Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152

matlab/global_initialization.m

@@ -129,6 +129,7 @@ function global_initialization()
   end
   options_.aim_solver = 0; % i.e. by default do not use G.Anderson's AIM solver, use mjdgges instead
   options_.use_k_order=0; % by default do not use k_order_perturbation but mjdgges
+  options_.partial_information = 0;
   
   % Ramsey policy
   options_.planner_discount = 1.0;

preprocessor/ComputingTasks.cc

@@ -114,6 +114,11 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
   if (it != options_list.num_options.end())
     mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
 
+  // Fill in mod_file_struct.partial_information
+  it = options_list.num_options.find("partial_information");
+  if (it != options_list.num_options.end() && it->second == "1")
+    mod_file_struct.partial_information = true;
+
   // This (temporary) check is present in stoch_simul, osr and ramsey_policy
   if (options_list.num_options.find("simul") != options_list.num_options.end()
       && options_list.num_options.find("hp_filter") != options_list.num_options.end())
@@ -173,6 +178,11 @@ RamseyPolicyStatement::checkPass(ModFileStructure &mod_file_struct)
       mod_file_struct.order_option = max(mod_file_struct.order_option, order + 1);
     }
 
+  // Fill in mod_file_struct.partial_information
+  it = options_list.num_options.find("partial_information");
+  if (it != options_list.num_options.end() && it->second == "1")
+    mod_file_struct.partial_information = true;
+
   // This (temporary) check is present in stoch_simul, osr and ramsey_policy
   if (options_list.num_options.find("simul") != options_list.num_options.end()
       && options_list.num_options.find("hp_filter") != options_list.num_options.end())
@@ -206,6 +216,11 @@ EstimationStatement::checkPass(ModFileStructure &mod_file_struct)
   OptionsList::num_options_type::const_iterator it = options_list.num_options.find("order");
   if (it != options_list.num_options.end())
     mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
+
+  // Fill in mod_file_struct.partial_information
+  it = options_list.num_options.find("partial_information");
+  if (it != options_list.num_options.end() && it->second == "1")
+    mod_file_struct.partial_information = true;
 }
 
 void
@@ -730,6 +745,11 @@ OsrStatement::checkPass(ModFileStructure &mod_file_struct)
   if (it != options_list.num_options.end())
     mod_file_struct.order_option = max(mod_file_struct.order_option,atoi(it->second.c_str()));
 
+  // Fill in mod_file_struct.partial_information
+  it = options_list.num_options.find("partial_information");
+  if (it != options_list.num_options.end() && it->second == "1")
+    mod_file_struct.partial_information = true;
+
   // This (temporary) check is present in stoch_simul, osr and ramsey_policy
   if (options_list.num_options.find("simul") != options_list.num_options.end()
       && options_list.num_options.find("hp_filter") != options_list.num_options.end())

preprocessor/DynareBison.yy

@@ -113,7 +113,7 @@ class ParsingDriver;
 %token NAN_CONSTANT NOBS NOCONSTANT NOCORR NODIAGNOSTIC NOFUNCTIONS
 %token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
 %token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
-%token PARAMETERS PARAMETER_SET PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
+%token PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
 %token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_ANALYSIS PRIOR_MODE PRIOR_MEAN POSTERIOR_ANALYSIS POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN
 %token <string_val> QUOTED_STRING
 %token QZ_CRITERIUM
@@ -717,6 +717,7 @@ stoch_simul_options : o_dr_algo
                     | o_print
                     | o_noprint
                     | o_aim_solver
+                    | o_partial_information
                     ;
 
 symbol_list : symbol_list symbol
@@ -1018,6 +1019,7 @@ estimation_options : o_datafile
                    | o_plot_priors
                    | o_order
                    | o_aim_solver
+                   | o_partial_information
                    ;
 
 prior_analysis : PRIOR_ANALYSIS '(' prior_posterior_options_list ')' ';'
@@ -1627,6 +1629,7 @@ o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "1"); };
 o_diffuse_filter: DIFFUSE_FILTER {driver.option_num("diffuse_filter", "1"); };
 o_plot_priors: PLOT_PRIORS {driver.option_num("plot_priors", "1"); };
 o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "1"); };
+o_partial_information : PARTIAL_INFORMATION {driver.option_num("partial_information", "1"); };
 
 o_planner_discount : PLANNER_DISCOUNT EQUAL number { driver.option_num("planner_discount",$3); };
 

preprocessor/DynareFlex.ll

@@ -222,6 +222,7 @@ int sigma_e = 0;
 <DYNARE_STATEMENT>diffuse_filter {return token::DIFFUSE_FILTER;}
 <DYNARE_STATEMENT>plot_priors   {return token::PLOT_PRIORS;}
 <DYNARE_STATEMENT>aim_solver {return token::AIM_SOLVER;}
+<DYNARE_STATEMENT>partial_information {return token::PARTIAL_INFORMATION;}
 
 <DYNARE_STATEMENT>freq {return token::FREQ;}
 <DYNARE_STATEMENT>initial_year {return token::INITIAL_YEAR;}

preprocessor/Statement.cc

@@ -29,7 +29,8 @@ ModFileStructure::ModFileStructure() :
   order_option(0),
   bvar_density_present(false),
   bvar_forecast_present(false),
-  identification_present(false)
+  identification_present(false),
+  partial_information(false)
 {
 }
 

preprocessor/Statement.hh

@@ -58,6 +58,8 @@ public:
   bool ms_sbvar_present;
   //! Whether an identification statement is present or the identification option of dynare_sensitivity statement is equal to one
   bool identification_present;
+  //! Whether the option partial_information is given to stoch_simul/estimation/osr/ramsey_policy
+  bool partial_information;
 };
 
 class Statement