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Perfect foresight solver now uses a homotopy technique by default. 

This commit introduces a "no_homotopy" option to restore the old behavior.

Ref #220
issue#70
Sébastien Villemot 2014-04-10 16:38:39 +02:00
parent a64786707d
commit 578da1e0bc
2 changed files with 4 additions and 1 deletions
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4
DynareBison.yy
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@ -108,7 +108,7 @@ class ParsingDriver;
%token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
@ -1006,6 +1006,7 @@ perfect_foresight_solver_options : o_stack_solve_algo
| o_minimal_solving_periods
| o_simul_maxit
| o_endogenous_terminal_period
| o_no_homotopy
;
simul : SIMUL ';'
@ -2896,6 +2897,7 @@ o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
o_no_homotopy : NO_HOMOTOPY { driver.option_num("no_homotopy", "1"); };
o_infile : INFILE EQUAL filename { driver.option_str("infile", $3); };
o_invars : INVARS EQUAL '(' symbol_list ')' { driver.option_symbol_list("invars"); };

1
DynareFlex.ll
View File

@ -608,6 +608,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
<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_BLOCK>equation {return token::EQUATION;}
<DYNARE_BLOCK>exclusion {return token::EXCLUSION;}