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Add smoothed state uncertainty to Kalman smoother routines

issue#70
Johannes Pfeifer 2016-10-31 17:59:28 +01:00
parent c5cca6dbd0
commit 9d4b5825da
2 changed files with 7 additions and 1 deletions
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7
DynareBison.yy
View File

@ -153,7 +153,7 @@ class ParsingDriver;
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR PRIOR_VARIANCE HESSIAN IDENTITY_MATRIX DIRICHLET
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY
%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
@ -1777,6 +1777,7 @@ estimation_options : o_datafile
| o_partial_information
| o_filter_covariance
| o_filter_decomposition
| o_smoothed_state_uncertainty
| o_selected_variables_only
| o_conditional_variance_decomposition
| o_cova_compute
@ -2581,6 +2582,7 @@ calib_smoother_option : o_filtered_vars
| o_filter_decomposition
| o_diffuse_kalman_tol
| o_diffuse_filter
| o_smoothed_state_uncertainty
;
extended_path : EXTENDED_PATH ';'
@ -3129,6 +3131,9 @@ o_filter_covariance : FILTER_COVARIANCE
o_filter_decomposition : FILTER_DECOMPOSITION
{ driver.option_num("filter_decomposition","1");}
;
o_smoothed_state_uncertainty : SMOOTHED_STATE_UNCERTAINTY
{ driver.option_num("smoothed_state_uncertainty","1");}
;
o_selected_variables_only : SELECTED_VARIABLES_ONLY
{ driver.option_num("selected_variables_only","1");}
;

1
DynareFlex.ll
View File

@ -573,6 +573,7 @@ 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>k_order_solver {return token::K_ORDER_SOLVER; }
<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
<DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
<DYNARE_STATEMENT>smoothed_state_uncertainty {return token::SMOOTHED_STATE_UNCERTAINTY; }
<DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
<DYNARE_STATEMENT>pruning {return token::PRUNING; }
<DYNARE_STATEMENT>save_draws {return token::SAVE_DRAWS; }