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  • normann/preprocessor
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.clang-format
View file @ ebe33e3d
......@@ -11,9 +11,12 @@ BreakInheritanceList: AfterColon
Cpp11BracedListStyle: true
DeriveLineEnding: false
IndentPPDirectives: AfterHash
InsertNewlineAtEOF: true
PackConstructorInitializers: NextLine
PPIndentWidth: 1
PointerAlignment: Left
# RemoveParentheses: ReturnStatement
# RemoveSemicolon: true
SpaceAfterTemplateKeyword: false
SpaceBeforeParens: ControlStatements
SpaceBeforeCpp11BracedList: true
.gitlab-ci.yml
View file @ ebe33e3d
variables:
TERM: linux
MINGW32_BOOST_VERSION: 1.84.0-1
MINGW64_BOOST_VERSION: 1.84.0-1
MINGW64_BOOST_VERSION: 1.88.0-2
WGET_OPTIONS: '--no-verbose --no-use-server-timestamps --retry-connrefused --retry-on-host-error'
# To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
......@@ -72,3 +71,16 @@ test_clang_format:
- meson setup build-clang-format
- ninja -C build-clang-format clang-format-check
needs: []
test_clang_tidy:
stage: test
script:
# Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
- mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
- export PATH="$HOME/.local/bin:$PATH"
- meson setup build-clang-tidy
# Generate Flex and Bison files
- meson compile -C build-clang-tidy
- ninja -C build-clang-tidy clang-tidy
needs: []
when: manual
doc/macroprocessor/macroprocessor.tex
View file @ ebe33e3d
......@@ -15,7 +15,7 @@
\pgfdeclareimage[height=0.8cm]{logo}{dlogo}
\institute[Dynare Team]{\pgfuseimage{logo}}
\date{23 May 2023}
\date{31 May 2024}
\AtBeginSection[]
{
......@@ -156,9 +156,9 @@
\item comparison operators: \texttt{< > <= >= == !=}
\item logical operators: \verb+&& || !+
\item range with unit increment: \texttt{1:4} is equivalent to
real array \texttt{[1, 2, 3, 4]}. (NB: \texttt{[1:4]} is equivalent to an
real array \texttt{[1, 2, 3, 4]} \\ (NB: \texttt{[1:4]} is equivalent to an
array containing an array of reals, \textit{i.e.} \texttt{[[1, 2, 3, 4]]})
\item range with user-defined increment: \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}.
\item range with user-defined increment: \\ \texttt{4:-1.1:-1} is equivalent to real array \texttt{[4, 2.9, 1.8, 0.7, -0.4]}
\end{itemize}
\end{block}
......@@ -314,7 +314,7 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Defining macro-variables}
\frametitle{Defining macro-variables (1/2)}
The value of a macro-variable can be defined with the \verb+@#define+
directive.
......@@ -335,9 +335,31 @@ Then \texttt{distance(3, 4)} will be equivalent to \texttt{5}.
@#define t = ("US" in w) // Equals true
\end{verbatim}
\end{block}
NB: You can define macro variables on the Dynare command line by using the \texttt{-D} option
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Defining macro-variables (2/2)}
Macro variables can also be defined on the Dynare command line by using the
\texttt{-D} option, for easily switching between different flavours of a model.
\begin{block}{Example 1}
\begin{verbatim}
dynare myfile.mod -Dx=5
\end{verbatim}
The macro-variable \texttt{x} will be equal to \texttt{5} when running \texttt{myfile.mod}.
\end{block}
\begin{block}{Example 2}
Use single quotes around the \texttt{-D} option when there are spaces or
special characters in the variable definition.
\begin{verbatim}
dynare myfile.mod '-DA=[ i in [1,2,3] when i > 1 ]'
\end{verbatim}
The macro-variable \texttt{A} will be equal to \texttt{[2,3]} when running \texttt{myfile.mod}.
\end{block}
\end{frame}
\begin{frame}[fragile=singleslide]
\frametitle{Expression substitution}
\framesubtitle{Dummy example}
......@@ -611,7 +633,7 @@ end;
\begin{frame}
\frametitle{Macro-related command line options}
\begin{itemize}
\item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file-macroexp.mod}.
\item \texttt{savemacro}: Useful for debugging or learning purposes, saves the output of the macro processor. If your \texttt{.mod} file is called \texttt{file.mod}, the output is saved to \texttt{file\_macroexp.mod}.
\item NB: \texttt{savemacro=filename} allows a user-defined file name
\item \texttt{linemacro}: In the output of \texttt{savemacro}, print line numbers where the macro directives were placed.
\item \texttt{onlymacro}: Stops processing after the macro processing step.
......@@ -866,7 +888,7 @@ rhos = [ 0.8, 0.9, 1];
\ccbysa
\column{0.71\textwidth}
\tiny
Copyright © 2008-2023 Dynare Team \\
Copyright © 2008-2024 Dynare Team \\
License: \href{http://creativecommons.org/licenses/by-sa/4.0/}{Creative
Commons Attribution-ShareAlike 4.0}
\end{columns}
......
meson.build
View file @ ebe33e3d
......@@ -2,7 +2,7 @@
# It is not used when building Dynare as a whole.
project('dynare-preprocessor', 'cpp',
version : '6-unstable',
version : '7-unstable',
# NB: update C++ standard in .clang-format whenever the following is modified
default_options : [ 'cpp_std=gnu++20', 'warning_level=2' ],
meson_version : '>=0.64.0')
......
scripts/homebrew-native-arm64.ini
View file @ ebe33e3d
# Meson native file for compiling under Homebrew / arm64
[binaries]
cpp = '/opt/homebrew/bin/g++-13'
cpp = '/opt/homebrew/bin/g++-15'
flex = '/opt/homebrew/opt/flex/bin/flex'
bison = '/opt/homebrew/opt/bison/bin/bison'
......
scripts/homebrew-native-x86_64.ini
View file @ ebe33e3d
# Meson native file for compiling under Homebrew / x86-64
[binaries]
cpp = '/usr/local/bin/g++-13'
cpp = '/usr/local/bin/g++-15'
flex = '/usr/local/opt/flex/bin/flex'
bison = '/usr/local/opt/bison/bin/bison'
......
scripts/wasm.ini 0 → 100644
View file @ ebe33e3d
# Meson cross file for creating a WebAssembly version of the preprocessor.
#
# Requires emscripten to be installed.
# Was successfully tested with emscripten 3.1.69 installed through emsdk
# tool, as described on: https://emscripten.org/docs/getting_started/downloads.html
# Don’t forget to source script snippet in current shell before running meson.
#
# Compilation creates a .wasm and .js wrapper under <builddir>/src/
#
# Can be run locally with node.js using:
# node dynare-preprocessor.js file.mod
# NB: a version of node.js is shipped with emscripten (under the node/
# subdirectory), but another version should also work.
[binaries]
cpp = 'em++'
[host_machine]
system = 'emscripten'
# Could be changed to wasm64 if 4GB memory constraint is hit
# Some background: https://v8.dev/blog/4gb-wasm-memory
cpu_family = 'wasm32'
cpu = 'wasm32'
endian = 'little'
[built-in options]
# Never do a debug build, because otherwise the lack of optimisations can
# overflow the memory capacities.
buildtype = 'release'
# The -fexceptions flag (for both compilation and linking) is needed for an
# unknown reason (C++ compilers are supposed to always add exception support).
# The -Wno-unqualified-std-cast-call flag removes many warnings about “move”
# not being qualified with “std::” namespace.
# The -fexperimental-library flag is needed to get std::jthread support (it was
# supposed to no longer be necessary for LLVM 20, but for some reason we still
# need it).
cpp_args = [ '-fexceptions', '-Wno-unqualified-std-cast-call', '-fexperimental-library' ]
# NODERAWFS=1 is needed for accessing the local filesystem
cpp_link_args = [ '-s', 'NODERAWFS=1', '-fexceptions' ]
[properties]
# It’s necessary to use a different copy of Boost than the one under
# /usr/include, because otherwise GCC headers confuse Clang
boost_root = '/tmp/boost_1_86_0'
src/Bytecode.cc
View file @ ebe33e3d
/*
* Copyright © 2022-2023 Dynare Team
* Copyright © 2022-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -82,8 +82,8 @@ operator<<(Writer& code_file, const FBEGINBLOCK& instr)
write_member(instr.type);
for (int i = 0; i < instr.size; i++)
{
write_member(instr.variable[i]);
write_member(instr.equation[i]);
write_member(instr.variables[i]);
write_member(instr.equations[i]);
}
if (instr.type == BlockSimulationType::solveTwoBoundariesSimple
|| instr.type == BlockSimulationType::solveTwoBoundariesComplete
......@@ -97,8 +97,8 @@ operator<<(Writer& code_file, const FBEGINBLOCK& instr)
write_member(instr.det_exo_size);
write_member(instr.exo_size);
for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
ranges::for_each_n(instr.det_exogenous.begin(), instr.det_exo_size, write_member);
ranges::for_each_n(instr.exogenous.begin(), instr.exo_size, write_member);
return code_file;
}
......
src/Bytecode.hh
View file @ ebe33e3d
/*
* Copyright © 2007-2023 Dynare Team
* Copyright © 2007-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -20,6 +20,7 @@
#ifndef BYTECODE_HH
#define BYTECODE_HH
#include <concepts>
#include <filesystem>
#include <fstream>
#include <ios>
......@@ -74,9 +75,8 @@ enum class Tag
FLDR, // Loads a residual onto the stack
FSTPR, // Stores a residual from the stack
FSTPG, // Stores a derivative from the stack
FSTPG2, // Stores a derivative matrix for a static model from the stack
FSTPG3, // Stores a derivative matrix for a dynamic model from the stack
FSTPG, // Stores the derivative of a simple (single-equation) block in simulate mode
FSTPG2, // Stores the derivative matrix of a block in evaluate mode
FUNARY, // A unary operator
FBINARY, // A binary operator
......@@ -122,11 +122,6 @@ enum class ExternalFunctionCallType
numericalSecondDerivative
};
struct Block_contain_type
{
int Equation, Variable, Own_Derivative;
};
class Writer;
struct Instruction
......@@ -145,6 +140,9 @@ protected:
~Instruction() = default;
};
template<typename T>
concept IsInstruction = derived_from<T, Instruction>;
struct FLDZ final : public Instruction
{
FLDZ() : Instruction {Tag::FLDZ}
......@@ -279,8 +277,7 @@ struct FSTPSU final : public Instruction
struct FSTPG final : public Instruction
{
const int pos;
explicit FSTPG(int pos_arg) : Instruction {Tag::FSTPG}, pos {pos_arg}
explicit FSTPG() : Instruction {Tag::FSTPG}
{
}
};
......@@ -293,15 +290,6 @@ struct FSTPG2 final : public Instruction
}
};
struct FSTPG3 final : public Instruction
{
const int row, col, lag, col_pos;
FSTPG3(int row_arg, int col_arg, int lag_arg, int col_pos_arg) :
Instruction {Tag::FSTPG3}, row {row_arg}, col {col_arg}, lag {lag_arg}, col_pos {col_pos_arg}
{
}
};
struct FUNARY final : public Instruction
{
const UnaryOpcode op_code;
......@@ -442,7 +430,7 @@ struct FSTPV final : public Instruction
class FCALL final : public Instruction
{
template<typename B>
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
private:
......@@ -618,18 +606,17 @@ public:
class FBEGINBLOCK final : public Instruction
{
template<typename B>
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
private:
int size {0};
BlockSimulationType type;
vector<int> variable;
vector<int> equation;
vector<int> variables;
vector<int> equations;
vector<int> exogenous;
vector<int> det_exogenous;
bool is_linear {false};
vector<Block_contain_type> Block_Contain_;
int u_count_int {0};
int nb_col_jacob {0};
int det_exo_size, exo_size;
......@@ -639,16 +626,16 @@ public:
sense when there is no block-decomposition, since there is no provision for
derivatives w.r.t. endogenous not belonging to the block) */
FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int>& variable_arg, const vector<int>& equation_arg, bool is_linear_arg,
int u_count_int_arg, int nb_col_jacob_arg, int det_exo_size_arg, int exo_size_arg,
vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
const vector<int>& variables_arg, const vector<int>& equations_arg,
bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg, int det_exo_size_arg,
int exo_size_arg, vector<int> det_exogenous_arg, vector<int> exogenous_arg) :
Instruction {Tag::FBEGINBLOCK},
size {size_arg},
type {type_arg},
variable {variable_arg.begin() + first_element,
variable_arg.begin() + (first_element + block_size)},
equation {equation_arg.begin() + first_element,
equation_arg.begin() + (first_element + block_size)},
variables {variables_arg.begin() + first_element,
variables_arg.begin() + (first_element + block_size)},
equations {equations_arg.begin() + first_element,
equations_arg.begin() + (first_element + block_size)},
exogenous {move(exogenous_arg)},
det_exogenous {move(det_exogenous_arg)},
is_linear {is_linear_arg},
......@@ -660,15 +647,15 @@ public:
}
// Constructor when derivatives w.r.t. exogenous are absent
FBEGINBLOCK(int size_arg, BlockSimulationType type_arg, int first_element, int block_size,
const vector<int>& variable_arg, const vector<int>& equation_arg, bool is_linear_arg,
int u_count_int_arg, int nb_col_jacob_arg) :
const vector<int>& variables_arg, const vector<int>& equations_arg,
bool is_linear_arg, int u_count_int_arg, int nb_col_jacob_arg) :
Instruction {Tag::FBEGINBLOCK},
size {size_arg},
type {type_arg},
variable {variable_arg.begin() + first_element,
variable_arg.begin() + (first_element + block_size)},
equation {equation_arg.begin() + first_element,
equation_arg.begin() + (first_element + block_size)},
variables {variables_arg.begin() + first_element,
variables_arg.begin() + (first_element + block_size)},
equations {equations_arg.begin() + first_element,
equations_arg.begin() + (first_element + block_size)},
is_linear {is_linear_arg},
u_count_int {u_count_int_arg},
nb_col_jacob {nb_col_jacob_arg},
......@@ -689,12 +676,12 @@ public:
read_member(size);
read_member(type);
variables.resize(size);
equations.resize(size);
for (int i {0}; i < size; i++)
{
Block_contain_type bc;
read_member(bc.Variable);
read_member(bc.Equation);
Block_Contain_.push_back(bc);
read_member(variables[i]);
read_member(equations[i]);
}
if (type == BlockSimulationType::solveTwoBoundariesSimple
|| type == BlockSimulationType::solveTwoBoundariesComplete
......@@ -742,10 +729,15 @@ public:
{
return u_count_int;
}
vector<Block_contain_type>
get_Block_Contain()
vector<int>
get_variables()
{
return variables;
}
vector<int>
get_equations()
{
return Block_Contain_;
return equations;
}
int
get_nb_col_jacob()
......@@ -763,11 +755,6 @@ public:
return det_exo_size;
}
vector<int>
get_endogenous()
{
return variable;
}
vector<int>
get_exogenous()
{
return exogenous;
......@@ -777,7 +764,7 @@ public:
// Superclass of std::ofstream for writing a sequence of bytecode instructions
class Writer : private ofstream
{
template<typename B>
template<IsInstruction B>
friend Writer& operator<<(Writer& code_file, const B& instr);
private:
......@@ -795,9 +782,8 @@ public:
/* Overwrites an existing instruction, given its number.
It is the responsibility of the caller to ensure that the new instruction
occupies exactly as many bytes as the former one. */
template<typename B>
void
overwriteInstruction(int instruction_number, const B& new_instruction)
overwriteInstruction(int instruction_number, const IsInstruction auto& new_instruction)
{
seekp(instructions_positions.at(instruction_number));
*this << new_instruction;
......@@ -808,7 +794,7 @@ public:
// Overloads of operator<< for writing bytecode instructions
template<typename B>
template<IsInstruction B>
Writer&
operator<<(Writer& code_file, const B& instr)
{
......
src/CommonEnums.hh
View file @ ebe33e3d
/*
* Copyright © 2007-2023 Dynare Team
* Copyright © 2007-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -25,14 +25,17 @@
* command */
enum class SymbolType
{
endogenous = 0, //!< Endogenous
exogenous = 1, //!< Exogenous
exogenousDet = 2, //!< Exogenous deterministic
parameter = 4, //!< Parameter
modelLocalVariable = 10, //!< Local variable whose scope is model (pound expression)
modFileLocalVariable = 11, //!< Local variable whose scope is mod file (model excluded)
externalFunction = 12, //!< External (user-defined) function
trend = 13, //!< Trend variable
endogenous = 0, // Endogenous (non-heterogeneous)
exogenous = 1, // Exogenous (non-heterogeneous)
exogenousDet = 2, // Exogenous deterministic (non-heterogeneous)
parameter = 4, // Parameter (non-heterogeneous)
heterogeneousEndogenous = 5, // Endogenous that is heterogeneous across some dimension
heterogeneousExogenous = 6, // Exogenous that is heterogeneous across some dimension
heterogeneousParameter = 7, // Parameter that is heterogeneous across some dimension
modelLocalVariable = 10, // Local variable whose scope is model (pound expression)
modFileLocalVariable = 11, // Local variable whose scope is mod file (model excluded)
externalFunction = 12, // External (user-defined) function
trend = 13, // Trend variable
statementDeclaredVariable
= 14, //!< Local variable assigned within a Statement (see subsample statement for example)
logTrend = 15, //!< Log-trend variable
......@@ -45,6 +48,13 @@ enum class SymbolType
excludedVariable = 19 //!< Variable excluded via model_remove/var_remove/include_eqs/exclude_eqs
};
constexpr bool
isHeterogeneous(SymbolType type)
{
return type == SymbolType::heterogeneousEndogenous || type == SymbolType::heterogeneousExogenous
|| type == SymbolType::heterogeneousParameter;
}
enum class UnaryOpcode
{
uminus,
......@@ -75,7 +85,8 @@ enum class UnaryOpcode
erf,
erfc,
diff,
adl
adl,
sum
};
enum class BinaryOpcode
......
src/ComputingTasks.cc
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -283,7 +283,9 @@ PerfectForesightWithExpectationErrorsSolverStatement::writeOutput(
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "oo_ = perfect_foresight_with_expectation_errors_solver(M_, options_, oo_);" << endl;
output << "[oo_, Simulated_time_series] = perfect_foresight_with_expectation_errors_solver(M_, "
"options_, oo_);"
<< endl;
}
void
......@@ -508,90 +510,6 @@ RamseyModelStatement::writeJsonOutput(ostream& output) const
output << "}";
}
RamseyConstraintsStatement::RamseyConstraintsStatement(const SymbolTable& symbol_table_arg,
constraints_t constraints_arg) :
symbol_table {symbol_table_arg}, constraints {move(constraints_arg)}
{
}
void
RamseyConstraintsStatement::checkPass(ModFileStructure& mod_file_struct,
[[maybe_unused]] WarningConsolidation& warnings)
{
mod_file_struct.ramsey_constraints_present = true;
}
void
RamseyConstraintsStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.ramsey_model_constraints = {" << endl;
for (bool printed_something {false}; const auto& it : constraints)
{
if (exchange(printed_something, true))
output << ", ";
output << "{" << it.endo + 1 << ", '";
switch (it.code)
{
case BinaryOpcode::less:
output << '<';
break;
case BinaryOpcode::greater:
output << '>';
break;
case BinaryOpcode::lessEqual:
output << "<=";
break;
case BinaryOpcode::greaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << "', '";
it.expression->writeOutput(output);
output << "'}" << endl;
}
output << "};" << endl;
}
void
RamseyConstraintsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "ramsey_constraints")"
<< R"(, "ramsey_model_constraints": [)" << endl;
for (bool printed_something {false}; const auto& it : constraints)
{
if (exchange(printed_something, true))
output << ", ";
output << R"({"constraint": ")" << symbol_table.getName(it.endo) << " ";
switch (it.code)
{
case BinaryOpcode::less:
output << '<';
break;
case BinaryOpcode::greater:
output << '>';
break;
case BinaryOpcode::lessEqual:
output << "<=";
break;
case BinaryOpcode::greaterEqual:
output << ">=";
break;
default:
cerr << "Ramsey constraints: this shouldn't happen." << endl;
exit(EXIT_FAILURE);
}
output << " ";
it.expression->writeJsonOutput(output, {}, {});
output << R"("})" << endl;
}
output << "]" << endl;
output << "}";
}
RamseyPolicyStatement::RamseyPolicyStatement(SymbolList symbol_list_arg,
OptionsList options_list_arg,
const SymbolTable& symbol_table_arg) :
......@@ -1004,10 +922,8 @@ EstimationStatement::checkPass(ModFileStructure& mod_file_struct, WarningConsoli
/* Check that we are not trying to estimate a parameter appearing in the
planner discount factor (see dynare#1173) */
vector<int> estimated_params_in_planner_discount;
set_intersection(mod_file_struct.estimated_parameters.begin(),
mod_file_struct.estimated_parameters.end(),
mod_file_struct.parameters_in_planner_discount.begin(),
mod_file_struct.parameters_in_planner_discount.end(),
ranges::set_intersection(mod_file_struct.estimated_parameters,
mod_file_struct.parameters_in_planner_discount,
back_inserter(estimated_params_in_planner_discount));
if (!estimated_params_in_planner_discount.empty())
{
......@@ -1267,9 +1183,8 @@ AbstractEstimatedParamsStatement::commonCheckPass() const
it.p4->collectVariables(SymbolType::parameter, used_params);
it.jscale->collectVariables(SymbolType::parameter, used_params);
vector<int> intersect;
set_intersection(declared_params.begin(), declared_params.end(), used_params.begin(),
used_params.end(), back_inserter(intersect));
if (intersect.size() > 0)
ranges::set_intersection(declared_params, used_params, back_inserter(intersect));
if (!intersect.empty())
{
cerr << "ERROR: in `" << blockName() << "' block, the value of estimated parameter "
<< symbol_table.getName(intersect[0]) << " is used in the declaration for ";
......@@ -1850,21 +1765,16 @@ DeterministicTrendsStatement::writeOutput(ostream& output, [[maybe_unused]] cons
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto& trend_element : trend_elements)
for (const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
SymbolType type = symbol_table.getType(trend_element.first);
if (type == SymbolType::endogenous)
{
output << "tmp1 = strmatch('" << trend_element.first << "',M_.endogenous_names,'exact');"
<< endl;
output << "options_.deterministic_trend_coeffs{tmp1} = '";
trend_element.second->writeOutput(output);
output << "tmp1 = strmatch('" << name << "',M_.endogenous_names,'exact');" << endl
<< "options_.deterministic_trend_coeffs{tmp1} = '";
val->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: "
<< trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
}
void
......@@ -1872,20 +1782,17 @@ DeterministicTrendsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "deterministic_trends", )"
<< R"("trends" : {)";
for (bool printed_something {false}; const auto& trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
for (bool printed_something {false}; const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
if (exchange(printed_something, true))
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << name << R"(": ")";
val->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
}
else
cerr << "Warning : Non-variable symbol used in deterministic_trends: "
<< trend_element.first << endl;
}
cerr << "Warning: Non-variable symbol used in deterministic_trends: " << name << endl;
output << "}"
<< "}";
}
......@@ -1901,21 +1808,16 @@ ObservationTrendsStatement::writeOutput(ostream& output, [[maybe_unused]] const
[[maybe_unused]] bool minimal_workspace) const
{
output << "options_.trend_coeff = {};" << endl;
for (const auto& trend_element : trend_elements)
for (const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
SymbolType type = symbol_table.getType(trend_element.first);
if (type == SymbolType::endogenous)
{
output << "tmp1 = strmatch('" << trend_element.first << "',options_.varobs,'exact');"
<< endl;
output << "options_.trend_coeffs{tmp1} = '";
trend_element.second->writeOutput(output);
output << "tmp1 = strmatch('" << name << "',options_.varobs,'exact');" << endl
<< "options_.trend_coeffs{tmp1} = '";
val->writeOutput(output);
output << "';" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first
<< endl;
}
cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
}
void
......@@ -1923,20 +1825,17 @@ ObservationTrendsStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "observation_trends", )"
<< R"("trends" : {)";
for (bool printed_something {false}; const auto& trend_element : trend_elements)
{
if (symbol_table.getType(trend_element.first) == SymbolType::endogenous)
for (bool printed_something {false}; const auto& [name, val] : trend_elements)
if (symbol_table.getType(name) == SymbolType::endogenous)
{
if (exchange(printed_something, true))
output << ", ";
output << R"(")" << trend_element.first << R"(": ")";
trend_element.second->writeJsonOutput(output, {}, {});
output << R"(")" << name << R"(": ")";
val->writeJsonOutput(output, {}, {});
output << R"(")" << endl;
}
else
cerr << "Warning : Non-variable symbol used in observation_trends: " << trend_element.first
<< endl;
}
cerr << "Warning: Non-variable symbol used in observation_trends: " << name << endl;
output << "}"
<< "}";
}
......@@ -2014,7 +1913,7 @@ void
OsrParamsStatement::checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings)
{
if (mod_file_struct.osr_params_present)
cerr << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
warnings << "WARNING: You have more than one osr_params statement in the .mod file." << endl;
mod_file_struct.osr_params_present = true;
try
......@@ -2439,14 +2338,7 @@ void
PlannerObjectiveStatement::writeOutput(ostream& output, const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
output << "M_.NNZDerivatives_objective = [";
for (int i = 1; i < static_cast<int>(model_tree->getNNZDerivatives().size()); i++)
output << (i > model_tree->getComputedDerivsOrder() ? -1 : model_tree->getNNZDerivatives()[i])
<< ";";
output << "];" << endl << "M_.objective_tmp_nbr = [";
for (const auto& temporary_terms_derivative : model_tree->getTemporaryTermsDerivatives())
output << temporary_terms_derivative.size() << "; ";
output << "];" << endl;
model_tree->writeDriverOutput(output);
model_tree->writeStaticFile(basename + ".objective", false, "", {}, false);
}
......@@ -3823,8 +3715,7 @@ SvarGlobalIdentificationCheckStatement::writeJsonOutput(ostream& output) const
output << R"({"statementName": "svar_global_identification"})";
}
SetTimeStatement::SetTimeStatement(OptionsList options_list_arg) :
options_list {move(options_list_arg)}
SetTimeStatement::SetTimeStatement(string period_arg) : period {move(period_arg)}
{
}
......@@ -3832,19 +3723,13 @@ void
SetTimeStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "options_.initial_period = " << period << endl;
}
void
SetTimeStatement::writeJsonOutput(ostream& output) const
{
output << R"({"statementName": "set_time")";
if (!options_list.empty())
{
output << ", ";
options_list.writeJsonOutput(output);
}
output << "}";
output << R"({"statementName": "set_time", "period": ")" << period << R"("})";
}
EstimationDataStatement::EstimationDataStatement(OptionsList options_list_arg) :
......@@ -4322,18 +4207,13 @@ BasicPriorStatement::checkPass([[maybe_unused]] ModFileStructure& mod_file_struc
bool
BasicPriorStatement::is_structural_innovation(const SymbolType symb_type) const
{
if (symb_type == SymbolType::exogenous)
return true;
return false;
return symb_type == SymbolType::exogenous;
}
void
BasicPriorStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -4692,10 +4572,7 @@ BasicOptionsStatement::is_structural_innovation(const SymbolType symb_type) cons
void
BasicOptionsStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -4903,10 +4780,7 @@ OptionsEqualStatement::writeJsonOutput(ostream& output) const
void
OptionsEqualStatement::get_base_name(const SymbolType symb_type, string& lhs_field) const
{
if (symb_type == SymbolType::exogenous)
lhs_field = "structural_innovation";
else
lhs_field = "measurement_error";
lhs_field = (symb_type == SymbolType::exogenous ? "structural_innovation" : "measurement_error");
}
void
......@@ -5468,8 +5342,8 @@ void
ResidStatement::writeOutput(ostream& output, [[maybe_unused]] const string& basename,
[[maybe_unused]] bool minimal_workspace) const
{
options_list.writeOutput(output, "options_resid_");
output << "display_static_residuals(M_, options_, oo_, options_resid_);" << endl;
options_list.writeOutput(output);
output << "display_static_residuals(M_, options_, oo_);" << endl;
}
void
......
src/ComputingTasks.hh
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -179,28 +179,6 @@ public:
void writeJsonOutput(ostream& output) const override;
};
class RamseyConstraintsStatement : public Statement
{
public:
struct Constraint
{
int endo;
BinaryOpcode code;
expr_t expression;
};
using constraints_t = vector<Constraint>;
private:
const SymbolTable& symbol_table;
const constraints_t constraints;
public:
RamseyConstraintsStatement(const SymbolTable& symbol_table_arg, constraints_t constraints_arg);
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
class RamseyPolicyStatement : public Statement
{
private:
......@@ -546,7 +524,7 @@ public:
blockName() const override
{
return "estimated_params";
};
}
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -564,7 +542,7 @@ public:
blockName() const override
{
return "estimated_params_init";
};
}
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -579,7 +557,7 @@ public:
blockName() const override
{
return "estimated_params_bounds";
};
}
void checkPass(ModFileStructure& mod_file_struct, WarningConsolidation& warnings) override;
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
......@@ -1029,10 +1007,10 @@ public:
class SetTimeStatement : public Statement
{
private:
const OptionsList options_list;
const string period;
public:
explicit SetTimeStatement(OptionsList options_list_arg);
explicit SetTimeStatement(string period_arg);
void writeOutput(ostream& output, const string& basename, bool minimal_workspace) const override;
void writeJsonOutput(ostream& output) const override;
};
......
src/Configuration.cc
View file @ ebe33e3d
/*
* Copyright © 2010-2023 Dynare Team
* Copyright © 2010-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -666,15 +666,14 @@ Configuration::transformPass()
}
#endif
auto cluster_it
= cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
auto& cluster = cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
double weight_denominator {0.0};
for (const auto& it : cluster_it->second.member_nodes)
weight_denominator += it.second;
for (const auto& [name, weight] : cluster.member_nodes)
weight_denominator += weight;
for (auto& member_node : cluster_it->second.member_nodes)
member_node.second /= weight_denominator;
for (auto& [name, weight] : cluster.member_nodes)
weight /= weight_denominator;
}
vector<filesystem::path>
......@@ -701,51 +700,35 @@ Configuration::writeCluster(ostream& output) const
if (!parallel && !parallel_test)
return;
auto cluster_it
= cluster_name.empty() ? clusters.find(firstClusterName) : clusters.find(cluster_name);
const auto& cluster
= cluster_name.empty() ? clusters.at(firstClusterName) : clusters.at(cluster_name);
for (int i {1}; const auto& follower_node : follower_nodes)
for (int i {1}; const auto& [name, node] : follower_nodes)
{
bool follower_node_in_member_nodes = false;
for (const auto& itmn : cluster_it->second.member_nodes)
if (follower_node.first == itmn.first)
follower_node_in_member_nodes = true;
if (!follower_node_in_member_nodes)
continue;
if (!cluster.member_nodes.contains(name))
continue; // Skip nodes not in the selected cluster
output << "options_.parallel";
if (i > 1)
output << "(" << i << ")";
i++;
output << " = struct('Local', ";
if (follower_node.second.computerName == "localhost")
output << "1, ";
else
output << "0, ";
output << "'ComputerName', '" << follower_node.second.computerName << "', "
<< "'Port', '" << follower_node.second.port << "', "
<< "'CPUnbr', [" << follower_node.second.minCpuNbr << ":"
<< follower_node.second.maxCpuNbr << "], "
<< "'UserName', '" << follower_node.second.userName << "', "
<< "'Password', '" << follower_node.second.password << "', "
<< "'RemoteDrive', '" << follower_node.second.remoteDrive << "', "
<< "'RemoteDirectory', '" << follower_node.second.remoteDirectory
output << " = struct('Local', " << noboolalpha << (node.computerName == "localhost") << ", "
<< "'ComputerName', '" << node.computerName << "', "
<< "'Port', '" << node.port << "', "
<< "'CPUnbr', [" << node.minCpuNbr << ":" << node.maxCpuNbr << "], "
<< "'UserName', '" << node.userName << "', "
<< "'Password', '" << node.password << "', "
<< "'RemoteDrive', '" << node.remoteDrive << "', "
<< "'RemoteDirectory', '" << node.remoteDirectory
<< "', "
// The following should be switched back to “ProgramPath” once we move to Dragonfly
<< "'DynarePath', '" << follower_node.second.programPath << "', "
<< "'ProgramConfig', '" << follower_node.second.programConfig << "', "
<< "'MatlabOctavePath', '" << follower_node.second.matlabOctavePath << "', "
<< "'OperatingSystem', '" << follower_node.second.operatingSystem << "', "
<< "'NodeWeight', '" << cluster_it->second.member_nodes.at(follower_node.first)
<< "', "
<< "'NumberOfThreadsPerJob', " << follower_node.second.numberOfThreadsPerJob << ", ";
if (follower_node.second.singleCompThread)
output << "'SingleCompThread', 'true');" << endl;
else
output << "'SingleCompThread', 'false');" << endl;
<< "'DynarePath', '" << node.programPath << "', "
<< "'ProgramConfig', '" << node.programConfig << "', "
<< "'MatlabOctavePath', '" << node.matlabOctavePath << "', "
<< "'OperatingSystem', '" << node.operatingSystem << "', "
<< "'NodeWeight', '" << cluster.member_nodes.at(name) << "', "
<< "'NumberOfThreadsPerJob', " << node.numberOfThreadsPerJob << ", "
<< "'SingleCompThread', '" << boolalpha << node.singleCompThread << "');" << endl;
}
// Default values for the following two are both in DynareMain.cc and
......
src/Configuration.hh
View file @ ebe33e3d
......@@ -47,7 +47,7 @@ private:
get_paths() const
{
return paths;
};
}
private:
map<string, vector<string>> paths;
......
src/DataTree.cc
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -24,6 +24,7 @@
#include <fstream>
#include <iostream>
#include <iterator>
#include <ranges>
#include "DataTree.hh"
......@@ -47,10 +48,12 @@ DataTree::initConstants()
}
DataTree::DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg, bool is_dynamic_arg) :
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg) :
symbol_table {symbol_table_arg},
num_constants {num_constants_arg},
external_functions_table {external_functions_table_arg},
heterogeneity_table {heterogeneity_table_arg},
is_dynamic {is_dynamic_arg}
{
initConstants();
......@@ -60,19 +63,21 @@ DataTree::DataTree(const DataTree& d) :
symbol_table {d.symbol_table},
num_constants {d.num_constants},
external_functions_table {d.external_functions_table},
heterogeneity_table {d.heterogeneity_table},
is_dynamic {d.is_dynamic},
local_variables_vector {d.local_variables_vector}
{
// Constants must be initialized first because they are used in some Add* methods
initConstants();
// See commment in DataTree::operator=() for the rationale
for (int symb_id : d.local_variables_vector)
local_variables_table[symb_id] = d.local_variables_table.at(symb_id)->clone(*this);
for (const auto& it : d.node_list)
it->clone(*this);
assert(node_list.size() == d.node_list.size());
for (const auto& [symb_id, value] : d.local_variables_table)
local_variables_table[symb_id] = value->clone(*this);
}
DataTree&
......@@ -81,6 +86,7 @@ DataTree::operator=(const DataTree& d)
assert(&symbol_table == &d.symbol_table);
assert(&num_constants == &d.num_constants);
assert(&external_functions_table == &d.external_functions_table);
assert(&heterogeneity_table == &d.heterogeneity_table);
assert(is_dynamic == d.is_dynamic);
num_const_node_map.clear();
......@@ -791,11 +797,17 @@ DataTree::AddSecondDerivExternalFunction(int top_level_symb_id, const vector<exp
return p;
}
expr_t
DataTree::AddSum(expr_t arg)
{
return AddUnaryOp(UnaryOpcode::sum, arg);
}
bool
DataTree::isSymbolUsed(int symb_id) const
{
for (const auto& [symb_lag, expr] : variable_node_map)
if (symb_lag.first == symb_id)
if (ranges::any_of(views::keys(variable_node_map),
[=](const auto& symb_lag) { return symb_lag.first == symb_id; }))
return true;
if (local_variables_table.contains(symb_id))
......@@ -842,18 +854,18 @@ DataTree::addAllParamDerivId([[maybe_unused]] set<int>& deriv_id_set)
bool
DataTree::isUnaryOpUsed(UnaryOpcode opcode) const
{
return any_of(unary_op_node_map.begin(), unary_op_node_map.end(),
[=](const auto& it) { return get<1>(it.first) == opcode; });
return ranges::any_of(views::keys(unary_op_node_map),
[=](const auto& key) { return get<1>(key) == opcode; });
}
bool
DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
{
set<int> var;
for (const auto& it : unary_op_node_map)
if (get<1>(it.first) == opcode)
for (const auto& [key, value] : unary_op_node_map)
if (get<1>(key) == opcode)
{
it.second->collectVariables(type, var);
value->collectVariables(type, var);
if (!var.empty())
return true;
}
......@@ -863,18 +875,18 @@ DataTree::isUnaryOpUsedOnType(SymbolType type, UnaryOpcode opcode) const
bool
DataTree::isBinaryOpUsed(BinaryOpcode opcode) const
{
return any_of(binary_op_node_map.begin(), binary_op_node_map.end(),
[=](const auto& it) { return get<2>(it.first) == opcode; });
return ranges::any_of(views::keys(binary_op_node_map),
[=](const auto& key) { return get<2>(key) == opcode; });
}
bool
DataTree::isBinaryOpUsedOnType(SymbolType type, BinaryOpcode opcode) const
{
set<int> var;
for (const auto& it : binary_op_node_map)
if (get<2>(it.first) == opcode)
for (const auto& [key, value] : binary_op_node_map)
if (get<2>(key) == opcode)
{
it.second->collectVariables(type, var);
value->collectVariables(type, var);
if (!var.empty())
return true;
}
......@@ -900,7 +912,7 @@ DataTree::writeCHelpersDefinition(ostream& output) const
<< "getPowerDeriv(double x, double p, int k)" << endl
<< "{" << endl
<< " if (fabs(x) < " << power_deriv_near_zero
<< " && p > 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
<< " && p >= 0 && k > p && fabs(p-nearbyint(p)) < " << power_deriv_near_zero << ')'
<< endl
<< " return 0.0;" << endl
<< " else" << endl
......@@ -959,7 +971,7 @@ DataTree::writeToFileIfModified(stringstream& new_contents, const filesystem::pa
{
ifstream old_file {filename, ios::in | ios::binary};
if (old_file.is_open()
&& equal(istreambuf_iterator<char> {old_file}, istreambuf_iterator<char> {},
&& ranges::equal(istreambuf_iterator<char> {old_file}, istreambuf_iterator<char> {},
istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {}))
return;
old_file.close();
......@@ -972,7 +984,7 @@ DataTree::writeToFileIfModified(stringstream& new_contents, const filesystem::pa
cerr << "ERROR: Can't open file " << filename.string() << " for writing" << endl;
exit(EXIT_FAILURE);
}
copy(istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {},
ranges::copy(istreambuf_iterator<char> {new_contents}, istreambuf_iterator<char> {},
ostreambuf_iterator<char> {new_file});
new_file.close();
}
src/DataTree.hh
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -33,6 +33,7 @@
#include "ExprNode.hh"
#include "ExternalFunctionsTable.hh"
#include "HeterogeneityTable.hh"
#include "NumericalConstants.hh"
#include "SubModel.hh"
#include "SymbolTable.hh"
......@@ -48,7 +49,11 @@ public:
NumericalConstants& num_constants;
//! A reference to the external functions table
ExternalFunctionsTable& external_functions_table;
// A reference to the heterogeneity table
HeterogeneityTable& heterogeneity_table;
//! Is it possible to use leads/lags on variable nodes?
/* NB: This data member cannot be replaced by a virtual method, because this information is needed
in AddVariable(), which itself can be called from the copy constructor. */
const bool is_dynamic;
private:
......@@ -137,7 +142,8 @@ private:
public:
DataTree(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg, bool is_static_args = false);
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg, bool is_dynamic_arg = false);
virtual ~DataTree() = default;
......@@ -273,6 +279,9 @@ public:
//! Adds an external function node for the second derivative of an external function
expr_t AddSecondDerivExternalFunction(int top_level_symb_id, const vector<expr_t>& arguments,
int input_index1, int input_index2);
// Adds "SUM(arg)" to model tree
expr_t AddSum(expr_t arg);
//! Checks if a given symbol is used somewhere in the data tree
[[nodiscard]] bool isSymbolUsed(int symb_id) const;
//! Checks if a given unary op is used somewhere in the data tree
......@@ -345,14 +354,6 @@ public:
//! Adds to the set all the deriv IDs corresponding to parameters
virtual void addAllParamDerivId(set<int>& deriv_id_set);
//! Returns bool indicating whether DataTree represents a Dynamic Model (returns true in
//! DynamicModel.hh)
[[nodiscard]] virtual bool
isDynamic() const
{
return false;
};
struct UnknownLocalVariableException
{
//! Symbol ID
......@@ -360,13 +361,19 @@ public:
};
[[nodiscard]] expr_t
getLocalVariable(int symb_id) const
getLocalVariable(int symb_id, int lead_lag) const
{
auto it = local_variables_table.find(symb_id);
if (it == local_variables_table.end())
throw UnknownLocalVariableException {symb_id};
/* In the following, the case without lead/lag is optimized. It makes a difference on models
with many nested model-local variables, see e.g.
https://forum.dynare.org/t/pre-processing-takes-very-long/26865 */
if (lead_lag == 0)
return it->second;
else
return it->second->decreaseLeadsLags(-lead_lag);
}
static void
......@@ -395,7 +402,7 @@ DataTree::AddPossiblyNegativeConstant(double v)
if (isnan(v))
return NaN;
if (isinf(v))
return (v < 0 ? MinusInfinity : Infinity);
return v < 0 ? MinusInfinity : Infinity;
bool neg = false;
if (v < 0)
......
src/DynamicModel.cc
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -34,17 +34,27 @@
void
DynamicModel::copyHelper(const DynamicModel& m)
{
auto f = [this](const ExprNode* e) { return e->clone(*this); };
auto f = [this](const ExprNode* e) { return e ? e->clone(*this) : nullptr; };
for (const auto& it : m.static_only_equations)
static_only_equations.push_back(dynamic_cast<BinaryOpNode*>(f(it)));
for (const auto& it : m.static_only_complementarity_conditions)
if (it)
{
const auto& [symb_id, lb, ub] = *it;
static_only_complementarity_conditions.emplace_back(in_place, symb_id, f(lb), f(ub));
}
else
static_only_complementarity_conditions.emplace_back(nullopt);
}
DynamicModel::DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg,
TrendComponentModelTable& trend_component_model_table_arg,
VarModelTable& var_model_table_arg) :
ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg, true},
ModelTree {symbol_table_arg, num_constants_arg, external_functions_table_arg,
heterogeneity_table_arg, true},
trend_component_model_table {trend_component_model_table_arg},
var_model_table {var_model_table_arg}
{
......@@ -104,6 +114,7 @@ DynamicModel::operator=(const DynamicModel& m)
static_only_equations_lineno = m.static_only_equations_lineno;
static_only_equations_equation_tags = m.static_only_equations_equation_tags;
static_only_complementarity_conditions.clear();
deriv_id_table = m.deriv_id_table;
inv_deriv_id_table = m.inv_deriv_id_table;
dyn_jacobian_cols_table = m.dyn_jacobian_cols_table;
......@@ -171,31 +182,29 @@ DynamicModel::writeDynamicBytecode(const string& basename) const
+ temporary_terms_derivatives[1].size())};
// Declare the (single) block
vector<int> exo(symbol_table.exo_nbr()), exo_det(symbol_table.exo_det_nbr());
iota(exo.begin(), exo.end(), 0);
iota(exo_det.begin(), exo_det.end(), 0);
int jacobian_ncols_endo {static_cast<int>(count_if(
dyn_jacobian_cols_table.begin(), dyn_jacobian_cols_table.end(),
[this](const auto& v) { return getTypeByDerivID(v.first) == SymbolType::endogenous; }))};
vector<int> eq_idx(equations.size());
iota(eq_idx.begin(), eq_idx.end(), 0);
vector<int> endo_idx(symbol_table.endo_nbr());
iota(endo_idx.begin(), endo_idx.end(), 0);
auto exo = views::iota(0, symbol_table.exo_nbr());
auto exo_det = views::iota(0, symbol_table.exo_det_nbr());
auto eq_idx = views::iota(0, static_cast<int>(equations.size()));
auto endo_idx = views::iota(0, symbol_table.endo_nbr());
int jacobian_ncols_endo {
static_cast<int>(ranges::count_if(dyn_jacobian_cols_table, [this](const auto& v) {
return getTypeByDerivID(v.first) == SymbolType::endogenous;
}))};
code_file << Bytecode::FBEGINBLOCK {symbol_table.endo_nbr(),
simulation_type,
0,
symbol_table.endo_nbr(),
endo_idx,
eq_idx,
{endo_idx.begin(), endo_idx.end()},
{eq_idx.begin(), eq_idx.end()},
false,
u_count_int,
jacobian_ncols_endo,
symbol_table.exo_det_nbr(),
symbol_table.exo_nbr(),
exo_det,
exo};
{exo_det.begin(), exo_det.end()},
{exo.begin(), exo.end()}};
writeBytecodeHelper<true>(code_file);
}
......@@ -651,10 +660,10 @@ DynamicModel::parseIncludeExcludeEquations(const string& inc_exc_option_value, b
}
vector<int>
DynamicModel::removeEquationsHelper(set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs,
bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations,
vector<optional<int>>& all_equations_lineno,
DynamicModel::removeEquationsHelper(
set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
EquationTags& all_equation_tags, bool static_equations) const
{
if (all_equations.empty())
......@@ -686,6 +695,7 @@ DynamicModel::removeEquationsHelper(set<map<string, string>>& listed_eqs_by_tag,
// remove from equations, equations_lineno, equation_tags
vector<BinaryOpNode*> new_equations;
vector<optional<int>> new_equations_lineno;
vector<optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
map<int, int> old_eqn_num_2_new;
vector<int> excluded_vars;
for (size_t i = 0; i < all_equations.size(); i++)
......@@ -717,11 +727,13 @@ DynamicModel::removeEquationsHelper(set<map<string, string>>& listed_eqs_by_tag,
new_equations.emplace_back(all_equations[i]);
old_eqn_num_2_new[i] = new_equations.size() - 1;
new_equations_lineno.emplace_back(all_equations_lineno[i]);
new_complementarity_conditions.emplace_back(all_complementarity_conditions[i]);
}
int n_excl = all_equations.size() - new_equations.size();
all_equations = new_equations;
all_equations_lineno = new_equations_lineno;
all_equations = move(new_equations);
all_equations_lineno = move(new_equations_lineno);
all_complementarity_conditions = move(new_complementarity_conditions);
all_equation_tags.erase(eqs_to_delete_by_number, old_eqn_num_2_new);
......@@ -754,12 +766,13 @@ DynamicModel::removeEquations(const vector<map<string, string>>& listed_eqs_by_t
vector<int> excluded_vars
= removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type, equations,
equations_lineno, equation_tags, false);
equations_lineno, complementarity_conditions, equation_tags, false);
// Ignore output because variables are not excluded when equations marked 'static' are excluded
removeEquationsHelper(listed_eqs_by_tag2, exclude_eqs, excluded_vars_change_type,
static_only_equations, static_only_equations_lineno,
static_only_equations_equation_tags, true);
static_only_complementarity_conditions, static_only_equations_equation_tags,
true);
if (!listed_eqs_by_tag2.empty())
{
......@@ -1030,14 +1043,8 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
<< (static_only_equations.size() > 0) << ";" << endl;
// Say if model contains an external function call
bool has_external_function = false;
for (auto equation : equations)
if (equation->containsExternalFunction())
{
has_external_function = true;
break;
}
output << "M_.has_external_function = " << boolalpha << has_external_function << ';' << endl;
output << "M_.has_external_function = " << boolalpha
<< ranges::any_of(equations, &ExprNode::containsExternalFunction) << ';' << endl;
// Compute list of state variables, ordered in block-order
vector<int> state_var;
......@@ -1047,8 +1054,7 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
try
{
getDerivID(symbol_table.getID(SymbolType::endogenous, endo_idx_block2orig[endoID]), lag);
if (find(state_var.begin(), state_var.end(), endo_idx_block2orig[endoID])
== state_var.end())
if (ranges::find(state_var, endo_idx_block2orig[endoID]) == state_var.end())
state_var.push_back(endo_idx_block2orig[endoID]);
}
catch (UnknownDerivIDException& e)
......@@ -1123,7 +1129,7 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
output << (i > computed_derivs_order ? -1 : NNZDerivatives[i]) << "; ";
output << "];" << endl;
writeDriverSparseIndicesHelper<true>(output);
writeDriverSparseIndicesHelper("dynamic", output);
// Write LHS of each equation in text form
output << "M_.lhs = {" << endl;
......@@ -1134,6 +1140,11 @@ DynamicModel::writeDriverOutput(ostream& output, bool compute_xrefs) const
output << "'; " << endl;
}
output << "};" << endl;
output << "M_.dynamic_mcp_equations_reordering = [";
for (auto i : mcp_equations_reordering)
output << i + 1 << "; ";
output << "];" << endl;
}
void
......@@ -1203,8 +1214,7 @@ DynamicModel::updateVarAndTrendModel() const
catch (...)
{
}
if (find(trend_lhs.begin(), trend_lhs.end(), *trend_var_symb_id)
== trend_lhs.end())
if (ranges::find(trend_lhs, *trend_var_symb_id) == trend_lhs.end())
{
cerr << "ERROR: trend found in trend_component equation #" << eqn << " ("
<< symbol_table.getName(*trend_var_symb_id)
......@@ -1343,8 +1353,7 @@ DynamicModel::fillVarModelTableFromOrigModel() const
// save lhs variables
equations[eqn]->arg1->collectVARLHSVariable(lhs);
equations[eqn]->arg1->countDiffs() > 0 ? diff_vec.push_back(true)
: diff_vec.push_back(false);
diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
if (diff_vec.back())
{
set<pair<int, int>> diff_set;
......@@ -1632,13 +1641,13 @@ DynamicModel::computeErrorComponentMatrices(const ExprNode::subst_table_t& diff_
for (int i {0}; auto eqn : eqns)
{
if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
parsed_undiff_nontarget_lhs.push_back(undiff_nontarget_lhs.at(i));
i++;
}
for (int i {0}; auto eqn : eqns)
if (find(nontarget_eqnums.begin(), nontarget_eqnums.end(), eqn) != nontarget_eqnums.end())
if (ranges::find(nontarget_eqnums, eqn) != nontarget_eqnums.end())
equations[eqn]->arg2->fillErrorCorrectionRow(i++, parsed_undiff_nontarget_lhs, target_lhs,
A0, A0star);
A0r[model_name] = A0;
......@@ -1688,10 +1697,7 @@ DynamicModel::fillTrendComponentModelTableFromOrigModel() const
// save lhs variables
equations[eqn]->arg1->collectVARLHSVariable(lhs);
if (equations[eqn]->arg1->countDiffs() > 0)
diff_vec.push_back(true);
else
diff_vec.push_back(false);
diff_vec.push_back(equations[eqn]->arg1->countDiffs() > 0);
if (diff_vec.back())
{
set<pair<int, int>> diff_set;
......@@ -1756,7 +1762,7 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
for (auto eqn : nontrend_eqnums)
{
auto i = distance(eqnumber.begin(), find(eqnumber.begin(), eqnumber.end(), eqn));
auto i = ranges::distance(eqnumber.begin(), ranges::find(eqnumber, eqn));
if (eqnumber[i] != eqn)
{
......@@ -1764,7 +1770,7 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
exit(EXIT_FAILURE);
}
if (diff.at(i) != true)
if (!diff.at(i))
{
cerr << "ERROR: the variable on the LHS of equation #" << eqn
<< " does not have the diff operator applied to it yet you are trying to undiff it."
......@@ -1772,7 +1778,6 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
exit(EXIT_FAILURE);
}
bool printerr = false;
expr_t node = nullptr;
expr_t aux_var = lhs_expr_t.at(i);
for (const auto& it : diff_subst_table)
......@@ -1789,11 +1794,8 @@ DynamicModel::getUndiffLHSForPac(const string& aux_model_name,
}
node = node->undiff();
auto it1 = diff_subst_table.find(node);
if (it1 == diff_subst_table.end())
printerr = true;
if (printerr)
if (auto it1 = diff_subst_table.find(node); it1 == diff_subst_table.end())
{ // we have undiffed something like diff(x), hence x is not in diff_subst_table
lhs_expr_t.at(i) = node;
lhs.at(i) = dynamic_cast<VariableNode*>(node)->symb_id;
......@@ -1814,7 +1816,7 @@ DynamicModel::analyzePacEquationStructure(const string& name, map<string, string
for (auto& equation : equations)
if (equation->containsPacExpectation(name))
{
if (!pac_eq_name[name].empty())
if (pac_eq_name.contains(name))
{
cerr << "It is not possible to use 'pac_expectation(" << name
<< ")' in several equations." << endl;
......@@ -1913,6 +1915,13 @@ DynamicModel::analyzePacEquationStructure(const string& name, map<string, string
move(additive_vars_params_and_constants),
move(optim_additive_vars_params_and_constants)};
}
if (!pac_eq_name.contains(name))
{
cerr << "ERROR: the model does not contain the 'pac_expectation(" << name << ")' operator."
<< endl;
exit(EXIT_FAILURE);
}
}
int
......@@ -2084,6 +2093,203 @@ DynamicModel::computePacModelConsistentExpectationSubstitution(
pac_expectation_substitution[name] = AddPlus(AddVariable(mce_z1_symb_id), growth_correction_term);
}
void
DynamicModel::computePacModelConsistentExpectationSubstitutionWithComponents(
const string& name, int discount_symb_id, int pac_eq_max_lag,
ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution)
{
auto create_aux_param = [&](const string& param_name) {
try
{
return symbol_table.addSymbol(param_name, SymbolType::parameter);
}
catch (SymbolTable::AlreadyDeclaredException)
{
cerr << "ERROR: the variable/parameter '" << param_name
<< "' conflicts with some auxiliary parameter that will be generated for the '" << name
<< "' PAC model. Please rename that parameter." << endl;
exit(EXIT_FAILURE);
}
};
int neqs = 0;
// At the end of this loop:
// ₘ ₘ
// A_1 = 1+∑ αᵢ = A(1) and A_beta = 1+∑ αᵢβⁱ
// ᵢ₌₁ ᵢ₌₁
expr_t A_1 = One;
expr_t A_beta = One;
expr_t beta = AddVariable(discount_symb_id);
for (int i = 1; i <= pac_eq_max_lag + 1; i++)
{
string param_name = "mce_alpha_" + name + "_" + to_string(i);
try
{
int alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
pac_aux_param_symb_ids[name].push_back(alpha_i_symb_id);
A_1 = AddPlus(A_1, AddVariable(alpha_i_symb_id));
A_beta = AddPlus(A_beta, AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))));
}
catch (SymbolTable::AlreadyDeclaredException& e)
{
cerr << "The variable/parameter '" << param_name
<< "' conflicts with a parameter that will be generated for the '" << name
<< "' PAC model. Please rename it." << endl;
exit(EXIT_FAILURE);
}
}
auto create_target_lag = [&](int variable, int lag) {
if (symbol_table.isAuxiliaryVariable(variable))
return AddVariable(symbol_table.getOrigSymbIdForAuxVar(variable), lag);
else
return AddVariable(variable, lag);
};
expr_t substexpr = Zero;
for (int component_idx {1};
auto& [component, growth, auxname, kind, coeff, growth_neutrality_param, h_indices,
original_growth, growth_info] : pac_target_components)
{
// Create the auxiliary variable for this component
int aux_id = symbol_table.addPacExpectationAuxiliaryVar(auxname, component);
// Get the component variable id
int component_id = dynamic_cast<VariableNode*>(component)->symb_id;
// ₘ
// fp = ∑ αᵢβⁱZₜ₊ᵢ
// ᵢ₌₁
expr_t fp = Zero;
for (int i = 1; i <= pac_eq_max_lag + 1; i++)
{
int alpha_i_symb_id = -1;
string param_name = "mce_alpha_" + name + "_" + to_string(i);
try
{
alpha_i_symb_id = symbol_table.getID(param_name);
}
catch (SymbolTable::UnknownSymbolNameException& e)
{
alpha_i_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
fp = AddPlus(fp, AddTimes(AddTimes(AddVariable(alpha_i_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(i))),
AddVariable(aux_id, i)));
}
if (kind != PacTargetKind::ll) // non-stationary component y¹ₜ
{
// Add diff nodes and eqs for the non-stationary component
const VariableNode* aux_target_ns_var_diff_node;
expr_t diff_node_to_search = AddDiff(create_target_lag(component_id, 0));
if (auto sit = diff_subst_table.find(diff_node_to_search); sit != diff_subst_table.end())
aux_target_ns_var_diff_node = sit->second;
else
{
int symb_id
= symbol_table.addDiffAuxiliaryVar(diff_node_to_search->idx, diff_node_to_search);
aux_target_ns_var_diff_node = AddVariable(symb_id);
auto neweq = AddEqual(const_cast<VariableNode*>(aux_target_ns_var_diff_node),
AddMinus(create_target_lag(component_id, 0),
create_target_lag(component_id, -1)));
addEquation(neweq, nullopt);
addAuxEquation(neweq);
neqs++;
}
map<int, VariableNode*> target_ns_aux_var_to_add;
const VariableNode* last_aux_var = aux_target_ns_var_diff_node;
for (int i = 1; i <= pac_eq_max_lag; i++, neqs++)
{
expr_t this_diff_node = AddDiff(create_target_lag(component_id, i));
int symb_id = symbol_table.addDiffLeadAuxiliaryVar(
this_diff_node->idx, this_diff_node, last_aux_var->symb_id, 1);
VariableNode* current_aux_var = AddVariable(symb_id);
auto neweq = AddEqual(current_aux_var, AddVariable(last_aux_var->symb_id, 1));
addEquation(neweq, nullopt);
addAuxEquation(neweq);
last_aux_var = current_aux_var;
target_ns_aux_var_to_add[i] = current_aux_var;
}
// At the end of this loop,
// ₘ₋₁ ⎛ ₘ₋₁ ⎞
// fs = ∑ ⎢ ∑ αᵢβⁱ⎥ Δy¹ₜ₊ᵢ
// ₖ₌₁ ⎝ ᵢ₌ₖ ⎠
expr_t fs = Zero;
for (int k = 1; k <= pac_eq_max_lag; k++)
{
expr_t ssum = Zero;
for (int j = k + 1; j <= pac_eq_max_lag + 1; j++)
{
int alpha_j_symb_id = -1;
string param_name = "mce_alpha_" + name + "_" + to_string(j);
try
{
alpha_j_symb_id = symbol_table.getID(param_name);
}
catch (SymbolTable::UnknownSymbolNameException& e)
{
alpha_j_symb_id = symbol_table.addSymbol(param_name, SymbolType::parameter);
}
ssum = AddPlus(ssum, AddTimes(AddVariable(alpha_j_symb_id),
AddPower(beta, AddPossiblyNegativeConstant(j))));
}
fs = AddPlus(fs, AddTimes(ssum, target_ns_aux_var_to_add[k]));
}
// Assembling the equation Zₜ¹ = A_1 ( Δyₜ¹ - fs ) - fp_1
auto neweq_1 = AddEqual(
AddVariable(aux_id),
AddMinus(
AddTimes(A_1,
AddMinus(const_cast<VariableNode*>(aux_target_ns_var_diff_node), fs)),
fp));
addEquation(neweq_1, nullopt);
neqs++;
/* This equation is not added to the list of auxiliary equations, because it
is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
}
else // Stationary component yₜ⁰
{
// Assembling the equation Zₜ⁰ = A_beta A_1 yₜ⁰ - fp
auto neweq_0 = AddEqual(AddVariable(aux_id),
AddMinus(AddTimes(A_beta, AddTimes(A_1, component)), fp));
addEquation(neweq_0, nullopt);
neqs++;
/* This equation is not added to the list of auxiliary equations, because it
is recursive, and this would in particular break dynamic_set_auxiliary_series.m */
}
// If needed, add the growth neutrality correction for this component
expr_t growth_correction_term = Zero;
string name_component = name + "_component" + to_string(component_idx);
if (growth)
{
growth_neutrality_param
= create_aux_param(name_component + "_pac_growth_neutrality_correction");
growth_correction_term = AddTimes(growth, AddVariable(growth_neutrality_param));
}
else
growth_neutrality_param = -1;
substexpr = AddPlus(substexpr,
AddTimes(coeff, AddPlus(AddVariable(aux_id), growth_correction_term)));
component_idx++;
}
cout << "PAC Model Consistent Expectation: added " << neqs
<< " auxiliary variables and equations for model " << name << "." << endl;
/* The growth correction term is not added to the definition of Z₁
because the latter is recursive. Rather put it at the level of the
substition of pac_expectation operator. */
pac_expectation_substitution[name] = substexpr;
}
void
DynamicModel::computePacBackwardExpectationSubstitution(
const string& name, const vector<int>& lhs, int max_lag, const string& aux_model_type,
......@@ -2310,6 +2516,8 @@ DynamicModel::computingPass(int derivsOrder, int paramsDerivsOrder,
cerr << "ERROR: Block decomposition requested but failed." << endl;
exit(EXIT_FAILURE);
}
computeMCPEquationsReordering();
}
void
......@@ -2613,10 +2821,13 @@ DynamicModel::writeDynamicFile(const string& basename, bool use_dll, const strin
writeSetAuxiliaryVariablesFile<true>(basename, julia);
// Support for model debugging
if (!julia)
{
writeComplementarityConditionsFile<true>(basename);
// Support for model debugging
writeDebugModelMFiles<true>(basename);
}
}
void
DynamicModel::clearEquations()
......@@ -2624,6 +2835,7 @@ DynamicModel::clearEquations()
equations.clear();
equations_lineno.clear();
equation_tags.clear();
complementarity_conditions.clear();
}
void
......@@ -2631,14 +2843,26 @@ DynamicModel::replaceMyEquations(DynamicModel& dynamic_model) const
{
dynamic_model.clearEquations();
auto clone_if_not_null = [&](expr_t e) { return e ? e->clone(dynamic_model) : nullptr; };
for (size_t i = 0; i < equations.size(); i++)
dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i]);
{
optional<tuple<int, expr_t, expr_t>> cc_clone;
if (complementarity_conditions[i])
{
auto& [symb_id, lower_bound, upper_bound] = *complementarity_conditions[i];
cc_clone = {symb_id, clone_if_not_null(lower_bound), clone_if_not_null(upper_bound)};
}
dynamic_model.addEquation(equations[i]->clone(dynamic_model), equations_lineno[i],
move(cc_clone));
}
dynamic_model.equation_tags = equation_tags;
}
int
DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
DynamicModel::computeRamseyPolicyFOCs(const StaticModel& planner_objective,
map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints)
{
cout << "Ramsey Problem: added " << equations.size() << " multipliers." << endl;
......@@ -2652,8 +2876,8 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
}
// Add Planner Objective to equations so that it appears in Lagrangian
assert(static_model.equations.size() == 1);
addEquation(static_model.equations[0]->clone(*this), nullopt);
assert(planner_objective.equations.size() == 1);
addEquation(planner_objective.equations[0]->clone(*this), nullopt);
// Get max endo lead and max endo lag
set<pair<int, int>> dynvars;
......@@ -2695,9 +2919,10 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
lagrangian);
}
// Save line numbers and tags, see below
// Save line numbers, tags and complementarity conditions, see below
auto old_equations_lineno = equations_lineno;
auto old_equation_tags = equation_tags;
auto old_complementarity_conditions = complementarity_conditions;
// Prepare derivation of the Lagrangian
clearEquations();
......@@ -2714,6 +2939,7 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
vector<expr_t> neweqs;
vector<optional<int>> neweqs_lineno;
map<int, map<string, string>> neweqs_tags;
map<int, optional<tuple<int, expr_t, expr_t>>> new_complementarity_conditions;
int orig_endo_nbr {0};
for (auto& [symb_id_and_lag, deriv_id] : deriv_id_table)
{
......@@ -2726,12 +2952,24 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
{
// This is a derivative w.r.t. a Lagrange multiplier
neweqs_lineno.push_back(old_equations_lineno[*i]);
neweqs_tags[neweqs.size() - 1] = old_equation_tags.getTagsByEqn(*i);
neweqs_tags.emplace(neweqs.size() - 1, old_equation_tags.getTagsByEqn(*i));
new_complementarity_conditions.emplace(neweqs.size() - 1,
old_complementarity_conditions.at(*i));
}
else
{
orig_endo_nbr++;
neweqs_lineno.emplace_back(nullopt);
if (string eqname {"Ramsey FOC w.r.t. "s + symbol_table.getName(symb_id)};
!equation_tags.exists("name", eqname))
neweqs_tags.emplace(neweqs.size() - 1, map<string, string> {{"name", eqname}});
if (cloned_ramsey_constraints.contains(symb_id))
{
auto& [lower_bound, upper_bound] = cloned_ramsey_constraints.at(symb_id);
new_complementarity_conditions.emplace(neweqs.size() - 1,
tuple {symb_id, lower_bound, upper_bound});
}
}
}
}
......@@ -2739,7 +2977,7 @@ DynamicModel::computeRamseyPolicyFOCs(const StaticModel& static_model)
// Overwrite equations with the Lagrangian derivatives
clearEquations();
for (size_t i = 0; i < neweqs.size(); i++)
addEquation(neweqs[i], neweqs_lineno[i], neweqs_tags[i]);
addEquation(neweqs[i], neweqs_lineno[i], new_complementarity_conditions[i], neweqs_tags[i]);
return orig_endo_nbr;
}
......@@ -2771,8 +3009,8 @@ DynamicModel::expandEqTags()
if (!existing_tags.contains(eq))
{
if (auto lhs_expr = dynamic_cast<VariableNode*>(equations[eq]->arg1);
lhs_expr && !equation_tags.exists("name", symbol_table.getName(lhs_expr->symb_id)))
equation_tags.add(eq, "name", symbol_table.getName(lhs_expr->symb_id));
lhs_expr && !equation_tags.exists("name", lhs_expr->getName()))
equation_tags.add(eq, "name", lhs_expr->getName());
else if (!equation_tags.exists("name", to_string(eq + 1)))
equation_tags.add(eq, "name", to_string(eq + 1));
else
......@@ -2794,8 +3032,7 @@ DynamicModel::findUnusedEndogenous()
for (auto& equation : static_only_equations)
equation->collectVariables(SymbolType::endogenous, usedEndo);
set<int> allEndo = symbol_table.getEndogenous();
set_difference(allEndo.begin(), allEndo.end(), usedEndo.begin(), usedEndo.end(),
inserter(unusedEndo, unusedEndo.begin()));
ranges::set_difference(allEndo, usedEndo, inserter(unusedEndo, unusedEndo.begin()));
return unusedEndo;
}
......@@ -2809,10 +3046,8 @@ DynamicModel::findUnusedExogenous()
equation->collectVariables(SymbolType::exogenous, usedExo);
set<int> observedExo = symbol_table.getObservedExogenous();
set<int> allExo = symbol_table.getExogenous();
set_difference(allExo.begin(), allExo.end(), observedExo.begin(), observedExo.end(),
inserter(unobservedExo, unobservedExo.begin()));
set_difference(unobservedExo.begin(), unobservedExo.end(), usedExo.begin(), usedExo.end(),
inserter(unusedExo, unusedExo.begin()));
ranges::set_difference(allExo, observedExo, inserter(unobservedExo, unobservedExo.begin()));
ranges::set_difference(unobservedExo, usedExo, inserter(unusedExo, unusedExo.begin()));
return unusedExo;
}
......@@ -3252,10 +3487,8 @@ pair<lag_equivalence_table_t, ExprNode::subst_table_t>
DynamicModel::substituteUnaryOps(VarExpectationModelTable& var_expectation_model_table,
PacModelTable& pac_model_table)
{
vector<int> eqnumbers(equations.size());
iota(eqnumbers.begin(), eqnumbers.end(), 0);
return substituteUnaryOps({eqnumbers.begin(), eqnumbers.end()}, var_expectation_model_table,
pac_model_table);
auto v = views::iota(0, static_cast<int>(equations.size()));
return substituteUnaryOps({v.begin(), v.end()}, var_expectation_model_table, pac_model_table);
}
pair<lag_equivalence_table_t, ExprNode::subst_table_t>
......@@ -3459,6 +3692,36 @@ DynamicModel::substituteLogTransform()
}
}
void
DynamicModel::substituteAggregationOperators()
{
ExprNode::subst_table_t subst_table;
vector<BinaryOpNode*> neweqs;
for (auto& [symb_id, expr] : local_variables_table)
expr = expr->substituteAggregationOperators(subst_table, neweqs);
for (auto& equation : equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->substituteAggregationOperators(subst_table, neweqs));
assert(equation);
}
for (auto& equation : static_only_equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->substituteAggregationOperators(subst_table, neweqs));
assert(equation);
}
for (auto neweq : neweqs)
{
addEquation(neweq, nullopt);
addAuxEquation(neweq);
}
}
void
DynamicModel::checkNoWithLogTransform(const set<int>& eqnumbers)
{
......@@ -3469,8 +3732,7 @@ DynamicModel::checkNoWithLogTransform(const set<int>& eqnumbers)
const set<int>& with_log_transform = symbol_table.getVariablesWithLogTransform();
vector<int> intersect;
set_intersection(endos.begin(), endos.end(), with_log_transform.begin(), with_log_transform.end(),
back_inserter(intersect));
ranges::set_intersection(endos, with_log_transform, back_inserter(intersect));
if (!intersect.empty())
{
cerr << "ERROR: the following variables are declared with var(log) and therefore cannot "
......@@ -3486,18 +3748,18 @@ void
DynamicModel::detrendEquations()
{
// We go backwards in the list of trend_vars, to deal correctly with I(2) processes
for (const auto& it : std::ranges::reverse_view(nonstationary_symbols_map))
for (const auto& [symb_id, deflator] : std::ranges::reverse_view(nonstationary_symbols_map))
{
for (auto& equation : equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->detrend(it.first, it.second.first, it.second.second));
equation->detrend(symb_id, deflator.first, deflator.second));
assert(equation);
}
for (auto& equation : static_only_equations)
{
equation = dynamic_cast<BinaryOpNode*>(
equation->detrend(it.first, it.second.first, it.second.second));
equation->detrend(symb_id, deflator.first, deflator.second));
assert(equation);
}
}
......@@ -3576,6 +3838,7 @@ DynamicModel::fillEvalContext(eval_context_t& eval_context) const
void
DynamicModel::addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
optional<tuple<int, expr_t, expr_t>> complementarity_condition,
map<string, string> eq_tags)
{
auto beq = dynamic_cast<BinaryOpNode*>(eq);
......@@ -3584,6 +3847,7 @@ DynamicModel::addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
static_only_equations_equation_tags.add(static_only_equations.size(), move(eq_tags));
static_only_equations.push_back(beq);
static_only_equations_lineno.push_back(lineno);
static_only_complementarity_conditions.push_back(move(complementarity_condition));
}
size_t
......@@ -3600,23 +3864,25 @@ DynamicModel::dynamicOnlyEquationsNbr() const
void
DynamicModel::addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
const vector<string>& regimes_bind,
const vector<string>& regimes_relax)
const vector<string>& constraints_bind,
const vector<string>& constraints_relax)
{
auto beq = dynamic_cast<BinaryOpNode*>(eq);
assert(beq && beq->op_code == BinaryOpcode::equal);
occbin_regime_trackers[eq_tags.at("name")].addRegime(constraints_bind, constraints_relax);
// Construct the term to be added to the corresponding equation
expr_t basic_term = AddMinus(beq->arg1, beq->arg2);
expr_t term = basic_term;
for (auto& regime : regimes_bind)
for (auto& constraint : constraints_bind)
{
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
term = AddTimes(term, AddVariable(param_id));
}
for (auto& regime : regimes_relax)
for (auto& constraint : constraints_relax)
{
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(regime));
int param_id = symbol_table.getID(ParsingDriver::buildOccbinBindParamName(constraint));
term = AddTimes(term, AddMinus(One, AddVariable(param_id)));
}
......@@ -3635,11 +3901,11 @@ DynamicModel::addOccbinEquation(expr_t eq, const optional<int>& lineno, map<stri
{
auto eq_tags_dynamic = eq_tags;
eq_tags_dynamic["dynamic"] = "";
addEquation(AddEqual(term, Zero), lineno, eq_tags_dynamic);
addEquation(AddEqual(term, Zero), lineno, nullopt, eq_tags_dynamic);
}
// Create or update the static equation (corresponding to the pure relax regime)
if (regimes_bind.empty())
if (constraints_bind.empty())
{
/* Similar remark as above. We could have entirely skipped this
equation updating, since normally there is only one such clause,
......@@ -3657,7 +3923,7 @@ DynamicModel::addOccbinEquation(expr_t eq, const optional<int>& lineno, map<stri
else
{
eq_tags["static"] = "";
addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, move(eq_tags));
addStaticOnlyEquation(AddEqual(basic_term, Zero), lineno, nullopt, move(eq_tags));
}
}
}
......@@ -3972,8 +4238,8 @@ DynamicModel::simplifyEquations()
{
size_t last_subst_table_size = 0;
map<VariableNode*, NumConstNode*> subst_table;
// Equations with “mcp” tag are excluded, see dynare#1697
findConstantEquationsWithoutMcpTag(subst_table);
// Equations with a complementarity condition are excluded, see dynare#1697
findConstantEquationsWithoutComplementarityCondition(subst_table);
while (subst_table.size() != last_subst_table_size)
{
last_subst_table_size = subst_table.size();
......@@ -3984,7 +4250,7 @@ DynamicModel::simplifyEquations()
for (auto& equation : static_only_equations)
equation = dynamic_cast<BinaryOpNode*>(equation->replaceVarsInEquation(subst_table));
subst_table.clear();
findConstantEquationsWithoutMcpTag(subst_table);
findConstantEquationsWithoutComplementarityCondition(subst_table);
}
}
......@@ -4021,3 +4287,148 @@ DynamicModel::checkIsLinear() const
exit(EXIT_FAILURE);
}
}
void
DynamicModel::checkOccbinRegimes() const
{
for (const auto& [eq_name, tracker] : occbin_regime_trackers)
{
try
{
tracker.checkAllRegimesPresent();
}
catch (OccbinRegimeTracker::MissingRegimeException& e)
{
cerr << "ERROR: for equation '" << eq_name << "', the regime corresponding to ";
if (!e.constraints_bind.empty())
{
cerr << "bind='";
for (bool first_printed {false}; const auto& r : e.constraints_bind)
{
if (exchange(first_printed, true))
cerr << ",";
cerr << r;
}
}
if (!e.constraints_bind.empty() && !e.constraints_relax.empty())
cerr << "' and ";
if (!e.constraints_relax.empty())
{
cerr << "relax='";
for (bool first_printed {false}; const auto& r : e.constraints_relax)
{
if (exchange(first_printed, true))
cerr << ",";
cerr << r;
}
}
cerr << "' is not defined" << endl;
exit(EXIT_FAILURE);
}
}
}
void
DynamicModel::OccbinRegimeTracker::addRegime(const vector<string>& constraints_bind,
const vector<string>& constraints_relax)
{
// Check that no constraint appears in both bind and relax
set constraints_bind_sorted(constraints_bind.begin(), constraints_bind.end()),
constraints_relax_sorted(constraints_relax.begin(), constraints_relax.end());
vector<string> constraints_intersect;
ranges::set_intersection(constraints_bind_sorted, constraints_relax_sorted,
back_inserter(constraints_intersect));
if (!constraints_intersect.empty())
throw ConstraintInBothBindAndRelaxException {constraints_intersect.front()};
// If a constraint has never been mentioned before, add it to the list and adapt the regimes
vector<string> constraints_union;
ranges::set_union(constraints_bind_sorted, constraints_relax_sorted,
back_inserter(constraints_union));
for (const auto& c : constraints_union)
if (ranges::find(constraints, c) == constraints.end())
{
constraints.push_back(c);
auto regimes_copy = regimes_present;
regimes_present.clear();
for (const auto& r : regimes_copy)
{
auto r0 = r, r1 = r;
r0.push_back(false);
r1.push_back(true);
regimes_present.insert(r0);
regimes_present.insert(r1);
}
}
// Create the bit vector(s) corresponding to the function arguments
vector<bool> new_regime_template(constraints.size(), false);
for (const auto& c : constraints_bind)
{
int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
new_regime_template[i] = true;
}
set<vector<bool>> new_regimes {new_regime_template};
set all_constraints_sorted(constraints.begin(), constraints.end());
vector<string> constraints_not_mentioned;
ranges::set_difference(all_constraints_sorted, constraints_union,
back_inserter(constraints_not_mentioned));
for (const auto& c : constraints_not_mentioned)
{
int i = ranges::distance(constraints.begin(), ranges::find(constraints, c));
auto new_regimes_copy = new_regimes;
for (const auto& r : new_regimes_copy)
{
auto r2 = r;
r2[i] = true;
new_regimes.insert(move(r2));
}
}
// Add the new bit vector(s)
for (const auto& r : new_regimes)
{
auto [it, success] = regimes_present.insert(r);
if (!success)
{
auto [constraints_bind_duplicate, constraints_relax_duplicate]
= convertBitVectorToRegimes(r);
throw RegimeAlreadyPresentException {constraints_bind_duplicate,
constraints_relax_duplicate};
}
}
}
void
DynamicModel::OccbinRegimeTracker::checkAllRegimesPresent() const
{
vector<bool> r(constraints.size(), false);
do
{
if (!regimes_present.contains(r))
{
auto [constraints_bind, constraints_relax] = convertBitVectorToRegimes(r);
throw MissingRegimeException {constraints_bind, constraints_relax};
}
auto it = ranges::find(r, false);
if (it == r.end())
break;
*it = true;
/* NB: cannot use ranges::fill since vector<bool>::iterator does not satisfy
indirectly_writable concept. Should be fixed in C++23: https://wg21.link/p2321 */
fill(r.begin(), it, false);
}
while (true);
}
pair<vector<string>, vector<string>>
DynamicModel::OccbinRegimeTracker::convertBitVectorToRegimes(const vector<bool>& r) const
{
vector<string> constraints_bind, constraints_relax;
for (size_t i = 0; i < constraints.size(); i++)
if (r[i])
constraints_bind.push_back(constraints[i]);
else
constraints_relax.push_back(constraints[i]);
return {constraints_bind, constraints_relax};
}
src/DynamicModel.hh
View file @ ebe33e3d
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2024 Dynare Team
*
* This file is part of Dynare.
*
......@@ -43,6 +43,40 @@ public:
“model” block. The default should not be too small (see dynare#1389). */
double balanced_growth_test_tol {1e-6};
/* For a given equation, tracks all the regimes and the declared alternatives with combinations of
bind and relax tags */
class OccbinRegimeTracker
{
private:
// The list of constraints used for this equation
vector<string> constraints;
/* The list of regimes present for this equation; each regime is a vector of boolean, of same
length as “constraints”; each boolean represents a constraint (in the order of
“constraints”): false for relax, true for bind */
set<vector<bool>> regimes_present;
public:
struct ConstraintInBothBindAndRelaxException
{
const string constraint;
};
struct RegimeAlreadyPresentException
{
const vector<string> constraints_bind, constraints_relax;
};
void addRegime(const vector<string>& constraints_bind,
const vector<string>& constraints_relax) noexcept(false);
struct MissingRegimeException
{
const vector<string> constraints_bind, constraints_relax;
};
void checkAllRegimesPresent() const noexcept(false);
private:
[[nodiscard]] pair<vector<string>, vector<string>>
convertBitVectorToRegimes(const vector<bool>& r) const;
};
private:
/* Used in the balanced growth test, for skipping equations where the test
cannot be performed (i.e. when LHS=RHS at the initial values). Should not
......@@ -59,6 +93,9 @@ private:
//! Stores the equation tags of equations declared as [static]
EquationTags static_only_equations_equation_tags;
// Complementarity conditions of equations declared as [static]
vector<optional<tuple<int, expr_t, expr_t>>> static_only_complementarity_conditions;
using deriv_id_table_t = map<pair<int, int>, int>;
//! Maps a pair (symbol_id, lag) to a deriv ID
deriv_id_table_t deriv_id_table;
......@@ -246,10 +283,10 @@ private:
Returns a list of excluded variables (empty if
excluded_vars_change_type=false) */
vector<int> removeEquationsHelper(set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs,
bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations,
vector<optional<int>>& all_equations_lineno,
vector<int> removeEquationsHelper(
set<map<string, string>>& listed_eqs_by_tag, bool exclude_eqs, bool excluded_vars_change_type,
vector<BinaryOpNode*>& all_equations, vector<optional<int>>& all_equations_lineno,
vector<optional<tuple<int, expr_t, expr_t>>>& all_complementarity_conditions,
EquationTags& all_equation_tags, bool static_equations) const;
//! Compute autoregressive matrices of trend component models
......@@ -276,6 +313,9 @@ private:
return blocks_jacob_cols_endo[blk].at({var, lag});
}
// Used to check consistency of bind/relax tags; the keys are equation names
map<string, OccbinRegimeTracker> occbin_regime_trackers;
protected:
string
modelClassName() const override
......@@ -286,6 +326,7 @@ protected:
public:
DynamicModel(SymbolTable& symbol_table_arg, NumericalConstants& num_constants_arg,
ExternalFunctionsTable& external_functions_table_arg,
HeterogeneityTable& heterogeneity_table_arg,
TrendComponentModelTable& trend_component_model_table_arg,
VarModelTable& var_model_table_arg);
......@@ -419,7 +460,8 @@ public:
Returns the number of optimality FOCs, which is by construction equal to
the number of endogenous before adding the Lagrange multipliers
(internally called ramsey_endo_nbr). */
int computeRamseyPolicyFOCs(const StaticModel& static_model);
int computeRamseyPolicyFOCs(const StaticModel& planner_objective,
map<int, pair<expr_t, expr_t>> cloned_ramsey_constraints);
//! Clears all equations
void clearEquations();
......@@ -428,7 +470,9 @@ public:
void replaceMyEquations(DynamicModel& dynamic_model) const;
//! Adds an equation marked as [static]
void addStaticOnlyEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags);
void addStaticOnlyEquation(expr_t eq, const optional<int>& lineno,
optional<tuple<int, expr_t, expr_t>> complementarity_condition,
map<string, string> eq_tags);
//! Returns number of static only equations
size_t staticOnlyEquationsNbr() const;
......@@ -442,7 +486,8 @@ public:
It also assumes that the “bind” and “relax” tags have been cleared from
eq_tags. */
void addOccbinEquation(expr_t eq, const optional<int>& lineno, map<string, string> eq_tags,
const vector<string>& regimes_bind, const vector<string>& regimes_relax);
const vector<string>& constraints_bind,
const vector<string>& constraints_relax);
//! Writes LaTeX file with the equations of the dynamic model
void writeLatexFile(const string& basename, bool write_equation_tags) const;
......@@ -496,13 +541,6 @@ public:
void addAllParamDerivId(set<int>& deriv_id_set) override;
//! Returns true indicating that this is a dynamic model
bool
isDynamic() const override
{
return true;
};
//! Drive test of detrended equations
void runTrendTest(const eval_context_t& eval_context);
......@@ -530,6 +568,10 @@ public:
// Performs the transformations associated to variables declared with “var(log)”
void substituteLogTransform();
/* Performs the transformations associated to aggregation operators in heterogeneous models, such
as SUM(…) */
void substituteAggregationOperators();
// Check that no variable was declared with “var(log)” in the given equations
void checkNoWithLogTransform(const set<int>& eqnumbers);
......@@ -601,6 +643,18 @@ public:
map<string, int>& pac_aux_var_symb_ids, map<string, vector<int>>& pac_aux_param_symb_ids,
map<string, expr_t>& pac_expectation_substitution);
/* For a PAC MCE model with an associated pac_target_info, fill pac_expectation_substitution with
the expression that will be substituted for the pac_expectation operator. In the process, add
the variables and the equations defining Z₁ and Z₀ for each component. The new auxiliary
parameters are added to pac_mce_alpha_symb_ids. The routine also creates the auxiliary
variables for the components, and adds the corresponding equations.
*/
void computePacModelConsistentExpectationSubstitutionWithComponents(
const string& name, int discount_symb_id, int pac_eq_max_lag,
ExprNode::subst_table_t& diff_subst_table, map<string, vector<int>>& pac_aux_param_symb_ids,
vector<PacModelTable::target_component_t>& pac_target_components,
map<string, expr_t>& pac_expectation_substitution);
/* For a PAC backward model, fill pac_expectation_substitution with the
expression that will be substituted for the pac_expectation operator.
The symbol IDs of the new parameters are also added to pac_aux_param_symb_ids.
......@@ -659,8 +713,8 @@ public:
getStaticOnlyEquationsInfo() const
{
return tuple {static_only_equations, static_only_equations_lineno,
static_only_equations_equation_tags};
};
static_only_complementarity_conditions, static_only_equations_equation_tags};
}
//! Returns true if a parameter was used in the model block with a lead or lag
bool ParamUsedWithLeadLag() const;
......@@ -695,6 +749,9 @@ public:
{
static_mfs = static_mfs_arg;
}
// Checks that all alternatives are declared for all Occbin regimes in all equations
void checkOccbinRegimes() const;
};
template<bool julia>
......
src/DynareBison.yy
View file @ ebe33e3d
// -*- C++ -*-
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -28,20 +28,20 @@
%define parse.error verbose
%define parse.trace
%code top {
class ParsingDriver;
}
%code requires {
// Only headers needed for the value and location types go here
// Headers needed by the Bison file itself go in the unqualified %code section
#include <string>
#include <vector>
#include <map>
#include <utility>
#include <tuple>
#include <variant>
#include "CommonEnums.hh"
#include "ExprNode.hh"
#include "Shocks.hh"
class ParsingDriver;
}
%param { ParsingDriver &driver }
......@@ -54,6 +54,9 @@ class ParsingDriver;
}
%code {
#include <ranges>
#include <utility>
/* Little hack: we redefine the macro which computes the locations, because
we need to access the location from within the parsing driver for error
and warning messages. */
......@@ -87,7 +90,7 @@ string
str_tolower(string s)
{
// Converting to unsigned char is needed, see https://en.cppreference.com/w/cpp/string/byte/tolower
transform(s.begin(), s.end(), s.begin(), [](unsigned char c){ return std::tolower(c); });
ranges::transform(s, s.begin(), [](unsigned char c){ return std::tolower(c); });
return s;
}
}
......@@ -100,15 +103,15 @@ str_tolower(string s)
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED PROPOSAL_DISTRIBUTION REALTIME VINTAGE
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
%token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
%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 DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_CYCLE_REDUCTION_MAXITER 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 EXPRESSION
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_SIMULATION_PERIOD LAST_OBS
%token SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
%token <string> FALSE FLOAT_NUMBER DATES
%token <string> FALSE FLOAT_NUMBER DATE
%token DEFAULT FIXED_POINT FLIP OPT_ALGO COMPILATION_SETUP COMPILER ADD_FLAGS SUBSTITUTE_FLAGS ADD_LIBS SUBSTITUTE_LIBS
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID USE_FIRST_ORDER_SOLUTION ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string> INT_NUMBER
%token CONDITIONAL_LIKELIHOOD
......@@ -117,11 +120,11 @@ str_tolower(string s)
%token LAPLACE LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_COMPLEX_THRESHOLD LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR
%token MATCHED_MOMENTS MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
%token MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
%token POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS BROOKS_GELMAN_PLOTROWS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH MULTINOMIAL
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS FILTER_INITIAL_STATE
%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string> NAME
......@@ -170,7 +173,8 @@ str_tolower(string s)
%token VLISTLOG VLISTPER SPECTRAL_DENSITY INIT2SHOCKS
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET DIAGONAL OPTIMAL
%token <string> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR DIRICHLET MFS RESIDUAL
%token PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE UPDATED_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY SMOOTHER_REDUX
......@@ -214,14 +218,17 @@ str_tolower(string s)
%token FSOLVE_OPTIONS
%token ENDVAL_STEADY STEADY_SOLVE_ALGO STEADY_MAXIT STEADY_TOLF STEADY_TOLX STEADY_MARKOWITZ
%token HOMOTOPY_MAX_COMPLETION_SHARE HOMOTOPY_MIN_STEP_SIZE HOMOTOPY_INITIAL_STEP_SIZE HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS
%token HOMOTOPY_LINEARIZATION_FALLBACK HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK HOMOTOPY_EXCLUDE_VAREXO FROM_INITVAL_TO_ENDVAL
%token STATIC_MFS RELATIVE_TO_INITVAL MATCHED_IRFS MATCHED_IRFS_WEIGHTS WEIGHTS PERPENDICULAR
%token HETEROGENEITY HETEROGENEITY_DIMENSION SUM PERFECT_FORESIGHT_CONTROLLED_PATHS EXOGENIZE ENDOGENIZE
%token PRECONDITIONER UMFITER ITERSTACK ILU ITER_TOL ITER_MAXIT GMRES_RESTART ITERSTACK_MAXLU ITERSTACK_NPERIODS ITERSTACK_NLU ITERSTACK_RELU
CHECK_JACOBIAN_SINGULARITY
%token <vector<string>> SYMBOL_VEC
%type <expr_t> expression expression_or_empty
%type <expr_t> equation hand_side
%type <string> non_negative_number signed_number signed_integer date_str
%type <string> non_negative_number signed_number signed_integer
%type <string> filename symbol namespace_qualified_filename namespace_qualified_symbol
%type <string> date_expr signed_inf signed_number_w_inf range
%type <string> integer_range signed_integer_range boolean
......@@ -241,22 +248,26 @@ str_tolower(string s)
%type <vector<map<string, string>>> tag_pair_list_for_selection
%type <map<string, string>> tag_pair_list
%type <tuple<string,string,string,string>> prior_eq_opt options_eq_opt
%type <vector<pair<int, int>>> period_list
%type <vector<expr_t>> matched_moments_list value_list
%type <AbstractShocksStatement::period_range_t> period_range
%type <vector<AbstractShocksStatement::period_range_t>> period_list
%type <vector<expr_t>> matched_moments_list value_list ramsey_constraints_list
%type <tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>> occbin_constraints_regime
%type <vector<tuple<string, BinaryOpNode*, BinaryOpNode*, expr_t, expr_t>>> occbin_constraints_regimes_list
%type <map<string, expr_t>> occbin_constraints_regime_options_list
%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
%type <tuple<string, string, string>> matched_irfs_weights_elem_var_varexo
%type <pair<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_elem
%type <map<tuple<string, string, string, string, string, string>, expr_t>> matched_irfs_weights_list
%type <tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>> perfect_foresight_controlled_paths_elem
%type <vector<tuple<string, vector<AbstractShocksStatement::period_range_t>, vector<expr_t>, string>>> perfect_foresight_controlled_paths_list
%%
%start statement_list;
......@@ -272,6 +283,7 @@ statement : parameters
| predetermined_variables
| model_local_variable
| change_type
| heterogeneity_dimension
| model
| initval
| initval_file
......@@ -377,6 +389,7 @@ statement : parameters
| perfect_foresight_solver
| perfect_foresight_with_expectation_errors_setup
| perfect_foresight_with_expectation_errors_solver
| perfect_foresight_controlled_paths
| prior_function
| posterior_function
| method_of_moments
......@@ -531,9 +544,9 @@ log_trend_var : LOG_TREND_VAR '(' LOG_GROWTH_FACTOR EQUAL { driver.begin_model()
;
var : VAR symbol_list_with_tex_and_partition ';'
{ driver.var($2, false); }
{ driver.var($2, {}, false); }
| VAR '(' LOG ')' symbol_list_with_tex_and_partition ';'
{ driver.var($5, true); }
{ driver.var($5, {}, true); }
| VAR '(' DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
{ driver.end_nonstationary_var(false, $6, $8, false); }
| VAR '(' LOG COMMA DEFLATOR EQUAL { driver.begin_model(); } hand_side ')' symbol_list_with_tex_and_partition ';'
......@@ -542,6 +555,8 @@ var : VAR symbol_list_with_tex_and_partition ';'
{ driver.end_nonstationary_var(true, $6, $8, false); }
/* The case LOG + LOG_DEFLATOR is omitted, because it does not make much sense
from an economic point of view (amounts to taking the log two times) */
| VAR '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.var($7, $5, false); }
;
var_remove : VAR_REMOVE symbol_list ';' { driver.var_remove($2); };
......@@ -615,7 +630,9 @@ var_expectation_model_option : VARIABLE EQUAL symbol
;
varexo : VAREXO symbol_list_with_tex_and_partition ';'
{ driver.varexo($2); }
{ driver.varexo($2, {}); }
| VAREXO '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.varexo($7, $5); }
;
varexo_det : VAREXO_DET symbol_list_with_tex_and_partition ';'
......@@ -627,7 +644,9 @@ predetermined_variables : PREDETERMINED_VARIABLES symbol_list ';'
;
parameters : PARAMETERS symbol_list_with_tex_and_partition ';'
{ driver.parameters($2); }
{ driver.parameters($2, {}); }
| PARAMETERS '(' HETEROGENEITY EQUAL symbol ')' symbol_list_with_tex_and_partition ';'
{ driver.parameters($7, $5); }
;
model_local_variable : MODEL_LOCAL_VARIABLE symbol_list_with_tex ';'
......@@ -648,6 +667,10 @@ change_type_arg : PARAMETERS
{ $$ = SymbolType::exogenousDet; }
;
heterogeneity_dimension : HETEROGENEITY_DIMENSION symbol_list ';'
{ driver.heterogeneity_dimension($2); }
;
init_param : symbol EQUAL expression ';' { driver.init_param($1, $3); };
expression : '(' expression ')'
......@@ -784,20 +807,24 @@ h_options: o_filename
| o_first_obs
| o_data_first_obs
| o_first_simulation_period
| o_date_first_simulation_period
| o_last_simulation_period
| o_date_last_simulation_period
| o_last_obs
| o_data_last_obs
| o_nobs
| o_series
;
integer_or_date : INT_NUMBER
{ $$.emplace<int>(stoi($1)); }
| date_expr
{ $$.emplace<string>($1); }
;
endval : ENDVAL ';' endval_list END ';'
{ driver.end_endval(false); }
| ENDVAL '(' ALL_VALUES_REQUIRED ')' ';' endval_list END ';'
{ driver.end_endval(true); }
| ENDVAL '(' LEARNT_IN EQUAL INT_NUMBER ')' ';' endval_list END ';'
| ENDVAL '(' LEARNT_IN EQUAL integer_or_date ')' ';' endval_list END ';'
{ driver.end_endval_learnt_in($5); }
;
......@@ -995,6 +1022,8 @@ model : MODEL ';' { driver.begin_model(); }
equation_list END ';' { driver.end_model(); }
| MODEL '(' model_options_list ')' ';' { driver.begin_model(); }
equation_list END ';' { driver.end_model(); }
| MODEL '(' HETEROGENEITY EQUAL symbol ')' { driver.begin_heterogeneous_model($5); }';'
equation_list END ';' { driver.end_model(); }
;
equation_list : equation_list equation
......@@ -1011,6 +1040,14 @@ equation : hand_side EQUAL hand_side ';'
{ $$ = driver.add_model_equal($4, $6, $2); }
| '[' tag_pair_list ']' hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($4, $2); }
| hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal($1, $3, {}, $5); }
| hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($1, {}, $3); }
| '[' tag_pair_list ']' hand_side EQUAL hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal($4, $6, $2, $8); }
| '[' tag_pair_list ']' hand_side PERPENDICULAR hand_side ';'
{ $$ = driver.add_model_equal_with_zero_rhs($4, $2, $6); }
;
tag_pair_list : tag_pair_list COMMA tag_pair
......@@ -1144,6 +1181,8 @@ hand_side : '(' hand_side ')'
{ $$ = driver.add_erfc($3); }
| STEADY_STATE '(' hand_side ')'
{ $$ = driver.add_steady_state($3); }
| SUM '(' hand_side ')'
{ $$ = driver.add_sum($3); }
;
comma_hand_side : hand_side
......@@ -1194,9 +1233,15 @@ 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 ';'
{ driver.end_heterogeneous_shocks($5, true); }
| SHOCKS '(' OVERWRITE COMMA HETEROGENEITY EQUAL symbol ')' ';' stoch_shock_list END ';'
{ driver.end_heterogeneous_shocks($7, true); }
;
shock_list : shock_list shock_elem
......@@ -1204,7 +1249,10 @@ shock_list : shock_list shock_elem
;
shock_elem : det_shock_elem
| VAR symbol ';' STDERR expression ';'
| stoch_shock_elem
;
stoch_shock_elem : VAR symbol ';' STDERR expression ';'
{ driver.add_stderr_shock($2, $5); }
| VAR symbol EQUAL expression ';'
{ driver.add_var_shock($2, $4); }
......@@ -1214,6 +1262,10 @@ shock_elem : det_shock_elem
{ driver.add_correl_shock($2, $4, $6); }
;
stoch_shock_list : stoch_shock_list stoch_shock_elem
| stoch_shock_elem
;
det_shock_elem : VAR symbol ';' PERIODS period_list ';' VALUES value_list ';'
{ driver.add_det_shock($2, $5, $8, ParsingDriver::DetShockType::standard); }
| VAR symbol ';' PERIODS period_list ';' ADD value_list ';'
......@@ -1329,11 +1381,11 @@ mshocks : MSHOCKS ';' mshock_list END ';'
{ driver.end_mshocks(false, false); }
| MSHOCKS '(' mshocks_options_list ')' ';' mshock_list END ';'
{
/* NB: the following relies of the fact that bool is the first
/* NB: the following relies on the fact that bool is the first
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
......@@ -1354,7 +1406,7 @@ 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
{ $$ = {"relative_to_initval", true}; }
......@@ -1364,46 +1416,36 @@ mshock_list : mshock_list det_shock_elem
| det_shock_elem
;
period_list : period_list COMMA INT_NUMBER
{
$$ = $1;
int p = stoi($3);
$$.emplace_back(p, p);
}
| period_list INT_NUMBER
period_list : period_range
{ $$ = { $1 }; }
| period_list period_range
{
$$ = $1;
int p = stoi($2);
$$.emplace_back(p, p);
$$.emplace_back($2);
}
| period_list COMMA INT_NUMBER ':' INT_NUMBER
| period_list COMMA period_range
{
$$ = $1;
int p1 = stoi($3), p2 = stoi($5);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$.emplace_back(p1, p2);
$$.emplace_back($3);
}
| period_list INT_NUMBER ':' INT_NUMBER
;
period_range : INT_NUMBER
{
$$ = $1;
int p1 = stoi($2), p2 = stoi($4);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$.emplace_back(p1, p2);
int p = stoi($1);
$$.emplace<pair<int, int>>(p, p);
}
| INT_NUMBER ':' INT_NUMBER
{
int p1 = stoi($1), p2 = stoi($3);
if (p1 > p2)
driver.error("Can't have first period index greater than second index in range specification");
$$ = {{p1, p2}};
}
| INT_NUMBER
{
int p = stoi($1);
$$ = {{p, p}};
$$.emplace<pair<int, int>>(p1, p2);
}
| date_expr
{ $$.emplace<pair<string, string>>($1, $1); }
| date_expr ':' date_expr
{ $$.emplace<pair<string, string>>($1, $3); }
;
value_list : value_list COMMA '(' expression ')'
......@@ -1457,9 +1499,11 @@ steady_options : o_solve_algo
| o_markowitz
| o_steady_maxit
| o_nocheck
| o_noprint
| o_steady_tolf
| o_steady_tolx
| o_fsolve_options
| o_non_zero
;
check : CHECK ';'
......@@ -1504,6 +1548,8 @@ perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMM
perfect_foresight_setup_options : o_periods
| o_datafile
| o_endval_steady
| o_pf_first_simulation_period
| o_pf_last_simulation_period
;
perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
......@@ -1541,6 +1587,16 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_homotopy_step_size_increase_success_count
| o_homotopy_linearization_fallback
| o_homotopy_marginal_linearization_fallback
| o_homotopy_exclude_varexo
| o_preconditioner
| o_iter_tol
| o_iter_maxit
| o_gmres_restart
| o_iterstack_maxlu
| o_iterstack_nperiods
| o_iterstack_nlu
| o_iterstack_relu
| o_check_jacobian_singularity
;
perfect_foresight_with_expectation_errors_setup : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP ';'
......@@ -1555,6 +1611,8 @@ perfect_foresight_with_expectation_errors_setup_options_list : perfect_foresight
perfect_foresight_with_expectation_errors_setup_options : o_periods
| o_datafile
| o_pf_first_simulation_period
| o_pf_last_simulation_period
;
perfect_foresight_with_expectation_errors_solver : PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER ';'
......@@ -1571,6 +1629,31 @@ perfect_foresight_with_expectation_errors_solver_options : o_pfwee_constant_simu
| perfect_foresight_solver_options
;
perfect_foresight_controlled_paths : PERFECT_FORESIGHT_CONTROLLED_PATHS ';' perfect_foresight_controlled_paths_list END ';'
{ driver.perfect_foresight_controlled_paths($3, 1); }
| PERFECT_FORESIGHT_CONTROLLED_PATHS '(' LEARNT_IN EQUAL integer_or_date ')' ';' perfect_foresight_controlled_paths_list END ';'
{ driver.perfect_foresight_controlled_paths($8, $5); }
;
perfect_foresight_controlled_paths_list : perfect_foresight_controlled_paths_list perfect_foresight_controlled_paths_elem
{
$$ = $1;
$$.push_back($2);
}
| perfect_foresight_controlled_paths_elem
{ $$ = { $1 }; }
;
perfect_foresight_controlled_paths_elem : EXOGENIZE symbol ';' PERIODS period_list ';' VALUES value_list ';' ENDOGENIZE symbol ';'
{
driver.check_symbol_is_endogenous($2);
driver.check_symbol_is_exogenous($11, false);
if ($5.size() != $8.size())
driver.error("The number of periods is different from the number of values");
$$ = { $2, $5, $8, $11};
}
;
method_of_moments : METHOD_OF_MOMENTS ';'
{ driver.method_of_moments(); }
| METHOD_OF_MOMENTS '(' method_of_moments_options_list ')' ';'
......@@ -1593,6 +1676,7 @@ method_of_moments_option : o_add_tiny_number_to_cholesky
| o_datafile
| o_dirname
| o_dr
| o_dr_cycle_reduction_maxiter
| o_dr_cycle_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_dr_logarithmic_reduction_tol
......@@ -1770,6 +1854,7 @@ stoch_simul_primary_options : o_solve_algo
| o_pruning
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_cycle_reduction_maxiter
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_irf_plot_threshold
......@@ -2052,9 +2137,8 @@ prior_pdf : BETA_PDF
{ $$ = PriorDistributions::weibull; }
;
date_str : DATES
date_expr : date_str
date_expr : DATE
{ $$ = "dates('" + $1 + "')"; }
| date_expr PLUS INT_NUMBER
{ $$ = $1 + '+' + $3; }
;
......@@ -2306,6 +2390,7 @@ estimation_options : o_datafile
| o_lyapunov_doubling_tol
| o_dr
| o_dr_cycle_reduction_tol
| o_dr_cycle_reduction_maxiter
| o_dr_logarithmic_reduction_tol
| o_dr_logarithmic_reduction_maxiter
| o_analytic_derivation
......@@ -2607,22 +2692,19 @@ ramsey_policy : RAMSEY_POLICY ';'
{ driver.ramsey_policy($5); }
;
ramsey_constraints : RAMSEY_CONSTRAINTS ';' ramsey_constraints_list END ';'
{ driver.add_ramsey_constraints_statement(); }
ramsey_constraints : RAMSEY_CONSTRAINTS ';'
{ driver.begin_ramsey_constraints(); }
ramsey_constraints_list END ';'
{ driver.end_ramsey_constraints($4); }
;
ramsey_constraints_list : ramsey_constraints_list ramsey_constraint
| ramsey_constraint
;
ramsey_constraint : NAME LESS expression ';'
{ driver.ramsey_constraint_add_less($1, $3); }
| NAME GREATER expression ';'
{ driver.ramsey_constraint_add_greater($1, $3); }
| NAME LESS_EQUAL expression ';'
{ driver.ramsey_constraint_add_less_equal($1, $3); }
| NAME GREATER_EQUAL expression ';'
{ driver.ramsey_constraint_add_greater_equal($1, $3); }
ramsey_constraints_list : ramsey_constraints_list hand_side ';'
{
$$ = $1;
$$.push_back($2);
}
| hand_side ';'
{ $$ = { $1 }; }
;
evaluate_planner_objective : EVALUATE_PLANNER_OBJECTIVE ';'
......@@ -3456,6 +3538,7 @@ extended_path_option : o_periods
| o_solver_periods
| o_extended_path_order
| o_hybrid
| o_use_first_order_solution
| o_lmmcp
;
......@@ -3584,7 +3667,15 @@ matched_irfs_elem : matched_irfs_elem_var_varexo
vector<tuple<int, int, expr_t, expr_t>> v;
v.reserve($3.size());
for (size_t i {0}; i < $3.size(); i++)
v.emplace_back($3[i].first, $3[i].second, $5.first[i], $5.second[i]);
try
{
auto [p1, p2] = get<pair<int, int>>($3[i]);
v.emplace_back(p1, p2, $5.first[i], $5.second[i]);
}
catch (bad_variant_access&)
{
driver.error("matched_irfs: dates are not allowed in the 'periods' keyword");
}
$$ = {$1, v};
}
;
......@@ -3683,6 +3774,7 @@ o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };
o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
o_use_first_order_solution : USE_FIRST_ORDER_SOLUTION { driver.option_num("ep.use_first_order_solution_as_initial_guess", "true"); };
o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_bandpass_filter : BANDPASS_FILTER { driver.option_num("bandpass.indicator", "true"); }
......@@ -3751,13 +3843,17 @@ o_est_first_obs : FIRST_OBS EQUAL vec_int
o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
{ driver.option_str("posterior_sampler_options.posterior_sampling_method", $3); } ;
o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); };
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); };
o_date_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("firstsimulationperiod", $3); } ;
o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); };
o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $3); } ;
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("first_obs", $3); } ;
o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); }
| FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("first_simulation_period", $3); }
;
o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); }
| LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("last_simulation_period", $3); }
;
o_pf_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.first_simulation_period", $3); };
o_pf_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("simul.last_simulation_period", $3); };
o_last_obs : LAST_OBS EQUAL INT_NUMBER { driver.option_num("last_obs", $3); };
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("last_obs", $3); } ;
o_keep_kalman_algo_if_singularity_is_detected : KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED { driver.option_num("kalman.keep_kalman_algo_if_singularity_is_detected", "true"); } ;
o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
......@@ -3943,6 +4039,7 @@ o_dr : DR EQUAL CYCLE_REDUCTION { driver.option_num("dr_cycle_reduction", "true"
| DR EQUAL LOGARITHMIC_REDUCTION { driver.option_num("dr_logarithmic_reduction", "true"); }
| DR EQUAL DEFAULT { driver.option_num("dr_cycle_reduction", "false"); driver.option_num("dr_logarithmic_reduction", "false"); };
o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_cycle_reduction_tol", $3); };
o_dr_cycle_reduction_maxiter : DR_CYCLE_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_cycle_reduction_maxiter", $3); };
o_dr_logarithmic_reduction_tol : DR_LOGARITHMIC_REDUCTION_TOL EQUAL non_negative_number { driver.option_num("dr_logarithmic_reduction_tol", $3); };
o_dr_logarithmic_reduction_maxiter : DR_LOGARITHMIC_REDUCTION_MAXITER EQUAL INT_NUMBER { driver.option_num("dr_logarithmic_reduction_maxiter", $3); };
o_psd_detail_plot : DETAIL_PLOT { driver.option_num("plot_shock_decomp.detail_plot", "true"); };
......@@ -3995,9 +4092,11 @@ o_resampling : RESAMPLING EQUAL SYSTEMATIC
| RESAMPLING EQUAL NONE { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.none", "true"); }
| RESAMPLING EQUAL GENERIC { driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.generic", "true"); };
o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver.option_num("particle.resampling.threshold", $3); };
o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
| RESAMPLING_METHOD EQUAL SMOOTH { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.smethod.stratified", "false"); }
| RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); };
o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA { driver.option_num("particle.resampling.method.kitagawa", "true"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false") ;}
| RESAMPLING_METHOD EQUAL SMOOTH { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "true"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL STRATIFIED { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "true"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL RESIDUAL { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "true"); driver.option_num("particle.resampling.method.multinomial", "false"); };
| RESAMPLING_METHOD EQUAL MULTINOMIAL { driver.option_num("particle.resampling.method.kitagawa", "false"); driver.option_num("particle.resampling.method.smooth", "false"); driver.option_num("particle.resampling.method.stratified", "false"); driver.option_num("particle.resampling.method.residual", "false"); driver.option_num("particle.resampling.method.multinomial", "true"); };
o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI { driver.option_num("particle.cpf_weights_method.amisanotristani", "true"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "false"); }
| CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW { driver.option_num("particle.cpf_weights_method.amisanotristani", "false"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "true"); };
o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
......@@ -4054,6 +4153,21 @@ o_max_dim_cova_group : MAX_DIM_COVA_GROUP EQUAL INT_NUMBER { driver.option_num("
o_homotopy_mode : HOMOTOPY_MODE EQUAL INT_NUMBER { driver.option_num("homotopy_mode", $3); };
o_homotopy_steps : HOMOTOPY_STEPS EQUAL INT_NUMBER { driver.option_num("homotopy_steps", $3); };
o_homotopy_force_continue: HOMOTOPY_FORCE_CONTINUE EQUAL INT_NUMBER { driver.option_num("homotopy_force_continue", $3); };
o_preconditioner : PRECONDITIONER EQUAL UMFITER
{ driver.option_str("simul.preconditioner", "umfiter"); }
| PRECONDITIONER EQUAL ITERSTACK
{ driver.option_str("simul.preconditioner", "iterstack"); }
| PRECONDITIONER EQUAL ILU
{ driver.option_str("simul.preconditioner", "ilu"); };
;
o_iter_tol : ITER_TOL EQUAL non_negative_number { driver.option_num("simul.iter_tol", $3); };
o_iter_maxit : ITER_MAXIT EQUAL INT_NUMBER { driver.option_num("simul.iter_maxit", $3); };
o_gmres_restart : GMRES_RESTART EQUAL INT_NUMBER { driver.option_num("simul.gmres_restart", $3); };
o_iterstack_maxlu : ITERSTACK_MAXLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_maxlu", $3); };
o_iterstack_nperiods : ITERSTACK_NPERIODS EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nperiods", $3); };
o_iterstack_nlu : ITERSTACK_NLU EQUAL INT_NUMBER { driver.option_num("simul.iterstack_nlu", $3); };
o_iterstack_relu : ITERSTACK_RELU EQUAL non_negative_number { driver.option_num("simul.iterstack_relu", $3); };
o_check_jacobian_singularity : CHECK_JACOBIAN_SINGULARITY { driver.option_num("simul.check_jacobian_singularity", "true"); };
o_nocheck : NOCHECK { driver.option_num("steadystate.nocheck", "true"); };
o_controlled_varexo : CONTROLLED_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("controlled_varexo", $4); };
......@@ -4268,10 +4382,11 @@ o_analytic_derivation_mode : ANALYTIC_DERIVATION_MODE EQUAL signed_number { driv
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "true"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
{ driver.option_str("MCMC_jumping_covariance", $3); } | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", $3); }
{ driver.option_str("MCMC_jumping_covariance", "hessian"); }
| MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", "prior_variance"); }
| MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
{ driver.option_str("MCMC_jumping_covariance", $3); }
{ driver.option_str("MCMC_jumping_covariance", "identity_matrix"); }
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
......@@ -4291,6 +4406,7 @@ o_homotopy_step_size_increase_success_count : HOMOTOPY_STEP_SIZE_INCREASE_SUCCES
o_homotopy_linearization_fallback : HOMOTOPY_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_linearization_fallback", "true"); }
o_homotopy_marginal_linearization_fallback : HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK { driver.option_num("simul.homotopy_marginal_linearization_fallback", "0.01"); }
| HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK EQUAL non_negative_number { driver.option_num("simul.homotopy_marginal_linearization_fallback", $3); }
o_homotopy_exclude_varexo : HOMOTOPY_EXCLUDE_VAREXO EQUAL '(' symbol_list ')' { driver.option_symbol_list("simul.homotopy_exclude_varexo", $4); };
o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars", $4); };
......@@ -4341,7 +4457,7 @@ o_emas_girf : EMAS_GIRF { driver.option_num("irf_opt.ergodic_mean_irf", "true");
o_emas_drop : EMAS_DROP EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.drop", $3); };
o_emas_tolf : EMAS_TOLF EQUAL non_negative_number { driver.option_num("irf_opt.EM.tolf", $3); };
o_emas_max_iter : EMAS_MAX_ITER EQUAL INT_NUMBER { driver.option_num("irf_opt.EM.iter", $3); };
o_non_zero : NON_ZERO { driver.option_num("non_zero", "true"); };
o_non_zero : NON_ZERO { driver.option_num("steady.non_zero", "true"); };
// Some options to "identification"
o_no_identification_strength : NO_IDENTIFICATION_STRENGTH { driver.option_num("no_identification_strength", "true"); };
......@@ -4431,9 +4547,8 @@ vec_int_number : INT_NUMBER
vec_int_elem : vec_int_number
| INT_NUMBER ':' INT_NUMBER
{
$$ = {};
for (int i = stoi($1); i <= stoi($3); i++)
$$.push_back(i);
auto v = views::iota(stoi($1), stoi($3) + 1);
$$ = {v.begin(), v.end()};
}
;
......@@ -4560,6 +4675,8 @@ symbol : NAME
| DD
| ADD
| MULTIPLY
| MFS
| RESIDUAL
;
%%
......
src/DynareFlex.ll
View file @ ebe33e3d
/* -*- C++ -*- */
/*
* Copyright © 2003-2023 Dynare Team
* Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
......@@ -20,7 +20,6 @@
%{
#include <cstring>
#include "ParsingDriver.hh"
using namespace std;
......@@ -60,7 +59,6 @@ string eofbuff;
%x VERBATIM_BLOCK
%x NATIVE
%x NATIVE_COMMENT
%x DATES_STATEMENT
%x LINE1
%x LINE2
%x LINE3
......@@ -70,7 +68,9 @@ string eofbuff;
#define YY_USER_ACTION location_increment(yylloc, yytext);
%}
DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
NAME [a-z_][a-z0-9_]*
FLOAT_NUMBER ((([0-9]*\.[0-9]+)|([0-9]+\.))([ed][-+]?[0-9]+)?)|([0-9]+[ed][-+]?[0-9]+)
DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
%%
/* Code put at the beginning of yylex() */
......@@ -92,12 +92,12 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
}
/* spaces, tabs and carriage returns are ignored */
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3>[[:space:]]+ { yylloc->step(); }
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3>[[:space:]]+ { yylloc->step(); }
/* Comments */
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>%.*
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"//".*
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,DATES_STATEMENT>"/*" {comment_caller = YY_START; BEGIN COMMENT;}
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>%.*
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"//".*
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK>"/*" {comment_caller = YY_START; BEGIN COMMENT;}
<COMMENT>"*/" {BEGIN comment_caller;}
<COMMENT>.
......@@ -111,6 +111,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>predetermined_variables {BEGIN DYNARE_STATEMENT; return token::PREDETERMINED_VARIABLES;}
<INITIAL>parameters {BEGIN DYNARE_STATEMENT; return token::PARAMETERS;}
<INITIAL>model_local_variable {BEGIN DYNARE_STATEMENT; return token::MODEL_LOCAL_VARIABLE;}
<INITIAL>heterogeneity_dimension {BEGIN DYNARE_STATEMENT; return token::HETEROGENEITY_DIMENSION;}
<INITIAL>model_info {BEGIN DYNARE_STATEMENT; return token::MODEL_INFO;}
<INITIAL>estimation {BEGIN DYNARE_STATEMENT; return token::ESTIMATION;}
<INITIAL>set_time {BEGIN DYNARE_STATEMENT; return token::SET_TIME;}
......@@ -235,6 +236,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>pac_target_info {BEGIN DYNARE_BLOCK; return token::PAC_TARGET_INFO;}
<INITIAL>matched_irfs {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS;}
<INITIAL>matched_irfs_weights {BEGIN DYNARE_BLOCK; return token::MATCHED_IRFS_WEIGHTS;}
<INITIAL>perfect_foresight_controlled_paths {BEGIN DYNARE_BLOCK; return token::PERFECT_FORESIGHT_CONTROLLED_PATHS;}
/* For the semicolon after an "end" keyword */
<INITIAL>; {return Dynare::parser::token_type (yytext[0]);}
......@@ -245,7 +247,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
<DYNARE_STATEMENT>options {return token::OPTIONS;}
<DYNARE_STATEMENT>prior {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::PRIOR;
}
<INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
......@@ -255,31 +257,12 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>prior_function {BEGIN DYNARE_STATEMENT; return token::PRIOR_FUNCTION;}
<INITIAL>posterior_function {BEGIN DYNARE_STATEMENT; return token::POSTERIOR_FUNCTION;}
/* Inside of a Dynare statement */
<DYNARE_STATEMENT>{DATE} {
char* yycopy = strdup(yytext);
char* uput = yycopy + yyleng;
unput(')');
unput('\'');
while (uput > yycopy)
unput(*--uput);
unput('\'');
unput('(');
unput('s');
unput('e');
unput('t');
unput('a');
unput('d');
free( yycopy );
<DYNARE_STATEMENT,DYNARE_BLOCK>{DATE} {
yylval->emplace<string>(yytext);
return token::DATE;
}
<DYNARE_STATEMENT>${DATE} { yylloc->step();
#if (YY_FLEX_MAJOR_VERSION > 2) || (YY_FLEX_MAJOR_VERSION == 2 && YY_FLEX_MINOR_VERSION >= 6)
yyout << yytext + 1;
#else
*yyout << yytext + 1;
#endif
}
<DYNARE_STATEMENT>dates {dates_parens_nb=0; BEGIN DATES_STATEMENT; yylval->build<string>("dates");}
/* Inside a Dynare statement */
<DYNARE_STATEMENT>file {return token::FILE;}
<DYNARE_STATEMENT>datafile {return token::DATAFILE;}
<DYNARE_STATEMENT>dirname {return token::DIRNAME;}
......@@ -312,10 +295,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>posterior_nograph {return token::POSTERIOR_NOGRAPH;}
<DYNARE_STATEMENT>nodisplay {return token::NODISPLAY;}
<DYNARE_STATEMENT>graph_format {return token::GRAPH_FORMAT;}
<DYNARE_STATEMENT>eps {yylval->build<string>(yytext); return token::EPS;}
<DYNARE_STATEMENT>pdf {yylval->build<string>(yytext); return token::PDF;}
<DYNARE_STATEMENT>fig {yylval->build<string>(yytext); return token::FIG;}
<DYNARE_STATEMENT>none {yylval->build<string>(yytext); return token::NONE;}
<DYNARE_STATEMENT>eps {yylval->emplace<string>(yytext); return token::EPS;}
<DYNARE_STATEMENT>pdf {yylval->emplace<string>(yytext); return token::PDF;}
<DYNARE_STATEMENT>fig {yylval->emplace<string>(yytext); return token::FIG;}
<DYNARE_STATEMENT>none {yylval->emplace<string>(yytext); return token::NONE;}
<DYNARE_STATEMENT>print {return token::PRINT;}
<DYNARE_STATEMENT>noprint {return token::NOPRINT;}
<DYNARE_STATEMENT>conf_sig {return token::CONF_SIG;}
......@@ -423,6 +406,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
<DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
<DYNARE_STATEMENT>hybrid {return token::HYBRID;}
<DYNARE_STATEMENT>use_first_order_solution {return token::USE_FIRST_ORDER_SOLUTION;}
<DYNARE_STATEMENT>default {return token::DEFAULT;}
<DYNARE_STATEMENT>init2shocks {return token::INIT2SHOCKS;}
......@@ -435,6 +419,11 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>kitagawa {return token::KITAGAWA;}
<DYNARE_STATEMENT>smooth {return token::SMOOTH;}
<DYNARE_STATEMENT>stratified {return token::STRATIFIED;}
<DYNARE_STATEMENT>residual {
yylval->emplace<string>(yytext);
return token::RESIDUAL;
}
<DYNARE_STATEMENT>multinomial {return token::MULTINOMIAL;}
<DYNARE_STATEMENT>cpf_weights {return token::CPF_WEIGHTS;}
<DYNARE_STATEMENT>amisanotristani {return token::AMISANOTRISTANI;}
<DYNARE_STATEMENT>murrayjonesparslow {return token::MURRAYJONESPARSLOW;}
......@@ -456,43 +445,40 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>fsolve_options {return token::FSOLVE_OPTIONS;}
<DYNARE_STATEMENT>alpha {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::ALPHA;
}
<DYNARE_STATEMENT>beta {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::BETA;
}
<DYNARE_STATEMENT>gamma {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::GAMMA;
}
<DYNARE_STATEMENT>inv_gamma {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::INV_GAMMA;
}
<DYNARE_STATEMENT>inv_gamma1 {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::INV_GAMMA1;
}
<DYNARE_STATEMENT>inv_gamma2 {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::INV_GAMMA2;
}
<DYNARE_STATEMENT>dirichlet {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::DIRICHLET;
}
<DYNARE_STATEMENT>weibull {
yylval->build<string>(yytext);
return token::WEIBULL;
}
<DYNARE_STATEMENT>weibull {return token::WEIBULL;}
<DYNARE_STATEMENT>normal {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::NORMAL;
}
<DYNARE_STATEMENT>uniform {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::UNIFORM;
}
<DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
......@@ -503,13 +489,13 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>ncsk {return token::NCSK;}
<DYNARE_STATEMENT>nstd {return token::NSTD;}
<DYNARE_STATEMENT>ninv {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::NINV;
}
<DYNARE_STATEMENT>indxparr {return token::INDXPARR;}
<DYNARE_STATEMENT>indxovr {return token::INDXOVR;}
<DYNARE_STATEMENT>aband {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::ABAND;
}
<DYNARE_STATEMENT>write_equation_tags {return token::WRITE_EQUATION_TAGS;}
......@@ -526,18 +512,18 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>indxgdls {return token::INDXGDLS;}
<DYNARE_STATEMENT>eq_ms {return token::EQ_MS;}
<DYNARE_STATEMENT>cms {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::CMS;
}
<DYNARE_STATEMENT>ncms {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::NCMS;
}
<DYNARE_STATEMENT>eq_cms {return token::EQ_CMS;}
<DYNARE_STATEMENT>tlindx {return token::TLINDX;}
<DYNARE_STATEMENT>tlnumber {return token::TLNUMBER;}
<DYNARE_STATEMENT>cnum {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::CNUM;
}
<DYNARE_STATEMENT>nodecomposition {return token::NODECOMPOSITION;};
......@@ -619,18 +605,9 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>substitute_libs {return token::SUBSTITUTE_LIBS;}
<DYNARE_STATEMENT>compiler {return token::COMPILER;}
<DYNARE_STATEMENT>instruments {return token::INSTRUMENTS;}
<DYNARE_STATEMENT>hessian {
yylval->build<string>(yytext);
return token::HESSIAN;
}
<DYNARE_STATEMENT>prior_variance {
yylval->build<string>(yytext);
return token::PRIOR_VARIANCE;
}
<DYNARE_STATEMENT>identity_matrix {
yylval->build<string>(yytext);
return token::IDENTITY_MATRIX;
}
<DYNARE_STATEMENT>hessian {return token::HESSIAN;}
<DYNARE_STATEMENT>prior_variance {return token::PRIOR_VARIANCE;}
<DYNARE_STATEMENT>identity_matrix {return token::IDENTITY_MATRIX;}
<DYNARE_STATEMENT>mcmc_jumping_covariance {return token::MCMC_JUMPING_COVARIANCE;}
/* These four (var, varexo, varexo_det, parameters) are for change_type */
......@@ -658,6 +635,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>homotopy_step_size_increase_success_count {return token::HOMOTOPY_STEP_SIZE_INCREASE_SUCCESS_COUNT;}
<DYNARE_STATEMENT>homotopy_linearization_fallback {return token::HOMOTOPY_LINEARIZATION_FALLBACK;}
<DYNARE_STATEMENT>homotopy_marginal_linearization_fallback {return token::HOMOTOPY_MARGINAL_LINEARIZATION_FALLBACK;}
<DYNARE_STATEMENT>homotopy_exclude_varexo {return token::HOMOTOPY_EXCLUDE_VAREXO;}
<DYNARE_STATEMENT>nocheck {return token::NOCHECK; }
<DYNARE_STATEMENT>steady_solve_algo {return token::STEADY_SOLVE_ALGO;}
......@@ -729,14 +707,6 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>lmmcp {return token::LMMCP;}
<DYNARE_STATEMENT>additional_optimizer_steps {return token::ADDITIONAL_OPTIMIZER_STEPS;}
<DYNARE_STATEMENT>bartlett_kernel_lag {return token::BARTLETT_KERNEL_LAG; }
<DYNARE_STATEMENT>optimal {
yylval->build<string>(yytext);
return token::OPTIMAL;
}
<DYNARE_STATEMENT>diagonal {
yylval->build<string>(yytext);
return token::DIAGONAL;
}
<DYNARE_STATEMENT>gmm {return token::GMM;}
<DYNARE_STATEMENT>smm {return token::SMM;}
<DYNARE_STATEMENT>irf_matching {return token::IRF_MATCHING;}
......@@ -780,10 +750,21 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>with_epilogue {return token::WITH_EPILOGUE;}
<DYNARE_STATEMENT>heteroskedastic_filter {return token::HETEROSKEDASTIC_FILTER;}
<DYNARE_STATEMENT>non_zero {return token::NON_ZERO;}
<DYNARE_STATEMENT>preconditioner {return token::PRECONDITIONER;}
<DYNARE_STATEMENT>umfiter {return token::UMFITER;}
<DYNARE_STATEMENT>iterstack {return token::ITERSTACK;}
<DYNARE_STATEMENT>ilu {return token::ILU;}
<DYNARE_STATEMENT>iter_tol {return token::ITER_TOL;}
<DYNARE_STATEMENT>iter_maxit {return token::ITER_MAXIT;}
<DYNARE_STATEMENT>gmres_restart {return token::GMRES_RESTART;}
<DYNARE_STATEMENT>iterstack_maxlu {return token::ITERSTACK_MAXLU;}
<DYNARE_STATEMENT>iterstack_nperiods {return token::ITERSTACK_NPERIODS;}
<DYNARE_STATEMENT>iterstack_nlu {return token::ITERSTACK_NLU;}
<DYNARE_STATEMENT>iterstack_relu {return token::ITERSTACK_RELU;}
<DYNARE_STATEMENT>check_jacobian_singularity {return token::CHECK_JACOBIAN_SINGULARITY;}
<DYNARE_STATEMENT>\$[^$]*\$ {
strtok(yytext + 1, "$");
yylval->build<string>(yytext + 1);
yylval->emplace<string>(yytext + 1).pop_back();
return token::TEX_NAME;
}
......@@ -796,17 +777,21 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_BLOCK>periods {return token::PERIODS;}
<DYNARE_BLOCK>scales {return token::SCALES;}
<DYNARE_BLOCK>add {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::ADD;
}
<DYNARE_BLOCK>multiply {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::MULTIPLY;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>cutoff {return token::CUTOFF;}
<DYNARE_STATEMENT,DYNARE_BLOCK>mfs {return token::MFS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>mfs {
yylval->emplace<string>(yytext);
return token::MFS;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>static_mfs {return token::STATIC_MFS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>balanced_growth_test_tol {return token::BALANCED_GROWTH_TEST_TOL;}
<DYNARE_STATEMENT,DYNARE_BLOCK>heterogeneity {return token::HETEROGENEITY;}
<DYNARE_BLOCK>gamma_pdf {return token::GAMMA_PDF;}
<DYNARE_BLOCK>beta_pdf {return token::BETA_PDF;}
<DYNARE_BLOCK>normal_pdf {return token::NORMAL_PDF;}
......@@ -818,19 +803,19 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;}
<DYNARE_BLOCK>surprise {return token::SURPRISE;}
<DYNARE_BLOCK>bind {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::BIND;
}
<DYNARE_BLOCK>relax {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::RELAX;
}
<DYNARE_BLOCK>error_bind {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::ERROR_BIND;
}
<DYNARE_BLOCK>error_relax {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::ERROR_RELAX;
}
<DYNARE_BLOCK>relative_to_initval {return token::RELATIVE_TO_INITVAL;}
......@@ -844,22 +829,24 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_BLOCK,DYNARE_STATEMENT>auxname {return token::AUXNAME;}
<DYNARE_BLOCK>auxname_target_nonstationary {return token::AUXNAME_TARGET_NONSTATIONARY;}
<DYNARE_BLOCK,DYNARE_STATEMENT>kind {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::KIND;
}
<DYNARE_BLOCK,DYNARE_STATEMENT>ll {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::LL;
}
<DYNARE_BLOCK,DYNARE_STATEMENT>dl {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::DL;
}
<DYNARE_BLOCK,DYNARE_STATEMENT>dd {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::DD;
}
<DYNARE_BLOCK>weights {return token::WEIGHTS;}
<DYNARE_BLOCK>exogenize {return token::EXOGENIZE;}
<DYNARE_BLOCK>endogenize {return token::ENDOGENIZE;}
/* Inside Dynare statement */
<DYNARE_STATEMENT>solve_algo {return token::SOLVE_ALGO;}
......@@ -871,13 +858,14 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>order {return token::ORDER;}
<DYNARE_STATEMENT>lyapunov {return token::LYAPUNOV;}
<DYNARE_STATEMENT>dr {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::DR;
}
<DYNARE_STATEMENT>lyapunov_complex_threshold {return token::LYAPUNOV_COMPLEX_THRESHOLD;}
<DYNARE_STATEMENT>lyapunov_fixed_point_tol {return token::LYAPUNOV_FIXED_POINT_TOL;}
<DYNARE_STATEMENT>lyapunov_doubling_tol {return token::LYAPUNOV_DOUBLING_TOL;}
<DYNARE_STATEMENT>dr_cycle_reduction_tol {return token::DR_CYCLE_REDUCTION_TOL;}
<DYNARE_STATEMENT>dr_cycle_reduction_maxiter {return token::DR_CYCLE_REDUCTION_MAXITER;}
<DYNARE_STATEMENT>dr_logarithmic_reduction_tol {return token::DR_LOGARITHMIC_REDUCTION_TOL;}
<DYNARE_STATEMENT>dr_logarithmic_reduction_maxiter {return token::DR_LOGARITHMIC_REDUCTION_MAXITER;}
<DYNARE_STATEMENT>replic {return token::REPLIC;}
......@@ -934,11 +922,11 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>time_shift {return token::TIME_SHIFT;}
<DYNARE_STATEMENT>structural {return token::STRUCTURAL;}
<DYNARE_STATEMENT>true {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::TRUE;
}
<DYNARE_STATEMENT>false {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::FALSE;
}
......@@ -1006,12 +994,15 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_BLOCK>var_expectation {return token::VAR_EXPECTATION;}
<DYNARE_BLOCK>pac_expectation {return token::PAC_EXPECTATION;}
<DYNARE_BLOCK>pac_target_nonstationary {return token::PAC_TARGET_NONSTATIONARY;}
<DYNARE_BLOCK>sum {return token::SUM;}
<DYNARE_STATEMENT>discount {return token::DISCOUNT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>varobs {return token::VAROBS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>varexobs {return token::VAREXOBS;}
<DYNARE_STATEMENT,DYNARE_BLOCK>nan {return token::NAN_CONSTANT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>inf {return token::INF_CONSTANT;}
<DYNARE_STATEMENT,DYNARE_BLOCK>constants {return token::CONSTANTS;}
<DYNARE_BLOCK>⟂ {return token::PERPENDICULAR;}
<DYNARE_BLOCK>_\|_ {return token::PERPENDICULAR;}
/* options for GSA module by Marco Ratto */
<DYNARE_STATEMENT>identification {return token::IDENTIFICATION;}
......@@ -1059,38 +1050,27 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>use_shock_groups {return token::USE_SHOCK_GROUPS;}
<DYNARE_STATEMENT>colormap {return token::COLORMAP;}
<DYNARE_STATEMENT,DYNARE_BLOCK>[a-z_][a-z0-9_]* {
yylval->build<string>(yytext);
<DYNARE_STATEMENT,DYNARE_BLOCK>{NAME} {
yylval->emplace<string>(yytext);
return token::NAME;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>((([0-9]*\.[0-9]+)|([0-9]+\.))([ed][-+]?[0-9]+)?)|([0-9]+[ed][-+]?[0-9]+) {
yylval->build<string>(yytext);
<DYNARE_STATEMENT,DYNARE_BLOCK>{FLOAT_NUMBER} {
yylval->emplace<string>(yytext);
return token::FLOAT_NUMBER;
}
<DYNARE_STATEMENT,DYNARE_BLOCK>[0-9]+ {
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::INT_NUMBER;
}
<DATES_STATEMENT>\( { yylval->as<string>().append(yytext); dates_parens_nb++; }
<DATES_STATEMENT>\) {
yylval->as<string>().append(yytext);
if (--dates_parens_nb == 0)
{
BEGIN DYNARE_STATEMENT;
return token::DATES;
}
}
<DATES_STATEMENT>. { yylval->as<string>().append(yytext); }
<DYNARE_BLOCK>\|e { return token::PIPE_E; }
<DYNARE_BLOCK>\|x { return token::PIPE_X; }
<DYNARE_BLOCK>\|p { return token::PIPE_P; }
<DYNARE_STATEMENT,DYNARE_BLOCK>\'[^\']*\' {
yylval->build<string>(yytext + 1).pop_back();
yylval->emplace<string>(yytext + 1).pop_back();
return token::QUOTED_STRING;
}
......@@ -1122,11 +1102,11 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
element in initval (in which case Dynare recognizes the matrix name as an external
function symbol), and may want to modify the matrix later with Matlab statements.
*/
<INITIAL>[a-z_][a-z0-9_]* {
<INITIAL>{NAME} {
if (driver.symbol_exists_and_is_not_modfile_local_or_external_function(yytext))
{
BEGIN DYNARE_STATEMENT;
yylval->build<string>(yytext);
yylval->emplace<string>(yytext);
return token::NAME;
}
else
......@@ -1147,7 +1127,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
be able to back out of the statement if we realize it's a native statement
and move to the NATIVE context
*/
<INITIAL>\[([[:space:]]*[a-z_][a-z0-9_]*[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*[a-z_][a-z0-9_]*[[:space:]]*){1}\] {
<INITIAL>\[([[:space:]]*{NAME}[[:space:]]*,{1}[[:space:]]*)*([[:space:]]*{NAME}[[:space:]]*){1}\] {
string yytextcpy{yytext};
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), '['), yytextcpy.end());
yytextcpy.erase(remove(yytextcpy.begin(), yytextcpy.end(), ']'), yytextcpy.end());
......@@ -1171,7 +1151,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
if (dynare_statement)
{
BEGIN DYNARE_STATEMENT;
yylval->build<vector<string>>(val);
yylval->emplace<vector<string>>(val);
return token::SYMBOL_VEC;
}
}
......@@ -1216,7 +1196,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<NATIVE_COMMENT>"*/"[[:space:]]*\n { BEGIN NATIVE; }
<NATIVE_COMMENT>.
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,DATES_STATEMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
<INITIAL,DYNARE_STATEMENT,DYNARE_BLOCK,COMMENT,LINE1,LINE2,LINE3,NATIVE_COMMENT><<EOF>> { yyterminate(); }
<*>. { driver.error(*yylloc, "character unrecognized by lexer"); }
%%
......