9212cae713
evaluate_planner_objective: document options
2021-12-07 12:19:31 +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
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
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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
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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
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
21f3e120dd
Manual: update link to equation tag wiki
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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
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(@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
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(@stepan removed trailing whitepaces)
2021-08-16 12:51:37 +02:00
89b6ecf900
Manual: add warnings regarding the use of auxiliary variables
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(@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
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
9f934bbcf1
Manual: update several links to old Dynare wiki
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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
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
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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
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
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
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +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
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
Johannes Pfeifer
Sébastien Villemot
Willi Mutschler
MichelJuillard
Marco Ratto