Add interface to set initial guess for mh_tune_jscale
parent
9ff10f482a
commit
02fa6c7814
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@ -94,7 +94,7 @@ class ParsingDriver;
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%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
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%token LAPLACE LIK_ALGO LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
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%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
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%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
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%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_TUNE_JSCALE_INITIAL_GUESS MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
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%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
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%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
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%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
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@ -1997,7 +1997,8 @@ estimation_options : o_datafile
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| o_mh_replic
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| o_mh_drop
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| o_mh_jscale
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| o_mh_tune_jscale
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| o_mh_tune_jscale
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| o_mh_tune_jscale_initial_guess
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| o_optim
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| o_mh_init_scale
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| o_mode_file
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@ -3342,6 +3343,7 @@ o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale
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o_mh_tune_jscale : MH_TUNE_JSCALE EQUAL non_negative_number
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{ driver.option_num("mh_tune_jscale.target", $3); driver.option_num("mh_tune_jscale.status", "true");}
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| MH_TUNE_JSCALE {driver.option_num("mh_tune_jscale.status", "true");};
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o_mh_tune_jscale_initial_guess : MH_TUNE_JSCALE_INITIAL_GUESS EQUAL non_negative_number { driver.option_num("mh_tune_jscale.guess", $3); };
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o_optim : OPTIM EQUAL '(' optim_options ')';
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o_posterior_sampler_options : POSTERIOR_SAMPLER_OPTIONS EQUAL '(' sampling_options ')' ;
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o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("posterior_sampler_options.posterior_sampling_method.proposal_distribution", $3); };
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@ -314,6 +314,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
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<DYNARE_STATEMENT>mh_jscale {return token::MH_JSCALE;}
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<DYNARE_STATEMENT>mh_init_scale {return token::MH_INIT_SCALE;}
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<DYNARE_STATEMENT>mh_tune_jscale {return token::MH_TUNE_JSCALE;}
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<DYNARE_STATEMENT>mh_tune_jscale_initial_guess {return token::MH_TUNE_JSCALE_INITIAL_GUESS;}
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<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
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<DYNARE_STATEMENT>mode_compute {return token::MODE_COMPUTE;}
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<DYNARE_STATEMENT>mode_check {return token::MODE_CHECK;}
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