From 9b015a6a10265e2bcf96e67aa9a94c966aa09b0c Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Thu, 1 Dec 2022 15:20:07 +0100
Subject: [PATCH] Add new mh_init_scale_factor-option
---
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 51a71a0a..ab25973c 100644
--- a/src/DynareBison.yy
+++ b/src/DynareBison.yy
@@ -96,7 +96,7 @@ 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_POSTERIOR_MODE_ESTIMATION 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 MFS MH_CONF_SIG MH_DROP MH_INIT_SCALE MH_INIT_SCALE_FACTOR MH_JSCALE MH_TUNE_JSCALE MH_TUNE_GUESS MH_POSTERIOR_MODE_ESTIMATION 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
@@ -2151,6 +2151,7 @@ estimation_options : o_datafile
| o_mh_tune_guess
| o_optim
| o_mh_init_scale
+ | o_mh_init_scale_factor
| o_mode_file
| o_mode_compute
| o_mode_check
@@ -3650,6 +3651,7 @@ o_no_posterior_kernel_density : NO_POSTERIOR_KERNEL_DENSITY
{ driver.option_num("estimation.moments_posterior_density.indicator", "false"); }
;
o_mh_init_scale : MH_INIT_SCALE EQUAL non_negative_number { driver.option_num("mh_init_scale", $3); };
+o_mh_init_scale_factor : MH_INIT_SCALE_FACTOR EQUAL non_negative_number { driver.option_num("mh_init_scale_factor", $3); };
o_mode_file : MODE_FILE EQUAL filename { driver.option_str("mode_file", $3); };
o_mode_compute : MODE_COMPUTE EQUAL INT_NUMBER { driver.option_num("mode_compute", $3); };
| MODE_COMPUTE EQUAL symbol { driver.option_str("mode_compute", $3); };
diff --git a/src/DynareFlex.ll b/src/DynareFlex.ll
index bd5e0c57..5a7da244 100644
--- a/src/DynareFlex.ll
+++ b/src/DynareFlex.ll
@@ -327,6 +327,7 @@ DATE -?[0-9]+([ya]|m([1-9]|1[0-2])|q[1-4])
<DYNARE_STATEMENT>mh_drop {return token::MH_DROP;}
<DYNARE_STATEMENT>mh_jscale {return token::MH_JSCALE;}
<DYNARE_STATEMENT>mh_init_scale {return token::MH_INIT_SCALE;}
+<DYNARE_STATEMENT>mh_init_scale_factor {return token::MH_INIT_SCALE_FACTOR;}
<DYNARE_STATEMENT>mh_tune_jscale {return token::MH_TUNE_JSCALE;}
<DYNARE_STATEMENT>mh_tune_guess {return token::MH_TUNE_GUESS;}
<DYNARE_STATEMENT>mode_file {return token::MODE_FILE;}
--
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