Commit Graph

1568 Commits (merge-particles-into-master)

Author SHA1 Message Date
Johannes Pfeifer 9b2c0fb94d Add brooks_gelman_plotrows to manual and testsuite 2023-07-06 09:32:19 -04:00
Johannes Pfeifer 782368eb9b dseries: document saving of atr log
Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
Sébastien Villemot b88a779c82 Merge branch 'Johannes' into 'master'
Use official English translation of Johannes's affiliation

See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
Johannes Pfeifer ec55e6b7c6 Use official English translation of Johannes's affiliation 2023-06-21 13:15:43 -04:00
Sébastien Villemot d5a3a8e16a
Various improvements to perfect foresight homotopy
– 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
Sébastien Villemot ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
Done in fe142b663e.

[skip ci]
2023-06-19 18:01:47 +02:00
Sébastien Villemot c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
– 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
Sébastien Villemot 5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
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
Sébastien Villemot 37bc08eb5b Merge branch 'parallel' into 'master'
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
Johannes Pfeifer 5c9f02634c
manual: expand information on x13 2023-05-27 07:22:53 +02:00
Johannes Pfeifer ad2d986c5e masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
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
Sébastien Villemot 339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2130
2023-04-26 10:31:20 +02:00
Sébastien Villemot 79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
Willi Mutschler b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Johannes Pfeifer be28ab1cbe Manual: document approximation point of linear_approximation 2023-04-25 13:05:27 -04:00
Johannes Pfeifer b876cf0259 Manual: add information on psexec rights 2023-04-24 12:44:17 -04:00
Sébastien Villemot c6ce5856e9
Manual: update URL for sylvester.pdf 2023-04-17 18:10:36 +02:00
Sébastien Villemot 99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
Sébastien Villemot ebee041d1c
Manual: claim compatibility with Octave 8.2.0 2023-04-17 10:34:05 +02:00
Sébastien Villemot 19afc087cc
Manual: give more details for stack_solve_algo=0
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
Sébastien Villemot 13908ee068
Provisions for MATLAB R2023a 2023-03-17 16:32:09 +01:00
Sébastien Villemot 22c1d4a520
Manual: claim compatibility with Octave 8.1.0 2023-03-16 17:24:18 +01:00
Johannes Pfeifer 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.
The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
Sébastien Villemot aee39d54ef
Manual: misc cosmetic fixes
[skip ci]
2023-02-17 11:19:17 -05:00
Sébastien Villemot 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
Sébastien Villemot fc453a6e2f
Manual: remove spurious dashes
And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
Sébastien Villemot 2a4f850996
Manual: fix name of shocks(surprise) block
[skip ci]
2023-02-16 17:11:56 -05:00
Sébastien Villemot 0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
[skip ci]
2023-02-16 17:06:45 -05:00
Sébastien Villemot 39a9b221b9
Manual: mark “simul” as deprecated
[skip ci]
2023-02-16 16:50:56 -05:00
Sébastien Villemot def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
[skip ci]
2023-02-13 14:40:35 -05:00
Sébastien Villemot dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
[skip ci]
2023-02-13 14:40:32 -05:00
Sébastien Villemot 659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
[skip ci]
2023-02-13 14:10:24 -05:00
Sébastien Villemot a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
[skip ci]
2023-02-10 16:41:51 -05:00
Sébastien Villemot 4a150efb22
Manual: misc quote fixes
[skip ci]
2023-02-09 13:40:09 -05:00
Sébastien Villemot 05db89cb8c
Manual: fix typo
[skip ci]
2023-02-07 16:29:15 -05:00
Sébastien Villemot 3e6b6c87c3
Manual: fix math formula in “markowitz” option description
By the way, add some explanatory words.

[skip ci]
2023-02-07 16:25:16 -05:00
Sébastien Villemot 65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command 2023-02-07 14:49:00 -05:00
Sébastien Villemot ef7dc09b8e
Manual: link to the openSUSE package
[skip ci]
2023-01-30 15:59:45 +01:00
Sébastien Villemot 0c06ab1cc1
Block decomposition: make mfs=1 the default 2023-01-25 18:43:59 +01:00
Sébastien Villemot 5093264b8a
Manual: use logo with orange line
Closes: website#3
2023-01-24 13:51:26 +01:00
Sébastien Villemot e30314e75d
Drop the “Sigma_e” statement 2023-01-16 16:52:42 +01:00
Sébastien Villemot 1b47c8a5e5
Drop the “periods” statement 2023-01-16 16:52:40 +01:00
Sébastien Villemot 8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter 2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Guts) f769420888
Document new option conditional_likelihood. 2023-01-06 15:39:10 +01:00