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removing command CALIB: it has not been working for a long time. Calibration is in fact a special case of method of moments and should be replaced by such a method.

issue#70
Michel Juillard 2011-01-04 10:16:38 +01:00
parent 1b5418a882
commit ca73c1bd88
3 changed files with 3 additions and 32 deletions
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2
ComputingTasks.cc
View File

@ -737,7 +737,7 @@ CalibStatement::CalibStatement(int covar_arg) : covar(covar_arg)
void
CalibStatement::writeOutput(ostream &output, const string &basename) const
{
output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << covar << ",Sigma_e_);\n";
output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights,options_.ar," << covar << ",M_.Sigma_e);\n";
}
OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg) :

31
DynareBison.yy
View File

@ -93,7 +93,7 @@ class ParsingDriver;
%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE
%token CALIB CALIB_VAR CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
@ -166,7 +166,7 @@ class ParsingDriver;
%type <string_val> non_negative_number signed_number signed_integer
%type <string_val> filename symbol expectation_input
%type <string_val> vec_value_1 vec_value
%type <string_val> calib_arg2 range prior
%type <string_val> range prior
%type <symbol_type_val> change_type_arg
%type <vector_string_val> change_type_var_list
%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
@ -211,8 +211,6 @@ statement : parameters
| optim_weights
| osr_params
| osr
| calib_var
| calib
| dynatype
| dynasave
| model_comparison
@ -1230,31 +1228,6 @@ osr : OSR ';'
{driver.run_osr(); }
;
calib_var : CALIB_VAR ';' calib_var_list END ';' { driver.run_calib_var(); };
calib_var_list : calib_var_list calib_arg1
| calib_arg1
;
calib_arg1 : symbol calib_arg2 EQUAL expression ';'
{ driver.set_calib_var($1, $2, $4); }
| symbol COMMA symbol calib_arg2 EQUAL expression ';'
{ driver.set_calib_covar($1, $3, $4, $6); }
| AUTOCORR symbol '(' INT_NUMBER ')' calib_arg2 EQUAL expression ';'
{ driver.set_calib_ac($2, $4, $6, $8); }
;
calib_arg2 : { $$ = new string("1"); }
| '(' non_negative_number ')'
{ $$ = $2; }
;
calib : CALIB ';'
{ driver.run_calib(0); }
| CALIB '(' COVAR ')' ';'
{ driver.run_calib(1); }
;
dynatype : DYNATYPE '(' filename ')' ';'
{ driver.run_dynatype($3); }
| DYNATYPE '(' filename ')' symbol_list ';'

2
DynareFlex.ll
View File

@ -128,7 +128,6 @@ string eofbuff;
<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
<INITIAL>calib {BEGIN DYNARE_STATEMENT; return token::CALIB;}
<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
@ -171,7 +170,6 @@ string eofbuff;
<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
<INITIAL>calib_var {BEGIN DYNARE_BLOCK; return token::CALIB_VAR;}
<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
<INITIAL>svar_identification {BEGIN DYNARE_BLOCK; return token::SVAR_IDENTIFICATION;}