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Geweke diagnostics: fix bug in interface that prevents setting the respective options

time-shift
Johannes Pfeifer 2016-11-22 10:04:47 +01:00 committed by Stéphane Adjemian (Lupi)
parent c03fa143f7
commit 0f04a0f921
2 changed files with 10 additions and 3 deletions
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4
preprocessor/DynareBison.yy
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@ -2896,8 +2896,8 @@ o_noprint : NOPRINT { driver.option_num("noprint", "1"); };
o_xls_sheet : XLS_SHEET EQUAL symbol { driver.option_str("xls_sheet", $3); };
o_xls_range : XLS_RANGE EQUAL range { driver.option_str("xls_range", $3); };
o_filter_step_ahead : FILTER_STEP_AHEAD EQUAL vec_int { driver.option_vec_int("filter_step_ahead", $3); };
o_taper_steps : TAPER_STEPS EQUAL vec_int { driver.option_vec_int("taper_steps", $3); };
o_geweke_interval : GEWEKE_INTERVAL EQUAL vec_value { driver.option_num("geweke_interval",$3); };
o_taper_steps : TAPER_STEPS EQUAL vec_int { driver.option_vec_int("convergence.geweke.taper_steps", $3); };
o_geweke_interval : GEWEKE_INTERVAL EQUAL vec_value { driver.option_num("convergence.geweke.geweke_interval",$3); };
o_constant : CONSTANT { driver.option_num("noconstant", "0"); };
o_noconstant : NOCONSTANT { driver.option_num("noconstant", "1"); };
o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "1"); };

9
tests/estimation/fs2000.mod
View File

@ -82,7 +82,14 @@ varobs gp_obs gy_obs;
options_.solve_tolf = 1e-12;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=3000,mh_nblocks=1,mh_jscale=0.8,moments_varendo,selected_variables_only,contemporaneous_correlation,smoother,forecast=8) y m;
estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=3000,mh_nblocks=1,mh_jscale=0.8,moments_varendo,selected_variables_only,contemporaneous_correlation,smoother,forecast=8,
geweke_interval = [0.19 0.49],
taper_steps = [4 7 15]
) y m;
if ~isequal(options_.convergence.geweke.taper_steps,[4 7 15]') || ~isequal(options_.convergence.geweke.geweke_interval,[0.19 0.49])
error('Interface for Geweke diagnostics not working')
end
%test load_mh_file option
options_.smoother=0;
options_.moments_varendo=0;