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Dóra Kocsis
dynare
Commits
eb8ba88e
Commit
eb8ba88e
authored
May 24, 2013
by
Sébastien Villemot
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Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
parent
74ee859b
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doc/dynare.texi
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16 additions, 0 deletions
doc/dynare.texi
preprocessor/DynareBison.yy
+5
-1
5 additions, 1 deletion
preprocessor/DynareBison.yy
preprocessor/DynareFlex.ll
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preprocessor/DynareFlex.ll
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1 deletion
doc/dynare.texi
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eb8ba88e
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@@ -4312,6 +4312,22 @@ Tells Dynare to plot the posterior density for values around the
computed mode for each estimated parameter in turn. This is helpful to
diagnose problems with the optimizer
@item mode
_
check
_
neighbourhood
_
size = @var
{
DOUBLE
}
Used in conjunction with option @code
{
mode
_
check
}
, gives the width of
the window around the posterior mode to be displayed on the diagnostic
plots. This width is expressed in percentage deviation. The @code
{
Inf
}
value is allowed, and will trigger a plot over the entire domain
(see also @code
{
mode
_
check
_
symmetric
_
plots
}
).
Default: @code
{
0.5
}
.
@item mode
_
check
_
symmetric
_
plots = @var
{
INTEGER
}
Used in conjunction with option @code
{
mode
_
check
}
, if set to @code
{
1
}
,
tells Dynare to ensure that the check plots are symmetric around the
posterior mode. A value of @code
{
0
}
allows to have asymmetric plots,
which can be useful if the posterior mode is close to a domain
boundary, or in conjunction with @code
{
mode
_
check
_
neighbourhood
_
size =
Inf
}
when the domain in not the entire real line. Default: @code
{
1
}
.
@item prior
_
trunc = @var
{
DOUBLE
}
@anchor
{
prior
_
trunc
}
Probability of extreme values of the prior
density that is ignored when computing bounds for the
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preprocessor/DynareBison.yy
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−
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eb8ba88e
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@@ -112,7 +112,7 @@ class ParsingDriver;
%token LABELS LAPLACE LIK_ALGO LIK_INIT LINEAR LOAD_IDENT_FILES LOAD_MH_FILE LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LYAPUNOV
%token LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LYAPUNOV_SQUARE_ROOT_SOLVER_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR MARKOWITZ MARGINAL_DENSITY MAX MAXIT
%token MFS MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MIN MINIMAL_SOLVING_PERIODS SOLVE_MAXIT
%token MODE_CHECK MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODE_CHECK
MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS
MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO DIFFUSE_FILTER SUB_DRAWS
%token <string_val> NAME
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS
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@@ -1513,6 +1513,8 @@ estimation_options : o_datafile
| o_mode_file
| o_mode_compute
| o_mode_check
| o_mode_check_neighbourhood_size
| o_mode_check_symmetric_plots
| o_prior_trunc
| o_mh_mode
| o_mh_nblocks
...
...
@@ -2336,6 +2338,8 @@ o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
| MODE_COMPUTE EQUAL symbol { driver.option_str("mode_compute", $3); };
o_mode_check : MODE_CHECK { driver.option_num("mode_check", "1"); };
o_mode_check_neighbourhood_size : MODE_CHECK_NEIGHBOURHOOD_SIZE EQUAL signed_number_w_inf { driver.option_num("mode_check_neighbourhood_size", $3); };
o_mode_check_symmetric_plots : MODE_CHECK_SYMMETRIC_PLOTS EQUAL INT_NUMBER { driver.option_num("mode_check_symmetric_plots", $3); };
o_prior_trunc : PRIOR_TRUNC EQUAL non_negative_number { driver.option_num("prior_trunc", $3); };
o_mh_mode : MH_MODE EQUAL INT_NUMBER { driver.option_num("mh_mode", $3); };
o_mh_nblocks : MH_NBLOCKS EQUAL INT_NUMBER { driver.option_num("mh_nblck", $3); };
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preprocessor/DynareFlex.ll
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@@ -239,6 +239,8 @@ string eofbuff;
<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
<DYNARE_STATEMENT>mode_compute {return token::MODE_COMPUTE;}
<DYNARE_STATEMENT>mode_check {return token::MODE_CHECK;}
<DYNARE_STATEMENT>mode_check_neighbourhood_size {return token::MODE_CHECK_NEIGHBOURHOOD_SIZE;}
<DYNARE_STATEMENT>mode_check_symmetric_plots {return token::MODE_CHECK_SYMMETRIC_PLOTS;}
<DYNARE_STATEMENT>prior_trunc {return token::PRIOR_TRUNC;}
<DYNARE_STATEMENT>mh_mode {return token::MH_MODE;}
<DYNARE_STATEMENT>mh_nblocks {return token::MH_NBLOCKS;}
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