Allow a custom function named 'prior' as a value for 'mode_compute' option

Closes #507

matlab/dynare_estimation_1.m

@@ -602,8 +602,6 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
 
         [xparam1, fval, nacc, nfcnev, nobds, ier, t, vm] = sa(objective_function,xparam1,maxy,rt_,epsilon,ns,nt ...
                                                               ,neps,maxevl,LB,UB,c,idisp ,t,vm,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
-      case 'prior'
-        hh = diag(bayestopt_.p2.^2);
       otherwise
         if ischar(options_.mode_compute)
             [xparam1, fval, retcode ] = feval(options_.mode_compute,objective_function,xparam1,dataset_,options_,M_,estim_params_,bayestopt_,oo_);
@@ -611,7 +609,7 @@ if ~isequal(options_.mode_compute,0) && ~options_.mh_posterior_mode_estimation
             error(['dynare_estimation:: mode_compute = ' int2str(options_.mode_compute) ' option is unknown!'])
         end
     end
-    if ~isequal(options_.mode_compute,6) && ~isequal(options_.mode_compute,'prior')
+    if ~isequal(options_.mode_compute,6)
         if options_.cova_compute == 1
             if options_.analytic_derivation && strcmp(func2str(objective_function),'dsge_likelihood'),
                 ana_deriv = options_.analytic_derivation;

preprocessor/DynareBison.yy

@@ -101,7 +101,7 @@ class ParsingDriver;
 %token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
 %token <string_val> FLOAT_NUMBER
 %token DEFAULT FIXED_POINT
-%token FORECAST K_ORDER_SOLVER INSTRUMENTS PRIOR SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
+%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
 %token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
 %token HISTVAL HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID HYBRID
 %token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT
@@ -151,7 +151,7 @@ class ParsingDriver;
 %token VLISTLOG VLISTPER
 %token RESTRICTION RESTRICTION_FNAME CROSS_RESTRICTIONS NLAGS CONTEMP_REDUCED_FORM REAL_PSEUDO_FORECAST
 %token DUMMY_OBS NSTATES INDXSCALESSTATES NO_BAYESIAN_PRIOR SPECIFICATION SIMS_ZHA
-%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE
+%token <string_val> ALPHA BETA ABAND NINV CMS NCMS CNUM GAMMA INV_GAMMA INV_GAMMA1 INV_GAMMA2 NORMAL UNIFORM EPS PDF FIG DR NONE PRIOR
 %token GSIG2_LMDM Q_DIAG FLAT_PRIOR NCSK NSTD
 %token INDXPARR INDXOVR INDXAP APBAND INDXIMF IMFBAND INDXFORE FOREBAND INDXGFOREHAT INDXGIMFHAT
 %token INDXESTIMA INDXGDLS EQ_MS FILTER_COVARIANCE FILTER_DECOMPOSITION
@@ -2795,6 +2795,7 @@ symbol : NAME
        | FIG
        | NONE
        | DR
+       | PRIOR
        ;
 %%
 

preprocessor/DynareFlex.ll

@@ -196,7 +196,10 @@ string eofbuff;
 
 <DYNARE_STATEMENT>subsamples {return token::SUBSAMPLES;}
 <DYNARE_STATEMENT>options {return token::OPTIONS;}
-<DYNARE_STATEMENT>prior {return token::PRIOR;}
+<DYNARE_STATEMENT>prior {
+  yylval->string_val = new string(yytext);
+  return token::PRIOR;
+}
 <INITIAL>std {BEGIN DYNARE_STATEMENT; return token::STD;}
 <INITIAL>corr {BEGIN DYNARE_STATEMENT; return token::CORR;}