stepan
/
preprocessor
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add new option last_simulation_period for initval_file command.

last-simulation-period
Stéphane Adjemian (Charybdis) 2022-01-19 10:16:40 +01:00 committed by Stéphane Adjemian (Ryûk)
parent 5e8b478ccf
commit ddddf89d9c
Signed by: stepan
GPG Key ID: 295C1FE89E17EB3C
2 changed files with 15 additions and 10 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
src/DynareBison.yy
View File

@ -82,7 +82,7 @@ class ParsingDriver;
%token COMMA CONSIDER_ALL_ENDOGENOUS CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY CONSIDER_ONLY_OBSERVED INITIAL_CONDITION_DECOMPOSITION
%token DATAFILE FILE SERIES DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR EXPRESSION
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_OBS
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS FIRST_SIMULATION_PERIOD LAST_SIMULATION_PERIOD LAST_OBS
%token SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
%token <string> FALSE FLOAT_NUMBER DATES
%token DEFAULT FIXED_POINT FLIP OPT_ALGO COMPILATION_SETUP COMPILER ADD_FLAGS SUBSTITUTE_FLAGS ADD_LIBS SUBSTITUTE_LIBS
@ -119,8 +119,8 @@ class ParsingDriver;
%token SMOOTHER SMOOTHER2HISTVAL SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS ROBUST_LIN_SOLVE
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
%token SIMUL_CURB_RETRENCH LIKELIHOOD_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS LIKELIHOOD_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS
%token SIMUL_DEBUG SMOOTHER_DEBUG SIMUL_PERIODIC_SOLUTION LIKELIHOOD_PERIODIC_SOLUTION SMOOTHER_PERIODIC_SOLUTION
%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
@ -178,8 +178,8 @@ class ParsingDriver;
%token <string> KIND LL DL DD
/* Method of Moments */
%token METHOD_OF_MOMENTS MOM_METHOD
%token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE
%token SIMULATION_MULTIPLE MOM_SEED SEED BOUNDED_SHOCK_SUPPORT ADDITIONAL_OPTIMIZER_STEPS MOM_SE_TOLX SE_TOLX MOM_BURNIN BURNIN
%token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE
%token SIMULATION_MULTIPLE MOM_SEED SEED BOUNDED_SHOCK_SUPPORT ADDITIONAL_OPTIMIZER_STEPS MOM_SE_TOLX SE_TOLX MOM_BURNIN BURNIN
%token EQTAGS
%token ANALYTICAL_GIRF IRF_IN_PERCENT EMAS_GIRF EMAS_DROP EMAS_TOLF EMAS_MAX_ITER
%token NO_IDENTIFICATION_STRENGTH NO_IDENTIFICATION_REDUCEDFORM NO_IDENTIFICATION_MOMENTS
@ -827,6 +827,8 @@ h_options: o_filename
| o_data_first_obs
| o_first_simulation_period
| o_date_first_simulation_period
| o_last_simulation_period
| o_date_last_simulation_period
| o_last_obs
| o_data_last_obs
| o_nobs
@ -2630,7 +2632,7 @@ occbin_setup_option : o_occbin_simul_periods
| o_occbin_smoother_debug
| o_occbin_filter_use_relaxation
;
occbin_solver : OCCBIN_SOLVER ';'
{ driver.occbin_solver(); }
| OCCBIN_SOLVER '(' occbin_solver_options_list ')' ';'
@ -3585,6 +3587,8 @@ o_first_obs : FIRST_OBS EQUAL INT_NUMBER { driver.option_num("first_obs", $3); }
o_data_first_obs : FIRST_OBS EQUAL date_expr { driver.option_date("firstobs", $3); } ;
o_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("first_simulation_period", $3); };
o_date_first_simulation_period : FIRST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("firstsimulationperiod", $3); } ;
o_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL INT_NUMBER { driver.option_num("last_simulation_period", $3); };
o_date_last_simulation_period : LAST_SIMULATION_PERIOD EQUAL date_expr { driver.option_date("lastsimulationperiod", $3); } ;
o_last_obs : LAST_OBS EQUAL INT_NUMBER { driver.option_num("last_obs", $3); };
o_data_last_obs : LAST_OBS EQUAL date_expr { driver.option_date("lastobs", $3); } ;
o_keep_kalman_algo_if_singularity_is_detected : KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED { driver.option_num("kalman.keep_kalman_algo_if_singularity_is_detected", "true"); } ;
@ -4145,7 +4149,7 @@ o_analytic_jacobian : ANALYTIC_JACOBIAN { driver.option_num("mom.analytic_jacobi
o_mom_method : MOM_METHOD EQUAL GMM
{ driver.option_str("mom.mom_method", "GMM"); }
| MOM_METHOD EQUAL SMM
{ driver.option_str("mom.mom_method", "SMM"); }
{ driver.option_str("mom.mom_method", "SMM"); }
;
o_penalized_estimator : PENALIZED_ESTIMATOR { driver.option_num("mom.penalized_estimator", "true"); };
o_verbose : VERBOSE { driver.option_num("mom.verbose", "true"); };
@ -4212,9 +4216,9 @@ o_occbin_smoother_periodic_solution : SMOOTHER_PERIODIC_SOLUTION { driver.option
o_occbin_filter_use_relaxation : FILTER_USE_RELEXATION { driver.option_num("filter.use_relaxation", "true"); };
// Some options to "occbin_write_regimes"
o_occbin_write_regimes_periods : PERIODS EQUAL vec_int
o_occbin_write_regimes_periods : PERIODS EQUAL vec_int
{ driver.option_vec_int("write_regimes.periods", $3); };
| PERIODS EQUAL vec_int_number
| PERIODS EQUAL vec_int_number
{ driver.option_vec_int("write_regimes.periods", $3); }
o_occbin_write_regimes_filename : FILENAME EQUAL filename { driver.option_str("write_regimes.filename", $3); };
o_occbin_write_regimes_smoother : SMOOTHER { driver.option_str("write_regimes.type", "smoother"); };

3
src/DynareFlex.ll
View File

@ -183,7 +183,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<INITIAL>svar_global_identification_check {BEGIN DYNARE_STATEMENT; return token::SVAR_GLOBAL_IDENTIFICATION_CHECK;}
<INITIAL>external_function {BEGIN DYNARE_STATEMENT; return token::EXTERNAL_FUNCTION;}
/* End of a Dynare statement */
<INITIAL>calib_smoother { BEGIN DYNARE_STATEMENT; return token::CALIB_SMOOTHER; }
<INITIAL>calib_smoother { BEGIN DYNARE_STATEMENT; return token::CALIB_SMOOTHER; }
<INITIAL>model_diagnostics {BEGIN DYNARE_STATEMENT; return token::MODEL_DIAGNOSTICS;}
<INITIAL>extended_path {BEGIN DYNARE_STATEMENT; return token::EXTENDED_PATH;}
<INITIAL>smoother2histval {BEGIN DYNARE_STATEMENT; return token::SMOOTHER2HISTVAL;}
@ -448,6 +448,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>use_penalized_objective_for_hessian {return token::USE_PENALIZED_OBJECTIVE_FOR_HESSIAN;}
<DYNARE_STATEMENT>expression {return token::EXPRESSION;}
<DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;}
<DYNARE_STATEMENT>last_simulation_period {return token::LAST_SIMULATION_PERIOD;}
<DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;}
<DYNARE_STATEMENT>alpha {