Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
092203669b
Manual: fix copyright years displayed in Sphinx output
2022-02-15 16:54:41 +01:00
34b6f54c4a
Ferhat and Houtan have left the team
2022-02-14 15:10:04 +01:00
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
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
43d75d0e5c
Update Normann’s affiliation
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[skip ci]
2022-01-07 16:12:02 +01:00
d65c0827ad
Manual: update Dynare WP reference for v5 manual
2022-01-07 11:12:44 +01:00
b7d37f092f
manual: expansion of the semi-structural estimation section
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[skip ci]
2022-01-06 17:59:21 +01:00
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
259fe492e8
manual: clarify moment_calibration
2022-01-05 11:31:17 +01:00
7f3bc60ce0
lsqnonlin only supported for method_of_moments
2022-01-04 14:33:05 +01:00
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
4db2899868
estimated_params: fixes for new semantics
...
The change implemented in 21a8a5794a
2021-12-16 15:38:09 +01:00
d4cb7f7ff2
manual: clarify heteroskedastic_shocks-block
2021-12-16 09:09:47 +01:00
1ec662673e
Manual: add warning on compatibility between master and slaves
2021-12-16 09:05:34 +01:00
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
6f87edfa3d
Manual: remove wrong end;
2021-12-14 11:21:17 +01:00
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
8eeb92e56b
Add hyberbolic primitives (sinh, cosh, tanh, asinh, acosh, atanh)
2021-12-07 18:04:56 +01:00
5f675eee18
Add erfc() primitive
2021-12-07 17:00:59 +01:00
c07508a917
occbin_write_regimes: distinguish between smoother and simulations
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Closes : #1828
2021-12-07 12:41:34 +01:00
9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +01:00
24247a22a5
Add Normann to Dynare Team
2021-11-26 17:38:00 +01:00
949db8ec50
Manual: mention the FreeBSD port
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Closes : #1824
2021-11-16 17:02:13 +01:00
bef4899a23
Manual: bump supported macOS version (from 11 to 12)
2021-11-16 17:00:14 +01:00
f33692c79c
Manual: no longer claim Windows 7 support
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Closes : #1759
2021-11-16 17:00:14 +01:00
ddbc2cdd39
Manual: document support for Octave 6.4.0
2021-11-09 18:15:11 +01:00
d959c6e1dd
manual: clarify inversion filter smoother
2021-11-07 10:10:57 +01:00
8e58c190a8
Manual: fix broken reference
2021-11-05 09:18:34 +01:00
368ff7f8fe
Merge branch 'Zhong' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1946
2021-10-20 15:54:40 +02:00
2c20453861
Document second-order accurate approximation of welfare at order=2
2021-10-18 17:15:05 +02:00
226ed712bd
Documentation: add missing author
2021-10-17 15:11:52 +02:00
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
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
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
8052920a72
Manual: document the oo_.time field
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[skip ci]
2021-10-06 14:16:02 +02:00
e69f9790a8
Manual: compatibility fix for Sphinx 4
2021-10-01 17:39:57 +02:00
a9ede8b625
manual: correct output folder for JSON
...
[skip CI]
2021-09-23 11:43:26 +02:00
c320af2cd0
Merge branch 'mh_mode' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !1932
2021-09-22 16:24:39 +02:00
6abc984d5e
Fix mh_posterior_mode_estimation option
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1044
2021-09-22 10:00:47 +02:00
f097d7c4b5
Manual: further details on evaluate_planner_objective
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[skip CI]
2021-09-21 13:11:20 +02:00
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
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
966234b044
model_info.m: add non-block info
2021-09-15 16:10:43 +02:00
7f55ea7782
manual: update Dynare path
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[skip CI]
2021-08-30 19:30:12 +02:00
cf6621187e
Add example for system prior
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(@stepan removed trailing spaces)
2021-08-17 19:39:02 +02:00
c809e1c0a1
Further set of documentation fixes
2021-08-17 11:13:24 +02:00
41b3146273
occbin: add description of filter_use_relaxation
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(@stepan removed trailing space)
2021-08-17 11:10:08 +02:00
948e4e7540
Manual: correct default for optimizer following a5995aec03
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(@stepan removed trailing space)
2021-08-17 10:51:24 +02:00
f6efb4ddb2
dynare_lex.py: add keywords
2021-08-16 13:14:25 +02:00
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
cbce60943f
Manual: document behavior of steady_state() in perfect_foresight_context
...
(@stepan removed trailing whitespaces)
2021-08-16 12:58:09 +02:00
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
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
...
(@stepan removed trailing spaces)
2021-08-16 12:47:54 +02:00
cc04ef6ebf
Particle filter: document remaining options
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(@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
12cd217edf
Occbin: add documentation
2021-08-16 11:41:07 +02:00
564855af4a
Occbin: add example
2021-08-16 11:37:53 +02:00
35b2a24cc5
dr.tex: update footnote
...
Related to https://git.dynare.org/Dynare/dynare/-/issues/7
2021-08-16 11:25:39 +02:00
3ba57f497f
Documentation: various LaTeX modernizations
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- 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
49cba34358
📖 Fix references in documentation
2021-08-16 10:41:07 +02:00
c24445e8e4
📖 Added @Johannes review of MoM documentation
2021-08-16 10:41:07 +02:00
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
862b6d1387
manual: correct description of how to change HPI
2021-08-08 11:00:57 +02:00
650e02d98a
manual: remove misleading statement on prior truncation
2021-08-08 11:00:53 +02:00
440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
53abaf5b10
Preprocessor: new option “nocommutativity”
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Ref. #1788
2021-07-13 15:12:03 +02:00
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
766fff88f6
Use secure URL for link to GNU licenses
2021-06-09 17:35:05 +02:00
f5c5b05f12
The xls_sheet option now takes a quoted string as value
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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
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
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
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
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
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
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
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
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
58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec'
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Ref. !1843
2021-05-06 16:31:15 +02:00
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
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
...
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
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
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.
...
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
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
14ca16cfa3
Change Willi's affiliation
2021-03-30 15:49:31 +02:00
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
0ffce474c2
Update Ferhat’s affiliation
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[skip ci]
2021-02-04 17:01:23 +01:00
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
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
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
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
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.
...
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.
...
They return logical arrays, not arrays of 0 and 1.
2021-01-07 22:00:51 +01:00
90e493c34c
Update affiliations
2021-01-06 14:29:22 +01:00
5368d42241
Update copyright years
2021-01-04 17:11:40 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
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
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
81b78fd969
Documentation: fix compilation of parallel PDF with recent TeXlive distributions
2020-12-08 16:19:41 +01:00
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
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
acdd02f98b
Fix reference given in Dynare manual
2020-11-26 11:09:32 +01:00
94f7058639
Move Dóra to the list of past contributors
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[skip ci]
2020-11-24 18:16:51 +01:00
dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare
2020-11-13 15:37:59 +01:00
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
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
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
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
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
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
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
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
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
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
91563e50ac
Update Johannes's affiliation
2020-08-04 18:09:40 +02:00
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
d4a45962d3
Add description of JSON output folder
2020-07-08 16:39:43 +02:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
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
59a1805ecf
Update Houtan’s affiliation
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[skip ci]
2020-06-02 10:34:39 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
...
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
6e0f104d7e
Bump minimal MATLAB version to R2014a
...
Ref. #1713
2020-04-07 16:32:32 +02:00
Stéphane Adjemian (Charybdis)
fc07b1a3d3
Merge remote-tracking branch community/master into enterprise
...
[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
Stéphane Adjemian (Charybdis)
e22e41a7d4
Added preprocessor's option notime.
...
Do not print the total computing time at the end of the driver evaluation.
2020-04-03 11:29:05 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
625ad3099e
Document options added in dab769c6f4
2020-03-19 14:42:18 +01:00
5068520736
doc: clarify that all options (not just `-D`) should be single quoted when the arguments passed contain spaces
...
[skip ci]
2020-03-06 16:50:36 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
...
Closes #1717 .
2020-02-29 13:25:24 +01:00
2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
aca4aa7bc6
Build system: add missing clean rules
2020-02-25 14:22:53 +01:00
Stéphane Adjemian (Charybdis)
fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
...
These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
2fea033874
doc: remove warning in compilation introduced in 3af2cc3fc4
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a blank line is needed after a bulleted list
2020-02-19 22:17:38 +01:00
70d7a48d44
preprocessor update
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- macro processor: allow for the definition of a variable without a value
- dragonfly: add new field to `options_.parallel_info`
- fix lookbehind to handle `-` sign in substitution of dates in native statements
- remove support for weekly dates
- dragonfly: support ProgramConfig config file option
- dragonfly: support ProgramPath config file option
- add undocumented `gui` option to preprocessor
- occbin: support occbin tags in equation tags, add occbin_likelihood and occbin_smoother as options to estimation
- make loop variables const
- Combine `DynareMain.cc` and `DynareMain2.cc`
2020-02-19 22:03:01 +01:00
71cee69619
Manual: Octave 4.4 is now the minimal requirement
2020-02-17 18:39:47 +01:00
3106ebbb81
Manual: in a few places, replace “Octave” by “GNU Octave”
...
This is a partial revert of 8fa4c483f9
2020-02-17 18:39:47 +01:00
04d06dc330
Merge branch 'manual' into 'master'
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Manual updates regarding Identification
See merge request Dynare/dynare!1712
2020-02-17 16:14:16 +00:00
3af2cc3fc4
📖 Update manual
2020-02-17 16:58:38 +01:00
cd195279e9
Manual: workaround for incorrect display of macro-directives without arguments
...
The workaround consists in appending the names of those macro-directives with a
regular space followed by a zero-width space (U+200B).
An extra LaTeX declaration was also added in order to make this hack work with
the PDF.
Ref. #1707
2020-02-17 15:41:39 +01:00
Stéphane Adjemian (Charybdis)
f69cd14983
Updated reference manual wrt the nonlinear filters at higher order.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
91a4c1c7c6
Updated documentation of @dseries.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
615778dae4
Updated documentation of @dates.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
12ee697a33
Introduce underscore methods.
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
8ae5690e71
Avoid political statements.
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... Which would probably need to be updated ;-)
2020-02-16 21:16:22 +01:00
Stéphane Adjemian (Charybdis)
d75363606b
We do not longer support weekly data.
2020-02-16 21:16:21 +01:00
Stéphane Adjemian (Charybdis)
10c196de34
k order approximation available in online filters.
2020-02-16 21:16:21 +01:00
99d2b5ad39
Manual: add set union and intersection operators in the macro-processor
2020-02-14 18:28:10 +01:00
ae59f4dcb2
Further improvements to parsing of arguments on the MATLAB command-line
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Under GNU/Linux and macOS, double-quote arguments before passing them to the
shell. In particular, this allows passing single-quotes within those arguments.
We therefore have to escape the four characters that are interpreted within
double-quoted strings in POSIX shells: \, ", $ and `
On Windows, also systematically escape the backslashes.
Also move display of arguments before escaping, so that it remains readable.
Ref. #1696
2020-02-10 18:24:51 +01:00
931ebece92
Remove options `noemptylinemacro` and `nolinemacro`; add option `linemacro`
2020-02-05 16:16:31 +01:00
eaacb57d5c
noemptylinemacro: Add missing word to
2020-02-05 11:30:58 +00:00
177c5c359f
Implement estimation under discretionary optimal policy
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Also add a test case.
For the time being, estimating parameters that appear in the discount factor is
not supported.
Ref. #1173
2020-02-03 18:29:45 +01:00
d527096e61
simplify parsing of MATLAB command line arguments
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closes #1696
includes preprocessor changes
- Removed prefixing of doubles between -1 and 1 with 0.
- Fixed bug introduced in 985d742.
- macro processor: simplify handling of `@#define`
2020-01-29 14:56:52 +01:00
d3e90a8dbf
Fix the handling of options nopreprocessoroutput, onlyjson and onlymacro when they appear at the top of the .mod file
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The nopathchange is still not supported in this context, so document it.
Also recommend the whitespace-separated syntax instead of the comma-separated
syntax, since the latter is inconsistent with the way options are passed on the
command-line.
Closes : #1667
2020-01-23 18:58:08 +01:00
00ee480674
Manual: add the accessor functions
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Note that, for get_mean, the syntax with an optional order is not documented,
because the semantics is different at order 2, and it does not work for higher
orders.
Closes : #1687
2020-01-22 16:25:35 +01:00
77b7b216d0
doc: use references instead of repeating the same info
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[skip ci]
2020-01-22 10:59:34 +01:00
b090669e8f
doc: add info about `epilogue` block
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Closes issue #1679
[skip ci]
2020-01-22 10:31:56 +01:00
06ce5d1e56
Manual: document init2shocks
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Closes : #1650
2020-01-21 18:39:33 +01:00
b63ae5b619
Manual: add note about required Octave version under Windows and macOS
2020-01-21 18:39:33 +01:00
e371b1a94b
New option “filtered_theoretical_moments_grid”, that supersedes “hp_ngrid”
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The old option is left for backward-compatibility purposes, but it has the same
effect as the new one.
Closes : #1093
2020-01-20 16:23:10 +01:00
2fb18bba97
Manual: FILENAME need not always be a quoted string (in a Dynare context)
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Ref. !1692
2020-01-20 14:59:37 +01:00
16b571c033
Manual: don’t claim support for Windows 8, since Microsoft no longer supports it
...
Rather mention Windows 8.1.
2020-01-14 14:04:47 +01:00
b3aef92234
Document xls_range/sheet options of calib_smoother
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Closes https://git.dynare.org/Dynare/dynare/issues/1695
2020-01-13 12:56:18 +01:00
8764330725
fix typo in doc
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`check` has two OPTIONS
[skip ci]
2020-01-13 12:42:09 +01:00
647ba4e99b
Add example mod-file for Ramsey and OSR
...
Closes https://git.dynare.org/Dynare/dynare/issues/1645
2020-01-10 17:56:22 +01:00
2c8c120298
Replace various references to deprecated ramsey_policy by ramsey_model
2020-01-10 15:26:50 +01:00
055710c938
Change ordering of optimal policy commands
...
Moves common planner_objective command to front
2020-01-10 15:11:09 +01:00
7245cb2ef3
Document evaluate_planner_objective
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Also clarifies restructures section on optimal policy and clarifies calling order of commands
2020-01-10 08:38:22 +01:00
f8e415a868
Change perfect foresight example code to suggested new syntax
2020-01-09 19:30:38 +01:00
fcbdfec0d8
Revert "doc: using `desc_addname` doesn't allow for line breaks."
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This reverts commit 6d516c39bf
2020-01-08 17:22:41 +01:00
6d516c39bf
doc: using `desc_addname` doesn't allow for line breaks.
...
The method `desc_addname` adds arguments to the name of the node, and hence does not allow for line breaks. In the case of Dynare commands we don't run into a problem with this but we run into this problem with longer MATLAB/Octave commands.
For Dynare commands, we don't run into the problem with commands running over the page width as we use placeholders like `OPTIONS` since the order of the parameters passed to a command is irrelevant
For MATLAB/Octave commands, the order of parameters passed to a function is important, hence we cannot use a placeholder such as `OPTIONS`
closes #1688
2020-01-08 15:43:18 +01:00
b4479361c1
doc: fix typo and formatting
2020-01-08 15:43:18 +01:00
8fbb77303a
dynare manual: cleanup whitespace
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- remove trailing whitespace
- replace tabs with spaces as per PEP guidelines
2020-01-08 15:04:59 +01:00
c4cc32db29
Merge branch 'dynasave' into 'master'
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Expand documentation of dynasave
Closes #1691
See merge request Dynare/dynare!1692
2020-01-06 13:55:27 +00:00
aa610f9f8e
Expand documentation of dynasave
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Closes https://git.dynare.org/Dynare/dynare/issues/1691
2020-01-06 13:15:36 +01:00
d40b775260
Preprocessor: new “with_epilogue” option and related fixes
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Ref. !1688
2019-12-20 11:57:34 +01:00
efa6c6c682
“datafile” option of “perfect_foresight_setup” (and “simul”) now equivalent to “initval_file”
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Ref. #1663
2019-12-19 14:58:54 +01:00
f720f470bf
Preprocessor update
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— “ramsey_policy”: bugfix when no option is passed
— various improvements to “epilogue” (preprocessor#36)
— compatibility with Bison 3.5
— bugfix in search for constant equations
— new “planner_discount_latex_name” option of “ramsey_policy” (Closes : #1686 )
2019-12-18 17:46:38 +01:00
54781be7ae
Manual: markup fixes
2019-12-18 16:56:39 +01:00
6ba10b88f2
Preprocessor: various provisions for improvements to shock decomposition
...
Accordingly update the MATLAB routines, the testsuite, and the manual.
In particular, “squeeze_shock_decomp” has been renamed to
“squeeze_shock_decomposition” for consistency with other commands.
Ref. #1687 , !1655
2019-12-18 11:56:57 +01:00
8f78113be9
update doc to reflect changes in macOS installer
2019-12-10 16:53:12 +01:00
0c77f7e92f
macOS packaging: compile against the version of Octave distributed via https://octave-app.org (currently 4.4.1)
2019-12-10 15:14:16 +01:00
553615efbc
Manual: fix the description of the “colormap” option
...
This option takes as argument the name of MATLAB/Octave variable, not a string.
Ref #1586
2019-12-09 15:52:50 +01:00
3f3f49c465
Merge branch 'flip_diff' into 'master'
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Flip diff
See merge request Dynare/dynare!1677
2019-12-06 15:29:07 +00:00
6f91bde894
Merge remote-tracking branch 'community/master' into enterprise
2019-12-06 16:10:09 +01:00
a77472772f
doc: update macOS min version and document package installation
2019-12-06 14:58:19 +01:00
5e429f8c92
update preprocessor
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- fix bug with cbrt
- fix latex output
- add compilation_setup command. closes preprocessor#35
- fix bugs with initial_condition_decomposition. preprocessor#37
2019-12-06 14:58:19 +01:00
fa493bc10a
doc: fix typo
2019-12-06 14:58:19 +01:00
74e7c12d9d
integrate documentation for plot_shock_decomposition
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add documentation to initial_condition_decomposition
2019-12-05 16:51:37 +01:00
e9607d09a5
added documentation of flip diff options of plot decomposition
2019-12-05 15:13:17 +01:00
6a89783b65
Merge remote-tracking branch 'community/master' into enterprise
2019-12-03 15:39:59 +01:00
415ed5b2d5
document dseries constructor that takes tables as arguments
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Closes #1359
2019-12-03 11:26:28 +01:00
9a3c62e3d6
Add a list of former Dynare Team members
2019-11-29 17:53:06 +01:00
d3802c2a34
Merge branch 'master' into 'master'
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Save conditional forecast output in oo_. Closes: Dynare/dynare#1672
Closes #1672
See merge request Dynare/dynare!1675
2019-11-29 16:11:54 +00:00
d9f4987b59
doc: add index to html sidebar
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closes #1669
2019-11-29 16:26:39 +01:00
b9af92eb8a
Save conditional forecast output in oo_. Closes : Dynare/dynare#1672
2019-11-29 15:25:05 +01:00
f2205ed4a1
add nograph option to plot_shock_decomposition
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In updating the preprocessor, also update call to plot_icforecast
2019-11-29 15:17:41 +01:00
5f1b9b3ee9
update reporting doc
2019-11-29 11:46:33 +01:00
3ef8564279
reporting: add ability to make title page
2019-11-29 11:36:00 +01:00
52cb36d433
Preprocessor update
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- new include_eqs and exclude_eqs command-line options
- new “forecast” option to “shock_decomposition”
- remove the “linear” option of “stoch_simul”
- forbid exogenous and exogenous deterministic variables in STEADY_STATE
operator (#825 )
2019-11-27 17:32:52 +01:00
b126d79918
introduce dynare options `exclude_eqs` and `include_eqs`
2019-11-27 15:53:14 +01:00
62146e14ab
Manual: do not hardcode version number, let it be automatically substituted
2019-11-26 17:05:35 +01:00
8065e9d439
Build system: by default, error out if some dependency is missing
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In particular, if either MATLAB or Octave is missing, one needs to pass either
--disable-matlab or --disable-octave.
Moreover, several new configure flags have been introduced for disabling some
components:
--disable-doc
--disable-dynare++
--disable-mex-dynare++
--disable-mex-ms-sbvar
--disable-mex-kalman-steady-state
2019-11-26 13:53:42 +01:00
a909bfd58c
Manual: fix typo
2019-11-26 12:59:20 +01:00
19cdafeada
Merge branch 'manual_add' into 'master'
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Add variable explanations to manual
Closes #637
See merge request Dynare/dynare!1669
2019-11-22 10:35:07 +00:00
b60d26a745
Add variable explanations to manual
2019-11-22 11:16:14 +01:00
b0272151c5
Shorten block in Tex-citation
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Avoids arrows from linebreaks introduced by the software
2019-11-21 12:41:35 +01:00
9c6d2489ae
Manual: list the Dynare Team members in a single place
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There were previously two lists of members, which were inconsistent.
By the way, add Sumudu to the list.
2019-11-21 10:51:08 +01:00
13c645e940
Preprocessor: improvement to balanced growth test ( #1389 ), macro-processor bugfix for loops
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Also includes various modernizations.
2019-11-14 18:04:07 +01:00
cc9445e086
Manual: update various URLs
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Some URLs have changed with the new Dynare website.
Also use HTTPS whenever possible.
2019-11-14 17:04:05 +01:00
8fa4c483f9
Manual: replace “GNU Octave” by “Octave”
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Mentioning that Octave is a GNU project is pointless and maybe even confusing
for users.
2019-11-14 16:57:33 +01:00
1d01443e6f
Add Dóra to the list of Dynare Team members
2019-11-14 14:21:54 +01:00
56e7144b91
Merge remote-tracking branch 'community/master' into enterprise
2019-10-23 16:30:29 +02:00
701e6da602
Updated reference manual according to 682b08a.
2019-10-16 21:37:36 +02:00
1211d4c01e
Updated dseries submodule (changed merge behaviour).
2019-10-16 20:58:49 +02:00
76cf92578b
Manual: document silent installation on Windows
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Closes #1478
2019-10-14 12:05:15 +02:00
0c6ad30b7b
Manual: update installation procedure for GNU/Linux
...
In particular, mention the Linux Mint and Arch Linux packages.
2019-10-14 12:05:14 +02:00
b3d1e8412b
Add support for mode_compute=1 under Octave
...
Since version 1.6, the optim Forge package has an implementation of fmincon.
Hence we can now use mode_compute=1 under Octave.
This commit also adds tests/optimizers/fs2000_1.mod to the testsuite. It will
be skipped under MATLAB if the optimization toolbox is not there, or under
Octave if optim ≥ 1.6 is not there.
2019-10-08 18:38:15 +02:00
6c1dcae506
Manual: fix links to Octave Forge website
2019-10-08 18:38:15 +02:00
0a402d254b
fix yet another typo in 119595fe72 #1628
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[skip ci]
2019-10-08 12:46:10 +02:00
ba04b3ccca
fix typos in 119595fe72 #1628
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[skip ci]
2019-10-08 12:38:01 +02:00
119595fe72
document options to `dynare`. closes #1628
2019-10-08 12:29:04 +02:00
afcdf46e80
capitalize Cepremap and Matlab, uncapitalize DYNARE
2019-10-02 14:09:21 +02:00
6ece46ce65
doc: grammar fix
2019-10-01 12:13:49 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Johannes Pfeifer
Willi Mutschler
MichelJuillard
Marco Ratto
Houtan Bastani
Dóra Kocsis
Stéphane Adjemian (Charybdis)
Dóra Linda Kocsis