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estimation: add truncate and median options to prior statement

issue#70
Houtan Bastani 2012-03-15 14:33:02 +01:00
parent de89835b69
commit 5f707cc795
3 changed files with 13 additions and 2 deletions
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6
ComputingTasks.cc
View File

@ -1758,6 +1758,8 @@ PriorStatement::writeOutput(ostream &output, const string &basename) const
writeOutputHelper(output, "date1", lhs_field);
writeOutputHelper(output, "date2", lhs_field);
writeOutputHelper(output, "domain", lhs_field);
writeOutputHelper(output, "median", lhs_field);
writeOutputHelper(output, "truncate", lhs_field);
writeOutputHelper(output, "interval", lhs_field);
writeVarianceOption(output, lhs_field);
}
@ -1799,6 +1801,8 @@ StdPriorStatement::writeOutput(ostream &output, const string &basename) const
writeOutputHelper(output, "shape", lhs_field);
writeOutputHelper(output, "shift", lhs_field);
writeOutputHelper(output, "domain", lhs_field);
writeOutputHelper(output, "median", lhs_field);
writeOutputHelper(output, "truncate", lhs_field);
writeOutputHelper(output, "interval", lhs_field);
writeVarianceOption(output, lhs_field);
}
@ -1849,6 +1853,8 @@ CorrPriorStatement::writeOutput(ostream &output, const string &basename) const
writeOutputHelper(output, "shape", lhs_field);
writeOutputHelper(output, "shift", lhs_field);
writeOutputHelper(output, "domain", lhs_field);
writeOutputHelper(output, "median", lhs_field);
writeOutputHelper(output, "truncate", lhs_field);
writeOutputHelper(output, "interval", lhs_field);
writeVarianceOption(output, lhs_field);
}

8
DynareBison.yy
View File

@ -121,7 +121,7 @@ class ParsingDriver;
%token PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO
%token STDERR STEADY STOCH_SIMUL SYLVESTER REGIMES REGIME
@ -1244,7 +1244,9 @@ prior_options_list : prior_options_list COMMA prior_options
prior_options : o_shift
| o_mean
| o_median
| o_stdev
| o_truncate
| o_variance
| o_mode
| o_interval
@ -2008,6 +2010,7 @@ o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
o_shape : SHAPE EQUAL prior_distribution { driver.prior_shape = $3; };
o_mode : MODE EQUAL signed_number { driver.option_num("mode", $3); };
o_mean : MEAN EQUAL signed_number { driver.option_num("mean", $3); };
o_truncate : TRUNCATE EQUAL vec_value { driver.option_num("truncate", $3); };
o_stdev : STDEV EQUAL non_negative_number { driver.option_num("stdev", $3); };
o_jscale : JSCALE EQUAL non_negative_number { driver.option_num("jscale", $3); };
o_init : INIT EQUAL signed_number { driver.option_num("init", $3); };
@ -2332,7 +2335,8 @@ o_error_band_percentiles : ERROR_BAND_PERCENTILES EQUAL vec_value { driver.optio
o_shock_draws : SHOCK_DRAWS EQUAL INT_NUMBER { driver.option_num("ms.shock_draws",$3); };
o_shocks_per_parameter : SHOCKS_PER_PARAMETER EQUAL INT_NUMBER { driver.option_num("ms.shocks_per_parameter",$3); };
o_free_parameters : FREE_PARAMETERS EQUAL vec_value { driver.option_num("ms.free_parameters",$3); };
o_median : MEDIAN { driver.option_num("ms.median","1"); };
o_median : MEDIAN { driver.option_num("ms.median","1"); }
| MEDIAN EQUAL signed_number { driver.option_num("median", $3); };
o_regimes : REGIMES { driver.option_num("ms.regimes","1"); };
o_regime : REGIME EQUAL INT_NUMBER { driver.option_num("ms.regime",$3); };
o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_data_obs",$3); };

1
DynareFlex.ll
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@ -203,6 +203,7 @@ string eofbuff;
<DYNARE_STATEMENT>first_obs {return token::FIRST_OBS;}
<DYNARE_STATEMENT>mean {return token::MEAN;}
<DYNARE_STATEMENT>stdev {return token::STDEV;}
<DYNARE_STATEMENT>truncate {return token::TRUNCATE;}
<DYNARE_STATEMENT>domain {return token::DOMAINN;}
<DYNARE_STATEMENT>variance {return token::VARIANCE;}
<DYNARE_STATEMENT>mode {return token::MODE;}