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Finish implementation of mcmc_jumping_covariance option 

Closes #112, #514
issue#70
Sébastien Villemot 2013-11-05 17:16:32 +01:00
parent 1634c7c50f
commit b34a55b36a
2 changed files with 24 additions and 2 deletions
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13
DynareBison.yy
View File

@ -113,7 +113,7 @@ class ParsingDriver;
%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
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS
%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
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
@ -151,7 +151,7 @@ class ParsingDriver;
%token VLISTLOG VLISTPER
%token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
%token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
%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
%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
%token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
@ -1558,6 +1558,7 @@ estimation_options : o_datafile
| o_qz_zero_threshold
| o_taper_steps
| o_geweke_interval
| o_mcmc_jumping_covariance
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2677,6 +2678,14 @@ o_discretionary_tol: DISCRETIONARY_TOL EQUAL non_negative_number { driver.option
o_analytic_derivation : ANALYTIC_DERIVATION { driver.option_num("analytic_derivation", "1"); }
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "1"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
{ driver.option_str("MCMC_jumping_covariance", $3); } | MCMC_JUMPING_COVARIANCE EQUAL PRIOR_VARIANCE
{ driver.option_str("MCMC_jumping_covariance", $3); }
| MCMC_JUMPING_COVARIANCE EQUAL IDENTITY_MATRIX
{ driver.option_str("MCMC_jumping_covariance", $3); }
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
range : symbol ':' symbol
{

13
DynareFlex.ll
View File

@ -439,6 +439,19 @@ string eofbuff;
<DYNARE_STATEMENT>random_parameter_convergence_criterion {return token::RANDOM_PARAMETER_CONVERGENCE_CRITERION;}
<DYNARE_STATEMENT>tolf {return token::TOLF;}
<DYNARE_STATEMENT>instruments {return token::INSTRUMENTS;}
<DYNARE_STATEMENT>hessian {
yylval->string_val = new string(yytext);
return token::HESSIAN;
}
<DYNARE_STATEMENT>prior_variance {
yylval->string_val = new string(yytext);
return token::PRIOR_VARIANCE;
}
<DYNARE_STATEMENT>identity_matrix {
yylval->string_val = new string(yytext);
return token::IDENTITY_MATRIX;
}
<DYNARE_STATEMENT>mcmc_jumping_covariance {return token::MCMC_JUMPING_COVARIANCE;}
/* These four (var, varexo, varexo_det, parameters) are for change_type */
<DYNARE_STATEMENT>var { return token::VAR; }