- adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
- corrects some mod files. - In steady command, get check argument from bytecode dll git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152issue#70
ferhat
parent
337bde2589
commit
2052c08732
|
|
@ -106,7 +106,7 @@ class ParsingDriver;
|
|||
%token KALMAN_ALGO KALMAN_TOL
|
||||
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR
|
||||
%token MARKOWITZ MARGINAL_DENSITY MAX
|
||||
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN
|
||||
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS
|
||||
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS
|
||||
%token MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER
|
||||
%token <string_val> NAME
|
||||
|
|
@ -141,16 +141,16 @@ class ParsingDriver;
|
|||
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
|
||||
%token ALPHA_RMSE ALPHA2_RMSE TRANS_IDENT
|
||||
/* end of GSA analysis*/
|
||||
%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST VARLIST LOG_VAR PERCENT_VAR
|
||||
%token FREQ INITIAL_YEAR INITIAL_SUBPERIOD FINAL_YEAR FINAL_SUBPERIOD DATA VLIST VARLIST LOG_VAR PERCENT_VAR
|
||||
%token VLISTLOG VLISTPER
|
||||
%token RESTRICTION_FNAME NLAGS CROSS_RESTRICTIONS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST BAYESIAN_PRIOR
|
||||
%token DUMMY_OBS NSTATES INDXSCALESSTATES
|
||||
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM
|
||||
%token GSIG2_LMD GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
|
||||
%token DUMMY_OBS NSTATES INDXSCALESSTATES
|
||||
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM
|
||||
%token GSIG2_LMD GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
|
||||
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
|
||||
%token INDXESTIMA INDXGDLS EQ_MS
|
||||
%token INDXESTIMA INDXGDLS EQ_MS
|
||||
%token EQ_CMS TLINDX TLNUMBER BANACT CREATE_INITIALIZATION_FILE ESTIMATE_MSMODEL
|
||||
%token COMPUTE_MDD COMPUTE_PROBABILITIES PRINT_DRAWS N_DRAWS THINNING_FACTOR PROPOSAL_DRAWS MARKOV_FILE
|
||||
%token COMPUTE_MDD COMPUTE_PROBABILITIES PRINT_DRAWS N_DRAWS THINNING_FACTOR PROPOSAL_DRAWS MARKOV_FILE
|
||||
%token MHM_FILE OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 DRAWS_NBR_MEAN_VAR_ESTIMATE
|
||||
%token DRAWS_NBR_MODIFIED_HARMONIC_MEAN DIRICHLET_SCALE
|
||||
%token SBVAR MS_SBVAR
|
||||
|
|
@ -677,6 +677,7 @@ simul_options : o_periods
|
|||
| o_datafile
|
||||
| o_stack_solve_algo
|
||||
| o_markowitz
|
||||
| o_minimal_solving_periods
|
||||
;
|
||||
|
||||
stoch_simul : STOCH_SIMUL ';'
|
||||
|
|
@ -1317,7 +1318,7 @@ sbvar_option : o_datafile
|
|||
| o_tlindx
|
||||
| o_tlnumber
|
||||
| o_cnum
|
||||
| o_forecast
|
||||
| o_forecast
|
||||
;
|
||||
|
||||
sbvar_options_list : sbvar_option COMMA sbvar_options_list
|
||||
|
|
@ -1389,12 +1390,12 @@ ms_sbvar_option : o_datafile
|
|||
| o_thinning_factor
|
||||
| o_markov_file
|
||||
| o_mhm_file
|
||||
| o_proposal_draws
|
||||
| o_proposal_draws
|
||||
| o_draws_nbr_burn_in_1
|
||||
| o_draws_nbr_burn_in_2
|
||||
| o_draws_nbr_mean_var_estimate
|
||||
| o_draws_nbr_modified_harmonic_mean
|
||||
| o_dirichlet_scale
|
||||
| o_dirichlet_scale
|
||||
;
|
||||
|
||||
ms_sbvar_options_list : ms_sbvar_option COMMA ms_sbvar_options_list
|
||||
|
|
@ -1562,6 +1563,7 @@ o_periods : PERIODS EQUAL INT_NUMBER
|
|||
{ driver.option_num("periods", $3); driver.option_num("simul", "1"); };
|
||||
o_cutoff : CUTOFF EQUAL number { driver.cutoff($3); }
|
||||
o_markowitz : MARKOWITZ EQUAL number { driver.option_num("markowitz", $3); };
|
||||
o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL number { driver.option_num("minimal_solving_periods", $3); };
|
||||
o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); };
|
||||
o_simul : SIMUL { driver.option_num("simul", "1"); };
|
||||
o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.option_num("simul_seed", $3); } ;
|
||||
|
|
@ -1803,13 +1805,13 @@ vec_value_1 : '[' value1
|
|||
vec_value : vec_value_1 ']' { $1->append("]"); $$ = $1; };
|
||||
|
||||
symbol : NAME
|
||||
| ALPHA
|
||||
| BETA
|
||||
| NINV
|
||||
| ABAND
|
||||
| CMS
|
||||
| NCMS
|
||||
| CNUM
|
||||
| ALPHA
|
||||
| BETA
|
||||
| NINV
|
||||
| ABAND
|
||||
| CMS
|
||||
| NCMS
|
||||
| CNUM
|
||||
;
|
||||
%%
|
||||
|
||||
|
|
|
|||
|
|
@ -210,6 +210,7 @@ int sigma_e = 0;
|
|||
<DYNARE_STATEMENT>nocorr {return token::NOCORR;}
|
||||
<DYNARE_STATEMENT>optim {return token::OPTIM;}
|
||||
<DYNARE_STATEMENT>periods {return token::PERIODS;}
|
||||
<DYNARE_STATEMENT>minimal_solving_periods {return token::MINIMAL_SOLVING_PERIODS;}
|
||||
<DYNARE_STATEMENT>markowitz {return token::MARKOWITZ;}
|
||||
<DYNARE_STATEMENT>marginal_density {return token::MARGINAL_DENSITY;}
|
||||
<DYNARE_STATEMENT>laplace {return token::LAPLACE;}
|
||||
|
|
|
|||
Loading…
Reference in New Issue