Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
Sébastien Villemot
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
Sébastien Villemot
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
Johannes Pfeifer
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
Johannes Pfeifer
a35e114625
Manual: document passing of strings to macro processor
...
Closes #1877
2022-12-06 19:26:07 +01:00
Johannes Pfeifer
9de0688cfe
Make default jscale depend on number of estimated parameters
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
Sébastien Villemot
6185767f63
Fix typo
...
[skip ci]
2022-11-30 15:21:49 +01:00
Sébastien Villemot
d574705b4a
Design and performance improvement to solve_algo={12,14}
...
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models
Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).
This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).
By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).
This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
Sébastien Villemot
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
Johannes Pfeifer
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
Johannes Pfeifer
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
Sébastien Villemot
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2095
2022-11-07 16:32:56 +01:00
Sébastien Villemot
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
Johannes Pfeifer
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
Sébastien Villemot
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
...
[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot
b38e3a50bc
Manual: no longer claim support for Windows 8.1
2022-09-16 14:26:47 +02:00
Stéphane Adjemian (Charybdis)
be76203d0f
Fix typo.
2022-09-15 16:15:17 +02:00
Sébastien Villemot
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
Sébastien Villemot
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2077
2022-09-14 17:32:40 +02:00
Johannes Pfeifer
9a6ab30a03
Manual: expand documentation of MCP
2022-09-13 17:51:16 +02:00
Johannes Pfeifer
3493b91ead
mode_compute=6: document changes in e5102eee
2022-09-13 13:43:33 +02:00
Sébastien Villemot
93ee9485b6
macOS: bump to GCC 12 (for compilation and for use_dll)
...
The formulas are taken from commit aae5963a69896021466a037f500aa06bef405be4 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.
2022-09-06 12:05:50 +02:00
Sébastien Villemot
6a3e890833
Manual: document support for Octave 7.2.0
...
[skip ci]
2022-09-06 11:22:13 +02:00
Sébastien Villemot
13709f6853
Add “fsolve_options” option to “steady” command
...
Closes : #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot
32cf926ef8
Macro-variables defined without a value are now set to “true”
...
They were previously set to 1.
Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
Sébastien Villemot
ec6ce95efd
Manual: fix return value of “in” macro-operator
...
It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00
Sébastien Villemot
9323338323
Preprocessor: rename “parallel_slave_open_mode” option to “parallel_follower_open_mode”
...
Ref. preprocessor#86
Also make more terminology fixes in the manual (master/slave →
leader/follower), in complement to !1976 .
2022-06-15 15:47:34 +02:00
Sébastien Villemot
1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1976
2022-06-15 15:42:05 +02:00
Sébastien Villemot
06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
...
Previously, LBJ was available:
– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
was not making it clear that it was LBJ)
This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Johannes Pfeifer
4fc644c322
dseries: expand documentation on loading Excel files
2022-06-07 17:59:46 +02:00
Sébastien Villemot
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2040
2022-06-07 15:03:30 +02:00
Johannes Pfeifer
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
Johannes Pfeifer
48eae1dd66
Manual: modernizes terminology on master/slave
2022-06-02 14:26:25 +02:00
Johannes Pfeifer
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
Johannes Pfeifer
e24ff8e91f
Document tolx option of steady
2022-05-31 14:37:11 +02:00
Johannes Pfeifer
aeac54bd15
occbin: clarify concept of baseline regime
2022-05-17 12:25:14 +02:00
Johannes Pfeifer
0685e03ecd
occbin: add warning on spurious regime transitions
2022-05-17 12:25:14 +02:00
Sébastien Villemot
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
Sébastien Villemot
a2fbd6d23c
Manual: fix typo
...
[skip ci]
2022-04-29 17:47:36 +02:00
Sébastien Villemot
be90ca1156
Manual: add perfect foresight with expectation errors
2022-04-29 17:43:35 +02:00
Sébastien Villemot
518ef89268
Manual: fix typo and fonts
2022-04-29 11:23:39 +02:00
Sébastien Villemot
d1488bb55c
Manual: minor wording improvement
...
[skip ci]
2022-04-15 16:22:56 +02:00
Sébastien Villemot
f138685e53
Manual: document support for Octave 7.1.0
...
[skip ci]
2022-04-15 16:20:09 +02:00
Sébastien Villemot
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot
3b4ef0df49
Add new “log” option to “var” statement
...
Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot
6988f0a3d8
Preprocessor: refactor parsing of symbol lists
...
Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Sébastien Villemot
d9feb04503
Manual: remove nonexisting syntax in “svar_identification”
2022-03-29 15:11:25 +02:00
Sébastien Villemot
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
Johannes Pfeifer
ecbfb7d083
Manual: clarify potential naming issues in steady state files
2022-03-14 20:33:19 +01:00
Sébastien Villemot
3d7299c1e4
New option “non_zero” to the “resid” command
...
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot
092203669b
Manual: fix copyright years displayed in Sphinx output
2022-02-15 16:54:41 +01:00
Sébastien Villemot
34b6f54c4a
Ferhat and Houtan have left the team
2022-02-14 15:10:04 +01:00
Sébastien Villemot
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
Sébastien Villemot
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
...
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Sébastien Villemot
43d75d0e5c
Update Normann’s affiliation
...
[skip ci]
2022-01-07 16:12:02 +01:00
Sébastien Villemot
d65c0827ad
Manual: update Dynare WP reference for v5 manual
2022-01-07 11:12:44 +01:00
Johannes Pfeifer
b7d37f092f
manual: expansion of the semi-structural estimation section
...
[skip ci]
2022-01-06 17:59:21 +01:00
Sébastien Villemot
8553525c0f
Merge branch 'doc' into 'master'
...
manual: clarify moment_calibration
See merge request Dynare/dynare!1990
2022-01-06 08:21:31 +00:00
Stéphane Adjemian (Ryûk)
02901002cf
Various improvements in the documentation of semi-structural models.
...
[skip ci]
2022-01-05 15:08:53 +01:00
Stéphane Adjemian (Ryûk)
472e66ae47
Fix list of allowed expressions in LHS (for solve_algo={12,14}).
...
[skip ci]
2022-01-05 11:46:53 +01:00
Johannes Pfeifer
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
Willi Mutschler
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
Sébastien Villemot
ea42cf9ad3
Update copyright years
2022-01-03 18:11:31 +01:00
Stéphane Adjemian (Ryûk)
7ad508532d
Documentation of semi-structural models tools.
2022-01-02 21:00:28 +01:00
Sébastien Villemot
4db2899868
estimated_params: fixes for new semantics
...
The change implemented in 21a8a5794a
broke the
testsuite and was incomplete.
– new option “overwrite” to provide the old behaviour (used to fix the testsuite);
– when concatenating several “estimated_params” block, the preprocessor now
checks that paramateres are not declared twice across blocks.
2021-12-16 15:38:09 +01:00
Johannes Pfeifer
d4cb7f7ff2
manual: clarify heteroskedastic_shocks-block
2021-12-16 09:09:47 +01:00
Johannes Pfeifer
1ec662673e
Manual: add warning on compatibility between master and slaves
2021-12-16 09:05:34 +01:00
Sébastien Villemot
21a8a5794a
Various new model editing features
...
– multiple “model” and “estimated_params” block are supported
– new “model_options” statement to set model options in a global fashion
– new “model_remove” command to remove equations
– new “model_replace” block to replace equations
– new “var_remove” command to remove variables (or parameters)
– new “estimated_params_remove” block to remove estimated parameters
2021-12-15 17:33:01 +01:00
Johannes Pfeifer
6f87edfa3d
Manual: remove wrong end;
2021-12-14 11:21:17 +01:00
Sébastien Villemot
48c965397a
Adapt the documentation for the new versioning scheme
...
Switch to a two digit version number, and make the documentation agnostic on
the major version number.
2021-12-08 12:27:35 +01:00
Sébastien Villemot
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
Sébastien Villemot
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
Johannes Pfeifer
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
...
Closes : #1828
2021-12-07 12:41:34 +01:00
Johannes Pfeifer
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
Sébastien Villemot
24247a22a5
Add Normann to Dynare Team
2021-11-26 17:38:00 +01:00
Sébastien Villemot
949db8ec50
Manual: mention the FreeBSD port
...
Closes : #1824
2021-11-16 17:02:13 +01:00
Sébastien Villemot
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
Sébastien Villemot
f33692c79c
Manual: no longer claim Windows 7 support
...
Closes : #1759
2021-11-16 17:00:14 +01:00
Sébastien Villemot
ddbc2cdd39
Manual: document support for Octave 6.4.0
2021-11-09 18:15:11 +01:00
Johannes Pfeifer
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
Johannes Pfeifer
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
Sébastien Villemot
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1946
2021-10-20 15:54:40 +02:00
Johannes Pfeifer
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
Johannes Pfeifer
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
Sébastien Villemot
e75673e1f9
Manual: update installation and configuration instructions for macOS+Octave
...
We no longer distribute our own Dynare/Octave package. We rather recommend the
Homebrew package.
2021-10-08 13:00:31 +02:00
Sébastien Villemot
2b84f5574b
Manual: fix location of docs from the Debian package
...
Since debhelper 11, docs are under /usr/share/doc/dynare/.
2021-10-08 13:00:31 +02:00
Sébastien Villemot
27da0ecee7
Manual: update platform requirements
...
– Windows 11 is supported
– macOS versions older than 11 are no longer supported
– Octave versions older than 6.2.0 are no longer supported
– do not claim compatibility with future (unknown) versions of MATLAB and Octave
2021-10-08 13:00:31 +02:00
Sébastien Villemot
8052920a72
Manual: document the oo_.time field
...
[skip ci]
2021-10-06 14:16:02 +02:00
Sébastien Villemot
e69f9790a8
Manual: compatibility fix for Sphinx 4
2021-10-01 17:39:57 +02:00
Johannes Pfeifer
a9ede8b625
manual: correct output folder for JSON
...
[skip CI]
2021-09-23 11:43:26 +02:00
Sébastien Villemot
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1932
2021-09-22 16:24:39 +02:00
Johannes Pfeifer
6abc984d5e
Fix mh_posterior_mode_estimation option
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
Johannes Pfeifer
f097d7c4b5
Manual: further details on evaluate_planner_objective
...
[skip CI]
2021-09-21 13:11:20 +02:00
Johannes Pfeifer
d5b66ea28a
Document recent changes to evaluate_planner_objective
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1680
2021-09-16 15:44:08 +02:00
Johannes Pfeifer
6c14ffb6fb
manual: updated info on auxiliary variables
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/1811
2021-09-15 16:10:59 +02:00
Johannes Pfeifer
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
Johannes Pfeifer
7f55ea7782
manual: update Dynare path
...
[skip CI]
2021-08-30 19:30:12 +02:00
Johannes Pfeifer
cf6621187e
Add example for system prior
...
(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
Johannes Pfeifer
c809e1c0a1
Further set of documentation fixes
2021-08-17 11:13:24 +02:00
Johannes Pfeifer
41b3146273
occbin: add description of filter_use_relaxation
...
(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
Johannes Pfeifer
948e4e7540
Manual: correct default for optimizer following a5995aec03
...
(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
Johannes Pfeifer
f6efb4ddb2
dynare_lex.py: add keywords
2021-08-16 13:14:25 +02:00
Johannes Pfeifer
21f3e120dd
Manual: update link to equation tag wiki
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1808
2021-08-16 13:05:42 +02:00
Stéphane Adjemian (Charybdis)
a0685c6693
Fix sphinx warning (title underline too short).
2021-08-16 13:01:17 +02:00
Johannes Pfeifer
cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
...
(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
Johannes Pfeifer
64b9e4c4af
Manual: document that typically Bayesian names are used even if ML is done
...
(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
Johannes Pfeifer
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
...
(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
Johannes Pfeifer
cc04ef6ebf
Particle filter: document remaining options
...
(@stepan removed trailing spaces)
2021-08-16 12:41:42 +02:00
Stéphane Adjemian (Charybdis)
c46f661669
Cosmetic changes (remove trailing spaces).
2021-08-16 12:26:20 +02:00
Johannes Pfeifer
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
Johannes Pfeifer
564855af4a
Occbin: add example
2021-08-16 11:37:53 +02:00
Johannes Pfeifer
35b2a24cc5
dr.tex: update footnote
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/7
2021-08-16 11:25:39 +02:00
Johannes Pfeifer
3ba57f497f
Documentation: various LaTeX modernizations
...
- Use UTF8-encoding
- Remove useless options and packages
- Use doi where possible
2021-08-16 11:25:39 +02:00
Stéphane Adjemian (Charybdis)
4d590f8a87
Cosmetic change (remvove trailing spaces).
2021-08-16 10:55:33 +02:00
Willi Mutschler
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
Willi Mutschler
4c0f8ec6be
📖 Added documentation for method of moments
2021-08-16 10:41:07 +02:00
Stéphane Adjemian (Charybdis)
8d0241171b
Cosmetic change (remove trailing space).
2021-08-16 10:36:38 +02:00
Johannes Pfeifer
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
Johannes Pfeifer
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
Johannes Pfeifer
440a0e460b
Storage of results: use subfolder
...
Ref. #1758
2021-07-23 14:12:17 +02:00
Johannes Pfeifer
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
Sébastien Villemot
53abaf5b10
Preprocessor: new option “nocommutativity”
...
Ref. #1788
2021-07-13 15:12:03 +02:00
Sébastien Villemot
9f934bbcf1
Manual: update several links to old Dynare wiki
...
In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.
[skip ci]
2021-07-08 18:03:25 +02:00
Sébastien Villemot
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
Sébastien Villemot
f5c5b05f12
The xls_sheet option now takes a quoted string as value
...
Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
Sébastien Villemot
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
MichelJuillard
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
Marco Ratto
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
...
Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
Marcoo Ratto
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
Sébastien Villemot
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
Marco Ratto
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
Sébastien Villemot
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
Marco Ratto
2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly.
2021-05-10 15:55:03 +02:00
Sébastien Villemot
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
Marco Ratto
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
Sébastien Villemot
58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec'
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Ref. !1843
2021-05-06 16:31:15 +02:00
Marco Ratto
9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly.
2021-05-06 16:31:06 +02:00
Sébastien Villemot
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
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By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.
Ref. #1726
2021-05-04 17:17:55 +02:00
Sébastien Villemot
de4c06b3bb
Merge branch 'bvar' into 'master'
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bvar: fix description of lag lengths
See merge request Dynare/dynare!1838
2021-04-28 10:54:57 +00:00
Johannes Pfeifer
a02beb825c
bvar: fix description of lag lengths
2021-04-28 11:39:47 +02:00
Stéphane Adjemian (Charybdis)
f65a153520
Describe how one an write comments in a mod file.
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Also warns about the behavior of macro directives in comments.
2021-04-21 10:59:04 +02:00
Stéphane Adjemian (Charybdis)
aa020adc7f
Fix highlighting of multiline comments.
2021-04-21 10:59:04 +02:00
Sébastien Villemot
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
Willi Mutschler
14ca16cfa3
Change Willi's affiliation
2021-03-30 15:49:31 +02:00
Sébastien Villemot
a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4
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Closes : #1764
2021-03-10 14:44:19 +01:00
Stéphane Adjemian (Charybdis)
688ef1f5bf
Updated dseries section in reference manual.
2021-02-26 09:45:24 +01:00
Sébastien Villemot
0ffce474c2
Update Ferhat’s affiliation
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[skip ci]
2021-02-04 17:01:23 +01:00
Johannes Pfeifer
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
Johannes Pfeifer
e3cda8c76d
Document optimizers compatible with analytic_derivation
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
2021-01-24 17:41:17 +01:00
Sébastien Villemot
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
Johannes Pfeifer
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
Sébastien Villemot
0823823068
Preprocessor update
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- forbid lead/lags on exogenous deterministic (Closes : #1765 )
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
(Closes : #1771 )
2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus)
8fd18fa9ba
Merge remote-tracking branch enterprise into master.
2021-01-12 16:45:51 +01:00
Stéphane Adjemian (Odysseus)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
Sébastien Villemot
dd6fbfa300
Preprocessor: cleanup the “output” option
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Adapt the manual accordingly.
Closes : #1600
2021-01-08 19:00:47 +01:00
Stéphane Adjemian (Charybdis)
655cffb4e4
Revert "Fix for new sphinx API (removes a warning)."
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Does not work with the version of Sphinx used on our Gitlab runners.
This reverts commit 60b31b3b0c
.
2021-01-08 09:27:27 +01:00
Stéphane Adjemian (Charybdis)
60b31b3b0c
Fix for new sphinx API (removes a warning).
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
c3084e9aed
Updated dseries documentation.
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
56d603ce5f
Fixed list of members in @dates.
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ndat is no more a member (replaced by a method returning the number of
elements in a dates object).
2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis)
717e41765e
Fixed description of the output of comparison operators.
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They return logical arrays, not arrays of 0 and 1.
2021-01-07 22:00:51 +01:00
Sébastien Villemot
90e493c34c
Update affiliations
2021-01-06 14:29:22 +01:00
Sébastien Villemot
5368d42241
Update copyright years
2021-01-04 17:11:40 +01:00
Sébastien Villemot
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
Johannes Pfeifer
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
Sébastien Villemot
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
Johannes Pfeifer
f2cde3b6d9
Make schur_vec_tol settable and document it
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
2020-12-17 19:59:22 +01:00
Johannes Pfeifer
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
Sébastien Villemot
81b78fd969
Documentation: fix compilation of parallel PDF with recent TeXlive distributions
2020-12-08 16:19:41 +01:00
Johannes Pfeifer
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
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[skip CI]
2020-11-30 17:32:03 +01:00
Sébastien Villemot
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
Johannes Pfeifer
acdd02f98b
Fix reference given in Dynare manual
2020-11-26 11:09:32 +01:00
Sébastien Villemot
94f7058639
Move Dóra to the list of past contributors
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[skip ci]
2020-11-24 18:16:51 +01:00
Sébastien Villemot
dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare
2020-11-13 15:37:59 +01:00
Johannes Pfeifer
1ce2ad22c5
Add example for user-defined steady state file
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
2020-11-13 14:29:36 +01:00
Johannes Pfeifer
a0791d981c
Document enabling of v73-save option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1730
2020-11-13 13:21:35 +01:00
Sébastien Villemot
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.
Incidentally, this closes #1731 . This commit therefore also removes the
workaround introduced in 0391dbbeb1
.
2020-11-09 16:34:12 +01:00
Sébastien Villemot
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
Sébastien Villemot
71e3e0d49e
Fix extended_path with bytecode
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By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.
Closes : #1742
2020-10-14 17:25:58 +02:00
Stéphane Adjemian (Charybdis)
511908e011
Factorized initialization of fields required by solve_algo={12,14}.
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Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
3a692f8ab1
Fixed indentation.
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(cherry picked from commit 4d8c8c407d
)
[skip ci]
2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis)
4d8c8c407d
Fixed indentation.
2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
Sébastien Villemot
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
Sébastien Villemot
0ea2e40adf
Manual: remove compilation warning due to nograph entry being in two different .rst files
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[skip ci]
2020-09-18 15:17:50 +02:00
Sébastien Villemot
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
Sébastien Villemot
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
Johannes Pfeifer
91563e50ac
Update Johannes's affiliation
2020-08-04 18:09:40 +02:00
Sébastien Villemot
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
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[skip ci]
2020-07-09 18:03:35 +02:00
Johannes Pfeifer
d4a45962d3
Add description of JSON output folder
2020-07-08 16:39:43 +02:00
Johannes Pfeifer
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
Sébastien Villemot
ed8845c60f
Manual: compatibility fix with Sphinx 3
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sphinx.locale.l_ has been deprecated since Sphinx 1.8, and removed in Sphinx 3.
Use sphinx.locale._ instead.
2020-06-26 14:10:48 +02:00
Sébastien Villemot
59a1805ecf
Update Houtan’s affiliation
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[skip ci]
2020-06-02 10:34:39 +02:00
Michel Juillard
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
Sébastien Villemot
6e0f104d7e
Bump minimal MATLAB version to R2014a
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Ref. #1713
2020-04-07 16:32:32 +02:00
Stéphane Adjemian (Charybdis)
fc07b1a3d3
Merge remote-tracking branch community/master into enterprise
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[skip-ci]
2020-04-03 11:37:21 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00