2cb58be875
Merge pull request #969 from JohannesPfeifer/documentation
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Improve documentation of nobs, first_obs, presample, and mode_check
2015-07-20 14:27:40 +02:00
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
a4cee3929d
doc: change xref to ref
2015-07-20 10:55:17 +02:00
722036aea5
doc: change xref to ref, fix grammar
2015-07-20 10:52:17 +02:00
e7239fe0fc
change xref to ref
2015-07-20 10:49:45 +02:00
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
7740fdaca0
preprocessor: split creation of latex model files. closes #966
2015-07-15 08:58:15 +02:00
33e6b873e6
fix typo
2015-07-15 08:41:10 +02:00
b5a0114872
Fixed bug in reference manual (missing escape parameter).
2015-07-08 23:34:33 +02:00
69b7d8024c
submodule update: reporting
2015-07-08 11:43:19 +02:00
387fd6698b
Add to manual that DSGE-VAR is incompatible with presample.
2015-07-08 10:14:27 +02:00
01605edda3
Cosmetic fixes to manual
2015-07-08 10:09:43 +02:00
8e7a4bd805
Clarify nobs statement.
2015-07-08 10:06:08 +02:00
723754d057
Elaborate on mode_check graphs for particle filter
2015-07-08 09:43:18 +02:00
a3c4c40ed0
Add restriction for first_obs with DSGE-VAR to manual
2015-07-08 09:22:21 +02:00
df55ddc6ac
Improve documentation of presample option
2015-07-08 08:54:11 +02:00
8007f508a2
New option linear_approximation for perfect foresight models.
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This approach only requires one evaluation of the dynamic model (and its
jacobian) instead of T (the number of perdiods). Also (because the model
is linear) the equilibrium paths are obtained by inverting the jacobian
of the stacked equations (no need for a Newton algorithm).
Only available with stack_solve_algo==0 (which is the default algorithm
for solving perfect foresight models).
If possible, the option is triggered automatically if the model is
declared linear.
TODO:
* Write a linear version of perfect_foresight_problem routine.
* Evaluate the approxilation error (just need to evaluate the system of
stacked non linear equations).
2015-07-07 17:55:41 +02:00
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
5f8709675a
doc: small fixes to reporting slides
2015-06-10 20:32:03 +02:00
d075dccfa1
doc: small changes to dseries/reporting
2015-06-10 10:18:35 +02:00
20c292a730
Update manual entries related to TeX-Output
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Documents new commands and adds info on the required packages.
2015-06-08 18:01:03 +02:00
f0167d8cd5
Cosmetic fixes to manual
2015-06-08 16:49:40 +02:00
dec37f372a
Document options for silent mode-finding
2015-06-08 16:49:40 +02:00
35040725bb
Document TaRB algorithm
2015-06-08 16:49:39 +02:00
55d44f0983
Add preprocessor option silent_optimizer
2015-06-08 16:48:57 +02:00
6b69297c27
Improve documentation of relative_irf option
2015-06-08 16:39:07 +02:00
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
1c01bacf36
Fix bug in dyn_forecast.m where forecasts after an initval block where computed at the initial values and not at the steady state
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This contradicted the manual (histval must be used to do this). Also clarifies the manual on this.
2015-06-08 15:48:46 +02:00
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
1c6b394c77
Macro-processor slides: some updates, license under CC-BY-SA-4.0.
2015-06-08 14:55:13 +02:00
d39eb4d922
doc: small fixes to dseries/reporting slides
2015-06-08 11:16:03 +02:00
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
aaee660f0a
doc: update dseries/reporting slides
2015-06-07 21:35:26 +02:00
cf9d318e0c
doc: fix typos in dseries/reporting presentation
2015-06-07 11:50:36 +02:00
c9b05575f5
Add missing anchor to manual
2015-06-05 21:52:11 +02:00
d09bf195c9
Make sure diffuse_filter option is correctly passed in dynare_identification.m
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Closes #677
2015-06-05 16:39:17 +02:00
bbfc650f7f
Updated reference manual.
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The homotopy is not implemented for purely forward and backward models (See 3a1905756c39dd515f5eaa70451a851e862f232f).
2015-06-04 12:28:58 +02:00
1961d0ae7f
doc: update ms-sbvar description. closes #934
2015-06-02 10:53:52 +02:00
583d20848f
Merge pull request #941 from JohannesPfeifer/huge_number
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Document new options huge_number and dr_disp_tol
2015-06-01 16:40:32 +02:00
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
194bdb57c3
Merge branch 'rewrite-nonlinear-filters'
2015-05-28 15:40:39 +02:00
928c51e5b9
Added online approach (parameters treated as state variables) in the
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reference manual.
2015-05-28 15:36:56 +02:00
fe8750c1bc
preprocessor: add minimal_workspace option to dynare statement, #946
2015-05-28 11:50:39 +02:00
6c7b4e8a74
Document huge_number and dr_display_tol
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Closes #924
2015-05-13 20:31:40 +02:00
3171e87448
fixing logic in creation of checksum file. Improving documentation.
2015-05-11 08:57:24 +02:00
530e314786
adding dynare command line option 'fast' in order not to recompile MEX
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files if the lists of variables and the equations haven't changed
between two runs of the same model file.
2015-05-10 20:29:03 +02:00
efc5ec7002
Merge pull request #908 from JohannesPfeifer/optimizer_doc
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Add documentation for new optimizers
2015-05-07 15:12:15 +02:00
ad2f7d4a15
doc: reporting: add new fan chart options. closes #867
2015-04-27 18:34:28 +02:00
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
eed98a2c44
Adds documentation and license info for new optimizers
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Also introduced alphabetic ordering for documented options
Closes #887
2015-04-24 12:30:51 +02:00
9596154f03
Small typos and formatting fixes.
2015-04-21 09:24:30 +02:00
6760938c6e
fixed typo
2015-04-20 16:50:02 +02:00
e565508398
Fix manual structure after changes in 591cd064d1
2015-04-20 16:22:20 +02:00
9bd47caab8
doc: change xref to pxref where appropriate
2015-04-20 11:36:31 +02:00
591cd064d1
Merge pull request #895 from rattoma/gsa
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updated documentation for IRF/moment restrictions and refreshed sensitiv...
2015-04-20 11:34:46 +02:00
e3ed925400
Document reduced form mapping for MC samples with neighborhood_width
2015-04-20 11:28:54 +02:00
c5f7091ad0
doc: fix typo introduced in c46b6cdfea
2015-04-20 11:21:54 +02:00
d8424b1620
updated documentation for IRF/moment restrictions and refreshed sensitivity analyses and plots
2015-04-20 11:06:21 +02:00
e67524e990
Merge pull request #872 from JohannesPfeifer/ramsey_documentation
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Clarify Ramsey optimal policy in manual
2015-04-17 08:48:05 +02:00
fe48de4406
Re-set default of new option diffuse_kalman_tol to 1e-6:
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former hardcoded value was 1e-6 in the univariate smoother (i.e. the one most often used).
Updated documentation.
2015-04-08 15:44:39 +02:00
c46b6cdfea
Clarify Ramsey optimal policy
2015-04-04 10:45:17 +02:00
090c4fedbd
Added new option (diffuse_kalman_tol) and fixed tolerance paremeters in diffuse smoother routines.
2015-04-03 18:02:03 +02:00
7544d8c97e
Fixed typos in reference manual.
2015-03-31 00:43:59 +02:00
28f2e2abd0
Merge pull request #856 from rattoma/optimizer_number_5
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Fixed issues related to newratflag.
2015-03-30 15:22:05 +02:00
0e1dd779b9
Check that Dynare's routines are not overridden by other routines.
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By default Dynare will temporarly change Matlab/Octave's path. Added an
option to force Dynare to keep the current path. Also check that the user
did not put dynare/matlab directory with all the subfolders in the path.
With this patch, we do not need to prefix Dynare routines with dyn_ or
dynare_ anymore.
2015-03-30 15:04:59 +02:00
7eeaef8472
Added documentation for optimizer 5.
2015-03-12 23:16:53 +01:00
de5c541ce6
Manually merged PR #807 .
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Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
f89108568c
Document osr option
2015-02-28 20:43:30 +01:00
e7bffae503
doc: add new @#include syntax
2015-02-25 09:10:45 +01:00
32c29fece5
Merge pull request #842 from JohannesPfeifer/cosmetics
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Cosmetical changes and additional documentation
2015-02-21 15:42:51 +01:00
ca83397d95
update copyright dates for files changed in 2015
2015-02-16 09:08:02 +01:00
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
8673bcf558
reporting: add titleTruncate option
2015-01-27 09:54:37 +01:00
8912ddf97c
Expand documentation of endogenous priors
2015-01-27 08:20:54 +01:00
a592355d63
doc: fix typo
2014-12-30 21:52:48 +01:00
810c410157
preprocessor: add new commandline option onlyclearglobals. closes #635
2014-12-30 21:51:33 +01:00
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
021e0c8914
Document variable oo_recursive_
2014-12-16 19:01:00 +01:00
d3ae526d21
Fix affiliation.
2014-12-04 14:36:09 +01:00
26f111a238
Update affiliation.
2014-12-04 13:36:29 +01:00
c7237a7d13
Document that all types of vectors are possible in initval file
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Also documents required size
2014-11-27 10:43:41 +01:00
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
e0ae604cef
doc: update gsa option defaults to accord with changes in 6f68ad69a8
2014-11-20 10:25:34 +01:00
0de4eadb66
Updated affiliation
2014-11-20 08:42:33 +01:00
e01e957888
document nodecomposition
2014-11-18 13:04:37 +01:00
b735042f05
Fix naming of option selected_variables_only in manual
2014-11-16 21:11:06 +01:00
9d25963976
Document different in FilteredVariablesKStepAhead-matrix between classical and Bayesian smoother
2014-11-16 21:08:18 +01:00
68b27252d7
Fix selected_variables_only option with classical forecasts
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dyn_forecast requires that the smoother has been run on all endogenous variables, leading to crashes. Now, if this option is encountered with classical forecasts, it is overridden. Also documents this in the manual.
2014-11-16 21:08:18 +01:00
3902afa783
Improve documentation on filtered variables
2014-11-16 21:08:18 +01:00
a8e7c30e6a
Added @dseries/exist method.
2014-11-13 16:53:06 +01:00
52935c82dc
Fix typo in manual
2014-11-02 19:31:59 +01:00
83123a59d5
Provide example for xls_range option in manual
2014-10-15 09:45:19 +02:00
573d276f1a
Merge pull request #739 from JohannesPfeifer/Cosmetic_changes
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Cosmetic changes, documentation, and small bugfix
2014-10-13 13:39:19 +02:00
9e3edd6673
Merge pull request #748 from JohannesPfeifer/maxit
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Change maxit default value and correct manual
2014-10-10 19:03:56 +02:00
c6438122a1
Expand documentation on varexo in initval
2014-10-06 09:03:35 +02:00
1ce39ac311
Document new default values for maxit and update manual to reflect that maxit options of deterministic solvers and steady state solvers are different now
2014-09-30 11:48:12 +02:00
408608db03
Document Univariate Kalman Filter
2014-09-21 11:58:53 +02:00
9bd3792161
Reflects Michel's comment on aa503abfa7.
2014-09-20 12:52:59 +02:00
9eaf0a1ff5
Correction of PR #734 (model comparison).
2014-09-19 23:39:16 +02:00
MichelJuillard
Houtan Bastani
Stéphane Adjemian (Hermes)
Johannes Pfeifer
Johannes Pfeifer
Sébastien Villemot
Marco Ratto
Sébastien Villemot