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added possibility to do conditional forecast with a calibrated model + bug correction + new test file

issue#70
Michel Juillard 2011-07-30 20:19:15 +02:00
parent dcf5273b26
commit 6d549cc66f
3 changed files with 6 additions and 3 deletions
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4
DynareBison.yy
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@ -94,7 +94,7 @@ class ParsingDriver;
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE
%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
%token <string_val> FLOAT_NUMBER
@ -1969,6 +1969,8 @@ o_parameter_set : PARAMETER_SET EQUAL PRIOR_MODE
{ driver.option_str("parameter_set", "posterior_mode"); }
| PARAMETER_SET EQUAL POSTERIOR_MEDIAN
{ driver.option_str("parameter_set", "posterior_median"); }
| PARAMETER_SET EQUAL CALIBRATION
{ driver.option_str("parameter_set", "calibration"); }
;
o_shocks : SHOCKS EQUAL '(' list_of_symbol_lists ')' { driver.option_symbol_list("shocks"); };
o_labels : LABELS EQUAL '(' symbol_list ')' { driver.option_symbol_list("labels"); };

1
DynareFlex.ll
View File

@ -443,6 +443,7 @@ string eofbuff;
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
<DYNARE_STATEMENT>labels {return token::LABELS;}
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
<DYNARE_BLOCK>equation {return token::EQUATION;}
<DYNARE_BLOCK>exclusion {return token::EXCLUSION;}

4
Shocks.cc
View File

@ -289,9 +289,9 @@ ConditionalForecastPathsStatement::writeOutput(ostream &output, const string &ba
it != paths.end(); it++)
{
if (it == paths.begin())
output << "constrained_vars_ = '" << it->first << "';" << endl;
output << "constrained_vars_ = " << it->first << ";" << endl;
else
output << "constrained_vars_ = char(constrained_vars_, '" << it->first << "');" << endl;
output << "constrained_vars_ = [constrained_vars_; " << it->first << "];" << endl;
const vector<AbstractShocksStatement::DetShockElement> &elems = it->second;
for (int i = 0; i < (int) elems.size(); i++)