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added options filter_covariance filter_decomposition for new version of the smoother

issue#70
Michel Juillard 2010-03-22 21:57:46 +01:00
parent f9cac656d1
commit f52c96d4c0
2 changed files with 11 additions and 1 deletions
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10
DynareBison.yy
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@ -149,7 +149,7 @@ class ParsingDriver;
%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM
%token GSIG2_LMD GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
%token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
%token INDXESTIMA INDXGDLS EQ_MS
%token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
%token EQ_CMS TLINDX TLNUMBER BANACT CREATE_INITIALIZATION_FILE ESTIMATE_MSMODEL
%token COMPUTE_MDD COMPUTE_PROBABILITIES PRINT_DRAWS N_DRAWS THINNING_FACTOR PROPOSAL_DRAWS MARKOV_FILE
%token MHM_FILE OUTPUT_FILE_TAG DRAWS_NBR_BURN_IN_1 DRAWS_NBR_BURN_IN_2 DRAWS_NBR_MEAN_VAR_ESTIMATE
@ -1143,6 +1143,8 @@ estimation_options : o_datafile
| o_order
| o_aim_solver
| o_partial_information
| o_filter_covariance
| o_filter_decomposition
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@ -1898,6 +1900,12 @@ o_second_deriv_provided : SECOND_DERIV_PROVIDED EQUAL filename
| SECOND_DERIV_PROVIDED
{ driver.external_function_option("second_deriv_provided", ""); }
;
o_filter_covariance : FILTER_COVARIANCE
{ driver.option_num("filter_covariance","1");}
;
o_filter_decomposition : FILTER_DECOMPOSITION
{ driver.option_num("filter_decomposition","1");}
;
range : symbol ':' symbol
{

2
DynareFlex.ll
View File

@ -347,6 +347,8 @@ int sigma_e = 0;
<DYNARE_STATEMENT>posterior_mean {return token::POSTERIOR_MEAN; }
<DYNARE_STATEMENT>posterior_median {return token::POSTERIOR_MEDIAN; }
<DYNARE_STATEMENT>k_order_solver {return token::K_ORDER_SOLVER; }
<DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
<DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
<DYNARE_STATEMENT>[\$][^$]*[\$] {