From 991759b2c7c60b59a41e1079cdfcf938170d716c Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?St=C3=A9phane=20Adjemian=20=28Ry=C3=BBk=29?=
<stepan@adjemian.eu>
Date: Wed, 22 Jan 2025 11:46:16 +0100
Subject: [PATCH] Add option use_first_order_solution to extended_path command.
Use simulation of the model, based on a first order approximation, as
an initial guess for the solver in each period.
---
src/DynareBison.yy | 8 +++++---
src/DynareFlex.ll | 3 ++-
2 files changed, 7 insertions(+), 4 deletions(-)
diff --git a/src/DynareBison.yy b/src/DynareBison.yy
index ee619c17..d7b05846 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -1,6 +1,6 @@
// -*- C++ -*-
/*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -111,7 +111,7 @@ str_tolower(string s)
%token DEFAULT FIXED_POINT FLIP OPT_ALGO COMPILATION_SETUP COMPILER ADD_FLAGS SUBSTITUTE_FLAGS ADD_LIBS SUBSTITUTE_LIBS
%token FORECAST K_ORDER_SOLVER INSTRUMENTS SHIFT MEAN STDEV VARIANCE MODE INTERVAL SHAPE DOMAINN
%token GAMMA_PDF GRAPH GRAPH_FORMAT CONDITIONAL_VARIANCE_DECOMPOSITION NOCHECK STD
-%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID ONE_SIDED_HP_FILTER
+%token HISTVAL HISTVAL_FILE HOMOTOPY_SETUP HOMOTOPY_MODE HOMOTOPY_STEPS HOMOTOPY_FORCE_CONTINUE HP_FILTER HP_NGRID FILTERED_THEORETICAL_MOMENTS_GRID HYBRID USE_FIRST_ORDER_SOLUTION ONE_SIDED_HP_FILTER
%token IDENTIFICATION INF_CONSTANT INITVAL INITVAL_FILE BOUNDS JSCALE INIT INFILE INVARS
%token <string> INT_NUMBER
%token CONDITIONAL_LIKELIHOOD
@@ -3498,7 +3498,8 @@ extended_path_option : o_periods
| o_solver_periods
| o_extended_path_order
| o_hybrid
- | o_lmmcp
+ | o_use_first_order_solution
+ | o_lmmcp
;
model_diagnostics : MODEL_DIAGNOSTICS ';'
@@ -3733,6 +3734,7 @@ o_periods : PERIODS EQUAL INT_NUMBER { driver.option_num("periods", $3); };
o_solver_periods : SOLVER_PERIODS EQUAL INT_NUMBER { driver.option_num("ep.periods", $3); };
o_extended_path_order : ORDER EQUAL INT_NUMBER { driver.option_num("ep.stochastic.order", $3); };
o_hybrid : HYBRID { driver.option_num("ep.stochastic.hybrid_order", "2"); };
+o_use_first_order_solution : USE_FIRST_ORDER_SOLUTION { driver.option_num("ep.use_first_order_solution_as_initial_guess", "true"); };
o_steady_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("steady.maxit", $3); };
o_simul_maxit : MAXIT EQUAL INT_NUMBER { driver.option_num("simul.maxit", $3); };
o_bandpass_filter : BANDPASS_FILTER { driver.option_num("bandpass.indicator", "true"); }
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index e10dcf31..9f8cfc07 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -1,6 +1,6 @@
/* -*- C++ -*- */
/*
- * Copyright © 2003-2024 Dynare Team
+ * Copyright © 2003-2025 Dynare Team
*
* This file is part of Dynare.
*
@@ -405,6 +405,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4]|[sh][12])
<DYNARE_STATEMENT>logarithmic_reduction {return token::LOGARITHMIC_REDUCTION;}
<DYNARE_STATEMENT>use_univariate_filters_if_singularity_is_detected {return token::USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED;}
<DYNARE_STATEMENT>hybrid {return token::HYBRID;}
+<DYNARE_STATEMENT>use_first_order_solution {return token::USE_FIRST_ORDER_SOLUTION;}
<DYNARE_STATEMENT>default {return token::DEFAULT;}
<DYNARE_STATEMENT>init2shocks {return token::INIT2SHOCKS;}
--
GitLab