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preprocessor: add keep_kalman_algo_if_singularity_is_detected option to estimation. #1294

issue#70
Houtan Bastani 2016-09-30 14:31:13 +02:00
parent c5570fc30e
commit f20beac29c
2 changed files with 4 additions and 1 deletions
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4
DynareBison.yy
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@ -94,7 +94,7 @@ class ParsingDriver;
%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
%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
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS
%token FILENAME DIRNAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME OSR_PARAMS_BOUNDS KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
%token <string_val> FLOAT_NUMBER DATES
%token DEFAULT FIXED_POINT OPT_ALGO
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
@ -1818,6 +1818,7 @@ estimation_options : o_datafile
| o_no_posterior_kernel_density
| o_posterior_sampling_method
| o_posterior_sampler_options
| o_keep_kalman_algo_if_singularity_is_detected
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -2779,6 +2780,7 @@ o_posterior_sampling_method : POSTERIOR_SAMPLING_METHOD EQUAL QUOTED_STRING
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_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", "1"); } ;
o_data_nobs : NOBS EQUAL INT_NUMBER { driver.option_num("nobs", $3); };
o_shift : SHIFT EQUAL signed_number { driver.option_num("shift", $3); };
o_shape : SHAPE EQUAL prior_distribution { driver.prior_shape = $3; };

1
DynareFlex.ll
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@ -354,6 +354,7 @@ 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>vlist {return token::VLIST;}
<DYNARE_STATEMENT>vlistlog {return token::VLISTLOG;}
<DYNARE_STATEMENT>vlistper {return token::VLISTPER;}
<DYNARE_STATEMENT>keep_kalman_algo_if_singularity_is_detected {return token::KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED;}
<DYNARE_STATEMENT>restriction_fname {return token::RESTRICTION_FNAME;}
<DYNARE_STATEMENT>nlags {return token::NLAGS;}
<DYNARE_STATEMENT>restrictions {return token::RESTRICTIONS;}