From dde1acd18d40238849f16d72b865a3b5cadbf577 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx.de>
Date: Fri, 12 Jan 2018 14:25:26 +0100
Subject: [PATCH] Make fast_realtime accept observation as input
---
doc/dynare.texi | 6 ++++--
preprocessor/DynareBison.yy | 2 +-
tests/shock_decomposition/ls2003_plot.mod | 2 +-
3 files changed, 6 insertions(+), 4 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index a25bf1792..72f63800d 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -7544,9 +7544,11 @@ realtime shock decompositions are computed, @i{i.e.} for
@anchor{save_realtime} Choose for which vintages to save the full realtime
shock decomposition. Default: @math{0}.
-@item fast_realtime
+@item fast_realtime = @var{INTEGER}
@anchor{fast_realtime} Runs the smoother only twice: once for the last in-sample
-and once for the last out-of-sample data point. Default: not enabled.
+and once for the last out-of-sample data point, where the provided integer defines the last observation
+(equivalent to @ref{nobs}).
+Default: not enabled.
@end table
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 7fbae92a4..64c3a796c 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -3099,7 +3099,7 @@ o_init_state : INIT_STATE EQUAL INT_NUMBER { driver.option_num("shock_decomp.ini
o_shock_decomposition_presample : PRESAMPLE EQUAL INT_NUMBER { driver.option_num("shock_decomp.presample", $3); };
o_shock_decomposition_forecast : FORECAST EQUAL INT_NUMBER { driver.option_num("shock_decomp.forecast", $3); };
o_save_realtime : SAVE_REALTIME EQUAL vec_int { driver.option_vec_int("shock_decomp.save_realtime", $3); };
-o_fast_realtime : FAST_REALTIME { driver.option_num("shock_decomp.fast_realtime", "1"); };
+o_fast_realtime : FAST_REALTIME EQUAL INT_NUMBER { driver.option_num("shock_decomp.fast_realtime", $3); };
o_nodisplay : NODISPLAY { driver.option_num("nodisplay","1"); };
o_psd_nodisplay : NODISPLAY { driver.option_num("plot_shock_decomp.nodisplay","1"); };
o_graph_format : GRAPH_FORMAT EQUAL allowed_graph_formats
diff --git a/tests/shock_decomposition/ls2003_plot.mod b/tests/shock_decomposition/ls2003_plot.mod
index 69e8774f8..895de40e9 100644
--- a/tests/shock_decomposition/ls2003_plot.mod
+++ b/tests/shock_decomposition/ls2003_plot.mod
@@ -133,7 +133,7 @@ close all,
// testing realtime decomposition with fast_realtime option
-realtime_shock_decomposition(fast_realtime);
+realtime_shock_decomposition(fast_realtime=75);
collect_latex_files;
if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
--
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