Preprocessor and ref. manual: added 'pruning' option (closes #104)

doc/manual.xml

@@ -2158,7 +2158,11 @@ steady;
     <varlistentry>
       <term><option>conditional_variance_decomposition</option> = [<replaceable>INTEGER1</replaceable> <replaceable>INTEGER2</replaceable> ...]</term>
       <listitem><para>Computes a conditional variance decomposition for the specified period(s). Conditional variances are given by var(y<subscript>t+k</subscript>|t). For period 1, the conditional variance decomposition provides the decomposition of the effects of shocks upon impact.</para></listitem>
-    </varlistentry>    
+    </varlistentry>
+    <varlistentry>
+      <term><option>pruning</option></term>
+      <listitem><para>Discard higher order terms when iteratively computing simulations of the solution, as in <xref linkend="kim-kim-schaumburg-sims_2008"/>.</para></listitem>
+    </varlistentry>
   </variablelist>
 
 </refsect1>
@@ -4404,5 +4408,37 @@ plot_conditional_forecast(periods = 10) e u;
 
   </biblioentry>
 
+  <biblioentry id="kim-kim-schaumburg-sims_2008" xreflabel="Kim, Kim, Schaumburg and Sims (2008)">
+    <biblioset relation="article">
+      <authorgroup>
+        <author>
+          <surname>Kim</surname>
+          <firstname>Jinill</firstname>
+        </author>
+        <author>
+          <surname>Kim</surname>
+          <firstname>Sunghyun</firstname>
+        </author>
+        <author>
+          <surname>Schaumburg</surname>
+          <firstname>Ernst</firstname>
+        </author>
+        <author>
+          <surname>Sims</surname>
+          <firstname>Christopher A.</firstname>
+        </author>
+      </authorgroup>
+      <pubdate>2008</pubdate>
+      <title>Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models</title>
+    </biblioset>
+    <biblioset relation="journal">
+      <title>Journal of Economic Dynamics and Control</title>
+      <volumenum>32</volumenum>
+      <issuenum>11</issuenum>
+      <pagenums>3397-3414</pagenums>
+    </biblioset>
+
+  </biblioentry>
+
 </bibliography>
 </book>

preprocessor/ComputingTasks.cc

@@ -126,6 +126,15 @@ StochSimulStatement::checkPass(ModFileStructure &mod_file_struct)
   if ((it != options_list.num_options.end() && it->second == "1")
       || mod_file_struct.order_option >= 3)
     mod_file_struct.k_order_solver = true;
+
+  // Check that option "pruning" is not used with k-order
+  it = options_list.num_options.find("pruning");
+  if ((it != options_list.num_options.end() && it->second == "1")
+      && mod_file_struct.k_order_solver)
+    {
+      cerr << "ERROR: in 'stoch_simul', you cannot use option 'pruning' with 'k_order_solver' option or with 3rd order approximation" << endl;
+      exit(EXIT_FAILURE);
+    }
 }
 
 void

preprocessor/DynareBison.yy

@@ -115,7 +115,7 @@ class ParsingDriver;
 %token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF
 %token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS
 %token PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERIODS PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
-%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN
+%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
 %token RELATIVE_IRF REPLIC RPLOT SAVE_PARAMS_AND_STEADY_STATE
@@ -843,6 +843,7 @@ stoch_simul_options : o_dr_algo
                     | o_partial_information
                     | o_conditional_variance_decomposition
                     | o_k_order_solver
+                    | o_pruning
                     ;
 
 symbol_list : symbol_list symbol
@@ -1891,6 +1892,7 @@ o_draws_nbr_mean_var_estimate : DRAWS_NBR_MEAN_VAR_ESTIMATE EQUAL INT_NUMBER {dr
 o_draws_nbr_modified_harmonic_mean : DRAWS_NBR_MODIFIED_HARMONIC_MEAN EQUAL INT_NUMBER {driver.option_num("ms.draws_nbr_modified_harmonic_mean",$3); };
 o_dirichlet_scale : DIRICHLET_SCALE EQUAL INT_NUMBER {driver.option_num("ms.dirichlet_scale",$3); };
 o_k_order_solver : K_ORDER_SOLVER {driver.option_num("k_order_solver","1"); };
+o_pruning : PRUNING { driver.option_num("pruning", "1"); };
 
 o_chain : CHAIN EQUAL INT_NUMBER { driver.option_num("ms.chain",$3); };
 o_state : STATE EQUAL INT_NUMBER { driver.option_num("ms.state",$3); };

preprocessor/DynareFlex.ll

@@ -351,7 +351,7 @@ int sigma_e = 0;
 <DYNARE_STATEMENT>filter_covariance {return token::FILTER_COVARIANCE; }
 <DYNARE_STATEMENT>filter_decomposition {return token::FILTER_DECOMPOSITION; }
 <DYNARE_STATEMENT>selected_variables_only {return token::SELECTED_VARIABLES_ONLY; }
-
+<DYNARE_STATEMENT>pruning {return token::PRUNING; };
 
 <DYNARE_STATEMENT>[\$][^$]*[\$] {
   strtok(yytext+1, "$");