Commit 911ca2a5 authored by Johannes Pfeifer 's avatar Johannes Pfeifer Committed by Stéphane Adjemian

Add preprocessor interface for fast_realtime option of

parent 70452bbe
......@@ -7543,6 +7543,11 @@ realtime shock decompositions are computed, @i{i.e.} for
@item save_realtime = @var{INTEGER_VECTOR}
@anchor{save_realtime} Choose for which vintages to save the full realtime
shock decomposition. Default: @math{0}.
@item fast_realtime
@anchor{fast_realtime} Runs the smoother only twice: once for the last in-sample
and once for the last out-of-sample data point. Default: not enabled.
@end table
@outputhead
......
......@@ -113,7 +113,7 @@ class ParsingDriver;
%token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW WRITE_EQUATION_TAGS
%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
%token <string_val> NAME
%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
%token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE FAST_REALTIME RESCALE_PREDICTION_ERROR_COVARIANCE GENERATE_IRFS
%token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY
%token NOGRAPH POSTERIOR_NOGRAPH POSTERIOR_GRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS STDERR_MULTIPLES DIAGONAL_ONLY
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS OVERWRITE
......@@ -2687,6 +2687,7 @@ realtime_shock_decomposition_option : o_parameter_set
| o_shock_decomposition_presample
| o_shock_decomposition_forecast
| o_save_realtime
| o_fast_realtime
;
plot_shock_decomposition_options_list : plot_shock_decomposition_option COMMA plot_shock_decomposition_options_list
......@@ -3095,6 +3096,7 @@ o_init_state : INIT_STATE EQUAL INT_NUMBER { driver.option_num("shock_decomp.ini
o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
o_fast_realtime : FAST_REALTIME { driver.option_num("shock_decomp.fast_realtime", "1"); };
o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
......
......@@ -584,6 +584,7 @@ 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>controlled_varexo {return token::CONTROLLED_VAREXO; }
<DYNARE_STATEMENT>parameter_set {return token::PARAMETER_SET; }
<DYNARE_STATEMENT>init_state {return token::INIT_STATE; }
<DYNARE_STATEMENT>fast_realtime {return token::FAST_REALTIME; }
<DYNARE_STATEMENT>save_realtime {return token::SAVE_REALTIME;}
<DYNARE_STATEMENT>detail_plot {return token::DETAIL_PLOT;}
<DYNARE_STATEMENT>interactive {return token::INTERACTIVE;}
......
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