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preprocessor: add bandpass_filter option to stoch_simul. #1011

issue#70
Houtan Bastani 2015-08-03 17:28:55 +02:00
parent 8af8ee193e
commit 5b4e94149c
3 changed files with 16 additions and 1 deletions
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6
ComputingTasks.cc
View File

@ -167,6 +167,12 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsoli
|| mod_file_struct.order_option >= 3)
mod_file_struct.k_order_solver = true;
if (options_list.num_options.find("hp_filter") != options_list.num_options.end() &&
options_list.num_options.find("bandpass.indicator") != options_list.num_options.end())
{
cerr << "ERROR: stoch_simul: can only use one of hp and bandpass filters" << endl;
exit(EXIT_FAILURE);
}
}
void

10
DynareBison.yy
View File

@ -127,7 +127,7 @@ class ParsingDriver;
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL WRITE_LATEX_ORIGINAL_MODEL
%token XLS_SHEET XLS_RANGE LONG_NAME LMMCP OCCBIN
%token XLS_SHEET XLS_RANGE LONG_NAME LMMCP OCCBIN BANDPASS_FILTER
%left COMMA
%left EQUAL_EQUAL EXCLAMATION_EQUAL
%left LESS GREATER LESS_EQUAL GREATER_EQUAL
@ -1106,6 +1106,7 @@ stoch_simul_options : stoch_simul_primary_options
| o_loglinear
| o_nodecomposition
| o_spectral_density
| o_bandpass_filter
;
symbol_list : symbol_list symbol
@ -2578,6 +2579,13 @@ o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochasti
o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_bandpass_filter : BANDPASS_FILTER { driver.option_num("bandpass.indicator", "1"); }
| BANDPASS_FILTER EQUAL vec_int
{
driver.option_num("bandpass.indicator", "1");
driver.option_vec_int("bandpass.passband", $3);
}
;
o_dp_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("dp.maxit", $3); };
o_osr_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("osr.maxit", $3); };
o_osr_tolf : TOLF EQUAL non_negative_number { driver.option_num("osr.tolf", $3); };

1
DynareFlex.ll
View File

@ -637,6 +637,7 @@ 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>irf {return token::IRF;}
<DYNARE_STATEMENT>irf_shocks {return token::IRF_SHOCKS;}
<DYNARE_STATEMENT>hp_filter {return token::HP_FILTER;}
<DYNARE_STATEMENT>bandpass_filter {return token::BANDPASS_FILTER;}
<DYNARE_STATEMENT>hp_ngrid {return token::HP_NGRID;}
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}
<DYNARE_STATEMENT>qz_criterium {return token::QZ_CRITERIUM;}