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Merge branch 'master' into ecb-master 

Model inversion of backward looking models.
issue#70
Stéphane Adjemian (Charybdis) 2017-05-02 23:15:42 +02:00
parent 35adc47c14 d72cadeed7
commit d7336eb317
4 changed files with 8 additions and 8 deletions
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4
DynamicModel.cc
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@ -4203,11 +4203,11 @@ DynamicModel::testTrendDerivativesEqualToZero(const eval_context_t &eval_context
double nearZero = testeq->getDerivative(endogit->second)->eval(eval_context); // eval d F / d Trend d Endog
if (fabs(nearZero) > ZERO_BAND)
{
cerr << "ERROR: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1 << " (line "
cerr << "WARNING: trends not compatible with balanced growth path; the second-order cross partial of equation " << eq + 1 << " (line "
<< equations_lineno[eq] << ") w.r.t. trend variable "
<< symbol_table.getName(it->first.first) << " and endogenous variable "
<< symbol_table.getName(endogit->first.first) << " is not null. " << endl;
exit(EXIT_FAILURE);
// Changed to warning. See discussion in #1389
}
}
}

8
DynareBison.yy
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@ -113,7 +113,7 @@ class ParsingDriver;
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS METHOD
%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 MODEL_NAME
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
@ -143,7 +143,7 @@ class ParsingDriver;
%token ASINH ACOSH ATANH SQRT NORMCDF NORMPDF STEADY_STATE EXPECTATION
/* GSA analysis */
%token DYNARE_SENSITIVITY MORRIS STAB REDFORM PPRIOR PRIOR_RANGE PPOST ILPTAU MORRIS_NLIV
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB KSSTAT LOGTRANS_REDFORM THRESHOLD_REDFORM
%token MORRIS_NTRA NSAM LOAD_REDFORM LOAD_RMSE LOAD_STAB ALPHA2_STAB LOGTRANS_REDFORM THRESHOLD_REDFORM
%token KSSTAT_REDFORM ALPHA2_REDFORM NAMENDO NAMLAGENDO NAMEXO RMSE LIK_ONLY VAR_RMSE PFILT_RMSE ISTART_RMSE
%token ALPHA_RMSE ALPHA2_RMSE
/* end of GSA analysis*/
@ -1851,6 +1851,7 @@ 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
@ -2510,7 +2511,6 @@ dynare_sensitivity_option : o_gsa_identification
| o_gsa_load_rmse
| o_gsa_load_stab
| o_gsa_alpha2_stab
| o_gsa_ksstat
| o_gsa_logtrans_redform
| o_gsa_ksstat_redform
| o_gsa_alpha2_redform
@ -3148,7 +3148,6 @@ o_gsa_load_redform : LOAD_REDFORM EQUAL INT_NUMBER { driver.option_num("load_red
o_gsa_load_rmse : LOAD_RMSE EQUAL INT_NUMBER { driver.option_num("load_rmse", $3); };
o_gsa_load_stab : LOAD_STAB EQUAL INT_NUMBER { driver.option_num("load_stab", $3); };
o_gsa_alpha2_stab : ALPHA2_STAB EQUAL non_negative_number { driver.option_num("alpha2_stab", $3); };
o_gsa_ksstat : KSSTAT EQUAL non_negative_number { driver.option_num("ksstat", $3); };
o_gsa_logtrans_redform : LOGTRANS_REDFORM EQUAL INT_NUMBER { driver.option_num("logtrans_redform", $3); };
o_gsa_threshold_redform : THRESHOLD_REDFORM EQUAL vec_value_w_inf { driver.option_num("threshold_redform",$3); };
o_gsa_ksstat_redform : KSSTAT_REDFORM EQUAL non_negative_number { driver.option_num("ksstat_redform", $3); };
@ -3395,6 +3394,7 @@ 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); };

2
DynareFlex.ll
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@ -410,6 +410,7 @@ 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 {
@ -806,7 +807,6 @@ 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>load_rmse {return token::LOAD_RMSE;}
<DYNARE_STATEMENT>load_stab {return token::LOAD_STAB;}
<DYNARE_STATEMENT>alpha2_stab {return token::ALPHA2_STAB;}
<DYNARE_STATEMENT>ksstat {return token::KSSTAT;}
<DYNARE_STATEMENT>logtrans_redform {return token::LOGTRANS_REDFORM;}
<DYNARE_STATEMENT>threshold_redform {return token::THRESHOLD_REDFORM;}
<DYNARE_STATEMENT>ksstat_redform {return token::KSSTAT_REDFORM;}

2
ModFile.cc
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@ -144,7 +144,7 @@ ModFile::checkPass(bool nostrict)
if ((mod_file_struct.ramsey_model_present || mod_file_struct.ramsey_policy_present)
&& mod_file_struct.discretionary_policy_present)
{
cerr << "ERROR: You cannot use the discretionary_policy command when you use either rasmey_model or ramsey_policy and vice versa" << endl;
cerr << "ERROR: You cannot use the discretionary_policy command when you use either ramsey_model or ramsey_policy and vice versa" << endl;
exit(EXIT_FAILURE);
}