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preprocessor: posterior_kernel_density option to estimation. #1035

issue#70
Houtan Bastani 2015-08-25 11:09:08 +02:00
parent d8d2124866
commit 73a1ca92c0
2 changed files with 6 additions and 1 deletions
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6
DynareBison.yy
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@ -114,7 +114,7 @@ class ParsingDriver;
%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
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER POSTERIOR_KERNEL_DENSITY
%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 QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@ -1739,6 +1739,7 @@ estimation_options : o_datafile
| o_silent_optimizer
| o_proposal_distribution
| o_student_degrees_of_freedom
| o_posterior_kernel_density
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2688,6 +2689,9 @@ o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale
o_optim : OPTIM EQUAL '(' optim_options ')';
o_tarb_optim : TARB_OPTIM EQUAL '(' tarb_optim_options ')';
o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("proposal_distribution", $3); };
o_posterior_kernel_density : POSTERIOR_KERNEL_DENSITY
{ driver.option_num("posterior_kernel_density.indicator", "1"); }
;
o_student_degrees_of_freedom : STUDENT_DEGREES_OF_FREEDOM EQUAL INT_NUMBER { driver.option_num("student_degrees_of_freedom", $3); };
o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };

1
DynareFlex.ll
View File

@ -377,6 +377,7 @@ 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>montecarlo {return token::MONTECARLO;}
<DYNARE_STATEMENT>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
<DYNARE_STATEMENT>proposal_distribution {return token::PROPOSAL_DISTRIBUTION;}
<DYNARE_STATEMENT>posterior_kernel_density {return token::POSTERIOR_KERNEL_DENSITY;}
<DYNARE_STATEMENT>student_degrees_of_freedom {return token::STUDENT_DEGREES_OF_FREEDOM;}
<DYNARE_STATEMENT>alpha {