stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #1206 from JohannesPfeifer/doc_fixes 

Various documentation and cosmetic fixes
time-shift
Stéphane Adjemian 2016-05-30 19:58:15 +02:00
parent dfbad0404d 14c4a5c131
commit 66ecdbf368
5 changed files with 125 additions and 28 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

136
doc/dynare.texi
View File

@ -273,6 +273,7 @@ The Configuration File
* Dynare Configuration::
* Parallel Configuration::
* Windows Step-by-Step Guide::
Time Series
@ -1812,7 +1813,7 @@ used outside. A model local variable declaration looks like:
It is possible to tag equations written in the model block. A tag can serve
different purposes by allowing the user to attach arbitrary informations to each
equation and to recover them at runtime. For instance, it is possible to name the
equations, using a syntax like:
equations with a @code{name}-tag, using a syntax like:
@example
mode;
...
@ -1821,9 +1822,20 @@ mode;
...
end;
@end example
If all the equations of a model are tagged with a name, the @code{resid} command
will display the names of the equations (which may be more informative than the
equation numbers). More informations are available on the @uref{http://www.dynare.org/DynareWiki/EquationTags, DynareWiki
Here, @code{name} is the keyword indicating that the tag names the equation. If an equation
of the model is tagged with a name, the @code{resid} command
will display the name of the equations (which may be more informative than the
equation numbers) in addition to the equation number. Several tags for one equation can be separated using a comma.
@example
mode;
...
[name='Taylor rule',mcp = 'r > -1.94478']
r = rho*r(-1) + (1-rho)*(gpi*Infl+gy*YGap) + e;
...
end;
@end example
More information on tags is available on the @uref{http://www.dynare.org/DynareWiki/EquationsTags, DynareWiki
wiki}.
@ -2951,6 +2963,10 @@ option, @pxref{Model declaration})
@item 9
Trust-region algorithm on the entire model.
@item 10
Levenberg-Marquardt mixed complementarity problem (LMMCP) solver
(@cite{Kanzow and Petra 2004})
@end table
@noindent
@ -3587,6 +3603,9 @@ trigger the computation of the solution with a trust region algorithm.
@end table
@item solve_algo
@xref{solve_algo}. Allows selecting the solver used with @code{stack_solve_algo=7}.
@item no_homotopy
By default, the perfect foresight solver uses a homotopy technique if it cannot
solve the problem. Concretely, it divides the problem into smaller steps by
@ -3604,12 +3623,13 @@ solved, before using a constant set of operations for the remaining
periods. Only used when @code{stack_solve_algo = 5}. Default: @code{1}.
@item lmmcp
Solves the perfect foresight model with a mixed complementarity problem solver,
which allows to consider inequality constraints on the endogenous variables
Solves the perfect foresight model with a Levenberg-Marquardt mixed complementarity problem (LMMCP) solver
(@cite{Kanzow and Petra 2004}), which allows to consider inequality constraints on the endogenous variables
(such as a ZLB on the nominal interest rate or a model with irreversible
investment). This option is equivalent to @code{stack_solve_algo=7} @strong{and}
@code{solve_algo=10}. The inequality constraints on the endogenous variables
have to be specified with an equation tag @pxref{Model declaration}. For instance,
have to be specified with an equation tag @pxref{Model declaration}. The tag has to use
the @code{mcp} keyword. For instance,
a ZLB on the nominal interest rate would be specified as follows in the model block:
@example
model;
@ -3620,9 +3640,9 @@ model;
end;
@end example
where 1.94478 is the steady state level of the nominal interest rate and
@code{r} is the nominal interest rate in deviation to the steady state. In the
current implementation, the content of the equation tag is not parsed by the
preprocessor. The inequalities must be as simple as possible: an endogenous
@code{r} is the nominal interest rate in deviation from the steady state. In the
current implementation, the content of the @code{mcp} equation tag is not parsed by the
preprocessor. The inequalities must therefore be as simple as possible: an endogenous
variable, followed by a relational operator, followed by a number (not a
variable, parameter or expression). Note also that the constraint on an
endogenous variable must be associated to an equation and that the mixed
@ -5629,14 +5649,11 @@ Takes the same options as in the case of @code{random_walk_metropolis_hastings}
Triggers rotated slice iterations using a covariance matrix from initial burn-in iterations.
Requires either @code{use_mh_covariance_matrix} or @code{slice_initialize_with_mode}. Default: 0
@item 'mode'
For multimodal posteriors, provide the list of modes as a matrix, ordered by column, i.e. @code{[x1 x2 x3]} for three
modes x1 x2 x3. This option will automatically trigger the @code{rotated}-option. Default = @code{[]};
@item 'mode_files'
For multimodal posteriors, provide a list of mode files with one per mode. With this info,
the code will automatically trigger the @code{rotated} and @code{mode} options. The mode files need only to
contain the xparam1 variable. Default: @code{[]}.
For multimodal posteriors, provide the name of a file containing a @code{nparam by nmodes} variable called
@code{xparams} storing the different modes. This array must have one column vector per mode and the estimated
parameters along the row dimension. With this info,
the code will automatically trigger the @code{rotated} and @code{mode} options. Default: @code{[]}.
@item 'slice_initialize_with_mode'
The default for slice is to set @code{mode_compute = 0} and start the chain(s) from a random
@ -10050,6 +10067,7 @@ Is @code{true} or @code{false}.
@menu
* Dynare Configuration::
* Parallel Configuration::
* Windows Step-by-Step Guide::
@end menu
@node Dynare Configuration
@ -10133,7 +10151,7 @@ The following routines are currently parallelized:
@itemize
@item
the Metropolis-Hastings algorithm;
the posterior sampling algorithms when using multiple chains;
@item
the Metropolis-Hastings diagnostics;
@ -10169,7 +10187,7 @@ slaves):
a standard Windows network (SMB) must be in place;
@item
@uref{http://technet.microsoft.com/en-us/sysinternals/bb896649.aspx,
@uref{https://technet.microsoft.com/sysinternals/pstools.aspx,
PsTools} must be installed in the path of the master Windows machine;
@item
@ -10177,6 +10195,8 @@ the Windows user on the master machine has to be user of any other
slave machine in the cluster, and that user will be used for the
remote computations.
@item Detailed step-by-step setup instructions can be found in @xref{Windows Step-by-Step Guide}.
@end itemize
@item For a UNIX grid
@ -10194,7 +10214,8 @@ to the slaves can be done without passwords, or using an SSH agent
@end table
We now turn to the description of the configuration directives:
We now turn to the description of the configuration directives. Note that comments in
the configuration file can be provided by separate lines starting with a hashtag (#).
@deffn {Configuration block} [cluster]
@ -10333,6 +10354,77 @@ MatlabOctavePath = matlab
@end deffn
@node Windows Step-by-Step Guide
@section Windows Step-by-Step Guide
This section outlines the steps necessary on most Windows systems to set up Dynare for parallel execution.
@enumerate
@item Write a configuration file containing the options you want. A mimimum working
example setting up a cluster consisting of two local CPU cores that allows for e.g. running
two Monte Carlo Markov Chains in parallel is shown below.
@item Save the configuration file somwhere. The name and file ending do not matter
if you are providing it with the @code{conffile} command line option. The only restrictions are that the
path must be a valid filename, not contain non-alpha-numeric characters, and not contain any whitespaces.
For the configuration file to be accessible without providing an explicit path at the command line, you must save it
under the name @file{dynare.ini} into your user account's @code{Application Data} folder.
@item Install the @file{PSTools} from @uref{https://technet.microsoft.com/sysinternals/pstools.aspx}
to your system, e.g. into @file{C:\PSTools}.
@item Set the Windows System Path to the @file{PSTools}-folder (e.g. using something along the line of pressing Windows Key+Pause to
open the System Configuration, then go to Advanced -> Environment Variables -> Path, see also @uref{https://technet.microsoft.com/sysinternals/pstools.aspx}).
@item Restart your computer to make the path change effective.
@item Open Matlab and type into the command window
@code{!psexec}
This executes the
@file{psexec.exe} of the @file{PSTools} on your system and
shows whether Dynare will be able to locate it. If Matlab complains at this stage,
you did not correctly set your Windows system path for the @file{PSTools}-folder.
@item If @file{psexec.exe} was located in the previous step, a popup will show up, asking
for confirmation of the license agreement.
Confirm this copyright notice of @file{psexec} (this needs to be done only once).
After this, Dynare should be ready for parallel execution.
@item Call Dynare on your mod-file invoking the @code{parallel} option and providing the path to your configuration file
with the @code{conffile}-option (if you did not save it as @file{%APPDATA%\dynare.ini} in step 2
where it should be detected automatically)
@example
dynare ls2003 parallel conffile='C:\Users\Dynare~1\parallel\conf_file.ini'
@end example
Please keep in mind that no whitespaces or names longer than 8 characters are allowed in the @code{conffile}-path.
The 8 character restriction can be circumvented
by using the tilde Windows path notation as in the above example.
@end enumerate
@examplehead
@example
#cluster needs to always be defined first
[cluster]
#Provide a name for the cluster
Name=Local
#declare the nodes being member of the cluster
Members=n1
#declare nodes (they need not all be part of a cluster)
[node]
#name of the node
Name=n1
#name of the computer (localhost for the current machine)
ComputerName=localhost
#cores to be included from this node
CPUnbr=[1:2]
#path to matlab.exe; on Windows, Matlab's bin folder is in the system path
#so we only need to provide the name of the exe file
MatlabOctavePath=matlab
#Dynare path you are using
DynarePath=C:\dynare\2016-05-10\matlab
@end example
@node Time Series
@chapter Time Series
@ -13607,6 +13699,10 @@ Kim, Jinill and Sunghyun Kim (2003): ``Spurious welfare reversals in
international business cycle models,'' @i{Journal of International
Economics}, 60, 471--500
@item
Kanzow, Christian and Stefania Petra (2004): ``On a semismooth least squares formulation of
complementarity problems with gap reduction,'' @i{Optimization Methods and Software},19 507--525
@item
Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims
(2008): ``Calculating and using second-order accurate solutions of

1
license.txt
View File

@ -114,6 +114,7 @@ License: GPL-3+
Files: matlab/lmmcp/catstruct.m
Copyright: 2005 Jos van der Geest <jos@jasen.nl>
2013 Christophe Gouel
2016 Dynare Team
License: BSD-2-clause
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions are

7
matlab/lmmcp/catstruct.m
View File

@ -48,6 +48,7 @@ function A = catstruct(varargin)
% Copyright (C) 2005 Jos van der Geest <jos@jasen.nl>
% Copyright (C) 2013 Christophe Gouel
% Copyright (C) 2016 Dynare Team
%
% Redistribution and use in source and binary forms, with or without
% modification, are permitted provided that the following conditions are
@ -83,14 +84,16 @@ function A = catstruct(varargin)
% (thanks to Tor Inge Birkenes for pointing this out).
% Rephrased the help section as well.
error(nargchk(1,Inf,nargin)) ;
narginchk(1, Inf);
N = nargin ;
if ~isstruct(varargin{end}),
if isequal(varargin{end},'sorted'),
sorted = 1 ;
N = N-1 ;
error(nargchk(1,Inf,N)) ;
if N<1
error('catstruct: wrong number of input arguments') ;
end
else
error('catstruct:InvalidArgument','Last argument should be a structure, or the string "sorted".') ;
end

6
matlab/set_all_parameters.m
View File

@ -32,12 +32,8 @@ function M = set_all_parameters(xparam1,estim_params,M)
%! @sp 2
%! @end deftypefn
%@eod:
%
% Remarks: Changes to this file also need to be ported to
% gsa/set_shocks_param.m
% Copyright (C) 2003-2015 Dynare Team
% Copyright (C) 2003-2016 Dynare Team
%
% This file is part of Dynare.
%

3
tests/lmmcp/rbcii.mod
View File

@ -24,7 +24,7 @@ model;
Efficiency = effstar*exp(efficiency);
[mcp = 'Investment > 0']
[mcp = 'Investment > 0',name='Investment Euler Equation']
-(((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption + beta*((((Consumption(+1)^theta)*((1-Labour(+1))^(1-theta)))^(1-tau))/Consumption(+1))*(alpha*((Output(+1)/Capital)^(1-psi))+1-delta);
residual = (((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption - beta*((((Consumption(+1)^theta)*((1-Labour(+1))^(1-theta)))^(1-tau))/Consumption(+1))*(alpha*((Output(+1)/Capital)^(1-psi))+1-delta);
@ -56,6 +56,7 @@ residual = 0;
marginal_utility = (((Consumption^theta)*((1-Labour)^(1-theta)))^(1-tau))/Consumption;
end;
resid;
steady;
shocks;