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Add particle_filter_options option to estimation 

Ref. #59
issue#70
Sébastien Villemot 2021-02-23 16:54:36 +01:00
parent e46168db66
commit 5581052451
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GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 4 additions and 1 deletions
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4
src/DynareBison.yy
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@ -109,7 +109,7 @@ class ParsingDriver;
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE DISCOUNT
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER NO_POSTERIOR_KERNEL_DENSITY FUNCTION
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN MLE_MODE PRUNING PARTICLE_FILTER_OPTIONS
%token <string> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE PIPE_E PIPE_X PIPE_P
%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY TARGETS
@ -1986,6 +1986,7 @@ estimation_options : o_datafile
| o_consider_all_endogenous
| o_consider_only_observed
| o_number_of_particles
| o_particle_filter_options
| o_resampling
| o_resampling_threshold
| o_resampling_method
@ -3410,6 +3411,7 @@ o_bvar_replic : BVAR_REPLIC EQUAL INT_NUMBER { driver.option_num("bvar_replic",
o_stderr_multiples : STDERR_MULTIPLES { driver.option_num("irf_opt.stderr_multiples", "true"); };
o_diagonal_only : DIAGONAL_ONLY { driver.option_num("irf_opt.diagonal_only", "true"); };
o_number_of_particles : NUMBER_OF_PARTICLES EQUAL INT_NUMBER { driver.option_num("particle.number_of_particles", $3); };
o_particle_filter_options : PARTICLE_FILTER_OPTIONS EQUAL '(' name_value_pair_with_boolean_list ')' { driver.option_str("particle.particle_filter_options", $4); }
o_resampling : RESAMPLING EQUAL SYSTEMATIC
| RESAMPLING EQUAL NONE {driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.none", "true"); }
| RESAMPLING EQUAL GENERIC {driver.option_num("particle.resampling.status.systematic", "false"); driver.option_num("particle.resampling.status.generic", "true"); };

1
src/DynareFlex.ll
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@ -788,6 +788,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
<DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
<DYNARE_STATEMENT>no_homotopy {return token::NO_HOMOTOPY;}
<DYNARE_STATEMENT>particle_filter_options {return token::PARTICLE_FILTER_OPTIONS;}
<DYNARE_BLOCK>stderr_multiples {return token::STDERR_MULTIPLES;}
<DYNARE_BLOCK>diagonal_only {return token::DIAGONAL_ONLY;}