Added new option for setting weights in CPF algorithm.
parent
77c8a41514
commit
9415ed8feb
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@ -109,6 +109,7 @@ class ParsingDriver;
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%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
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%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
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%token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
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%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW
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%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
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%token <string_val> NAME
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%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
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@ -1773,6 +1774,7 @@ estimation_options : o_datafile
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| o_resampling_threshold
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| o_resampling_method
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| o_filter_algorithm
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| o_cpf_weights
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| o_proposal_approximation
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| o_distribution_approximation
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| o_dirname
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@ -2886,6 +2888,8 @@ o_resampling_threshold : RESAMPLING_THRESHOLD EQUAL non_negative_number { driver
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o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("particle.resampling.method.kitagawa", "1"); driver.option_num("particle.resampling.method.smooth", "0"); driver.option_num("particle.resampling.smethod.stratified", "0"); }
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| RESAMPLING_METHOD EQUAL SMOOTH {driver.option_num("particle.resampling.method.kitagawa", "0"); driver.option_num("particle.resampling.method.smooth", "1"); driver.option_num("particle.resampling.smethod.stratified", "0"); }
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| RESAMPLING_METHOD EQUAL STRATIFIED {driver.option_num("particle.resampling.method.kitagawa", "0"); driver.option_num("particle.resampling.method.smooth", "0"); driver.option_num("particle.resampling.method.stratified", "1"); };
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o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI {driver.option_num("particle.cpf_weights_method.amisanotristani", "1"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "0"); }
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| CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW {driver.option_num("particle.cpf_weights_method.amisanotristani", "0"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "1"); };
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o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); };
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o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.proposal_approximation.cubature", "1"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "0");}
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| PROPOSAL_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "1"); driver.option_num("particle.proposal_approximation.montecarlo", "0");}
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@ -383,6 +383,9 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
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<DYNARE_STATEMENT>kitagawa {return token::KITAGAWA;}
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<DYNARE_STATEMENT>smooth {return token::SMOOTH;}
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<DYNARE_STATEMENT>stratified {return token::STRATIFIED;}
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<DYNARE_STATEMENT>cpf_weights {return token::CPF_WEIGHTS;}
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<DYNARE_STATEMENT>amisanotristani {return token::AMISANOTRISTANI;}
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<DYNARE_STATEMENT>murrayjonesparslow {return token::MURRAYJONESPARSLOW;}
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<DYNARE_STATEMENT>filter_algorithm {return token::FILTER_ALGORITHM;}
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<DYNARE_STATEMENT>proposal_approximation {return token::PROPOSAL_APPROXIMATION;}
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<DYNARE_STATEMENT>cubature {return token::CUBATURE;}
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