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Merge branch 'smoother_redux' into 'master' 

Add smoother_redux option

See merge request Dynare/preprocessor!38
issue#70
Sébastien Villemot 2021-05-27 14:55:35 +00:00
parent b12b254f2c 2a8726fe6e
commit 1e9ea1acf4
2 changed files with 9 additions and 1 deletions
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9
src/DynareBison.yy
View File

@ -145,7 +145,7 @@ class ParsingDriver;
%token <string> 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 DIAGONAL OPTIMAL
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF GMM SMM
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY SMOOTHER_REDUX
%token EQ_CMS TLINDX TLNUMBER RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
%token OUTPUT_FILE_TAG HORIZON
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION GROWTH
@ -2032,6 +2032,7 @@ estimation_options : o_datafile
| o_filter_covariance
| o_filter_decomposition
| o_smoothed_state_uncertainty
| o_smoother_redux
| o_selected_variables_only
| o_conditional_variance_decomposition
| o_cova_compute
@ -3003,12 +3004,15 @@ calib_smoother_option : o_filtered_vars
| o_filter_step_ahead
| o_datafile
| o_prefilter
| o_kalman_algo
| o_loglinear
| o_first_obs
| o_filter_covariance
| o_filter_decomposition
| o_diffuse_kalman_tol
| o_diffuse_filter
| o_smoothed_state_uncertainty
| o_smoother_redux
| o_parameter_set
| o_xls_sheet
| o_xls_range
@ -3700,6 +3704,9 @@ o_filter_decomposition : FILTER_DECOMPOSITION
o_smoothed_state_uncertainty : SMOOTHED_STATE_UNCERTAINTY
{ driver.option_num("smoothed_state_uncertainty","true");}
;
o_smoother_redux : SMOOTHER_REDUX
{ driver.option_num("smoother_redux","true");}
o_selected_variables_only : SELECTED_VARIABLES_ONLY
{ driver.option_num("selected_variables_only","true");}
;

1
src/DynareFlex.ll
View File

@ -641,6 +641,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
<DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
<DYNARE_STATEMENT>smoothed_state_uncertainty {return token::SMOOTHED_STATE_UNCERTAINTY; }
<DYNARE_STATEMENT>smoother_redux {return token::SMOOTHER_REDUX; }
<DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
<DYNARE_STATEMENT>pruning {return token::PRUNING; }
<DYNARE_STATEMENT>save_draws {return token::SAVE_DRAWS; }