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14254 Commits (mr#1909)

Author SHA1 Message Date
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 a27bc872ad
execute_prior_posterior_function.m: move error in correct, transform error into warning 2021-08-17 11:06:01 +02:00
Johannes Pfeifer 0b491b3b09
Estimation: fix header column widths in display of results 2021-08-17 10:57:53 +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
Johannes Pfeifer 341aca25ad
Liu West: Remove redundant option 2021-08-16 12:34:10 +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 bfd92e79a7
Occbin: udpate options 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) c00307c8cc
Fix encoding. 2021-08-16 11:23:13 +02:00
Stéphane Adjemian (Charybdis) 1c54eb21d2
Cosmetic change (remove trailing spaces). 2021-08-16 11:19:28 +02:00
Willi Mutschler a5995aec03
MoM: Check availability of optim toolbox for default mode_compute 
lsqnonlin is an optimization algorithm that is specifically well suited for minimizing quadratic objectives, so I would like to have it as default. However, we fallback to csminwel if the optimization toolbox for Matlab or optim for Octave are not available.
 2021-08-16 10:58:35 +02:00
Willi Mutschler 0d200f3b39
MoM: Fix AFVRR test cases due to 3c67ad 2021-08-16 10:58:35 +02:00
Willi Mutschler f5ec70a06d
MoM: Refactor AnScho test case 
Instead of checking everything in one mod file, this commit separates the checks into individual mod files that test:
- whether the translation from matched_moments works
- whether the duplicate moments are found
- whether GMM and SMM both work with different estimated_params blocks.
wip
 2021-08-16 10:58:35 +02:00
Willi Mutschler 31f3bfa3d0
MoM: Changed some defaults and cosmetical changes 
//wip
 2021-08-16 10:58:35 +02:00
Willi Mutschler fdba1170ae
MoM: Refactor check for duplicate moments, fix display of results 
As we have a working interface now, this commit improves the provisional handling of finding duplicate moments. Previously, indices for GMM were created, but this is not really needed. This commit cleans this up and similar to SMM makes use of the matched_moments block.

As a by-product of the previous provisonal handling higher-order moments for SMM where not correctly displayed as no labels were created. This is now fixed. The comparison of data moments and estimated model moments is also in the same ordering as the inputed orthogonality conditions in matched_moments.

Signed-off-by: Willi Mutschler <willi@mutschler.eu>
 2021-08-16 10:58:35 +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
Stéphane Adjemian (Ryûk) ebfa72740f
Changed default for initial step bound factor. 
Should fix simulation failure in pac/trend-component-10/example1, that
seems to be caused by a too large value of this parameter.
 2021-07-24 12:20:29 +02:00
Stéphane Adjemian (Ryûk) 873a9b1a38
Fix call to solve1 routine. 2021-07-23 22:16:43 +02:00
Stéphane Adjemian (Ryûk) 993872d5af
Update dseries submodule (track master branch). 2021-07-23 20:39:00 +02:00
Stéphane Adjemian (Ryûk) bdc95dd1d0
Add unit tests (trust_region algorithm). 
Using mex implementation (block_trust_region).
 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) e8cc23d3af
Bug fixes (typos). 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) a905539f60
Add test functions for nonlinear solvers. 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) 0d092a36a0
Acknowledge option trust_region_initial_step_bound_factor in matlab based trust_region routine. 2021-07-23 19:44:16 +02:00
Stéphane Adjemian (Ryûk) e72dde69d3
Add option for trust region algorithm (mex). 
trust_region_initial_step_bound_factor is determinining thye initial
step bound. Default value is 100 (previous hard coded value was 1).
 2021-07-23 19:44:16 +02:00
Sébastien Villemot b34be496c5 Merge branch 'evaluate_planner' into 'master' 
evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight

See merge request Dynare/dynare!1890
 2021-07-23 14:01:22 +00:00
Sébastien Villemot 5d5fefca25
Bump version numbers 2021-07-23 15:57:19 +02:00
Johannes Pfeifer 440a0e460b
Storage of results: use subfolder 
Ref. #1758
 2021-07-23 14:12:17 +02:00
Johannes Pfeifer e09d215964 evaluate_planner_objective.m: correctly rely on lag/lead structure for perfect foresight 
Also cosmetic changes to indentation
 2021-07-23 13:27:30 +02:00
Sébastien Villemot 263e97dabe Merge branch 'check_model' into 'master' 
check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks

Closes #1792

See merge request Dynare/dynare!1885
 2021-07-23 10:49:05 +00:00
Johannes Pfeifer 3d5601caec check_model.m: fix logic of check for non-contemporaneous variables and remove redundant checks 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1792
 2021-07-23 11:25:43 +02:00
Sébastien Villemot 41814becf1 Merge branch 'moments_varendo' into 'master' 
dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance:...

Closes #1769

See merge request Dynare/dynare!1888
 2021-07-22 16:25:01 +00:00
Sébastien Villemot baa0fb6e70
Preprocessor update: cosmetic change 2021-07-22 17:58:19 +02:00
Johannes Pfeifer 4d43e1850d dsge_simulated_theoretical_correlation/dsge_simulated_theoretical_covariance: only do computations once 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1769
 2021-07-22 17:03:27 +02:00