diff --git a/src/ComputingTasks.cc b/src/ComputingTasks.cc
index 6f9208eaae4316d421f833febe36708341eac0c0..099a8500cd6019ca1a5fc5e499683f75627c027f 100644
--- a/src/ComputingTasks.cc
+++ b/src/ComputingTasks.cc
@@ -1722,6 +1722,99 @@ EstimatedParamsBoundsStatement::writeJsonOutput(ostream &output) const
<< "}";
}
+EstimatedParamsRemoveStatement::EstimatedParamsRemoveStatement(vector<EstimationParams> estim_params_list_arg,
+ const SymbolTable &symbol_table_arg) :
+ estim_params_list{move(estim_params_list_arg)},
+ symbol_table{symbol_table_arg}
+{
+}
+
+void
+EstimatedParamsRemoveStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ for (const auto &it : estim_params_list)
+ {
+ int tsid = symbol_table.getTypeSpecificID(it.name) + 1;
+ SymbolType symb_type = symbol_table.getType(it.name);
+
+ if (it.type < 3)
+ {
+ if (symb_type == SymbolType::exogenous)
+ output << "tmp1 = find(estim_params_.var_exo(:,1)==" << tsid << ");" << endl
+ << "if isempty(tmp1)" << endl
+ << " error(sprintf('estimated_params_remove: the standard deviation of %s is not estimated.', M_.exo_names{" << tsid << "}))" << endl
+ << "else" << endl
+ << " estim_params_.var_exo(tmp1,:) = [];"
+ << "end" << endl;
+ else if (symb_type == SymbolType::endogenous)
+ output << "tmp1 = find(estim_params_.var_endo(:,1)==" << tsid << ");" << endl
+ << "if isempty(tmp1)" << endl
+ << " error(sprintf('estimated_params_remove: the standard deviation of the measurement error on %s is not estimated.', M_.endo_names{" << tsid << "}))" << endl
+ << "else" << endl
+ << " estim_params_.var_endo(tmp1,:) = [];"
+ << "end" << endl;
+ else if (symb_type == SymbolType::parameter)
+ output << "tmp1 = find(estim_params_.param_vals(:,1)==" << tsid << ");" << endl
+ << "if isempty(tmp1)" << endl
+ << " error(sprintf('estimated_params_remove: parameter %s is not estimated.', M_.param_names{" << tsid << "}))" << endl
+ << "else" << endl
+ << " estim_params_.param_vals(tmp1,:) = [];"
+ << "end" << endl;
+ }
+ else
+ {
+ int tsid2 = symbol_table.getTypeSpecificID(it.name2) + 1;
+ if (symb_type == SymbolType::exogenous)
+ output << "tmp1 = find((estim_params_.corrx(:,1)==" << tsid << " & estim_params_.corrx(:,2)==" << tsid2 << ") | "
+ << "(estim_params_.corrx(:,2)==" << tsid << " & estim_params_.corrx(:,1)==" << tsid2 << "));" << endl
+ << "if isempty(tmp1)" << endl
+ << " error(sprintf('estimated_params_remove: the correlation between %s and %s is not estimated.', M_.exo_names{"
+ << tsid << "}, M_.exo_names{" << tsid2 << "}))" << endl
+ << "else" << endl
+ << " estim_params_.corrx(tmp1,:) = [];"
+ << "end" << endl;
+ else if (symb_type == SymbolType::endogenous)
+ output << "tmp1 = find((estim_params_.corrn(:,1)==" << tsid << " & estim_params_.corrn(:,2)==" << tsid2 << ") | "
+ << "(estim_params_.corrn(:,2)==" << tsid << " & estim_params_.corrn(:,1)==" << tsid2 << "));" << endl
+ << "if isempty(tmp1)" << endl
+ << " error(sprintf('estimated_params_remove: the correlation between measurement errors on %s and %s is not estimated.', M_.endo_names{"
+ << tsid << "}, M_.endo_names{" << tsid2 << "}))" << endl
+ << "else" << endl
+ << " estim_params_.corrn(tmp1,:) = [];"
+ << "end" << endl;
+ }
+ }
+}
+
+void
+EstimatedParamsRemoveStatement::writeJsonOutput(ostream &output) const
+{
+ output << R"({"statementName": "estimated_params_remove", )"
+ << R"("params": [)";
+
+ for (auto it = estim_params_list.begin(); it != estim_params_list.end(); ++it)
+ {
+ if (it != estim_params_list.begin())
+ output << ", ";
+ output << "{";
+ switch (it->type)
+ {
+ case 1:
+ output << R"("var": ")" << it->name << R"(")";
+ case 2:
+ output << R"("param": ")" << it->name << R"(")";
+ break;
+ case 3:
+ output << R"("var1": ")" << it->name << R"(",)"
+ << R"("var2": ")" << it->name2 << R"(")";
+ break;
+ }
+ output << "}";
+ }
+ output << "]"
+ << "}";
+}
+
DeterministicTrendsStatement::DeterministicTrendsStatement(trend_elements_t trend_elements_arg,
const SymbolTable &symbol_table_arg) :
trend_elements{move(trend_elements_arg)},
diff --git a/src/ComputingTasks.hh b/src/ComputingTasks.hh
index 1a4e192fa644648de082e3a201dcc33cfc6dc4ed..c3008925852195a7b9a082697ffee37ee4248cb1 100644
--- a/src/ComputingTasks.hh
+++ b/src/ComputingTasks.hh
@@ -498,7 +498,7 @@ protected:
AbstractEstimatedParamsStatement(vector<EstimationParams> estim_params_list_arg,
const SymbolTable &symbol_table_arg);
virtual string blockName() const = 0;
- // Part of the check pass that is common to the three estimated_params* blocks
+ // Part of the check pass that is common to the three estimated_params{,_init,bounds} blocks
void commonCheckPass() const;
};
@@ -538,6 +538,18 @@ public:
void writeJsonOutput(ostream &output) const override;
};
+class EstimatedParamsRemoveStatement : public Statement
+{
+public:
+ // Only the type, name and name2 fields of EstimationParams are used
+ const vector<EstimationParams> estim_params_list;
+ const SymbolTable &symbol_table;
+ EstimatedParamsRemoveStatement(vector<EstimationParams> estim_params_list_arg,
+ const SymbolTable &symbol_table_arg);
+ void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const override;
+ void writeJsonOutput(ostream &output) const override;
+};
+
class OptimWeightsStatement : public Statement
{
public:
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index a964d79066f55960865a85613b518f48c62bcecc..847ce76f20d0679120845e579a5f3f3d465cb077 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -184,7 +184,7 @@ class ParsingDriver;
%token NO_IDENTIFICATION_MINIMAL NO_IDENTIFICATION_SPECTRUM NORMALIZE_JACOBIANS GRID_NBR
%token TOL_RANK TOL_DERIV TOL_SV CHECKS_VIA_SUBSETS MAX_DIM_SUBSETS_GROUPS ZERO_MOMENTS_TOLERANCE
%token MAX_NROWS SQUEEZE_SHOCK_DECOMPOSITION WITH_EPILOGUE MODEL_REMOVE MODEL_REPLACE MODEL_OPTIONS
-%token VAR_REMOVE
+%token VAR_REMOVE ESTIMATED_PARAMS_REMOVE
%token <vector<string>> SYMBOL_VEC
@@ -248,6 +248,7 @@ statement : parameters
| estimated_params
| estimated_params_bounds
| estimated_params_init
+ | estimated_params_remove
| set_time
| data
| epilogue
@@ -1895,6 +1896,16 @@ estimated_bounds_elem : STDERR symbol COMMA expression COMMA expression ';'
}
;
+estimated_params_remove : ESTIMATED_PARAMS_REMOVE ';' estimated_remove_list END ';'
+ { driver.estimated_params_remove(); };
+
+estimated_remove_list : estimated_remove_elem
+ | estimated_remove_list estimated_remove_elem
+ ;
+
+estimated_remove_elem : estimated_elem1 ';'
+ { driver.add_estimated_params_element(); }
+
osr_params_bounds : OSR_PARAMS_BOUNDS ';' osr_bounds_list END ';'
{ driver.osr_params_bounds(); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 6b7cd4560a5de078666703f2a7d9480a59126f43..1bc54b01d05f013aaba48f655759d29f581b4f79 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -221,6 +221,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>priors {BEGIN DYNARE_BLOCK;return token::ESTIMATED_PARAMS;}
<INITIAL>estimated_params_init {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_INIT;}
<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
+<INITIAL>estimated_params_remove {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_REMOVE;}
<INITIAL>osr_params_bounds {BEGIN DYNARE_BLOCK; return token::OSR_PARAMS_BOUNDS;}
<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
<INITIAL>deterministic_trends {BEGIN DYNARE_BLOCK; return token::DETERMINISTIC_TRENDS;}
diff --git a/src/ParsingDriver.cc b/src/ParsingDriver.cc
index a8cc7831aaa1f856d138ec93c34ca1c092cae704..9f89cbf4b1c66e0b7008e2e4ad58681fc12cd5ab 100644
--- a/src/ParsingDriver.cc
+++ b/src/ParsingDriver.cc
@@ -1489,6 +1489,13 @@ ParsingDriver::estimated_params_bounds()
estim_params_list.clear();
}
+void
+ParsingDriver::estimated_params_remove()
+{
+ mod_file->addStatement(make_unique<EstimatedParamsRemoveStatement>(estim_params_list, mod_file->symbol_table));
+ estim_params_list.clear();
+}
+
void
ParsingDriver::add_osr_params_element()
{
diff --git a/src/ParsingDriver.hh b/src/ParsingDriver.hh
index 1584c3c6deef917c755efffb9f5bfbf2f567d060..ce07bd0a38fafda45de4fc2a400664e3cadf739b 100644
--- a/src/ParsingDriver.hh
+++ b/src/ParsingDriver.hh
@@ -512,6 +512,8 @@ public:
void estimated_params_init(bool use_calibration = false);
//! Writes estimated params bound command
void estimated_params_bounds();
+ //! Add an estimated_params_remove block
+ void estimated_params_remove();
//! Adds a declaration for a user-defined external function
void external_function();
//! Sets an external_function option to a string value