stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.

issue#70
Stéphane Adjemian (Charybdis) 2015-04-03 17:48:25 +02:00
parent 84e680adef
commit 0c7ca28bfb
2 changed files with 4 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
DynareBison.yy
View File

@ -101,7 +101,7 @@ class ParsingDriver;
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string_val> INT_NUMBER
%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD IRF_CALIBRATION
%token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
%token KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
@ -1664,6 +1664,7 @@ estimation_options : o_datafile
| o_filtered_vars
| o_kalman_algo
| o_kalman_tol
| o_diffuse_kalman_tol
| o_xls_sheet
| o_xls_range
| o_filter_step_ahead
@ -2643,6 +2644,7 @@ o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };
o_kalman_tol : KALMAN_TOL EQUAL non_negative_number { driver.option_num("kalman_tol", $3); };
o_diffuse_kalman_tol : DIFFUSE_KALMAN_TOL EQUAL non_negative_number { driver.option_num("diffuse_kalman_tol", $3); };
o_marginal_density : MARGINAL_DENSITY EQUAL LAPLACE
{ driver.option_str("mc_marginal_density", "laplace"); }
| MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN

1
DynareFlex.ll
View File

@ -288,6 +288,7 @@ 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_STATEMENT>nodiagnostic {return token::NODIAGNOSTIC;}
<DYNARE_STATEMENT>kalman_algo {return token::KALMAN_ALGO;}
<DYNARE_STATEMENT>kalman_tol {return token::KALMAN_TOL;}
<DYNARE_STATEMENT>diffuse_kalman_tol {return token::DIFFUSE_KALMAN_TOL;}
<DYNARE_STATEMENT>forecast {return token::FORECAST;}
<DYNARE_STATEMENT>smoother {return token::SMOOTHER;}
<DYNARE_STATEMENT>bayesian_irf {return token::BAYESIAN_IRF;}