From 73e07b78b871604cf3fb750ae6b06847a81c2f24 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 11 May 2021 18:12:54 +0200
Subject: [PATCH] Add mh_initialize_from_previous_mcmc option family to
estimation command
Ref. dynare!1841
---
src/DynareBison.yy | 11 ++++++++++-
src/DynareFlex.ll | 4 ++++
2 files changed, 14 insertions(+), 1 deletion(-)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index 575686d6..97bbce29 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -96,7 +96,8 @@ class ParsingDriver;
%token LAPLACE LIK_ALGO LIK_INIT LINEAR LINEAR_DECOMPOSITION LOAD_IDENT_FILES LOAD_MH_FILE LOAD_RESULTS_AFTER_LOAD_MH LOAD_PARAMS_AND_STEADY_STATE LOGLINEAR LOGDATA LYAPUNOV LINEAR_APPROXIMATION
%token LYAPUNOV_COMPLEX_THRESHOLD LYAPUNOV_FIXED_POINT_TOL LYAPUNOV_DOUBLING_TOL LOG_DEFLATOR LOG_TREND_VAR LOG_GROWTH_FACTOR
%token MATCHED_MOMENTS MARKOWITZ MARGINAL_DENSITY MAX MAXIT
-%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER POSTERIOR_MAX_SUBSAMPLE_DRAWS MIN MINIMAL_SOLVING_PERIODS
+%token MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_MODE MH_NBLOCKS MH_REPLIC MH_RECOVER MH_INITIALIZE_FROM_PREVIOUS_MCMC MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
+%token 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 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
@@ -1950,6 +1951,10 @@ estimation_options : o_datafile
| o_constant
| o_noconstant
| o_mh_recover
+ | o_mh_initialize_from_previous_mcmc
+ | o_mh_initialize_from_previous_mcmc_directory
+ | o_mh_initialize_from_previous_mcmc_record
+ | o_mh_initialize_from_previous_mcmc_prior
| o_diffuse_filter
| o_plot_priors
| o_order
@@ -3349,6 +3354,10 @@ o_raftery_lewis_qrs : RAFTERY_LEWIS_QRS EQUAL vec_value { driver.option_num("con
o_constant : CONSTANT { driver.option_num("noconstant", "false"); };
o_noconstant : NOCONSTANT { driver.option_num("noconstant", "true"); };
o_mh_recover : MH_RECOVER { driver.option_num("mh_recover", "true"); };
+o_mh_initialize_from_previous_mcmc : MH_INITIALIZE_FROM_PREVIOUS_MCMC { driver.option_num("mh_initialize_from_previous_mcmc.status", "true"); }
+o_mh_initialize_from_previous_mcmc_directory : MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.directory", $3); };
+o_mh_initialize_from_previous_mcmc_record : MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.record", $3); };
+o_mh_initialize_from_previous_mcmc_prior : MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR EQUAL filename { driver.option_str("mh_initialize_from_previous_mcmc.prior", $3); };
o_diffuse_filter: DIFFUSE_FILTER {driver.option_num("diffuse_filter", "true"); };
o_plot_priors: PLOT_PRIORS EQUAL INT_NUMBER {driver.option_num("plot_priors", $3); };
o_aim_solver: AIM_SOLVER {driver.option_num("aim_solver", "true"); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index b7113f79..8266d68b 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -785,6 +785,10 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
<DYNARE_STATEMENT>series {return token::SERIES;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_directory {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_record {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD;}
+<DYNARE_STATEMENT>mh_initialize_from_previous_mcmc_prior {return token::MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR;}
<DYNARE_STATEMENT>planner_discount {return token::PLANNER_DISCOUNT;}
<DYNARE_STATEMENT>planner_discount_latex_name {return token::PLANNER_DISCOUNT_LATEX_NAME;}
<DYNARE_STATEMENT>calibration {return token::CALIBRATION;}
--
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