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Commit e5aa6bc9 authored by Michel Juillard's avatar Michel Juillard
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corrected bug for options_.kalman_tol and increased its default value to 1e-10

(cherry picked from commit 0223f43a4ccc35e341ce627bf62df763c001c77a)
parent da322f81
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...@@ -157,7 +157,7 @@ options_.filter_step_ahead = []; ...@@ -157,7 +157,7 @@ options_.filter_step_ahead = [];
options_.filtered_vars = 0; options_.filtered_vars = 0;
options_.first_obs = 1; options_.first_obs = 1;
options_.kalman_algo = 0; options_.kalman_algo = 0;
options_.kalman_tol = 1e-12; options_.kalman_tol = 1e-10;
options_.riccati_tol = 1e-6; options_.riccati_tol = 1e-6;
options_.lik_algo = 1; options_.lik_algo = 1;
options_.lik_init = 1; options_.lik_init = 1;
......
...@@ -1714,7 +1714,7 @@ o_moments_varendo : MOMENTS_VARENDO { driver.option_num("moments_varendo", "1"); ...@@ -1714,7 +1714,7 @@ o_moments_varendo : MOMENTS_VARENDO { driver.option_num("moments_varendo", "1");
o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); }; o_filtered_vars : FILTERED_VARS { driver.option_num("filtered_vars", "1"); };
o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); }; o_relative_irf : RELATIVE_IRF { driver.option_num("relative_irf", "1"); };
o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); }; o_kalman_algo : KALMAN_ALGO EQUAL INT_NUMBER { driver.option_num("kalman_algo", $3); };
o_kalman_tol : KALMAN_TOL EQUAL INT_NUMBER { driver.option_num("kalman_tol", $3); }; o_kalman_tol : KALMAN_TOL EQUAL non_negative_number { driver.option_num("kalman_tol", $3); };
o_marginal_density : MARGINAL_DENSITY EQUAL LAPLACE o_marginal_density : MARGINAL_DENSITY EQUAL LAPLACE
{ driver.option_str("mc_marginal_density", "laplace"); } { driver.option_str("mc_marginal_density", "laplace"); }
| MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN | MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN
......
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