From fe0c781c06823da40609012ac1e7d6003272ffb5 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Wed, 18 Dec 2019 17:32:41 +0100
Subject: [PATCH] =?UTF-8?q?New=20=E2=80=9Cplanner=5Fdiscount=5Flatex=5Fnam?=
=?UTF-8?q?e=E2=80=9D=20option=20of=20=E2=80=9Cramsey=5Fpolicy=E2=80=9D?=
MIME-Version: 1.0
Content-Type: text/plain; charset=UTF-8
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Accepts a TeX name, as for variable declarations (i.e. enclosed within dollar
signs).
Ref. dynare#1686
---
src/DynareBison.yy | 7 +++++--
src/DynareFlex.ll | 1 +
src/ParsingDriver.cc | 40 ++++++++++++++++++++++++++++++++++------
src/ParsingDriver.hh | 10 ++++++++--
4 files changed, 48 insertions(+), 10 deletions(-)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 22f5b679..ad8fd04e 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -114,7 +114,8 @@ class ParsingDriver;
%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 SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
-%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
+%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
+%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token <string> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
@@ -2380,6 +2381,7 @@ ramsey_model_options_list : ramsey_model_options_list COMMA ramsey_model_options
;
ramsey_model_options : o_planner_discount
+ | o_planner_discount_latex_name
| o_instruments
;
@@ -3398,7 +3400,8 @@ o_plot_priors: PLOT_PRIORS EQUAL INT_NUMBER {driver.option_num("plot_priors", $3
o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "true"); };
o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_information", "true"); };
o_sub_draws: SUB_DRAWS EQUAL INT_NUMBER {driver.option_num("sub_draws",$3);};
-o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.declare_optimal_policy_discount_factor_parameter($3); };
+o_planner_discount : PLANNER_DISCOUNT EQUAL expression { driver.set_planner_discount($3); };
+o_planner_discount_latex_name : PLANNER_DISCOUNT_LATEX_NAME EQUAL TEX_NAME { driver.set_planner_discount_latex_name($3); };
o_sylvester : SYLVESTER EQUAL FIXED_POINT {driver.option_num("sylvester_fp", "true"); }
| SYLVESTER EQUAL DEFAULT {driver.option_num("sylvester_fp", "false"); };
o_sylvester_fixed_point_tol : SYLVESTER_FIXED_POINT_TOL EQUAL non_negative_number {driver.option_num("sylvester_fixed_point_tol",$3);};
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 83a14f25..005610f9 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -774,6 +774,7 @@ 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>series {return token::SERIES;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
+<DYNARE_STATEMENT>planner_discount_latex_name {return token::PLANNER_DISCOUNT_LATEX_NAME;}
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
<DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
<DYNARE_STATEMENT>no_homotopy {return token::NO_HOMOTOPY;}
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index a600c3ca..bf55ac51 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -246,10 +246,15 @@ ParsingDriver::declare_statement_local_variable(const string &name)
}
void
-ParsingDriver::declare_optimal_policy_discount_factor_parameter(expr_t exprnode)
+ParsingDriver::set_planner_discount(expr_t value)
{
- declare_parameter("optimal_policy_discount_factor");
- init_param("optimal_policy_discount_factor", exprnode);
+ planner_discount = value;
+}
+
+void
+ParsingDriver::set_planner_discount_latex_name(string tex_name)
+{
+ planner_discount_latex_name = move(tex_name);
}
void
@@ -2173,20 +2178,40 @@ void
ParsingDriver::ramsey_model()
{
if (!mod_file->symbol_table.exists("optimal_policy_discount_factor"))
- declare_optimal_policy_discount_factor_parameter(data_tree->One);
+ {
+ if (!planner_discount)
+ planner_discount = data_tree->One;
+ declare_parameter("optimal_policy_discount_factor", planner_discount_latex_name);
+ init_param("optimal_policy_discount_factor", planner_discount);
+ }
+ else if (planner_discount)
+ error("ramsey_model: the 'planner_discount' option cannot be used when the 'optimal_policy_discount_factor' parameter is explicitly declared.");
+
mod_file->addStatement(make_unique<RamseyModelStatement>(options_list));
options_list.clear();
+ planner_discount = nullptr;
+ planner_discount_latex_name.clear();
}
void
ParsingDriver::ramsey_policy()
{
warning("The 'ramsey_policy' statement is deprecated. Please use 'ramsey_model', 'stoch_simul', and 'evaluate_planner_objective' instead.");
+
if (!mod_file->symbol_table.exists("optimal_policy_discount_factor"))
- declare_optimal_policy_discount_factor_parameter(data_tree->One);
+ {
+ if (!planner_discount)
+ planner_discount = data_tree->One;
+ declare_parameter("optimal_policy_discount_factor");
+ init_param("optimal_policy_discount_factor", planner_discount);
+ }
+ else if (planner_discount)
+ error("ramsey_policy: the 'planner_discount' option cannot be used when the 'optimal_policy_discount_factor' parameter is explicitly declared.");
+
mod_file->addStatement(make_unique<RamseyPolicyStatement>(mod_file->symbol_table, ramsey_policy_list, options_list));
options_list.clear();
ramsey_policy_list.clear();
+ planner_discount = nullptr;
}
void
@@ -2205,7 +2230,10 @@ void
ParsingDriver::discretionary_policy()
{
if (!mod_file->symbol_table.exists("optimal_policy_discount_factor"))
- declare_optimal_policy_discount_factor_parameter(data_tree->One);
+ {
+ declare_parameter("optimal_policy_discount_factor");
+ init_param("optimal_policy_discount_factor", data_tree->One);
+ }
mod_file->addStatement(make_unique<DiscretionaryPolicyStatement>(symbol_list, options_list));
symbol_list.clear();
options_list.clear();
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 8b772dce..f711e9dd 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -239,6 +239,10 @@ private:
vector<pair<int, int>> init2shocks;
//! Temporary storage for ramsey policy. Workaround for issue #1355
vector<string> ramsey_policy_list;
+ /* Temporary storage for planner_discount and planner_discount_latex_name
+ options of ramsey_model and ramsey_policy */
+ expr_t planner_discount{nullptr};
+ string planner_discount_latex_name;
//! reset the values for temporary storage
void reset_current_external_function_options();
//! Adds a model lagged variable to ModelTree and VariableTable
@@ -395,8 +399,10 @@ public:
void check_subsample_declaration_exists(const string &name1, const string &name2, const string &subsample_name);
//! Copies the set of subsamples from_name to_name
void copy_subsamples(string to_name1, string to_name2, string from_name1, string from_name2);
- //! Declares declare_optimal_policy_discount_factor as a parameter and initializes it to exprnode
- void declare_optimal_policy_discount_factor_parameter(expr_t exprnode);
+ //! Sets the value of the planner_discount option of ramsey_{model,policy}
+ void set_planner_discount(expr_t value);
+ //! Sets the value of the planner_discount_latex_name option of ramsey_model
+ void set_planner_discount_latex_name(string tex_name);
//! Adds a predetermined_variable
void add_predetermined_variable(const string &name);
//! Declares and initializes a local parameter
--
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