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Added option distribution_proposal (estimation, non linear filters).

issue#70
Stéphane Adjemian (Scylla) 2014-09-08 22:35:53 +02:00
parent b62dd9f0db
commit a124d2b255
2 changed files with 7 additions and 2 deletions
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7
DynareBison.yy
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@ -108,7 +108,7 @@ class ParsingDriver;
%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 NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
%token FILTER_ALGORITHM SIS APF GF GMF CPF PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO
%token FILTER_ALGORITHM SIS APF GF GMF CPF PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
@ -1684,6 +1684,7 @@ estimation_options : o_datafile
| o_resampling_method
| o_filter_algorithm
| o_proposal_approximation
| o_distribution_approximation
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2662,6 +2663,10 @@ o_filter_algorithm : FILTER_ALGORITHM EQUAL SIS {driver.option_num("particle.fil
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");}
| 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");}
| PROPOSAL_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "1");} ;
o_distribution_approximation : DISTRIBUTION_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.distribution_approximation.cubature", "1"); driver.option_num("particle.distribution_approximation.unscented", "0"); driver.option_num("particle.distribution_approximation.montecarlo", "0");}
| DISTRIBUTION_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.distribution_approximation.cubature", "0"); driver.option_num("particle.distribution_approximation.unscented", "1"); driver.option_num("particle.distribution_approximation.montecarlo", "0");}
| DISTRIBUTION_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.distribution_approximation.cubature", "0"); driver.option_num("particle.distribution_approximation.unscented", "0"); driver.option_num("particle.distribution_approximation.montecarlo", "1");} ;
o_gsa_identification : IDENTIFICATION EQUAL INT_NUMBER { driver.option_num("identification", $3); }; /*not in doc */
o_gsa_morris : MORRIS EQUAL INT_NUMBER { driver.option_num("morris", $3); };

2
DynareFlex.ll
View File

@ -373,7 +373,7 @@ 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>cubature {return token::CUBATURE;}
<DYNARE_STATEMENT>unscented {return token::UNSCENTED;}
<DYNARE_STATEMENT>montecarlo {return token::MONTECARLO;}
<DYNARE_STATEMENT>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);