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Add updated_covariance option 

Related to https://git.dynare.org/Dynare/dynare/-/issues/1784
pac-components
Johannes Pfeifer 2021-07-22 17:12:02 +02:00
parent 30972e44ef
commit 38714a58c4
2 changed files with 7 additions and 1 deletions
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7
src/DynareBison.yy
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@ -150,7 +150,7 @@ 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 SMOOTHER_REDUX
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE UPDATED_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
@ -2125,6 +2125,7 @@ estimation_options : o_datafile
| o_aim_solver
| o_partial_information
| o_filter_covariance
| o_updated_covariance
| o_filter_decomposition
| o_smoothed_state_uncertainty
| o_smoother_redux
@ -3175,6 +3176,7 @@ calib_smoother_option : o_filtered_vars
| o_loglinear
| o_first_obs
| o_filter_covariance
| o_updated_covariance
| o_filter_decomposition
| o_diffuse_kalman_tol
| o_diffuse_filter
@ -3865,6 +3867,9 @@ o_second_deriv_provided : SECOND_DERIV_PROVIDED EQUAL namespace_qualified_filena
o_filter_covariance : FILTER_COVARIANCE
{ driver.option_num("filter_covariance","true");}
;
o_updated_covariance : UPDATED_COVARIANCE
{ driver.option_num("updated_covariance","true");}
o_filter_decomposition : FILTER_DECOMPOSITION
{ driver.option_num("filter_decomposition","true");}
;

1
src/DynareFlex.ll
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@ -658,6 +658,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>mle_mode {return token::MLE_MODE; }
<DYNARE_STATEMENT>k_order_solver {return token::K_ORDER_SOLVER; }
<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
<DYNARE_STATEMENT>updated_covariance {return token::UPDATED_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; }