stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add mh_initialize_from_previous_mcmc option family to estimation command 

Ref. dynare!1841
issue#70
Sébastien Villemot 2021-05-11 18:12:54 +02:00
parent be7ff255f6
commit 73e07b78b8
No known key found for this signature in database
GPG Key ID: 2CECE9350ECEBE4A
2 changed files with 14 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

11
src/DynareBison.yy
View File

@ -96,7 +96,8 @@ class ParsingDriver;
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_COMPLEX_THRESHOLD LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR
%token MATCHED_MOMENTS MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
%token POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
%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 CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
@ -1950,6 +1951,10 @@ estimation_options : o_datafile
| o_constant
| o_noconstant
| o_mh_recover
| o_mh_initialize_from_previous_mcmc
| o_mh_initialize_from_previous_mcmc_directory
| o_mh_initialize_from_previous_mcmc_record
| o_mh_initialize_from_previous_mcmc_prior
| o_diffuse_filter
| o_plot_priors
| o_order
@ -3349,6 +3354,10 @@ o_raftery_lewis_qrs : RAFTERY_LEWIS_QRS EQUAL vec_value { driver.option_num("con
o_constant : CONSTANT { driver.option_num("noconstant", "false"); };
o_noconstant : NOCONSTANT { driver.option_num("noconstant", "true"); };
o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "true"); };
o_mh_initialize_from_previous_mcmc : MH_INITIALIZE_FROM_PREVIOUS_MCMC { driver.option_num("mh_initialize_from_previous_mcmc.status", "true"); }
o_mh_initialize_from_previous_mcmc_directory : MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.directory", $3); };
o_mh_initialize_from_previous_mcmc_record : MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.record", $3); };
o_mh_initialize_from_previous_mcmc_prior : MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.prior", $3); };
o_diffuse_filter: DIFFUSE_FILTER {driver.option_num("diffuse_filter", "true"); };
o_plot_priors: PLOT_PRIORS EQUAL INT_NUMBER {driver.option_num("plot_priors", $3); };
o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "true"); };

4
src/DynareFlex.ll
View File

@ -785,6 +785,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
<DYNARE_STATEMENT>series {return token::SERIES;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC;}
<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_directory {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY;}
<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_record {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD;}
<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_prior {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR;}
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
<DYNARE_STATEMENT>planner_discount_latex_name {return token::PLANNER_DISCOUNT_LATEX_NAME;}
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}