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Add option for storing contemporaneous correlation

issue#70
Johannes Pfeifer 2015-08-10 21:36:48 +02:00
parent ffc2188383
commit 8c1cd0e8ba
2 changed files with 5 additions and 1 deletions
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5
DynareBison.yy
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@ -106,7 +106,7 @@ class ParsingDriver;
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER 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 DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
@ -1068,6 +1068,7 @@ stoch_simul_primary_options : o_dr_algo
| o_drop
| o_ar
| o_nocorr
| o_contemporaneous_correlation
| o_nofunctions
| o_nomoments
| o_nograph
@ -1672,6 +1673,7 @@ estimation_options : o_datafile
| o_forecast
| o_smoother
| o_moments_varendo
| o_contemporaneous_correlation
| o_filtered_vars
| o_kalman_algo
| o_kalman_tol
@ -2706,6 +2708,7 @@ o_tex : TEX { driver.option_num("TeX", "1"); };
o_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("forecast", $3); };
o_smoother : SMOOTHER { driver.option_num("smoother", "1"); };
o_moments_varendo : MOMENTS_VARENDO { driver.option_num("moments_varendo", "1"); };
o_contemporaneous_correlation : CONTEMPORANEOUS_CORRELATION { driver.option_num("contemporaneous_correlation", "1"); };
o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };

1
DynareFlex.ll
View File

@ -298,6 +298,7 @@ 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>dsge_var {return token::DSGE_VAR;}
<DYNARE_STATEMENT>dsge_varlag {return token::DSGE_VARLAG;}
<DYNARE_STATEMENT>moments_varendo {return token::MOMENTS_VARENDO;}
<DYNARE_STATEMENT>contemporaneous_correlation {return token::CONTEMPORANEOUS_CORRELATION;}
<DYNARE_STATEMENT>posterior_max_subsample_draws {return token::POSTERIOR_MAX_SUBSAMPLE_DRAWS;}
<DYNARE_STATEMENT>filtered_vars {return token::FILTERED_VARS;}
<DYNARE_STATEMENT>filter_step_ahead {return token::FILTER_STEP_AHEAD;}