Add preprocessor interface for fast_realtime option of
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70452bbeea
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911ca2a54f
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@ -7543,6 +7543,11 @@ realtime shock decompositions are computed, @i{i.e.} for
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@item save_realtime = @var{INTEGER_VECTOR}
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@item save_realtime = @var{INTEGER_VECTOR}
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@anchor{save_realtime} Choose for which vintages to save the full realtime
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@anchor{save_realtime} Choose for which vintages to save the full realtime
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shock decomposition. Default: @math{0}.
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shock decomposition. Default: @math{0}.
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@item fast_realtime
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@anchor{fast_realtime} Runs the smoother only twice: once for the last in-sample
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and once for the last out-of-sample data point. Default: not enabled.
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@end table
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@end table
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@outputhead
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@outputhead
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@ -113,7 +113,7 @@ class ParsingDriver;
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%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS
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%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS
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%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
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%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
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%token <string_val> NAME
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%token <string_val> NAME
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%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
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%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
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%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS STDERR_MULTIPLES DIAGONAL_ONLY
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%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS STDERR_MULTIPLES DIAGONAL_ONLY
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%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
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%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
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@ -2687,6 +2687,7 @@ realtime_shock_decomposition_option : o_parameter_set
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| o_shock_decomposition_presample
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| o_shock_decomposition_presample
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| o_shock_decomposition_forecast
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| o_shock_decomposition_forecast
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| o_save_realtime
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| o_save_realtime
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| o_fast_realtime
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;
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;
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plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
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plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
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@ -3095,6 +3096,7 @@ o_init_state : INIT_STATE EQUAL INT_NUMBER { driver.option_num("shock_decomp.ini
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o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
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o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
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o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
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o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
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o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
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o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
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o_fast_realtime : FAST_REALTIME { driver.option_num("shock_decomp.fast_realtime", "1"); };
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o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
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o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
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o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
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o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
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o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
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o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
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@ -584,6 +584,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
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<DYNARE_STATEMENT>controlled_varexo {return token::CONTROLLED_VAREXO; }
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<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
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<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
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<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
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<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
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<DYNARE_STATEMENT>fast_realtime {return token::FAST_REALTIME; }
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<DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
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<DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
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<DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
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<DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
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<DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}
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<DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}
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