Add Raftery/Lewis (1992) convergence diagnostics

DynareBison.yy

@@ -108,7 +108,7 @@ class ParsingDriver;
 %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_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
 %token MODE_CHECK MODE_CHECK_NEIGHBOURHOOD_SIZE MODE_CHECK_SYMMETRIC_PLOTS MODE_CHECK_NUMBER_OF_POINTS MODE_COMPUTE MODE_FILE MODEL MODEL_COMPARISON MODEL_INFO MSHOCKS ABS SIGN
-%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
+%token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION
 %token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH
 %token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW
 %token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION
@@ -1800,6 +1800,8 @@ estimation_options : o_datafile
                    | o_qz_zero_threshold
                    | o_taper_steps
                    | o_geweke_interval
+                   | o_raftery_lewis_qrs
+                   | o_raftery_lewis_diagnostics
                    | o_mcmc_jumping_covariance
                    | o_irf_plot_threshold
                    | o_posterior_max_subsample_draws
@@ -2898,6 +2900,8 @@ o_xls_range : XLS_RANGE EQUAL range { driver.option_str("xls_range", $3); };
 o_filter_step_ahead : FILTER_STEP_AHEAD EQUAL vec_int { driver.option_vec_int("filter_step_ahead", $3); };
 o_taper_steps : TAPER_STEPS EQUAL vec_int { driver.option_vec_int("convergence.geweke.taper_steps", $3); };
 o_geweke_interval : GEWEKE_INTERVAL EQUAL vec_value { driver.option_num("convergence.geweke.geweke_interval",$3); };
+o_raftery_lewis_diagnostics : RAFTERY_LEWIS_DIAGNOSTICS { driver.option_num("convergence.rafterylewis.indicator", "1"); };
+o_raftery_lewis_qrs : RAFTERY_LEWIS_QRS EQUAL vec_value { driver.option_num("convergence.rafterylewis.qrs",$3); };
 o_constant : CONSTANT { driver.option_num("noconstant", "0"); };
 o_noconstant : NOCONSTANT { driver.option_num("noconstant", "1"); };
 o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "1"); };

DynareFlex.ll

@@ -272,6 +272,8 @@ 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>lik_init  		{return token::LIK_INIT;}
 <DYNARE_STATEMENT>taper_steps       {return token::TAPER_STEPS;}
 <DYNARE_STATEMENT>geweke_interval   {return token::GEWEKE_INTERVAL;}
+<DYNARE_STATEMENT>raftery_lewis_qrs {return token::RAFTERY_LEWIS_QRS;}
+<DYNARE_STATEMENT>raftery_lewis_diagnostics {return token::RAFTERY_LEWIS_DIAGNOSTICS;}
 <DYNARE_STATEMENT>graph   		{return token::GRAPH;}
 <DYNARE_STATEMENT>nograph   		{return token::NOGRAPH;}
 <DYNARE_STATEMENT>nodisplay     {return token::NODISPLAY;}