MS-SBVAR: add specification option
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b62c50bc0f
commit
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@ -60,6 +60,7 @@ options_.ms.bayesian_prior = 1;
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options_.ms.alpha = 1;
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options_.ms.beta = 1;
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options_.ms.gsig2_lmdm = 50^2;
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options_.ms.specification = 2;
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if isfield(options_.ms,'initial_year')
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options_.ms = rmfield(options_.ms,'initial_year');
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end
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@ -358,6 +358,10 @@ nrows = 1;
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ncols = nvar;
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fn_fprintmatrix(fidForC, xM', nrows, ncols, indxFloat)
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%=== Specification
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fprintf(fidForC,'\n%s','//== Specification (0=default 1=Sims-Zha 2=Random Walk) ==//');
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fprintf(fidForC,'\n%d\n\n',options_.ms.specification);
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%=== Uiconst: nvar-by-1 cell. In each cell, nvar-by-qi orthonormal basis for the null of the ith
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% equation contemporaneous restriction matrix where qi is the number of free parameters.
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% With this transformation, we have ai = Ui*bi or Ui'*ai = bi where ai is a vector
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@ -144,8 +144,8 @@ class ParsingDriver;
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/* end of GSA analysis*/
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%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST LOG_VAR PERCENT_VAR
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%token VLISTLOG VLISTPER
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%token RESTRICTIONS RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
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%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR
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%token RESTRICTIONS RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST NONE
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%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
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%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM
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%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
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%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
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@ -1630,6 +1630,7 @@ ms_estimation_option : o_coefficients_prior_hyperparameters
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| o_alpha
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| o_beta
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| o_gsig2_lmdm
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| o_specification
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| o_output_file_tag
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| o_file_tag
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| o_no_create_init
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@ -2025,6 +2026,11 @@ o_indxscalesstates : INDXSCALESSTATES EQUAL INT_NUMBER {driver.option_num("ms.in
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o_alpha : ALPHA EQUAL non_negative_number {driver.option_num("ms.alpha",$3); };
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o_beta : BETA EQUAL non_negative_number {driver.option_num("ms.beta",$3); };
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o_gsig2_lmdm : GSIG2_LMDM EQUAL INT_NUMBER {driver.option_num("ms.gsig2_lmdm",$3); };
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o_specification : SPECIFICATION EQUAL SIMS_ZHA
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{driver.option_num("ms.specification","1"); }
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| SPECIFICATION EQUAL NONE
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{driver.option_num("ms.specification","0"); }
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;
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o_q_diag : Q_DIAG EQUAL non_negative_number {driver.option_num("ms.q_diag",$3); };
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o_flat_prior : FLAT_PRIOR EQUAL INT_NUMBER {driver.option_num("ms.flat_prior",$3); };
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o_ncsk : NCSK EQUAL INT_NUMBER {driver.option_num("ms.ncsk",$3); };
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@ -277,6 +277,9 @@ string eofbuff;
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return token::BETA;
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}
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<DYNARE_STATEMENT>gsig2_lmdm {return token::GSIG2_LMDM;}
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<DYNARE_STATEMENT>specification {return token::SPECIFICATION;}
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<DYNARE_STATEMENT>sims_zha {return token::SIMS_ZHA;}
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<DYNARE_STATEMENT>none {return token::NONE;}
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<DYNARE_STATEMENT>q_diag {return token::Q_DIAG;}
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<DYNARE_STATEMENT>flat_prior {return token::FLAT_PRIOR;}
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<DYNARE_STATEMENT>ncsk {return token::NCSK;}
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