From e57cfd65398eccac66a4ade82325d2fb04f437f9 Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@ens.fr>
Date: Tue, 18 Jan 2011 19:31:59 +0100
Subject: [PATCH] adding cova_compute option for estimation: when
cova_compute=0, the covariance matrix of estimated parameters is not
computed.
---
DynareBison.yy | 6 +++++-
DynareFlex.ll | 1 +
2 files changed, 6 insertions(+), 1 deletion(-)
diff --git a/DynareBison.yy b/DynareBison.yy
index 58a489aa..855020c1 100644
--- a/DynareBison.yy
+++ b/DynareBison.yy
@@ -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",$3);}
+ ;
range : symbol ':' symbol
{
diff --git a/DynareFlex.ll b/DynareFlex.ll
index 84089100..9915b5ce 100644
--- a/DynareFlex.ll
+++ b/DynareFlex.ll
@@ -362,6 +362,7 @@ string eofbuff;
<DYNARE_STATEMENT>pruning {return token::PRUNING; }
<DYNARE_STATEMENT>deflator {return token::DEFLATOR;}
<DYNARE_STATEMENT>growth_factor {return token::GROWTH_FACTOR;}
+<DYNARE_STATEMENT>cova_compute {return token::COVA_COMPUTE;}
<DYNARE_STATEMENT>[\$][^$]*[\$] {
strtok(yytext+1, "$");
--
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