From 0d635aed363487eaf4d6302afb6fea579dab4ddb Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Thu, 27 May 2021 12:30:21 +0200 Subject: [PATCH 1/2] Add smoother_redux option --- src/DynareBison.yy | 7 ++++++- src/DynareFlex.ll | 1 + 2 files changed, 7 insertions(+), 1 deletion(-) diff --git a/src/DynareBison.yy b/src/DynareBison.yy index 575686d6..410195d0 100644 --- a/src/DynareBison.yy +++ b/src/DynareBison.yy @@ -144,7 +144,7 @@ class ParsingDriver; %token 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 @@ -1958,6 +1958,7 @@ 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 @@ -2934,6 +2935,7 @@ calib_smoother_option : o_filtered_vars | o_diffuse_kalman_tol | o_diffuse_filter | o_smoothed_state_uncertainty + | o_smoother_redux | o_parameter_set | o_xls_sheet | o_xls_range @@ -3621,6 +3623,9 @@ 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");} ; diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll index b7113f79..53938b16 100644 --- a/src/DynareFlex.ll +++ b/src/DynareFlex.ll @@ -640,6 +640,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]) filter_covariance {return token::FILTER_COVARIANCE; } filter_decomposition {return token::FILTER_DECOMPOSITION; } smoothed_state_uncertainty {return token::SMOOTHED_STATE_UNCERTAINTY; } +smoother_redux {return token::SMOOTHER_REDUX; } selected_variables_only {return token::SELECTED_VARIABLES_ONLY; } pruning {return token::PRUNING; } save_draws {return token::SAVE_DRAWS; } From 2a8726fe6e111336885ef81693d3826acd680945 Mon Sep 17 00:00:00 2001 From: Johannes Pfeifer Date: Thu, 27 May 2021 16:42:10 +0200 Subject: [PATCH 2/2] Add kalman_algo and filter_covariance to calib_smoother --- src/DynareBison.yy | 2 ++ 1 file changed, 2 insertions(+) diff --git a/src/DynareBison.yy b/src/DynareBison.yy index 410195d0..96fec1ae 100644 --- a/src/DynareBison.yy +++ b/src/DynareBison.yy @@ -2929,8 +2929,10 @@ 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