Commit 8fe2eb23 authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

New option simul_replic in preprocessor and documentation

parent 01bb8c3e
...@@ -3090,6 +3090,13 @@ problems. Default: @code{1.000001} (except when estimating with ...@@ -3090,6 +3090,13 @@ problems. Default: @code{1.000001} (except when estimating with
Number of simulated series used to compute the IRFs. Default: @code{1} Number of simulated series used to compute the IRFs. Default: @code{1}
if @code{order}=@code{1}, and @code{50} otherwise. if @code{order}=@code{1}, and @code{50} otherwise.
@item simul_replic = @var{INTEGER}
Number of series to simulate when empirical moments are requested
(@i{i.e.} @code{periods} > 0). Note that if this option is greater
than @code{1}, the additional series will not be used for computing
the empirical moments but will simply be saved in binary form to the
file @file{@var{FILENAME}_simul}. Default: @code{1}.
@item solve_algo = @var{INTEGER} @item solve_algo = @var{INTEGER}
@xref{solve_algo}, for the possible values and their meaning. @xref{solve_algo}, for the possible values and their meaning.
......
...@@ -238,7 +238,7 @@ options_.pruning = 0; ...@@ -238,7 +238,7 @@ options_.pruning = 0;
options_.solve_algo = 2; options_.solve_algo = 2;
options_.linear = 0; options_.linear = 0;
options_.replic = 50; options_.replic = 50;
options_.simul_replic = 0; options_.simul_replic = 1;
options_.drop = 100; options_.drop = 100;
% if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path. % if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path.
% There exists now qz/mjdgges.m that contains the calls to the old Sims code % There exists now qz/mjdgges.m that contains the calls to the old Sims code
......
...@@ -35,10 +35,6 @@ global M_ options_ oo_ ...@@ -35,10 +35,6 @@ global M_ options_ oo_
order = options_.order; order = options_.order;
replic = options_.simul_replic; replic = options_.simul_replic;
if replic == 0
replic = 1;
end
if replic > 1 if replic > 1
fname = [M_.fname,'_simul']; fname = [M_.fname,'_simul'];
fh = fopen(fname,'w+'); fh = fopen(fname,'w+');
......
...@@ -122,7 +122,7 @@ class ParsingDriver; ...@@ -122,7 +122,7 @@ class ParsingDriver;
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING %token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING %token <string_val> QUOTED_STRING
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE %token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY %token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS %token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME %token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL %token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
...@@ -926,6 +926,7 @@ stoch_simul_options : o_dr_algo ...@@ -926,6 +926,7 @@ stoch_simul_options : o_dr_algo
| o_periods | o_periods
| o_simul | o_simul
| o_simul_seed | o_simul_seed
| o_simul_replic
| o_qz_criterium | o_qz_criterium
| o_print | o_print
| o_noprint | o_noprint
...@@ -2191,6 +2192,7 @@ o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz ...@@ -2191,6 +2192,7 @@ o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz
o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL non_negative_number { driver.option_num("minimal_solving_periods", $3); }; o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL non_negative_number { driver.option_num("minimal_solving_periods", $3); };
o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); }; o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); };
o_simul : SIMUL; // Do nothing, only here for backward compatibility o_simul : SIMUL; // Do nothing, only here for backward compatibility
o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("replic_simul", $3); };
o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option is no longer supported; use 'set_dynare_seed' command instead"); } ; o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option is no longer supported; use 'set_dynare_seed' command instead"); } ;
o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); }; o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
o_file : FILE EQUAL filename { driver.option_str("file", $3); }; o_file : FILE EQUAL filename { driver.option_str("file", $3); };
......
...@@ -517,6 +517,7 @@ string eofbuff; ...@@ -517,6 +517,7 @@ string eofbuff;
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;} <DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}
<DYNARE_STATEMENT>qz_criterium {return token::QZ_CRITERIUM;} <DYNARE_STATEMENT>qz_criterium {return token::QZ_CRITERIUM;}
<DYNARE_STATEMENT>simul {return token::SIMUL;} <DYNARE_STATEMENT>simul {return token::SIMUL;}
<DYNARE_STATEMENT>simul_replic {return token::SIMUL_REPLIC;}
<DYNARE_STATEMENT>xls_sheet {return token::XLS_SHEET;} <DYNARE_STATEMENT>xls_sheet {return token::XLS_SHEET;}
<DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;} <DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;} <DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
......
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