diff --git a/DynareBison.yy b/DynareBison.yy index e5f71d6633d99aa324bd866eb7ad39c3bd691978..c495801a03ecbbfb772cddd5ac706ea2636f9993 100644 --- a/DynareBison.yy +++ b/DynareBison.yy @@ -111,7 +111,7 @@ class ParsingDriver; %token MODEL_DIAGNOSTICS MODIFIEDHARMONICMEAN MOMENTS_VARENDO CONTEMPORANEOUS_CORRELATION DIFFUSE_FILTER SUB_DRAWS TAPER_STEPS GEWEKE_INTERVAL RAFTERY_LEWIS_QRS RAFTERY_LEWIS_DIAGNOSTICS MCMC_JUMPING_COVARIANCE MOMENT_CALIBRATION %token NUMBER_OF_PARTICLES RESAMPLING SYSTEMATIC GENERIC RESAMPLING_THRESHOLD RESAMPLING_METHOD KITAGAWA STRATIFIED SMOOTH %token CPF_WEIGHTS AMISANOTRISTANI MURRAYJONESPARSLOW -%token FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION +%token NONLINEAR_FILTER_INITIALIZATION FILTER_ALGORITHM PROPOSAL_APPROXIMATION CUBATURE UNSCENTED MONTECARLO DISTRIBUTION_APPROXIMATION %token <string_val> NAME %token USE_PENALIZED_OBJECTIVE_FOR_HESSIAN INIT_STATE %token NAN_CONSTANT NO_STATIC NOBS NOCONSTANT NODISPLAY NOCORR NODIAGNOSTIC NOFUNCTIONS NO_HOMOTOPY @@ -1818,6 +1818,7 @@ estimation_options : o_datafile | o_resampling_threshold | o_resampling_method | o_filter_algorithm + | o_nonlinear_filter_initialization | o_cpf_weights | o_proposal_approximation | o_distribution_approximation @@ -3085,6 +3086,7 @@ o_resampling_method : RESAMPLING_METHOD EQUAL KITAGAWA {driver.option_num("parti o_cpf_weights : CPF_WEIGHTS EQUAL AMISANOTRISTANI {driver.option_num("particle.cpf_weights_method.amisanotristani", "1"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "0"); } | CPF_WEIGHTS EQUAL MURRAYJONESPARSLOW {driver.option_num("particle.cpf_weights_method.amisanotristani", "0"); driver.option_num("particle.cpf_weights_method.murrayjonesparslow", "1"); }; o_filter_algorithm : FILTER_ALGORITHM EQUAL symbol { driver.option_str("particle.filter_algorithm", $3); }; +o_nonlinear_filter_initialization : NONLINEAR_FILTER_INITIALIZATION EQUAL INT_NUMBER { driver.option_num("particle.initialization", $3); }; o_proposal_approximation : PROPOSAL_APPROXIMATION EQUAL CUBATURE {driver.option_num("particle.proposal_approximation.cubature", "1"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "0");} | PROPOSAL_APPROXIMATION EQUAL UNSCENTED {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "1"); driver.option_num("particle.proposal_approximation.montecarlo", "0");} | PROPOSAL_APPROXIMATION EQUAL MONTECARLO {driver.option_num("particle.proposal_approximation.cubature", "0"); driver.option_num("particle.proposal_approximation.unscented", "0"); driver.option_num("particle.proposal_approximation.montecarlo", "1");} ; diff --git a/DynareFlex.ll b/DynareFlex.ll index 299d31eddaccf8af091a53cde112e86973cd8aef..0a1588c5ae79d33eeb578b6501dcdb9f51dd0c81 100644 --- a/DynareFlex.ll +++ b/DynareFlex.ll @@ -398,6 +398,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2 <DYNARE_STATEMENT>amisanotristani {return token::AMISANOTRISTANI;} <DYNARE_STATEMENT>murrayjonesparslow {return token::MURRAYJONESPARSLOW;} <DYNARE_STATEMENT>filter_algorithm {return token::FILTER_ALGORITHM;} +<DYNARE_STATEMENT>nonlinear_filter_initialization {return token::NONLINEAR_FILTER_INITIALIZATION;} <DYNARE_STATEMENT>proposal_approximation {return token::PROPOSAL_APPROXIMATION;} <DYNARE_STATEMENT>cubature {return token::CUBATURE;} <DYNARE_STATEMENT>unscented {return token::UNSCENTED;}