Merge branch 'master' into remove-dynDate-class

Conflicts:
	preprocessor/DynareBison.yy

ComputingTasks.cc

@@ -581,15 +581,20 @@ EstimatedParamsStatement::writeOutput(ostream &output, const string &basename) c
 }
 
 EstimatedParamsInitStatement::EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
-                                                           const SymbolTable &symbol_table_arg) :
+                                                           const SymbolTable &symbol_table_arg,
+                                                           const bool use_calibration_arg) :
   estim_params_list(estim_params_list_arg),
-  symbol_table(symbol_table_arg)
+  symbol_table(symbol_table_arg),
+  use_calibration(use_calibration_arg)
 {
 }
 
 void
 EstimatedParamsInitStatement::writeOutput(ostream &output, const string &basename) const
 {
+  if (use_calibration)
+    output << "options_.use_calibration_initialization = 1;" << endl;
+
   vector<EstimationParams>::const_iterator it;
 
   for (it = estim_params_list.begin(); it != estim_params_list.end(); it++)

ComputingTasks.hh

@@ -290,9 +290,11 @@ class EstimatedParamsInitStatement : public Statement
 private:
   const vector<EstimationParams> estim_params_list;
   const SymbolTable &symbol_table;
+  const bool use_calibration;
 public:
   EstimatedParamsInitStatement(const vector<EstimationParams> &estim_params_list_arg,
-                               const SymbolTable &symbol_table_arg);
+                               const SymbolTable &symbol_table_arg,
+                               const bool use_calibration_arg);
   virtual void writeOutput(ostream &output, const string &basename) const;
 };
 

DynareBison.yy

@@ -90,7 +90,7 @@ class ParsingDriver;
 %}
 
 %token AIM_SOLVER ANALYTIC_DERIVATION AR AUTOCORR
-%token BAYESIAN_IRF BETA_PDF BLOCK
+%token BAYESIAN_IRF BETA_PDF BLOCK USE_CALIBRATION
 %token BVAR_DENSITY BVAR_FORECAST
 %token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
 %token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
@@ -106,7 +106,7 @@ class ParsingDriver;
 %token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
 %token <string_val> INT_NUMBER
-%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS
+%token INV_GAMMA_PDF INV_GAMMA1_PDF INV_GAMMA2_PDF IRF IRF_SHOCKS IRF_PLOT_THRESHOLD
 %token KALMAN_ALGO KALMAN_TOL SUBSAMPLES OPTIONS TOLF
 %token LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LYAPUNOV
 %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
@@ -990,6 +990,7 @@ stoch_simul_primary_options : o_dr_algo
                             | o_dr_cycle_reduction_tol
                             | o_dr_logarithmic_reduction_tol
                             | o_dr_logarithmic_reduction_maxiter
+                            | o_irf_plot_threshold
                             ;
 
 stoch_simul_options : stoch_simul_primary_options
@@ -1136,7 +1137,10 @@ estimated_elem3 : expression_or_empty COMMA expression_or_empty
                 ;
 
 estimated_params_init : ESTIMATED_PARAMS_INIT ';' estimated_init_list END ';'
-                        { driver.estimated_params_init(); };
+                        { driver.estimated_params_init(); }
+                      | ESTIMATED_PARAMS_INIT '(' USE_CALIBRATION ')' ';' estimated_init_list END ';'
+                        { driver.estimated_params_init(true); }
+                      ;
 
 estimated_init_list : estimated_init_list estimated_init_elem
                       { driver.add_estimated_params_element(); }
@@ -1562,6 +1566,7 @@ estimation_options : o_datafile
                    | o_taper_steps
                    | o_geweke_interval
                    | o_mcmc_jumping_covariance
+                   | o_irf_plot_threshold
                    ;
 
 list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@@ -2689,6 +2694,7 @@ o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
                           | MCMC_JUMPING_COVARIANCE EQUAL filename
                             { driver.option_str("MCMC_jumping_covariance", $3); }
                           ;
+o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
 
 range : symbol ':' symbol
         {

DynareFlex.ll

@@ -397,7 +397,7 @@ string eofbuff;
   return token::CNUM;
 }
 <DYNARE_STATEMENT>banact {return token::BANACT;}
-
+<DYNARE_BLOCK>use_calibration {return token::USE_CALIBRATION;}
 <DYNARE_STATEMENT>output_file_tag {return token::OUTPUT_FILE_TAG;}
 <DYNARE_STATEMENT>file_tag {return token::FILE_TAG;};
 <DYNARE_STATEMENT>no_create_init {return token::NO_CREATE_INIT;};
@@ -569,6 +569,7 @@ string eofbuff;
 <DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
 <DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
 <DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
+<DYNARE_STATEMENT>irf_plot_threshold {return token::IRF_PLOT_THRESHOLD;}
 
 <DYNARE_BLOCK>equation {return token::EQUATION;}
 <DYNARE_BLOCK>exclusion {return token::EXCLUSION;}

ModFile.cc

@@ -703,7 +703,15 @@ ModFile::writeOutputFiles(const string &basename, bool clear_all, bool no_log, b
   if (block && !byte_code)
     mOutputFile << "rmpath " << basename << ";" << endl;
 
-  mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl;
+  mOutputFile << "save('" << basename << "_results.mat', 'oo_', 'M_', 'options_');" << endl
+              << "if exist('estim_params_', 'var') == 1" << endl
+              << "  save('" << basename << "_results.mat', 'estim_params_', '-append');" << endl << "end" << endl
+              << "if exist('bayestopt_', 'var') == 1" << endl
+              << "  save('" << basename << "_results.mat', 'bayestopt_', '-append');" << endl << "end" << endl
+              << "if exist('dataset_', 'var') == 1" << endl
+              << "  save('" << basename << "_results.mat', 'dataset_', '-append');" << endl << "end" << endl
+              << "if exist('estimation_info', 'var') == 1" << endl
+              << "  save('" << basename << "_results.mat', 'estimation_info', '-append');" << endl << "end" << endl;
 
   config_file.writeEndParallel(mOutputFile);
 

ParsingDriver.cc

@@ -1209,9 +1209,9 @@ ParsingDriver::estimated_params()
 }
 
 void
-ParsingDriver::estimated_params_init()
+ParsingDriver::estimated_params_init(bool use_calibration)
 {
-  mod_file->addStatement(new EstimatedParamsInitStatement(estim_params_list, mod_file->symbol_table));
+  mod_file->addStatement(new EstimatedParamsInitStatement(estim_params_list, mod_file->symbol_table, use_calibration));
   estim_params_list.clear();
 }
 

ParsingDriver.hh

@@ -394,7 +394,7 @@ public:
   //! Writes estimated params command
   void estimated_params();
   //! Writes estimated params init command
-  void estimated_params_init();
+  void estimated_params_init(bool use_calibration = false);
   //! Writes estimated params bound command
   void estimated_params_bounds();
   //! Adds a declaration for a user-defined external function