adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
parent
baccf9e8f5
commit
e57cfd6539
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@ -159,7 +159,7 @@ class ParsingDriver;
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%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_STATES
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%token SVAR COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
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%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
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%token SELECTED_VARIABLES_ONLY
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%token SELECTED_VARIABLES_ONLY COVA_COMPUTE
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%type <node_val> expression expression_or_empty
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%type <node_val> equation hand_side
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@ -1172,6 +1172,7 @@ estimation_options : o_datafile
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| o_filter_decomposition
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| o_selected_variables_only
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| o_conditional_variance_decomposition
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| o_cova_compute
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;
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list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
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@ -1930,6 +1931,9 @@ o_filter_decomposition : FILTER_DECOMPOSITION
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o_selected_variables_only : SELECTED_VARIABLES_ONLY
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{ driver.option_num("selected_variables_only","1");}
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;
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o_cova_compute : COVA_COMPUTE EQUAL INT_NUMBER
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{ driver.option_num("cova_compute",$3);}
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;
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range : symbol ':' symbol
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{
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@ -362,6 +362,7 @@ string eofbuff;
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<DYNARE_STATEMENT>pruning {return token::PRUNING; }
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<DYNARE_STATEMENT>deflator {return token::DEFLATOR;}
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<DYNARE_STATEMENT>growth_factor {return token::GROWTH_FACTOR;}
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<DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
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<DYNARE_STATEMENT>[\$][^$]*[\$] {
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strtok(yytext+1, "$");
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