From 80e109025719014fe2ca06d9e0d9c80af15ebdc4 Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org> Date: Fri, 7 May 2021 17:41:05 +0200 Subject: [PATCH] Add no_init_estimation_check_first_obs option to estimation Ref. dynare!1839 --- src/DynareBison.yy | 4 +++- src/DynareFlex.ll | 1 + 2 files changed, 4 insertions(+), 1 deletion(-) diff --git a/src/DynareBison.yy b/src/DynareBison.yy index 04861ca5..682ec7c4 100644 --- a/src/DynareBison.yy +++ b/src/DynareBison.yy @@ -164,7 +164,7 @@ class ParsingDriver; %token MAX_REPEATED_OPTIMIZATION_RUNS FUNCTION_CONVERGENCE_CRITERION SAVE_REALTIME %token PARAMETER_CONVERGENCE_CRITERION NUMBER_OF_LARGE_PERTURBATIONS NUMBER_OF_SMALL_PERTURBATIONS %token NUMBER_OF_POSTERIOR_DRAWS_AFTER_PERTURBATION MAX_NUMBER_OF_STAGES -%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION +%token RANDOM_FUNCTION_CONVERGENCE_CRITERION RANDOM_PARAMETER_CONVERGENCE_CRITERION NO_INIT_ESTIMATION_CHECK_FIRST_OBS /* Method of Moments */ %token METHOD_OF_MOMENTS MOM_METHOD %token BARTLETT_KERNEL_LAG WEIGHTING_MATRIX WEIGHTING_MATRIX_SCALING_FACTOR ANALYTIC_STANDARD_ERRORS ANALYTIC_JACOBIAN PENALIZED_ESTIMATOR VERBOSE @@ -2016,6 +2016,7 @@ estimation_options : o_datafile | o_diagonal_only | o_occbin_likelihood | o_occbin_smoother + | o_no_init_estimation_check_first_obs ; name_value_pair : QUOTED_STRING COMMA QUOTED_STRING @@ -3714,6 +3715,7 @@ o_use_shock_groups : USE_SHOCK_GROUPS { driver.option_str("plot_shock_decomp.use ; o_colormap : COLORMAP EQUAL symbol { driver.option_num("plot_shock_decomp.colormap",$3); }; o_icd_colormap : COLORMAP EQUAL symbol { driver.option_num("initial_condition_decomp.colormap",$3); }; +o_no_init_estimation_check_first_obs : NO_INIT_ESTIMATION_CHECK_FIRST_OBS { driver.option_num("no_init_estimation_check_first_obs", "true"); }; // Some options to "method_of_moments" o_bartlett_kernel_lag : BARTLETT_KERNEL_LAG EQUAL INT_NUMBER { driver.option_num("mom.bartlett_kernel_lag", $3); }; diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll index 2451d6e6..b7113f79 100644 --- a/src/DynareFlex.ll +++ b/src/DynareFlex.ll @@ -436,6 +436,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]) <DYNARE_STATEMENT>occbin_likelihood {return token::OCCBIN_LIKELIHOOD;} <DYNARE_STATEMENT>occbin_smoother {return token::OCCBIN_SMOOTHER;} <DYNARE_STATEMENT>first_simulation_period {return token::FIRST_SIMULATION_PERIOD;} +<DYNARE_STATEMENT>no_init_estimation_check_first_obs {return token::NO_INIT_ESTIMATION_CHECK_FIRST_OBS;} <DYNARE_STATEMENT>alpha { yylval->build<string>(yytext); -- GitLab