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Commit e57cfd65 authored by Michel Juillard's avatar Michel Juillard
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adding cova_compute option for estimation: when cova_compute=0, the covariance...

adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed.
parent baccf9e8
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......@@ -159,7 +159,7 @@ class ParsingDriver;
%token MARKOV_SWITCHING CHAIN STATE DURATION NUMBER_OF_STATES
%token SVAR COEFFICIENTS VARIANCES CONSTANTS EQUATIONS
%token EXTERNAL_FUNCTION EXT_FUNC_NAME EXT_FUNC_NARGS FIRST_DERIV_PROVIDED SECOND_DERIV_PROVIDED
%token SELECTED_VARIABLES_ONLY
%token SELECTED_VARIABLES_ONLY COVA_COMPUTE
%type <node_val> expression expression_or_empty
%type <node_val> equation hand_side
......@@ -1172,6 +1172,7 @@ estimation_options : o_datafile
| o_filter_decomposition
| o_selected_variables_only
| o_conditional_variance_decomposition
| o_cova_compute
;
list_optim_option : QUOTED_STRING COMMA QUOTED_STRING
......@@ -1930,6 +1931,9 @@ o_filter_decomposition : FILTER_DECOMPOSITION
o_selected_variables_only : SELECTED_VARIABLES_ONLY
{ driver.option_num("selected_variables_only","1");}
;
o_cova_compute : COVA_COMPUTE EQUAL INT_NUMBER
{ driver.option_num("cova_compute",$3);}
;
range : symbol ':' symbol
{
......
......@@ -362,6 +362,7 @@ string eofbuff;
<DYNARE_STATEMENT>pruning {return token::PRUNING; }
<DYNARE_STATEMENT>deflator {return token::DEFLATOR;}
<DYNARE_STATEMENT>growth_factor {return token::GROWTH_FACTOR;}
<DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
strtok(yytext+1, "$");
......
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