ff5ca80bbc
Merge branch 'preprocessor_output' into 'master'
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By default display preprocessor output line by line instead of only at the end
See merge request Dynare/dynare!2200
2023-10-23 12:05:53 +00:00
8c3429bb0f
Perfect foresight with expectation errors: change the semantics of endval(learnt_in=…)
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Similarly to the regular “endval” block, any variable mentioned in this
block will jump to its new value in the period where the information is learnt.
In particular, this means that any temporary shock that may have been
anticipated on that variable (as specified through a “shocks(learnt_in=...)”
block for a previous informational period) will be overwritten.
2023-10-20 16:05:56 -04:00
643face6ed
bug: do not remove +subfolder with fast option
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Otherwise, expected files are not present
2023-10-20 15:42:44 +02:00
5145bd0708
New option “relative_to_initval” to “mshocks” block
2023-10-18 16:45:06 -04:00
39f9d4352a
The “mshocks” block now accepts the “learnt_in” option
2023-10-17 17:24:15 -04:00
66ccb3b3d3
Manual: fix typo in description of “multiply” keyword in “shocks(learnt_in=…)” block
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Also add a missing word.
2023-10-17 17:19:20 -04:00
3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command)
2023-10-16 11:57:02 -04:00
20e1540892
Merge branch 'macos-installer' into 'master'
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Improvements to macOS installer
Closes #1893 , #1790 , and #1894
See merge request Dynare/dynare!2149
2023-10-12 18:37:00 +00:00
b4e2a0be48
Manual: fix typo in name of perfect_foresight_with_expectation_errors_solver
2023-10-11 18:50:31 -04:00
987c6f2e00
macOS installer: improve reference manual
2023-10-11 17:34:43 +02:00
cb0ece6d82
manual: fix typo
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[skip ci]
2023-10-11 17:34:43 +02:00
6e98e9849f
macOS installer: add instructions if /Applications/Dynare is owned by root
2023-10-11 17:34:43 +02:00
cdd632ed07
macOS installer doc: fix capitalization of GCC and path to Clang
2023-10-11 17:34:43 +02:00
81b2fe4c88
manual: change macOS version
2023-10-11 17:34:43 +02:00
d480bbdcac
manual: workaround if MATLAB does not see Xcode license agreement
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because MATLAB checks the directory of Xcode and not of the Command Line Tools
2023-10-11 17:34:43 +02:00
de5b37fca7
macOS installer: remove gcc option and local homebrew install
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Fixes #1893
Closes #1894
Explain how to get Xcode CLT and gcc via homebrew in installer at the end using a conclusion.html file.
Clarify this also in the manual.
2023-10-11 17:34:43 +02:00
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
0e468103d9
manual: correct syntax of prior CLI
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Comma separated lists do not work
2023-10-11 09:26:05 -04:00
e5b7ddbb33
Manual: fix typos in conditional forecasting section
2023-10-10 14:49:11 -04:00
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
82ea15e5e7
Manual: steady / document homotopy_mode = 0
2023-10-06 16:15:01 -04:00
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
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Also document it.
2023-10-06 16:11:53 -04:00
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
e6aff20142
doc: clarify NumberOfThreadsPerJob and SingleCompThread
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[skip ci]
2023-09-27 10:40:27 +02:00
2c2d93f36b
doc: clarify SingleCompThread option
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[skip ci]
2023-09-27 08:22:28 +02:00
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
9a1f150e38
Merge branch 'default_mode_compute' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2160
2023-09-22 14:35:45 +02:00
7eb1959f66
Provisions for MATLAB R2023b
2023-09-22 10:49:27 +02:00
6dd55726e6
Drop autoconf/automake build system
2023-09-20 15:33:44 +02:00
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2184
2023-09-20 10:16:08 +02:00
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
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We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
66e7233018
Fix encoding of parallel.tex
2023-09-19 13:26:33 +02:00
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
7072776a60
Build system / Manual: use variables for specifying the version number
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Rather than using a generated file. This will ease the transition to Meson.
2023-09-18 10:41:14 +02:00
63333fe041
Remove unused bibliography files for Collard’s guide
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Also add a dependency of dr.pdf on dr.bib.
2023-09-16 14:25:41 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
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Closes #1904
2023-09-08 22:04:25 +02:00
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
9e5bd75611
Manual: update Sumudu’s affiliation
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[skip ci]
2023-09-01 14:52:57 +02:00
14bd989134
Manual: claim compatibility with Octave 8.3.0
2023-08-30 11:27:09 +02:00
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
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Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
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Pass more than one variable name to remove and remove_ methods.
2023-07-19 18:23:08 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
782368eb9b
dseries: document saving of atr log
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Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
b88a779c82
Merge branch 'Johannes' into 'master'
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Use official English translation of Johannes's affiliation
See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
ec55e6b7c6
Use official English translation of Johannes's affiliation
2023-06-21 13:15:43 -04:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
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Done in fe142b663e
2023-06-19 18:01:47 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
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The formulas are taken from commit 46401325ed2c4d72adb6f1592cf6096bb844b489 of
the homebrew-core repository.
The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md ).
The preprocessor has been updated accordingly.
2023-06-07 11:16:21 +02:00
Stéphane Adjemian (Argos)
8e42f6d137
Update dseries submodule (new method returning last observed period for each variable).
2023-06-05 11:21:53 +02:00
37bc08eb5b
Merge branch 'parallel' into 'master'
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masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes #1887
See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
Stéphane Adjemian (Argos)
399532a201
Remove trailing whitespaces.
2023-05-27 07:22:55 +02:00
5c9f02634c
manual: expand information on x13
2023-05-27 07:22:53 +02:00
ad2d986c5e
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Guts)
93137310dd
Fix @dates/mtimes description.
2023-05-12 17:22:20 +02:00
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2130
2023-04-26 10:31:20 +02:00
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
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We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
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Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +02:00
19afc087cc
Manual: give more details for stack_solve_algo=0
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Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Stéphane Adjemian (Ryûk)
cae7feeefb
Fix latex.
2023-03-05 18:10:33 +01:00
Stéphane Adjemian (Ryûk)
a9ee96d441
Document new search matlab command.
2023-03-05 18:08:41 +01:00
Stéphane Adjemian (Ryûk)
ae085b9add
Remove option --info from internals CLI.
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The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
aee39d54ef
Manual: misc cosmetic fixes
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[skip ci]
2023-02-17 11:19:17 -05:00
2a25119bb3
Manual: the preprocessor no longer generates a <modfile>.m, it’s been replaced by the driver file
2023-02-17 11:11:08 -05:00
fc453a6e2f
Manual: remove spurious dashes
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And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
2a4f850996
Manual: fix name of shocks(surprise) block
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[skip ci]
2023-02-16 17:11:56 -05:00
0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
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[skip ci]
2023-02-16 17:06:45 -05:00
39a9b221b9
Manual: mark “simul” as deprecated
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[skip ci]
2023-02-16 16:50:56 -05:00
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
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[skip ci]
2023-02-13 14:40:35 -05:00
dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
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[skip ci]
2023-02-13 14:40:32 -05:00
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
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[skip ci]
2023-02-13 14:10:24 -05:00
a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
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[skip ci]
2023-02-10 16:41:51 -05:00
4a150efb22
Manual: misc quote fixes
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[skip ci]
2023-02-09 13:40:09 -05:00
05db89cb8c
Manual: fix typo
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[skip ci]
2023-02-07 16:29:15 -05:00
3e6b6c87c3
Manual: fix math formula in “markowitz” option description
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By the way, add some explanatory words.
[skip ci]
2023-02-07 16:25:16 -05:00
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
ef7dc09b8e
Manual: link to the openSUSE package
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[skip ci]
2023-01-30 15:59:45 +01:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
5093264b8a
Manual: use logo with orange line
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Closes: website#3
2023-01-24 13:51:26 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
Stéphane Adjemian (Ryûk)