From 0bbba398a10abce325dd9c50b24ef3955e9c2299 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian?= <stepan@adjemian.eu>
Date: Mon, 16 Aug 2021 09:59:42 +0000
Subject: [PATCH] Merge branch 'occbin_options' into 'master'
Occbin: Add missing options
See merge request Dynare/preprocessor!49
---
src/DynareBison.yy | 31 ++++++++++++++++++++++++-------
src/DynareFlex.ll | 9 +++++++++
2 files changed, 33 insertions(+), 7 deletions(-)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index aca834de..19d5627c 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -120,10 +120,11 @@ class ParsingDriver;
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME REALTIME_SHOCK_DECOMPOSITION CONDITIONAL UNCONDITIONAL
%token TEX RAMSEY_MODEL RAMSEY_POLICY RAMSEY_CONSTRAINTS PLANNER_DISCOUNT PLANNER_DISCOUNT_LATEX_NAME
%token DISCRETIONARY_POLICY DISCRETIONARY_TOL EVALUATE_PLANNER_OBJECTIVE
-%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS SMOOTHER_PERIODS SIMUL_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS
-%token SIMUL_DEBUG SMOOTHER_DEBUG
+%token OCCBIN_SETUP OCCBIN_SOLVER OCCBIN_WRITE_REGIMES OCCBIN_GRAPH SIMUL_MAXIT LIKELIHOOD_MAXIT SMOOTHER_MAXIT SIMUL_PERIODS LIKELIHOOD_PERIODS SMOOTHER_PERIODS
+%token SIMUL_CURB_RETRENCH LIKELIHOOD_CURB_RETRENCH SMOOTHER_CURB_RETRENCH SIMUL_CHECK_AHEAD_PERIODS LIKELIHOOD_CHECK_AHEAD_PERIODS SMOOTHER_CHECK_AHEAD_PERIODS
+%token SIMUL_DEBUG SMOOTHER_DEBUG SIMUL_PERIODIC_SOLUTION LIKELIHOOD_PERIODIC_SOLUTION SMOOTHER_PERIODIC_SOLUTION
%token LIKELIHOOD_INVERSION_FILTER SMOOTHER_INVERSION_FILTER FILTER_USE_RELEXATION
-%token LIKELIHOOD_PIECEWISE_KALMAN_FILTER SMOOTHER_PIECEWISE_KALMAN_FILTER
+%token LIKELIHOOD_PIECEWISE_KALMAN_FILTER SMOOTHER_PIECEWISE_KALMAN_FILTER LIKELIHOOD_MAX_KALMAN_ITERATIONS
%token <string> TEX_NAME TRUE BIND RELAX ERROR_BIND ERROR_RELAX
%token UNIFORM_PDF UNIT_ROOT_VARS USE_DLL USEAUTOCORR GSA_SAMPLE_FILE USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
%token VALUES SCALES VAR VAREXO VAREXO_DET VARIABLE VAROBS VAREXOBS PREDETERMINED_VARIABLES VAR_EXPECTATION VAR_EXPECTATION_MODEL PLOT_SHOCK_DECOMPOSITION MODEL_LOCAL_VARIABLE
@@ -2470,15 +2471,22 @@ occbin_setup_option : o_occbin_simul_periods
| o_occbin_simul_maxit
| o_occbin_simul_curb_retrench
| o_occbin_simul_check_ahead_periods
+ | o_occbin_simul_periodic_solution
| o_occbin_simul_debug
+ | o_occbin_likelihood_periods
+ | o_occbin_likelihood_maxit
+ | o_occbin_likelihood_curb_retrench
+ | o_occbin_likelihood_check_ahead_periods
+ | o_occbin_likelihood_periodic_solution
| o_occbin_likelihood_inversion_filter
| o_occbin_likelihood_piecewise_kalman_filter
- | o_occbin_smoother_inversion_filter
- | o_occbin_smoother_piecewise_kalman_filter
| o_occbin_smoother_periods
| o_occbin_smoother_maxit
| o_occbin_smoother_curb_retrench
| o_occbin_smoother_check_ahead_periods
+ | o_occbin_smoother_periodic_solution
+ | o_occbin_smoother_inversion_filter
+ | o_occbin_smoother_piecewise_kalman_filter
| o_occbin_smoother_debug
| o_occbin_filter_use_relaxation
;
@@ -2499,7 +2507,8 @@ occbin_solver_option : o_occbin_simul_periods
| o_occbin_simul_curb_retrench
| o_occbin_simul_check_ahead_periods
| o_occbin_simul_debug
- ;
+ | o_occbin_simul_periodic_solution
+ ;
occbin_write_regimes : OCCBIN_WRITE_REGIMES ';'
{ driver.occbin_write_regimes(); }
@@ -4033,18 +4042,26 @@ o_occbin_simul_periods : SIMUL_PERIODS EQUAL INT_NUMBER { driver.option_num("sim
o_occbin_simul_curb_retrench : SIMUL_CURB_RETRENCH { driver.option_num("simul.curb_retrench", "true"); };
o_occbin_simul_check_ahead_periods : SIMUL_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("simul.check_ahead_periods", $3); };
o_occbin_simul_debug : SIMUL_DEBUG { driver.option_num("simul.debug", "true"); };
+o_occbin_simul_periodic_solution : SIMUL_PERIODIC_SOLUTION { driver.option_num("simul.periodic_solution", "true"); };
// Some options to "occbin_setup"
o_occbin_likelihood_inversion_filter : LIKELIHOOD_INVERSION_FILTER { driver.option_num("likelihood.inversion_filter", "true"); };
o_occbin_likelihood_piecewise_kalman_filter : LIKELIHOOD_PIECEWISE_KALMAN_FILTER { driver.option_num("likelihood.inversion_filter", "false"); };
+o_occbin_likelihood_maxit : LIKELIHOOD_MAXIT EQUAL INT_NUMBER { driver.option_num("likelihood.maxit", $3); };
+o_occbin_likelihood_periods : LIKELIHOOD_PERIODS EQUAL INT_NUMBER { driver.option_num("likelihood.periods", $3); };
+o_occbin_likelihood_curb_retrench : LIKELIHOOD_CURB_RETRENCH { driver.option_num("likelihood.curb_retrench", "true"); };
+o_occbin_likelihood_check_ahead_periods : LIKELIHOOD_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("likelihood.check_ahead_periods", $3); };
+o_occbin_likelihood_periodic_solution : LIKELIHOOD_PERIODIC_SOLUTION { driver.option_num("likelihood.periodic_solution", "true"); };
+o_occbin_likelihood_max_kalman_iterations : LIKELIHOOD_MAX_KALMAN_ITERATIONS EQUAL INT_NUMBER { driver.option_num("likelihood.max_number_of_iterations", $3); };
o_occbin_smoother_inversion_filter : SMOOTHER_INVERSION_FILTER { driver.option_num("smoother.inversion_filter", "true"); };
o_occbin_smoother_piecewise_kalman_filter : SMOOTHER_PIECEWISE_KALMAN_FILTER { driver.option_num("smoother.inversion_filter", "false"); };
-o_occbin_filter_use_relaxation : FILTER_USE_RELEXATION { driver.option_num("filter.use_relaxation", "true"); };
o_occbin_smoother_maxit : SMOOTHER_MAXIT EQUAL INT_NUMBER { driver.option_num("smoother.maxit", $3); };
o_occbin_smoother_periods : SMOOTHER_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.periods", $3); };
o_occbin_smoother_curb_retrench : SMOOTHER_CURB_RETRENCH { driver.option_num("smoother.curb_retrench", "true"); };
o_occbin_smoother_check_ahead_periods : SMOOTHER_CHECK_AHEAD_PERIODS EQUAL INT_NUMBER { driver.option_num("smoother.check_ahead_periods", $3); };
o_occbin_smoother_debug : SMOOTHER_DEBUG { driver.option_num("smoother.debug", "true"); };
+o_occbin_smoother_periodic_solution : SMOOTHER_PERIODIC_SOLUTION { driver.option_num("smoother.periodic_solution", "true"); };
+o_occbin_filter_use_relaxation : FILTER_USE_RELEXATION { driver.option_num("filter.use_relaxation", "true"); };
// Some options to "occbin_write_regimes"
o_occbin_write_regimes_periods : PERIODS EQUAL vec_int
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index 32bb6460..7984e060 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -565,16 +565,25 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>max_repeated_optimization_runs {return token::MAX_REPEATED_OPTIMIZATION_RUNS;}
<DYNARE_STATEMENT>maxit {return token::MAXIT;}
<DYNARE_STATEMENT>simul_maxit {return token::SIMUL_MAXIT;}
+<DYNARE_STATEMENT>likelihood_maxit {return token::LIKELIHOOD_MAXIT;}
<DYNARE_STATEMENT>smoother_maxit {return token::SMOOTHER_MAXIT;}
<DYNARE_STATEMENT>simul_periods {return token::SIMUL_PERIODS;}
+<DYNARE_STATEMENT>likelihood_periods {return token::LIKELIHOOD_PERIODS;}
<DYNARE_STATEMENT>smoother_periods {return token::SMOOTHER_PERIODS;}
<DYNARE_STATEMENT>simul_curb_retrench {return token::SIMUL_CURB_RETRENCH;}
+<DYNARE_STATEMENT>likelihood_curb_retrench {return token::LIKELIHOOD_CURB_RETRENCH;}
<DYNARE_STATEMENT>smoother_curb_retrench {return token::SMOOTHER_CURB_RETRENCH;}
<DYNARE_STATEMENT>simul_check_ahead_periods {return token::SIMUL_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>likelihood_check_ahead_periods {return token::LIKELIHOOD_CHECK_AHEAD_PERIODS;}
<DYNARE_STATEMENT>smoother_check_ahead_periods {return token::SMOOTHER_CHECK_AHEAD_PERIODS;}
+<DYNARE_STATEMENT>simul_debug {return token::SIMUL_DEBUG;}
<DYNARE_STATEMENT>smoother_debug {return token::SMOOTHER_DEBUG;}
+<DYNARE_STATEMENT>simul_periodic_solution {return token::SIMUL_PERIODIC_SOLUTION;}
+<DYNARE_STATEMENT>likelihood_periodic_solution {return token::LIKELIHOOD_PERIODIC_SOLUTION;}
+<DYNARE_STATEMENT>smoother_periodic_solution {return token::SMOOTHER_PERIODIC_SOLUTION;}
<DYNARE_STATEMENT>likelihood_inversion_filter {return token::LIKELIHOOD_INVERSION_FILTER;}
<DYNARE_STATEMENT>likelihood_piecewise_kalman_filter {return token::LIKELIHOOD_PIECEWISE_KALMAN_FILTER;}
+<DYNARE_STATEMENT>likelihood_max_kalman_iterations {return token::LIKELIHOOD_MAX_KALMAN_ITERATIONS;}
<DYNARE_STATEMENT>smoother_inversion_filter {return token::SMOOTHER_INVERSION_FILTER;}
<DYNARE_STATEMENT>smoother_piecewise_kalman_filter {return token::SMOOTHER_PIECEWISE_KALMAN_FILTER;}
<DYNARE_STATEMENT>filter_use_relaxation {return token::FILTER_USE_RELEXATION;}
--
GitLab