From 8fe2eb23b9d31dda3bba8f81854be665c96a0681 Mon Sep 17 00:00:00 2001
From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien.villemot@ens.fr>
Date: Mon, 11 Jun 2012 11:50:49 +0200
Subject: [PATCH] New option simul_replic in preprocessor and documentation
---
doc/dynare.texi | 7 +++++++
matlab/global_initialization.m | 2 +-
matlab/simult.m | 4 ----
preprocessor/DynareBison.yy | 4 +++-
preprocessor/DynareFlex.ll | 1 +
5 files changed, 12 insertions(+), 6 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index bafb4438a..9b85534ae 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -3090,6 +3090,13 @@ problems. Default: @code{1.000001} (except when estimating with
Number of simulated series used to compute the IRFs. Default: @code{1}
if @code{order}=@code{1}, and @code{50} otherwise.
+@item simul_replic = @var{INTEGER}
+Number of series to simulate when empirical moments are requested
+(@i{i.e.} @code{periods} > 0). Note that if this option is greater
+than @code{1}, the additional series will not be used for computing
+the empirical moments but will simply be saved in binary form to the
+file @file{@var{FILENAME}_simul}. Default: @code{1}.
+
@item solve_algo = @var{INTEGER}
@xref{solve_algo}, for the possible values and their meaning.
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 0fa8a012a..1711db5b3 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -238,7 +238,7 @@ options_.pruning = 0;
options_.solve_algo = 2;
options_.linear = 0;
options_.replic = 50;
-options_.simul_replic = 0;
+options_.simul_replic = 1;
options_.drop = 100;
% if mjdgges.dll (or .mexw32 or ....) doesn't exist, matlab/qz is added to the path.
% There exists now qz/mjdgges.m that contains the calls to the old Sims code
diff --git a/matlab/simult.m b/matlab/simult.m
index 827c3b7d4..12196d432 100644
--- a/matlab/simult.m
+++ b/matlab/simult.m
@@ -35,10 +35,6 @@ global M_ options_ oo_
order = options_.order;
replic = options_.simul_replic;
-if replic == 0
- replic = 1;
-end
-
if replic > 1
fname = [M_.fname,'_simul'];
fh = fopen(fname,'w+');
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index e1d2a6041..3c298b87c 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -122,7 +122,7 @@ class ParsingDriver;
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
-%token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
+%token RELATIVE_IRF REPLIC SIMUL_REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE PARAMETER_UNCERTAINTY
%token SHOCKS SHOCK_DECOMPOSITION SIGMA_E SIMUL SIMUL_ALGO SIMUL_SEED SMOOTHER SQUARE_ROOT_SOLVER STACK_SOLVE_ALGO STEADY_STATE_MODEL SOLVE_ALGO SOLVER_PERIODS
%token STDERR STEADY STOCH_SIMUL SYLVESTER SYLVESTER_FIXED_POINT_TOL REGIMES REGIME
%token TEX RAMSEY_POLICY PLANNER_DISCOUNT DISCRETIONARY_POLICY DISCRETIONARY_TOL
@@ -926,6 +926,7 @@ stoch_simul_options : o_dr_algo
| o_periods
| o_simul
| o_simul_seed
+ | o_simul_replic
| o_qz_criterium
| o_print
| o_noprint
@@ -2191,6 +2192,7 @@ o_markowitz : MARKOWITZ EQUAL non_negative_number { driver.option_num("markowitz
o_minimal_solving_periods : MINIMAL_SOLVING_PERIODS EQUAL non_negative_number { driver.option_num("minimal_solving_periods", $3); };
o_mfs : MFS EQUAL INT_NUMBER { driver.mfs($3); };
o_simul : SIMUL; // Do nothing, only here for backward compatibility
+o_simul_replic : SIMUL_REPLIC EQUAL INT_NUMBER { driver.option_num("replic_simul", $3); };
o_simul_seed : SIMUL_SEED EQUAL INT_NUMBER { driver.error("'simul_seed' option is no longer supported; use 'set_dynare_seed' command instead"); } ;
o_qz_criterium : QZ_CRITERIUM EQUAL non_negative_number { driver.option_num("qz_criterium", $3); };
o_file : FILE EQUAL filename { driver.option_str("file", $3); };
diff --git a/preprocessor/DynareFlex.ll b/preprocessor/DynareFlex.ll
index 43d8d35da..4e965e71a 100644
--- a/preprocessor/DynareFlex.ll
+++ b/preprocessor/DynareFlex.ll
@@ -517,6 +517,7 @@ string eofbuff;
<DYNARE_STATEMENT>simul_seed {return token::SIMUL_SEED;}
<DYNARE_STATEMENT>qz_criterium {return token::QZ_CRITERIUM;}
<DYNARE_STATEMENT>simul {return token::SIMUL;}
+<DYNARE_STATEMENT>simul_replic {return token::SIMUL_REPLIC;}
<DYNARE_STATEMENT>xls_sheet {return token::XLS_SHEET;}
<DYNARE_STATEMENT>xls_range {return token::XLS_RANGE;}
<DYNARE_STATEMENT>mh_recover {return token::MH_RECOVER;}
--
GitLab