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Added option for tuning mh_jscale.

issue#70
Stéphane Adjemian(Charybdis) 2018-05-16 15:48:04 +02:00
parent 3d946ec8b7
commit 1ba023e37d
2 changed files with 6 additions and 1 deletions
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6
src/DynareBison.yy
View File

@ -107,7 +107,7 @@ class ParsingDriver;
%token FAST_KALMAN_FILTER KALMAN_ALGO KALMAN_TOL DIFFUSE_KALMAN_TOL SUBSAMPLES OPTIONS TOLF TOLX PLOT_INIT_DATE PLOT_END_DATE
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%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
%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
%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
%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
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
@ -2018,6 +2018,7 @@ estimation_options : o_datafile
| o_mh_replic
| o_mh_drop
| o_mh_jscale
| o_mh_tune_jscale
| o_optim
| o_mh_init_scale
| o_mode_file
@ -3308,6 +3309,9 @@ o_mh_replic : MH_REPLIC EQUAL INT_NUMBER { driver.option_num("mh_replic", $3); }
o_posterior_max_subsample_draws : POSTERIOR_MAX_SUBSAMPLE_DRAWS EQUAL INT_NUMBER { driver.option_num("posterior_max_subsample_draws", $3); };
o_mh_drop : MH_DROP EQUAL non_negative_number { driver.option_num("mh_drop", $3); };
o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale", $3); };
o_mh_tune_jscale : MH_TUNE_JSCALE EQUAL non_negative_number
{ driver.option_num("mh_tune_jscale.target", $3); driver.option_num("mh_tune_jscale.status", "true");}
| MH_TUNE_JSCALE {driver.option_num("mh_tune_jscale.status", "true");};
o_optim : OPTIM EQUAL '(' optim_options ')';
o_posterior_sampler_options : POSTERIOR_SAMPLER_OPTIONS EQUAL '(' sampling_options ')' ;
o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("posterior_sampler_options.posterior_sampling_method.proposal_distribution", $3); };

1
src/DynareFlex.ll
View File

@ -305,6 +305,7 @@ 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>mh_drop {return token::MH_DROP;}
<DYNARE_STATEMENT>mh_jscale {return token::MH_JSCALE;}
<DYNARE_STATEMENT>mh_init_scale {return token::MH_INIT_SCALE;}
<DYNARE_STATEMENT>mh_tune_jscale {return token::MH_TUNE_JSCALE;}
<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
<DYNARE_STATEMENT>mode_compute {return token::MODE_COMPUTE;}
<DYNARE_STATEMENT>mode_check {return token::MODE_CHECK;}