Try to convert types for parameter if value, valuebounds, and/or tran…

…sform_parameterization types do not match.
FRBNY-DSGE · Jan 5, 2021 · 4a94533 · 4a94533
1 parent bbc65bd
commit 4a94533
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Showing 2 changed files with 39 additions and 1 deletion.
diff --git a/src/parameters.jl b/src/parameters.jl
@@ -387,7 +387,7 @@ function parameter(key::Symbol,
                    scaling::Function        = identity,
                    regimes::Dict{Symbol,OrderedDict{Int64,Any}} = Dict{Symbol,OrderedDict{Int64,Any}}(),
                    description::String = "No description available.",
-                   tex_label::String = "") where {V<:Vector, T <: Float64, U <:Transform} #{V<:Vector, S<:Real, T <: Float64, U <:Transform}
+                   tex_label::String = "") where {V<:Vector, T <: Real, U <:Transform} #{V<:Vector, S<:Real, T <: Float64, U <:Transform}
 
     # If fixed=true, force bounds to match and leave prior as null.  We need to define new
     # variable names here because of lexical scoping.
@@ -445,6 +445,32 @@ function parameter(key::Symbol,
     end
 end
 
+function parameter(key::Symbol,
+                   value::Union{T1, V}, #value::Union{S,V},
+                   valuebounds::Interval{T2} = (value,value),
+                   transform_parameterization::Interval{T3} = (value,value),
+                   transform::U             = Untransformed(),
+                   prior::Union{NullableOrPriorUnivariate, NullableOrPriorMultivariate} = NullablePriorUnivariate();
+                   fixed::Bool              = true,
+                   scaling::Function        = identity,
+                   regimes::Dict{Symbol,OrderedDict{Int64,Any}} = Dict{Symbol,OrderedDict{Int64,Any}}(),
+                   description::String = "No description available.",
+                   tex_label::String = "") where {V<:Vector, T1 <: Real, T2 <: Real, T3 <: Real, U <:Transform}
+    warn_str = "The element types of the fields `value` ($(typeof(value))), `valuebounds` ($(eltype(valuebounds))), " *
+        "and `transform_parameterization` ($(eltype(transform_parameterization))) do not match. " *
+        "Attempting to convert all types to the same type as `value`. Note that the element type for the prior " *
+        "distribution should also be $(typeof(value))."
+    @warn warn_str
+
+    valuebounds_new = (convert(T1, valuebounds[1]), convert(T1, valuebounds[2]))
+    transform_parameterization_new = (convert(T1, transform_parameterization[1]),
+                                      convert(T1, transform_parameterization[2]))
+
+    return parameter(key, value, valuebounds_new, transform_parameterization_new,
+                     transform, prior; fixed = fixed, scaling = scaling,
+                     regimes = regimes, description = description, tex_label = tex_label)
+end
+
 function parameter_ad(key::Symbol,
                       value::Union{S,V},
                       valuebounds::Interval{T} = (value,value),

diff --git a/test/parameters.jl b/test/parameters.jl
@@ -39,7 +39,19 @@ tomodel_answers[3] = 1.
             @test differentiate_transform_to_real_line(u,u.value) != differentiate_transform_to_model_space(u,u.value)
         end
     end
+end
+
+@testset "Check type conversion for `value`, `valuebounds`, and `transform_parameterization`" begin
+    @info "The following warning is expected"
+    u1 = parameter(:σ_pist, 2.5230, (1, 5), (Float32(1), Float32(5)), Untransformed())
+    u2 = parameter(:σ_pist, 2.5230, (1., 5.), (1., 5.), Untransformed())
 
+    @test u1.value == u2.value
+    @test u1.valuebounds == u2.valuebounds
+    @test u1.transform_parameterization == u2.transform_parameterization
+    @test typeof(u1.value) == typeof(u2.value)
+    @test eltype(u1.valuebounds) == eltype(u2.valuebounds)
+    @test eltype(u1.transform_parameterization) == eltype(u2.transform_parameterization)
 end
 
 # probability