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Added option rescale_prediction_error_covariance.

issue#70
Stéphane Adjemian (Charybdis) 2017-04-26 18:22:03 +02:00
parent a85cc7b451
commit bac51e0a0e
2 changed files with 4 additions and 1 deletions
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4
DynareBison.yy
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@ -113,7 +113,7 @@ class ParsingDriver;
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS
%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE
%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE RESCALE_PREDICTION_ERROR_COVARIANCE
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
@ -1831,6 +1831,7 @@ estimation_options : o_datafile
| o_posterior_sampler_options
| o_keep_kalman_algo_if_singularity_is_detected
| o_use_penalized_objective_for_hessian
| o_rescale_prediction_error_covariance
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -3359,6 +3360,7 @@ o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
| MCMC_JUMPING_COVARIANCE EQUAL filename
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
o_rescale_prediction_error_covariance : RESCALE_PREDICTION_ERROR_COVARIANCE { driver.option_num("rescale_prediction_error_covariance", "true"); };
o_use_penalized_objective_for_hessian : USE_PENALIZED_OBJECTIVE_FOR_HESSIAN { driver.option_num("hessian.use_penalized_objective","true"); };
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
o_dr_display_tol : DR_DISPLAY_TOL EQUAL non_negative_number { driver.option_num("dr_display_tol", $3); };

1
DynareFlex.ll
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@ -406,6 +406,7 @@ 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>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
<DYNARE_STATEMENT>proposal_distribution {return token::PROPOSAL_DISTRIBUTION;}
<DYNARE_STATEMENT>no_posterior_kernel_density {return token::NO_POSTERIOR_KERNEL_DENSITY;}
<DYNARE_STATEMENT>rescale_prediction_error_covariance {return token::RESCALE_PREDICTION_ERROR_COVARIANCE;}
<DYNARE_STATEMENT>use_penalized_objective_for_hessian {return token::USE_PENALIZED_OBJECTIVE_FOR_HESSIAN;}
<DYNARE_STATEMENT>alpha {