diff --git a/matlab/initial_condition_decomposition.m b/matlab/initial_condition_decomposition.m
index df9e4e93ae59ab753fdc85d6c403664b51b73cdf..1eb2b795982cb21fce950259e1f1c62989990f01 100644
--- a/matlab/initial_condition_decomposition.m
+++ b/matlab/initial_condition_decomposition.m
@@ -38,6 +38,13 @@ function oo_ = initial_condition_decomposition(M_,oo_,options_,varlist,bayestopt
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+options_.plot_shock_decomp.detail_plot = options_.initial_condition_decomp.detail_plot;
+options_.plot_shock_decomp.steadystate = options_.initial_condition_decomp.steadystate;
+options_.plot_shock_decomp.write_xls = options_.initial_condition_decomp.write_xls;
+options_.plot_shock_decomp.type = options_.initial_condition_decomp.type;
+options_.plot_shock_decomp.plot_init_date = options_.initial_condition_decomp.plot_init_date;
+options_.plot_shock_decomp.plot_end_date = options_.initial_condition_decomp.plot_end_date;
+
% indices of endogenous variables
if size(varlist,1) == 0
varlist = M_.endo_names(1:M_.orig_endo_nbr,:);
diff --git a/matlab/set_default_initial_condition_decomposition_options.m b/matlab/set_default_initial_condition_decomposition_options.m
new file mode 100644
index 0000000000000000000000000000000000000000..07c84d3e6b16bb0af8b67bf48743ffa8bea603b4
--- /dev/null
+++ b/matlab/set_default_initial_condition_decomposition_options.m
@@ -0,0 +1,37 @@
+function options = set_default_initial_condition_decomposition_options(options)
+%function options = set_default_initial_condition_decomposition_options(options)
+% sets the default options for prior_shock_decomposition
+%
+% INPUTS
+% options
+%
+% OUTPUTS
+% options
+%
+% SPECIAL REQUIREMENTS
+% none
+
+% Copyright (C) 2017 Dynare Team
+%
+% This file is part of Dynare.
+%
+% Dynare is free software: you can redistribute it and/or modify
+% it under the terms of the GNU General Public License as published by
+% the Free Software Foundation, either version 3 of the License, or
+% (at your option) any later version.
+%
+% Dynare is distributed in the hope that it will be useful,
+% but WITHOUT ANY WARRANTY; without even the implied warranty of
+% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+% GNU General Public License for more details.
+%
+% You should have received a copy of the GNU General Public License
+% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+
+options.initial_condition_decomp.detail_plot = 0;
+options.initial_condition_decomp.steadystate = 0;
+options.initial_condition_decomp.write_xls = 0;
+options.initial_condition_decomp.type = '';
+options.initial_condition_decomp.plot_init_date = [];
+options.initial_condition_decomp.plot_end_date = [];
+end
diff --git a/preprocessor/ComputingTasks.cc b/preprocessor/ComputingTasks.cc
index d91d04c106359bbb8c2d8607541b9dac4ad44c99..21b2dd7553863f114b30d657b84771a5011996c9 100644
--- a/preprocessor/ComputingTasks.cc
+++ b/preprocessor/ComputingTasks.cc
@@ -1696,6 +1696,22 @@ PlotShockDecompositionStatement::writeOutput(ostream &output, const string &base
output << "plot_shock_decomposition(M_, oo_, options_, var_list_);" << endl;
}
+InitialConditionDecompositionStatement::InitialConditionDecompositionStatement(const SymbolList &symbol_list_arg,
+ const OptionsList &options_list_arg) :
+ symbol_list(symbol_list_arg),
+ options_list(options_list_arg)
+{
+}
+
+void
+InitialConditionDecompositionStatement::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
+{
+ output << "options_ = set_default_initial_condition_decomposition_options(options_);" << endl;
+ options_list.writeOutput(output);
+ symbol_list.writeOutput("var_list_", output);
+ output << "initial_condition_decomposition(M_, oo_, options_, var_list_, bayestopt_, estim_params_);" << endl;
+}
+
ConditionalForecastStatement::ConditionalForecastStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
diff --git a/preprocessor/ComputingTasks.hh b/preprocessor/ComputingTasks.hh
index 41da6098233034ea532cbfc16f7406fc2a4003d9..596738c27cbd4f98b6dd0aa83b5c7ea3a521177a 100644
--- a/preprocessor/ComputingTasks.hh
+++ b/preprocessor/ComputingTasks.hh
@@ -608,6 +608,17 @@ public:
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};
+class InitialConditionDecompositionStatement : public Statement
+{
+private:
+ const SymbolList symbol_list;
+ const OptionsList options_list;
+public:
+ InitialConditionDecompositionStatement(const SymbolList &symbol_list_arg,
+ const OptionsList &options_list_arg);
+ virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
+};
+
class ConditionalForecastStatement : public Statement
{
private:
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 10361cdb95f9f5fffd822407c1e98bbf5165c35a..6eea69bc8dd9c901d9c7c5ea1fede336aa338249 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -91,7 +91,7 @@ class ParsingDriver;
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN DETAIL_PLOT TYPE
%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 COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
-%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
+%token CONSIDER_ALL_ENDOGENOUS 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 END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
@@ -103,7 +103,7 @@ class ParsingDriver;
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
-%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX
+%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
@@ -263,6 +263,7 @@ statement : parameters
| shock_decomposition
| realtime_shock_decomposition
| plot_shock_decomposition
+ | initial_condition_decomposition
| conditional_forecast
| conditional_forecast_paths
| plot_conditional_forecast
@@ -2150,6 +2151,16 @@ plot_shock_decomposition : PLOT_SHOCK_DECOMPOSITION ';'
{ driver.plot_shock_decomposition(); }
;
+initial_condition_decomposition : INITIAL_CONDITION_DECOMPOSITION ';'
+ {driver.initial_condition_decomposition(); }
+ | INITIAL_CONDITION_DECOMPOSITION '(' initial_condition_decomposition_options_list ')' ';'
+ { driver.initial_condition_decomposition(); }
+ | INITIAL_CONDITION_DECOMPOSITION symbol_list ';'
+ { driver.initial_condition_decomposition(); }
+ | INITIAL_CONDITION_DECOMPOSITION '(' initial_condition_decomposition_options_list ')' symbol_list ';'
+ { driver.initial_condition_decomposition(); }
+ ;
+
bvar_prior_option : o_bvar_prior_tau
| o_bvar_prior_decay
| o_bvar_prior_lambda
@@ -2554,6 +2565,18 @@ plot_shock_decomposition_option : o_psd_use_shock_groups
| o_psd_vintage
;
+initial_condition_decomposition_options_list : initial_condition_decomposition_option COMMA initial_condition_decomposition_options_list
+ | initial_condition_decomposition_option
+ ;
+
+initial_condition_decomposition_option : o_icd_type
+ | o_icd_detail_plot
+ | o_icd_steadystate
+ | o_icd_write_xls
+ | o_icd_plot_init_date
+ | o_icd_plot_end_date
+ ;
+
homotopy_setup: HOMOTOPY_SETUP ';' homotopy_list END ';'
{ driver.end_homotopy();};
@@ -3012,9 +3035,11 @@ o_dr_cycle_reduction_tol : DR_CYCLE_REDUCTION_TOL EQUAL non_negative_number {dri
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", "1"); };
+o_icd_detail_plot : DETAIL_PLOT { driver.option_num("initial_condition_decomp.detail_plot", "1"); };
o_psd_interactive : INTERACTIVE { driver.option_num("plot_shock_decomp.interactive", "1"); };
o_psd_screen_shocks : SCREEN_SHOCKS { driver.option_num("plot_shock_decomp.screen_shocks", "1"); };
o_psd_steadystate : STEADYSTATE { driver.option_num("plot_shock_decomp.steadystate", "1"); };
+o_icd_steadystate : STEADYSTATE { driver.option_num("initial_condition_decomp.steadystate", "1"); };
o_psd_fig_name : FIG_NAME EQUAL filename { driver.option_str("plot_shock_decomp.fig_name", $3); };
o_psd_type : TYPE EQUAL QOQ
{ driver.option_str("plot_shock_decomp.type", "qoq"); }
@@ -3023,6 +3048,16 @@ o_psd_type : TYPE EQUAL QOQ
| TYPE EQUAL AOA
{ driver.option_str("plot_shock_decomp.type", "qoq"); }
;
+o_icd_type : TYPE EQUAL QOQ
+ { driver.option_str("initial_condition_decomp.type", "qoq"); }
+ | TYPE EQUAL YOY
+ { driver.option_str("initial_condition_decomp.type", "qoq"); }
+ | TYPE EQUAL AOA
+ { driver.option_str("initial_condition_decomp.type", "qoq"); }
+ ;
+o_icd_plot_init_date : PLOT_INIT_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_init_date", $3); } ;
+o_icd_plot_end_date : PLOT_END_DATE EQUAL date_expr { driver.option_date("initial_condition_decomp.plot_end_date", $3); } ;
+o_icd_write_xls : WRITE_XLS { driver.option_num("initial_condition_decomp.write_xls", "1"); };
o_psd_write_xls : WRITE_XLS { driver.option_num("plot_shock_decomp.write_xls", "1"); };
o_psd_realtime : REALTIME EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.realtime", $3); };
o_psd_vintage : VINTAGE EQUAL INT_NUMBER { driver.option_num("plot_shock_decomp.vintage", $3); };
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index 59eac989a97f541b55cd1564bae18410f18b9408..299d31eddaccf8af091a53cde112e86973cd8aef 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -152,6 +152,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>shock_decomposition {BEGIN DYNARE_STATEMENT; return token::SHOCK_DECOMPOSITION;}
<INITIAL>realtime_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::REALTIME_SHOCK_DECOMPOSITION;}
<INITIAL>plot_shock_decomposition {BEGIN DYNARE_STATEMENT; return token::PLOT_SHOCK_DECOMPOSITION;}
+<INITIAL>initial_condition_decomposition {BEGIN DYNARE_STATEMENT; return token::INITIAL_CONDITION_DECOMPOSITION;}
<INITIAL>sbvar {BEGIN DYNARE_STATEMENT; return token::SBVAR;}
<INITIAL>ms_estimation {BEGIN DYNARE_STATEMENT; return token::MS_ESTIMATION;}
<INITIAL>ms_simulation {BEGIN DYNARE_STATEMENT; return token::MS_SIMULATION;}
@@ -375,6 +376,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>indxscalesstates {return token::INDXSCALESSTATES;}
<DYNARE_STATEMENT>fixed_point {return token::FIXED_POINT;}
<DYNARE_STATEMENT>doubling {return token::DOUBLING;}
+<DYNARE_STATEMENT>plot_init_date {return token::PLOT_INIT_DATE;}
+<DYNARE_STATEMENT>plot_end_date {return token::PLOT_END_DATE;}
<DYNARE_STATEMENT>square_root_solver {return token::SQUARE_ROOT_SOLVER;}
<DYNARE_STATEMENT>cycle_reduction {return token::CYCLE_REDUCTION;}
<DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
diff --git a/preprocessor/ParsingDriver.cc b/preprocessor/ParsingDriver.cc
index d370979e98dde0614895b647dd9a3204455066c2..c0f4729164487a325df2761971d419032ce76b90 100644
--- a/preprocessor/ParsingDriver.cc
+++ b/preprocessor/ParsingDriver.cc
@@ -2141,6 +2141,14 @@ ParsingDriver::plot_shock_decomposition()
options_list.clear();
}
+void
+ParsingDriver::initial_condition_decomposition()
+{
+ mod_file->addStatement(new InitialConditionDecompositionStatement(symbol_list, options_list));
+ symbol_list.clear();
+ options_list.clear();
+}
+
void
ParsingDriver::conditional_forecast()
{
diff --git a/preprocessor/ParsingDriver.hh b/preprocessor/ParsingDriver.hh
index 29b9c3210293f5e9ce5930f192e4a91455858395..bc9729fff47dbba5dae1df6bc9294f87ef500262 100644
--- a/preprocessor/ParsingDriver.hh
+++ b/preprocessor/ParsingDriver.hh
@@ -594,6 +594,8 @@ public:
void realtime_shock_decomposition();
//! Plot Shock decomposition
void plot_shock_decomposition();
+ //! Initial Condition decomposition
+ void initial_condition_decomposition();
//! Conditional forecast statement
void conditional_forecast();
//! Conditional forecast paths block