a/DynareBison.yy b/DynareBison.yy
index 5fcd49ae..246c8dda 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -125,7 +125,7 @@ class ParsingDriver;
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SHOCK_GROUPS USE_SHOCK_GROUPS SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED ENDOGENOUS_TERMINAL_PERIOD
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
-%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
+%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
@@ -171,7 +171,7 @@ class ParsingDriver;
%token ADAPTIVE_MH_DRAWS THINNING_FACTOR COEFFICIENTS_PRIOR_HYPERPARAMETERS
%token CONVERGENCE_STARTING_VALUE CONVERGENCE_ENDING_VALUE CONVERGENCE_INCREMENT_VALUE
%token MAX_ITERATIONS_STARTING_VALUE MAX_ITERATIONS_INCREMENT_VALUE MAX_BLOCK_ITERATIONS
-%token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION
+%token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION SAVE_REALTIME
%token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS
%token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES
%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION
@@ -261,6 +261,7 @@ statement : parameters
| write_latex_static_model
| write_latex_original_model
| shock_decomposition
+ | realtime_shock_decomposition
| conditional_forecast
| conditional_forecast_paths
| plot_conditional_forecast
@@ -2128,6 +2129,16 @@ shock_decomposition : SHOCK_DECOMPOSITION ';'
{ driver.shock_decomposition(); }
;
+realtime_shock_decomposition : REALTIME_SHOCK_DECOMPOSITION ';'
+ {driver.realtime_shock_decomposition(); }
+ | REALTIME_SHOCK_DECOMPOSITION '(' realtime_shock_decomposition_options_list ')' ';'
+ { driver.realtime_shock_decomposition(); }
+ | REALTIME_SHOCK_DECOMPOSITION symbol_list ';'
+ { driver.realtime_shock_decomposition(); }
+ | REALTIME_SHOCK_DECOMPOSITION '(' realtime_shock_decomposition_options_list ')' symbol_list ';'
+ { driver.realtime_shock_decomposition(); }
+ ;
+
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
@@ -2497,6 +2508,22 @@ shock_decomposition_option : o_parameter_set
| o_init_state
;
+realtime_shock_decomposition_options_list : realtime_shock_decomposition_option COMMA realtime_shock_decomposition_options_list
+ | realtime_shock_decomposition_option
+ ;
+
+realtime_shock_decomposition_option : o_parameter_set
+ | o_datafile
+ | o_first_obs
+ | o_nobs
+ | o_use_shock_groups
+ | o_colormap
+ | o_shock_decomposition_nograph
+ | o_shock_decomposition_presample
+ | o_shock_decomposition_forecast
+ | o_save_realtime
+ ;
+
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
{ driver.end_homotopy();};
@@ -2834,6 +2861,9 @@ o_posterior_nograph : POSTERIOR_NOGRAPH
;
o_shock_decomposition_nograph : NOGRAPH { driver.option_num("no_graph.shock_decomposition", "1"); }
o_init_state : INIT_STATE EQUAL INT_NUMBER { driver.option_num("shock_decomp.init_state", $3); };
+o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
+o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
+o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
{ driver.process_graph_format_option(); }
diff --git a/DynareFlex.ll b/DynareFlex.ll
index ae99fe73..c8d1accd 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -150,6 +150,7 @@ 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>histval_file {BEGIN DYNARE_STATEMENT; return token::HISTVAL_FILE;}
<INITIAL>forecast {BEGIN DYNARE_STATEMENT; return token::FORECAST;}
<INITIAL>shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;}
+<INITIAL>realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_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;}
@@ -571,6 +572,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
+<DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
<DYNARE_STATEMENT>prior_mode {return token::PRIOR_MODE; }
<DYNARE_STATEMENT>prior_mean {return token::PRIOR_MEAN; }
<DYNARE_STATEMENT>posterior_mode {return token::POSTERIOR_MODE; }
diff --git a/ParsingDriver.cc b/ParsingDriver.cc
index 23e2018c..dc7953ce 100644
--- a/ParsingDriver.cc
+++ b/ParsingDriver.cc
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2016 Dynare Team
+ * Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@@ -2125,6 +2125,14 @@ ParsingDriver::shock_decomposition()
options_list.clear();
}
+void
+ParsingDriver::realtime_shock_decomposition()
+{
+ mod_file->addStatement(new RealtimeShockDecompositionStatement(symbol_list, options_list));
+ symbol_list.clear();
+ options_list.clear();
+}
+
void
ParsingDriver::conditional_forecast()
{
diff --git a/ParsingDriver.hh b/ParsingDriver.hh
index 8eb7ba6d..28385563 100644
--- a/ParsingDriver.hh
+++ b/ParsingDriver.hh
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2016 Dynare Team
+ * Copyright (C) 2003-2017 Dynare Team
*
* This file is part of Dynare.
*
@@ -590,6 +590,8 @@ public:
void markov_switching();
//! Shock decomposition
void shock_decomposition();
+ //! Realtime Shock decomposition
+ void realtime_shock_decomposition();
//! Conditional forecast statement
void conditional_forecast();
//! Conditional forecast paths block
--
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