Commit bd72848d authored by Sébastien Villemot's avatar Sébastien Villemot
Browse files

Add interface and doc to use_univariate_filters_if_singularity_is_detected option

Closes #414
parent 71ded607
......@@ -4599,6 +4599,15 @@ missing observations.
Use endogenous priors as in @cite{Christiano, Trabandt and Walentin
(2011)}.
@item use_univariate_filters_if_singularity_is_detected = @var{INTEGER}
Decide whether Dynare whether it should automatically switch to
univariate filter if a singularity is encountered in the likelihood
computation (this is the behaviour if the option is equal to
@code{1}). Alternatively, if the option is equal to @code{0}, Dynare
will not automatically change the filter, but rather use a penalty
value for the likelihood when such a singularity is encountered.
Default: @code{1}.
@end table
@customhead{Note}
......
......@@ -128,7 +128,7 @@ class ParsingDriver;
%token STDERR STEADY STOCH_SIMUL SURPRISE SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
%token <string_val> TEX_NAME
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES VAR VAREXO VAREXO_DET VAROBS PREDETERMINED_VARIABLES
%token WRITE_LATEX_DYNAMIC_MODEL WRITE_LATEX_STATIC_MODEL
%token XLS_SHEET XLS_RANGE
......@@ -1563,6 +1563,7 @@ estimation_options : o_datafile
| o_analytic_derivation
| o_ar
| o_endogenous_prior
| o_use_univariate_filters_if_singularity_is_detected
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
......@@ -2656,6 +2657,7 @@ o_data_obs_nbr : DATA_OBS_NBR EQUAL INT_NUMBER { driver.option_num("ms.forecast_
o_discretionary_tol: DISCRETIONARY_TOL EQUAL non_negative_number { driver.option_num("discretionary_tol",$3); };
o_analytic_derivation : ANALYTIC_DERIVATION { driver.option_num("analytic_derivation", "1"); }
o_endogenous_prior : ENDOGENOUS_PRIOR { driver.option_num("endogenous_prior", "1"); }
o_use_univariate_filters_if_singularity_is_detected : USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED EQUAL INT_NUMBER { driver.option_num("use_univariate_filters_if_singularity_is_detected", $3); }
range : symbol ':' symbol
{
......
......@@ -309,6 +309,7 @@ string eofbuff;
<DYNARE_STATEMENT>square_root_solver {return token::SQUARE_ROOT_SOLVER;}
<DYNARE_STATEMENT>cycle_reduction {return token::CYCLE_REDUCTION;}
<DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
<DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
<DYNARE_STATEMENT>default {return token::DEFAULT;}
<DYNARE_STATEMENT>alpha {
yylval->string_val = new string(yytext);
......
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