From 154980ec8cb54a33a1a43bd5e15619d9276ff11b Mon Sep 17 00:00:00 2001
From: Houtan Bastani <houtan@dynare.org>
Date: Tue, 25 Aug 2015 11:09:08 +0200
Subject: [PATCH] preprocessor: posterior_kernel_density option to estimation.
#1035
---
preprocessor/DynareBison.yy | 6 +++++-
preprocessor/DynareFlex.ll | 1 +
2 files changed, 6 insertions(+), 1 deletion(-)
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 647a750140..cc8524a81f 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -114,7 +114,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
-%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
+%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER POSTERIOR_KERNEL_DENSITY
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@@ -1739,6 +1739,7 @@ estimation_options : o_datafile
| o_silent_optimizer
| o_proposal_distribution
| o_student_degrees_of_freedom
+ | o_posterior_kernel_density
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@@ -2688,6 +2689,9 @@ o_mh_jscale : MH_JSCALE EQUAL non_negative_number { driver.option_num("mh_jscale
o_optim : OPTIM EQUAL '(' optim_options ')';
o_tarb_optim : TARB_OPTIM EQUAL '(' tarb_optim_options ')';
o_proposal_distribution : PROPOSAL_DISTRIBUTION EQUAL symbol { driver.option_str("proposal_distribution", $3); };
+o_posterior_kernel_density : POSTERIOR_KERNEL_DENSITY
+ { driver.option_num("posterior_kernel_density.indicator", "1"); }
+ ;
o_student_degrees_of_freedom : STUDENT_DEGREES_OF_FREEDOM EQUAL INT_NUMBER { driver.option_num("student_degrees_of_freedom", $3); };
o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index f380e50210..b4f2a5668f 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -377,6 +377,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>montecarlo {return token::MONTECARLO;}
<DYNARE_STATEMENT>distribution_approximation {return token::DISTRIBUTION_APPROXIMATION;}
<DYNARE_STATEMENT>proposal_distribution {return token::PROPOSAL_DISTRIBUTION;}
+<DYNARE_STATEMENT>posterior_kernel_density {return token::POSTERIOR_KERNEL_DENSITY;}
<DYNARE_STATEMENT>student_degrees_of_freedom {return token::STUDENT_DEGREES_OF_FREEDOM;}
<DYNARE_STATEMENT>alpha {
--
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