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.
parent
1b5418a882
commit
ca73c1bd88
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@ -737,7 +737,7 @@ CalibStatement::CalibStatement(int covar_arg) : covar(covar_arg)
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void
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void
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CalibStatement::writeOutput(ostream &output, const string &basename) const
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CalibStatement::writeOutput(ostream &output, const string &basename) const
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{
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{
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output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights," << covar << ",Sigma_e_);\n";
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output << "M_.Sigma_e=calib(calib_var_index,calib_targets,calib_weights,options_.ar," << covar << ",M_.Sigma_e);\n";
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}
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}
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OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg) :
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OsrParamsStatement::OsrParamsStatement(const SymbolList &symbol_list_arg) :
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@ -93,7 +93,7 @@ class ParsingDriver;
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%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
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%token BVAR_PRIOR_DECAY BVAR_PRIOR_FLAT BVAR_PRIOR_LAMBDA
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%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
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%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
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%token BVAR_REPLIC BYTECODE
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%token BVAR_REPLIC BYTECODE
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%token CALIB CALIB_VAR CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
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%token CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF
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%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
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%token DATAFILE DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE
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%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
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%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT
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%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
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%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS
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@ -166,7 +166,7 @@ class ParsingDriver;
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%type <string_val> non_negative_number signed_number signed_integer
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%type <string_val> non_negative_number signed_number signed_integer
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%type <string_val> filename symbol expectation_input
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%type <string_val> filename symbol expectation_input
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%type <string_val> vec_value_1 vec_value
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%type <string_val> vec_value_1 vec_value
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%type <string_val> calib_arg2 range prior
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%type <string_val> range prior
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%type <symbol_type_val> change_type_arg
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%type <symbol_type_val> change_type_arg
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%type <vector_string_val> change_type_var_list
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%type <vector_string_val> change_type_var_list
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%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
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%type <vector_int_val> vec_int_elem vec_int_1 vec_int vec_int_number
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@ -211,8 +211,6 @@ statement : parameters
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| optim_weights
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| optim_weights
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| osr_params
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| osr_params
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| osr
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| osr
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| calib_var
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| calib
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| dynatype
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| dynatype
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| dynasave
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| dynasave
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| model_comparison
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| model_comparison
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@ -1230,31 +1228,6 @@ osr : OSR ';'
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{driver.run_osr(); }
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{driver.run_osr(); }
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;
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;
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calib_var : CALIB_VAR ';' calib_var_list END ';' { driver.run_calib_var(); };
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calib_var_list : calib_var_list calib_arg1
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| calib_arg1
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;
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calib_arg1 : symbol calib_arg2 EQUAL expression ';'
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{ driver.set_calib_var($1, $2, $4); }
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| symbol COMMA symbol calib_arg2 EQUAL expression ';'
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{ driver.set_calib_covar($1, $3, $4, $6); }
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| AUTOCORR symbol '(' INT_NUMBER ')' calib_arg2 EQUAL expression ';'
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{ driver.set_calib_ac($2, $4, $6, $8); }
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;
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calib_arg2 : { $$ = new string("1"); }
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| '(' non_negative_number ')'
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{ $$ = $2; }
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;
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calib : CALIB ';'
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{ driver.run_calib(0); }
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| CALIB '(' COVAR ')' ';'
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{ driver.run_calib(1); }
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;
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dynatype : DYNATYPE '(' filename ')' ';'
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dynatype : DYNATYPE '(' filename ')' ';'
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{ driver.run_dynatype($3); }
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{ driver.run_dynatype($3); }
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| DYNATYPE '(' filename ')' symbol_list ';'
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| DYNATYPE '(' filename ')' symbol_list ';'
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@ -128,7 +128,6 @@ string eofbuff;
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<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
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<INITIAL>stoch_simul {BEGIN DYNARE_STATEMENT; return token::STOCH_SIMUL;}
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<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
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<INITIAL>dsample {BEGIN DYNARE_STATEMENT; return token::DSAMPLE;}
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<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
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<INITIAL>Sigma_e {BEGIN DYNARE_STATEMENT; sigma_e = 1; return token::SIGMA_E;}
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<INITIAL>calib {BEGIN DYNARE_STATEMENT; return token::CALIB;}
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<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
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<INITIAL>planner_objective {BEGIN DYNARE_STATEMENT; return token::PLANNER_OBJECTIVE;}
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<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
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<INITIAL>ramsey_policy {BEGIN DYNARE_STATEMENT; return token::RAMSEY_POLICY;}
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<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
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<INITIAL>identification {BEGIN DYNARE_STATEMENT; return token::IDENTIFICATION;}
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@ -171,7 +170,6 @@ string eofbuff;
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<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
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<INITIAL>estimated_params_bounds {BEGIN DYNARE_BLOCK; return token::ESTIMATED_PARAMS_BOUNDS;}
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<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
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<INITIAL>observation_trends {BEGIN DYNARE_BLOCK; return token::OBSERVATION_TRENDS;}
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<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
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<INITIAL>optim_weights {BEGIN DYNARE_BLOCK; return token::OPTIM_WEIGHTS;}
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<INITIAL>calib_var {BEGIN DYNARE_BLOCK; return token::CALIB_VAR;}
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<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
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<INITIAL>homotopy_setup {BEGIN DYNARE_BLOCK; return token::HOMOTOPY_SETUP;}
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<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
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<INITIAL>conditional_forecast_paths {BEGIN DYNARE_BLOCK; return token::CONDITIONAL_FORECAST_PATHS;}
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<INITIAL>svar_identification {BEGIN DYNARE_BLOCK; return token::SVAR_IDENTIFICATION;}
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<INITIAL>svar_identification {BEGIN DYNARE_BLOCK; return token::SVAR_IDENTIFICATION;}
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