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preprocessor: add weibull and weibull_pdf options for estimation and new estimation, #520

time-shift
Houtan Bastani 2014-12-12 18:02:07 +01:00
parent 811877aa6c
commit eae9f688c5
4 changed files with 15 additions and 2 deletions
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3
preprocessor/CodeInterpreter.hh
View File

@ -246,7 +246,8 @@ enum PriorDistributions
eInvGamma1 = 4, eInvGamma1 = 4,
eUniform = 5, eUniform = 5,
eInvGamma2 = 6, eInvGamma2 = 6,
eDirichlet = 7 eDirichlet = 7,
eWeibull = 8
}; };
struct Block_contain_type struct Block_contain_type

3
preprocessor/ComputingTasks.cc
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@ -2221,6 +2221,9 @@ BasicPriorStatement::writeCShape(ostream &output) const
case eDirichlet: case eDirichlet:
output << "\"dirichlet\";" << endl; output << "\"dirichlet\";" << endl;
break; break;
case eWeibull:
output << "\"weibull\";" << endl;
break;
case eNoShape: case eNoShape:
assert(prior_shape != eNoShape); assert(prior_shape != eNoShape);
} }

6
preprocessor/DynareBison.yy
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@ -148,7 +148,7 @@ class ParsingDriver;
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST %token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA %token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET %token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD %token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT %token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION %token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS %token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS
@ -1330,6 +1330,8 @@ prior_distribution : BETA
{ $$ = eInvGamma2; } { $$ = eInvGamma2; }
| DIRICHLET | DIRICHLET
{ $$ = eDirichlet; } { $$ = eDirichlet; }
| WEIBULL
{ $$ = eWeibull; }
; ;
prior_pdf : BETA_PDF prior_pdf : BETA_PDF
@ -1346,6 +1348,8 @@ prior_pdf : BETA_PDF
{ $$ = eUniform; } { $$ = eUniform; }
| INV_GAMMA2_PDF | INV_GAMMA2_PDF
{ $$ = eInvGamma2; } { $$ = eInvGamma2; }
| WEIBULL_PDF
{ $$ = eWeibull; }
; ;
date_str : DATES { $$ = $1; } date_str : DATES { $$ = $1; }

5
preprocessor/DynareFlex.ll
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@ -402,6 +402,10 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
yylval->string_val = new string(yytext); yylval->string_val = new string(yytext);
return token::DIRICHLET; return token::DIRICHLET;
} }
<DYNARE_STATEMENT>weibull {
yylval->string_val = new string(yytext);
return token::WEIBULL;
}
<DYNARE_STATEMENT>normal { <DYNARE_STATEMENT>normal {
yylval->string_val = new string(yytext); yylval->string_val = new string(yytext);
return token::NORMAL; return token::NORMAL;
@ -587,6 +591,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_BLOCK>inv_gamma1_pdf {return token::INV_GAMMA1_PDF;} <DYNARE_BLOCK>inv_gamma1_pdf {return token::INV_GAMMA1_PDF;}
<DYNARE_BLOCK>inv_gamma2_pdf {return token::INV_GAMMA2_PDF;} <DYNARE_BLOCK>inv_gamma2_pdf {return token::INV_GAMMA2_PDF;}
<DYNARE_BLOCK>uniform_pdf {return token::UNIFORM_PDF;} <DYNARE_BLOCK>uniform_pdf {return token::UNIFORM_PDF;}
<DYNARE_BLOCK>weibull_pdf {return token::WEIBULL_PDF;}
<DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;} <DYNARE_BLOCK>dsge_prior_weight {return token::DSGE_PRIOR_WEIGHT;}
<DYNARE_BLOCK>; {return Dynare::parser::token_type (yytext[0]);} <DYNARE_BLOCK>; {return Dynare::parser::token_type (yytext[0]);}