From e5aa6bc9d553a8eb1b0c9aa44aa436e0f41f1f2e Mon Sep 17 00:00:00 2001
From: Michel Juillard <michel.juillard@ens.fr>
Date: Thu, 10 Feb 2011 10:59:14 +0100
Subject: [PATCH] corrected bug for options_.kalman_tol and increased its
default value to 1e-10 (cherry picked from commit
0223f43a4ccc35e341ce627bf62df763c001c77a)
---
matlab/global_initialization.m | 2 +-
preprocessor/DynareBison.yy | 2 +-
2 files changed, 2 insertions(+), 2 deletions(-)
diff --git a/matlab/global_initialization.m b/matlab/global_initialization.m
index 1f8e8d4db6..8999db0c25 100644
--- a/matlab/global_initialization.m
+++ b/matlab/global_initialization.m
@@ -157,7 +157,7 @@ options_.filter_step_ahead = [];
options_.filtered_vars = 0;
options_.first_obs = 1;
options_.kalman_algo = 0;
-options_.kalman_tol = 1e-12;
+options_.kalman_tol = 1e-10;
options_.riccati_tol = 1e-6;
options_.lik_algo = 1;
options_.lik_init = 1;
diff --git a/preprocessor/DynareBison.yy b/preprocessor/DynareBison.yy
index 2fcd65ebd0..b1eb94cfb4 100644
--- a/preprocessor/DynareBison.yy
+++ b/preprocessor/DynareBison.yy
@@ -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_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_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
{ driver.option_str("mc_marginal_density", "laplace"); }
| MARGINAL_DENSITY EQUAL MODIFIEDHARMONICMEAN
--
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