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Added option proposal_approximation (estimation, non linear filters).

issue#70
Stéphane Adjemian (Scylla) 2014-09-08 15:08:25 +02:00
parent 7e9dc99b61
commit b62dd9f0db
2 changed files with 10 additions and 1 deletions
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6
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
%token FILTER_ALGORITHM SIS APF GF GMF CPF PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO
%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
@ -1683,6 +1683,7 @@ estimation_options : o_datafile
| o_resampling_threshold
| o_resampling_method
| o_filter_algorithm
| o_proposal_approximation
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2658,6 +2659,9 @@ o_filter_algorithm : FILTER_ALGORITHM EQUAL SIS {driver.option_num("particle.fil
| FILTER_ALGORITHM EQUAL GF {driver.option_num("particle.filter_algorithm.sis", "0"); driver.option_num("particle.filter_algorithm.apf", "0"); driver.option_num("particle.filter_algorithm.gf", "1"); driver.option_num("particle.filter_algorithm.gmf", "0"); driver.option_num("particle.filter_algorithm.cpf", "0");}
| FILTER_ALGORITHM EQUAL GMF {driver.option_num("particle.filter_algorithm.sis", "0"); driver.option_num("particle.filter_algorithm.apf", "0"); driver.option_num("particle.filter_algorithm.gf", "0"); driver.option_num("particle.filter_algorithm.gmf", "1"); driver.option_num("particle.filter_algorithm.cpf", "0");}
| FILTER_ALGORITHM EQUAL CPF {driver.option_num("particle.filter_algorithm.sis", "0"); driver.option_num("particle.filter_algorithm.apf", "0"); driver.option_num("particle.filter_algorithm.gf", "0"); driver.option_num("particle.filter_algorithm.gmf", "0"); driver.option_num("particle.filter_algorithm.cpf", "1");} ;
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_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); };

5
DynareFlex.ll
View File

@ -369,6 +369,11 @@ 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>gf {return token::GF;}
<DYNARE_STATEMENT>gmf {return token::GMF;}
<DYNARE_STATEMENT>cpf {return token::CPF;}
<DYNARE_STATEMENT>proposal_approximation {return token::PROPOSAL_APPROXIMATION;}
<DYNARE_STATEMENT>cubature {return token::CUBATURE;}
<DYNARE_STATEMENT>unscented {return token::UNSCENTED;}
<DYNARE_STATEMENT>montecarlo {return token::MONTECARLO;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);