From 9e962e7a93af7c57368f8298cd4b546b414a6170 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org>
Date: Tue, 4 Feb 2014 14:49:06 +0100
Subject: [PATCH] Add new options consider_all_endogenous and
consider_only_observed.
Closes #336
---
DynareBison.yy | 7 ++++++-
DynareFlex.ll | 4 +++-
2 files changed, 9 insertions(+), 2 deletions(-)
diff --git a/DynareBison.yy b/DynareBison.yy
index e1b38aa1..5e148252 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -89,6 +89,7 @@ class ParsingDriver;
%token BVAR_PRIOR_MU BVAR_PRIOR_OMEGA BVAR_PRIOR_TAU BVAR_PRIOR_TRAIN
%token BVAR_REPLIC BYTECODE ALL_VALUES_REQUIRED
%token CALIB_SMOOTHER CHANGE_TYPE CHECK CONDITIONAL_FORECAST CONDITIONAL_FORECAST_PATHS CONF_SIG CONSTANT CONTROLLED_VAREXO CORR COVAR CUTOFF CYCLE_REDUCTION LOGARITHMIC_REDUCTION
+%token CONSIDER_ALL_ENDOGENOUS CONSIDER_ONLY_OBSERVED
%token DATAFILE FILE DOUBLING DR_CYCLE_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_TOL DR_LOGARITHMIC_REDUCTION_MAXITER DR_ALGO DROP DSAMPLE DYNASAVE DYNATYPE CALIBRATION DIFFERENTIATE_FORWARD_VARS
%token END ENDVAL EQUAL ESTIMATION ESTIMATED_PARAMS ESTIMATED_PARAMS_BOUNDS ESTIMATED_PARAMS_INIT EXTENDED_PATH ENDOGENOUS_PRIOR
%token FILENAME FILTER_STEP_AHEAD FILTERED_VARS FIRST_OBS LAST_OBS SET_TIME
@@ -1622,7 +1623,9 @@ estimation_options : o_datafile
| o_geweke_interval
| o_mcmc_jumping_covariance
| o_irf_plot_threshold
- | o_posterior_max_subsample_draws
+ | o_posterior_max_subsample_draws
+ | o_consider_all_endogenous
+ | o_consider_only_observed
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
@@ -2746,6 +2749,8 @@ o_mcmc_jumping_covariance : MCMC_JUMPING_COVARIANCE EQUAL HESSIAN
{ driver.option_str("MCMC_jumping_covariance", $3); }
;
o_irf_plot_threshold : IRF_PLOT_THRESHOLD EQUAL non_negative_number { driver.option_num("impulse_responses.plot_threshold", $3); };
+o_consider_all_endogenous : CONSIDER_ALL_ENDOGENOUS { driver.option_str("endo_vars_for_moment_computations_in_estimation", "all_endogenous_variables"); };
+o_consider_only_observed : CONSIDER_ONLY_OBSERVED { driver.option_str("endo_vars_for_moment_computations_in_estimation", "only_observed_variables"); };
range : symbol ':' symbol
{
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 457d1ffd..a30b9eaf 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -1,5 +1,5 @@
/*
- * Copyright (C) 2003-2013 Dynare Team
+ * Copyright (C) 2003-2014 Dynare Team
*
* This file is part of Dynare.
*
@@ -522,6 +522,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>solver_periods {return token::SOLVER_PERIODS;}
<DYNARE_STATEMENT>endogenous_prior {return token::ENDOGENOUS_PRIOR;}
<DYNARE_STATEMENT>long_name {return token::LONG_NAME;}
+<DYNARE_STATEMENT>consider_all_endogenous {return token::CONSIDER_ALL_ENDOGENOUS;}
+<DYNARE_STATEMENT>consider_only_observed {return token::CONSIDER_ONLY_OBSERVED;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
--
GitLab