Merge pull request #1324 from JohannesPfeifer/kalman
Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong resultsissue#70
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a0cc3c0a00
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@ -153,7 +153,7 @@ class ParsingDriver;
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%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
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%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
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%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
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%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD WEIBULL WEIBULL_PDF
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%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
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%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
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%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
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%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION SMOOTHED_STATE_UNCERTAINTY
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%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
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%token EQ_CMS TLINDX TLNUMBER BANACT RESTRICTIONS POSTERIOR_SAMPLER_OPTIONS
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%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
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%token OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 HORIZON
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%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
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%token SBVAR TREND_VAR DEFLATOR GROWTH_FACTOR MS_IRF MS_VARIANCE_DECOMPOSITION
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@ -1777,6 +1777,7 @@ estimation_options : o_datafile
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| o_partial_information
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| o_partial_information
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| o_filter_covariance
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| o_filter_covariance
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| o_filter_decomposition
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| o_filter_decomposition
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| o_smoothed_state_uncertainty
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| o_selected_variables_only
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| o_selected_variables_only
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| o_conditional_variance_decomposition
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| o_conditional_variance_decomposition
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| o_cova_compute
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| o_cova_compute
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@ -2581,6 +2582,7 @@ calib_smoother_option : o_filtered_vars
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| o_filter_decomposition
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| o_filter_decomposition
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| o_diffuse_kalman_tol
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| o_diffuse_kalman_tol
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| o_diffuse_filter
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| o_diffuse_filter
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| o_smoothed_state_uncertainty
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;
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;
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extended_path : EXTENDED_PATH ';'
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extended_path : EXTENDED_PATH ';'
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@ -3129,6 +3131,9 @@ o_filter_covariance : FILTER_COVARIANCE
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o_filter_decomposition : FILTER_DECOMPOSITION
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o_filter_decomposition : FILTER_DECOMPOSITION
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{ driver.option_num("filter_decomposition","1");}
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{ driver.option_num("filter_decomposition","1");}
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;
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;
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o_smoothed_state_uncertainty : SMOOTHED_STATE_UNCERTAINTY
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{ driver.option_num("smoothed_state_uncertainty","1");}
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;
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o_selected_variables_only : SELECTED_VARIABLES_ONLY
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o_selected_variables_only : SELECTED_VARIABLES_ONLY
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{ driver.option_num("selected_variables_only","1");}
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{ driver.option_num("selected_variables_only","1");}
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;
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;
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@ -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
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<DYNARE_STATEMENT>k_order_solver {return token::K_ORDER_SOLVER; }
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<DYNARE_STATEMENT>k_order_solver {return token::K_ORDER_SOLVER; }
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<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
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<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
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<DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
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<DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
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<DYNARE_STATEMENT>smoothed_state_uncertainty {return token::SMOOTHED_STATE_UNCERTAINTY; }
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<DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
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<DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
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<DYNARE_STATEMENT>pruning {return token::PRUNING; }
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<DYNARE_STATEMENT>pruning {return token::PRUNING; }
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<DYNARE_STATEMENT>save_draws {return token::SAVE_DRAWS; }
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<DYNARE_STATEMENT>save_draws {return token::SAVE_DRAWS; }
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