6575d5ab5e
Clarify the role of the loglinear option for stoch_simul
2014-01-29 19:42:23 +01:00
4c4cfd441c
Fixed typo in manual.
2014-01-29 17:56:20 +01:00
dc4a6437cc
Document new cumprod overloaded function.
2014-01-29 17:54:21 +01:00
2c36898dc4
Document treatment of missing observations
...
Closes #286
2014-01-29 16:39:41 +01:00
e054c5c322
Clarify prefilter option in estimation
2014-01-29 15:04:44 +01:00
681b194cbe
Mention in the manual that a subsample can be created out of a dseries object using the overloaded parenthesis. Closes #589 .
2014-01-29 14:20:51 +01:00
0d9a9d44c3
Add missing whitespace.
2014-01-27 14:52:40 +01:00
b3859bd763
Add a warning about the choice of the MOD file name.
2014-01-27 14:52:16 +01:00
fa9c0f0a79
reporting: add indentation to table rows. closes #581
2014-01-24 09:53:53 -06:00
cb0439345c
Fix a few minor errors in the dseries doc.
2014-01-21 15:04:47 -06:00
d325ad15b2
Adds setdiff method to dates
2014-01-21 14:37:43 -06:00
a02b5b2d6a
doc fix typo
2014-01-17 12:56:08 -05:00
0297237dcd
Update manual according to commit 117f338eff.
2014-01-16 10:47:28 +01:00
f11f44fcc5
Fixed typo in manual.
2014-01-16 10:14:21 +01:00
74260b9487
doc: fix example
2014-01-13 16:47:20 -05:00
54a0039c64
doc: dates subtraction has two functionalities
2014-01-13 16:45:49 -05:00
7c6d5b3ef6
Fix compilation of .texi
2014-01-02 16:40:31 +01:00
5becaeae00
Merge pull request #572 from FerhatMihoubi/master
...
Changes in conditional forecast using the extended path
2014-01-02 07:31:00 -08:00
dfbff7fc32
New syntax used to call the conditional forecast using the extended path method. It allows to match the endogenous and the shock that are flipped.
2014-01-02 16:13:03 +01:00
52492afe6e
reporting: add tableDataRhs option to series
2014-01-02 15:28:23 +01:00
16fe4190b2
doc: fix typo
2014-01-02 15:13:57 +01:00
26d834a42a
reporting: make vlineAfter accept a cell array of dates
2014-01-02 09:35:45 +01:00
809c3aca11
reporting: remove annualAverages option
2013-12-31 12:54:49 +01:00
afb36821a8
Merge branch 'master' into sim1-with-variable-dimension
2013-12-30 16:37:16 +01:00
f302f297c1
Option endogenous_terminal_periods is only available with stack_solve_algo==0.
2013-12-30 16:05:13 +01:00
e76db22c79
Give more details about endogenous_terminal_period option.
2013-12-30 15:50:42 +01:00
a5a189475e
Improve documentation of shock_decomposition
2013-12-30 13:54:16 +01:00
c35f3d2e52
Document new option (endogenous_terminal_period).
2013-12-27 20:29:30 +01:00
49506c6ec4
Document default for new option posterior_max_subsample_draws.
2013-12-18 16:44:31 +01:00
63986a0ebf
Closes #567 .
2013-12-18 16:44:31 +01:00
264460e9d0
Added @dates/ne method. Overloads the ~= operator.
2013-12-13 18:30:37 +01:00
dd10c788ff
Added @dseries/abs method. Returns the absolute value of a dseries object.
2013-12-13 18:30:37 +01:00
6f8d7fd0ec
reporting: add xTicks argument
2013-12-13 15:36:04 +01:00
684ce13ac1
Fix internal link for verbatim section
2013-12-13 12:04:36 +01:00
58c40fdca9
ramsey_policy: correcting the computation of the value of the
...
objective function; adding details about the period objective function
in the manual.
2013-12-13 10:44:29 +01:00
77fdd3bfda
ms-sbvar: corrected bug with final_subperiod default value and
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clarified in the manual.
2013-12-13 09:56:11 +01:00
99f4a01a48
reporting: fix figure inclusion for windows
2013-12-12 16:05:57 +01:00
d75d6a3079
Document oo_.osr.optim_params
2013-12-12 15:47:34 +01:00
1caa3ff171
Various minor fixes to the ref. manual
2013-12-11 18:15:14 +01:00
cd3b5bf3d9
Fix bug in Bayesian estimation where the filter_step_ahead command produced no output
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- Improves documentation of resulting matrices
- Adds unit test for filter_step_ahead option
2013-12-11 16:43:15 +01:00
5779a6de0c
fix doc related to #478
2013-12-10 16:40:16 +01:00
f70ebea94c
new function write_latex_definitions closes #478
2013-12-06 15:33:49 +01:00
b8e3ce0cfd
Merge pull request #550 from JohannesPfeifer/master
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Document treatment of parameters in steady state files
2013-12-04 06:44:27 -08:00
27dbe4a997
Closes #361 . Document the fact that MCMCs are deterministic in Dynare.
2013-12-04 10:11:17 +01:00
a79d24fb09
Deleted trailing white spaces.
2013-12-04 08:38:14 +01:00
deed4df569
Added @dseries/mpower method (element-by-element powers).
2013-12-03 23:57:53 +01:00
ba31ac7ade
Cosmetic fixes in section "dseries class".
2013-12-03 23:57:53 +01:00
c20bacac60
Changed documented behaviour of @dseries/save method (do not document the default value of basename).
2013-12-03 23:57:53 +01:00
4fb3dc035f
Cosmetic changes in section "dates class".
2013-12-03 23:57:53 +01:00
552cbe34ee
Fixed typo.
2013-12-03 23:57:53 +01:00
4bcf081292
Added remark about dates in mod files and the $ escape parameter.
2013-12-03 23:57:53 +01:00
c285bee21b
Cosmetic (skipline).
2013-12-03 23:57:53 +01:00
323bfaf353
Document treatment of parameters in steady state files
2013-12-03 15:04:30 +01:00
771113f8b9
Merge pull request #548 from JohannesPfeifer/master
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Clean up steady state file examples/NK_baseline_steadystate.m to make it...
2013-12-03 05:46:30 -08:00
c837bce030
Add example files to manuals and describe what they do
2013-12-03 14:42:13 +01:00
ed7f17b06f
Rewrite examples/fs2000.mod with a steady_state_model block. Improve the doc.
2013-12-03 13:04:39 +01:00
d212197ecb
Fix incorrect usage of @xref
2013-11-28 16:25:40 +01:00
01f2dd2ab1
Changed the paths to Dynare's prior and post processing hooks.
2013-11-28 15:21:52 +01:00
edb4398e28
Merge branch 'master' into fix-mcmc-algorithm
2013-11-27 17:57:36 +01:00
0a07cf3c61
Closes #543 .
2013-11-27 16:43:00 +01:00
93416a93da
Improvements in load_csv_file_data
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* autodetect whether there are variable names and dates in the file
* optimize under Octave, using csv2cell and parcecell from io package
2013-11-26 18:19:48 +01:00
b8c6e4bb01
Merge branch 'master' into fix-mcmc-algorithm
2013-11-26 16:53:27 +01:00
84982652a0
Changed chapter nine. Description of internals command.
2013-11-26 16:51:49 +01:00
bd630d7210
Removed MC_record field from oo_ structure and the output argument from MCMC routines.
...
Details about the MCMC can be loaded in the workspace with the following command:
>> internals --load-mh-history <NAME_OF_THE_MOD_FILE>
under the name mcmc_informations, or printed in the command window, using the following
command:
>> internals --display-mh-history <NAME_OF_THE_MOD_FILE>
2013-11-26 12:56:41 +01:00
e29990df62
Improve documentation on nonlinear solver algorithms
2013-11-25 17:46:08 +01:00
967ade48e5
Remove redundant slashes from manual
2013-11-22 14:55:05 +01:00
b4b78dbb65
Clarify terminology in Manual
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There are no confidence intervals in Bayesian statistics
2013-11-19 08:33:10 +01:00
539074858e
Add ref. manual graphs to distribution tarball
2013-11-18 15:26:47 +01:00
599137746f
fix typo
2013-11-18 15:19:37 +01:00
09eb9a256a
Added references for DSGE-VAR model. Fixed reference for Abramovitz and Stegun.
2013-11-17 13:26:12 +01:00
7cfad8eee0
Merge branch 'master' into remove-dynDate-class
2013-11-15 18:36:10 +01:00
aa5efbcf0c
Added @dseries/plot in the manual.
2013-11-15 16:11:56 +01:00
38ef4c234b
preprocessor: support long name for parameters, #478
2013-11-15 11:14:16 +01:00
ac2cd6f3dd
preprocessor: support long name for exogenous, #478
2013-11-15 11:14:04 +01:00
0f2bb4c56e
preprocessor: support long name for endogenous, #478
2013-11-15 10:57:51 +01:00
0c00151092
Merge branch 'master' into remove-dynDate-class
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Conflicts:
preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
a5cb85c04f
Added missing escape sequence parameter.
2013-11-14 16:12:54 +01:00
c07fc7618b
Updated manual. Description of the methods for the @dseries class.
2013-11-14 14:32:57 +01:00
80a2a6b712
Merge remote-tracking branch 'jpfeifer/irf_debug_feedback'
2013-11-13 14:26:58 +01:00
de66665264
doc: update wrt change 3b26467998
2013-11-13 11:37:19 +01:00
63eec83efe
ms-sbvar: add load_flat_file.m. closes #505
2013-11-12 15:48:15 +01:00
1c604ff59f
Added an example of m file used for populating a dseries object.
2013-11-07 15:06:13 +01:00
2ca0a46709
Second input of the last dseries' constructor is also optional.
2013-11-07 15:05:31 +01:00
017fd65bf5
Fixed dimensions of third and fourth arguments of dseries' constructor.
2013-11-07 14:38:32 +01:00
05e06aafbd
Rewrote description of dseries' constructors. Added a list of the dseries class' members.
2013-11-07 14:31:46 +01:00
75ca163265
Rebuilt menus (from emacs) and fixed bugs that appear with recent version of texinfo (version 5.2 is more strict).
2013-11-07 12:44:20 +01:00
b573218740
Expand explanation of use_calibration optiom
2013-11-07 08:14:10 +01:00
611f4f5d89
preprocessor: add use_calibration option for estimated_params_init block. closes #447 , closes #512
2013-11-06 13:59:13 +01:00
8429321547
Merge branch 'master' into remove-dynDate-class
2013-11-06 12:43:06 +01:00
72df3c2d09
Updated manual (reporting section).
2013-11-06 12:30:46 +01:00
a2b8aac1a6
Updated manual (dates class section).
2013-11-06 12:29:21 +01:00
73944a10c4
Finish implementation of mcmc_jumping_covariance option
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Closes #112 , #514
2013-11-05 17:16:32 +01:00
7dee2507db
Ref. manual: fix reference
2013-11-05 16:52:19 +01:00
0d669a73cb
Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
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Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
4da6f10233
ms-sbvar: ms_simulation: add option to save mcmc draws
2013-10-23 17:03:52 +02:00
84dd46d9e5
Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
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Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
0d8fce0847
Improve on documentation regarding treatment of predetermined variables
2013-10-22 11:20:05 +02:00
13bd1622e2
Fix variable name and document saving of conditional forecasts
2013-10-15 13:31:11 +02:00
65a16fd293
Allow users to determine the threshold below which IRFs are suppressed.
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- Prepares moving future IRF options to a substructure
- Adds new option for determining threshold
- Harmonizes threshold values across estimation and stoch_simul
- Fixes some header typos
2013-10-12 10:38:47 +02:00
daefec91f2
Ref.manual: fix in latex formula w.r.t. underscores
2013-10-11 14:08:16 +02:00
8997ae8a70
Merge branch 'master' into maxit
2013-10-09 12:19:17 +02:00
137662d5b2
Fixed typo.
2013-10-08 16:26:56 +02:00
0157127d05
Document some of the options for cmaes.
2013-10-08 16:26:49 +02:00
5e63aa10da
Added documentation about the options of the simpsa algorithm.
2013-10-08 15:28:26 +02:00
75fb6afa61
Added documentation about the options of the simplex optimization routine (mode_compute=8).
2013-10-08 15:15:58 +02:00
994186797a
Document the options of gmhmaxlik (mode_compute=6).
2013-10-04 16:12:43 +02:00
b685fe6197
Updated description of the optim option in the estimation command (mode_compute=1,3,7 and 4).
2013-10-04 12:01:36 +02:00
49989504ea
Cosmetic changes.
2013-10-03 11:06:07 +02:00
b00bf26621
Added simpsa optimization algorithm in the manual.
2013-10-02 17:44:47 +02:00
d1c012d289
reporting: annualAverages option for addTable
2013-09-26 16:34:36 +02:00
79f03773d7
reporting: add new series option tableSubSectionHeader
2013-09-26 14:43:13 +02:00
27b48720dc
Clarify manual on different/inconsistent ordering of variables used in description of decision rules
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The previous description used the same variables to denote both declaration and DR order, thus confusing users.
2013-09-26 11:29:40 +02:00
79b33ca741
reporting: doc bug fix
2013-09-25 15:28:34 +02:00
6a9e9dfdea
reporting: new table option vlineAfterEndOfPeriod
2013-09-25 15:28:34 +02:00
cfea63b4de
Merge pull request #474 from houtanb/geweke
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Geweke
2013-09-25 05:54:31 -07:00
2fbd75d11c
reporting: add series option tableRowColor
2013-09-25 14:11:58 +02:00
d369b8ad0e
front end for maxit: ref #293 , #262
2013-09-24 15:40:13 +02:00
5058e4d00f
fix typo
2013-09-23 14:42:57 +02:00
941cda7655
Merge remote-tracking branch 'johannes/geweke_convergence' into geweke
2013-09-23 14:17:58 +02:00
768792ea04
Update Johannes's Affiliation
2013-09-21 19:34:08 +02:00
48ed621152
Update Junior's affiliation
2013-09-20 10:28:08 +02:00
3015233c2c
Add missing dash
2013-09-20 10:18:19 +02:00
91e06bc27e
Update Ferhat's affiliation
2013-09-20 10:16:12 +02:00
d8a64df886
nostrict option works for endval too
2013-09-16 17:25:41 -04:00
ebd9d9dee7
nostrict command-line option ignores extraneous assignments in initval. closes #1
2013-09-16 16:14:34 -04:00
27f1858f17
Adds documentation of Geweke convergence diagnostics
2013-09-16 19:19:06 +02:00
20dba7e623
new nostrict command-line option does not exit when there are more endogenous than equations ( closes #2 )
2013-09-13 14:44:01 -04:00
5b87c7ca3f
Document that loglinear option is allowed for stoch_simul
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Closes #431
2013-08-27 10:04:04 +02:00
201239dbf7
introduce verbatim block closes #437
2013-08-13 17:08:39 -04:00
87dfa938bb
Remove unfinished "shocks" and "labels" options to shock_decomposition
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The preprocessor implementation of "shocks" is broken, and the ref. manual
entries are empty. Nothing is implemented in MATLAB files. It's better to
remove this for now, until a working implementation is done.
Ref. #136
2013-08-13 11:37:16 +02:00
85667336a1
macroprocessor: add length command. closes #436
2013-08-12 17:24:47 -04:00
823a2f96a6
Ref. manual: complete documentation of INITIAL_VALUE in estimated_params
2013-08-12 11:51:32 +02:00
9876635d46
Update and correct manual
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Add information on the outputs of the static and dynamic model files
2013-07-28 10:55:12 +02:00
5515a8a64a
reporting: @series: add zerotol option
2013-07-24 10:40:01 -04:00
82e45f67aa
reporting: @graph: new option xTickLabels
2013-07-22 13:17:26 -04:00
a961069a66
reporting: @graph: add new option graphSize
2013-07-22 12:41:41 -04:00
3dc372e5bc
Added (command line) nointeractive option.
2013-07-10 12:02:12 +02:00
dd21816b13
Added (command line) nograph option.
2013-07-10 11:03:48 +02:00
3ecd248fe9
Fixed typo.
2013-06-28 23:53:12 +02:00
c230ed53c0
Clarify the issue with the steady state in models with non stationary forcing variables.
2013-06-28 23:52:08 +02:00
3b5d673e5e
doc: update default pdf compiler locations
2013-06-28 14:24:51 +02:00
bb5a05c4f9
Update macroprocessor slides
2013-06-27 14:52:04 +02:00
d199b4b7d2
doc: fix typo
2013-06-26 10:16:40 +02:00
5288f2a67a
Merge pull request #432 from JohannesPfeifer/osr_crit
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Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
9bb102f68e
doc: sbvar stub, ref #237
2013-06-25 16:28:54 +02:00
f1464b13c6
Added explicit reference to the training sample in the description of the presample option of the estimation command.
2013-06-25 14:52:24 +02:00
c4998f93d3
Transfer hardcoded osr options to options structure
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Implements #423 . To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
340bcc2739
Added an option for setting the number of points where the posterior kernel is evaluated when using mode_check. Reorganized the options_ global structure wrt mode_check.
2013-06-20 17:19:44 +02:00
edb034d244
doc: update manual to reference README.md
2013-06-19 18:03:36 +02:00
5db18090f0
doc: fix typo
2013-06-18 05:51:52 +02:00
fa202a8716
Fixed typo.
2013-06-17 17:52:26 +02:00
149df874cd
Added documentation about pre and post dynare preprocessor hooks.
2013-06-17 17:52:26 +02:00
c08c34223d
Fixed typo and bug in MCMC diagnostics.
2013-06-13 17:14:04 +02:00
0845fb3720
Added a description of the MCMC diagnostics with a reference to Brooks and Gelman (1998).
2013-06-13 12:34:55 +02:00
5c936cc0a4
Added algorithms section as a macro in the manual.
2013-06-13 12:34:55 +02:00
d2263de360
Added algorithm section as a macro in the manual.
2013-06-13 12:34:55 +02:00
cb2228acad
Merge branch 'master' into experimental-mjdgges-threshold
2013-06-12 17:27:25 +02:00
d46ba1f209
Added documentatioon for the new option qz_zero_threshold.
2013-06-12 17:24:54 +02:00
7c5936549f
doc: dynDate: remove documentation about empty date (functionality in code to be removed at a later date).
2013-06-12 15:01:51 +02:00
42bf69473f
Minor cleanups to ref. manual
2013-06-12 14:10:01 +02:00
6ff4d5cce7
doc: fix bug in reporting
2013-06-11 12:57:44 +02:00
17b034584e
doc: update reporting
2013-06-11 12:55:42 +02:00
c5da6de388
doc: dynDate, dynDates, dynSeries (first draft)
2013-06-11 12:50:12 +02:00
b257c1393a
Added documentation for the (stochastic) extended path simulation approach.
2013-06-10 14:06:31 +02:00
fdee69f7b4
Document recursive forecasts
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Closes #303
2013-06-09 13:14:03 +02:00
f6f218f828
extended_path: new order and hybrid options (ref #152 )
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Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
01a8e88116
documentation: explain preprocessor error
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closes #342
2013-05-31 19:28:07 +02:00
bf94bb3df8
Implement clock option of set_dynare_seed
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Also improve documentation of set_dynare_seed.
Closes #362
2013-05-31 16:35:09 +02:00
f48141755c
Add new option parallel_local_files to model block
...
Ref #389
2013-05-31 14:47:38 +02:00
058a5c5dc4
Remove more stuff related to economic bibtex styles
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Ref 1d14ff8060
2013-05-29 17:31:07 +02:00
320b7a1b59
Fix wording
2013-05-27 18:09:40 +02:00
7d4be26cbb
Fix doc for uninialized values in endval block
2013-05-27 17:34:46 +02:00
bd72848d27
Add interface and doc to use_univariate_filters_if_singularity_is_detected option
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Closes #414
2013-05-27 17:07:47 +02:00
eb8ba88ea9
Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
...
Closes #320
2013-05-24 12:13:32 +02:00
1d14ff8060
Stop using Bibtex styles that have been recently removed in TeX Live
...
These economic styles were unfortunately non-free
2013-05-22 22:26:56 +02:00
04691bacaf
Document kalman_algo and kalman_tol
...
Closes #324
2013-05-18 19:43:54 +02:00
7bbe121769
Possibility of restricting differentiate_forward_vars to some variables
...
Closes #351
2013-05-17 16:53:15 +02:00
921e7fdafd
Document how functions with a kink are differentiated
...
Also add a warning in the documentation and in the preprocessor about the usage
of some functions (max, min, abs, sign, comparison operators) in a stochastic
context.
Closes #355
2013-05-17 16:53:14 +02:00
5e00e5f330
reporting: @series: add new option tableMarkerLimit
2013-05-17 14:02:59 +02:00
8d19a322b0
doc: comment example & and spacing to make more legible
2013-05-15 13:05:33 +02:00
1a83647928
reporting: @report: add compiler option to compile() as alternative method to pass compiler information
2013-05-15 13:05:33 +02:00
55a782711a
doc: use @ref{} as opposed to @code{} when referring to an option
2013-05-15 11:47:46 +02:00
0dd7a2988b
doc: use @math{}
2013-05-15 11:45:05 +02:00
5a91cdc8e4
Ref. manual: fix incorrect uses of @xref
2013-05-15 10:19:26 +02:00
1bbbfce2f4
Ref. manual: fix menus
2013-05-15 10:16:15 +02:00
374ec36714
reporting: doc: documentation for reporting features
2013-05-14 18:48:34 +02:00
022ae5bb1a
doc: replace TeX with @TeX{} and LaTeX with @LaTeX{}
2013-05-14 15:18:07 +02:00
710fb9e225
doc: fix typo
2013-05-14 13:11:46 +02:00
aacced64cc
Merge pull request #397 from JohannesPfeifer/master
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Make manual on drop-option more explicit
2013-05-14 02:48:30 -07:00
787b361afa
Make manual on drop-option more explicit
...
Closes #396
2013-05-14 11:29:12 +02:00
a5194b4f5e
doc: update octaverc info for os x
2013-05-13 18:16:51 +02:00
b3daefcf03
doc: fix typo
2013-05-13 18:16:51 +02:00
29ff66856a
Fix typo in Manual
2013-05-07 10:34:18 +02:00
70ccb1d0b7
Documentation of new differentiate_forward_vars option
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Ref #351
2013-04-29 17:56:22 +02:00
c55d0a3ae4
Remove pruning_forecast_approximation introduced in cdb7b01879
2013-04-25 12:04:44 +02:00
cdb7b01879
Implement Andreasen et al. 2013 pruning at order
...
Implements and documents the Andreasen et al. 2013 pruning at order=3
and sets it as the default at this order. Michel's pruning based on the
approximation of the forecast function has been assigned the option
pruning_forecast_approximation. The preprocessor-interface still needs
to be added for this option. Moreover, more documentation/a reference
what this option does is needed. At a later point, we might change the
default to Michel's approach.
2013-04-24 23:07:01 +02:00
e2b01dd152
Fix structure error in reference manual
2013-04-12 10:27:27 +02:00
d640546e4f
Document markowitz option of steady
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Closes #353
2013-04-11 17:23:26 +02:00
38824dc1e5
Implement tags [static] and [dynamic] for equations
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Closes #307
2013-04-11 17:11:35 +02:00
c071df7f78
Clarify terminology used for filtered variables
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Closes #317
2013-04-10 10:44:24 +02:00
f92965b28c
CSV datafiles: document it, autodetect extension
2013-03-28 12:50:04 +01:00
9e9f882c81
Merge branch 'master' of https://github.com/DynareTeam/dynare
2013-03-27 12:26:43 +01:00
f995f3da90
Bugfix in correlation_mc_analysis
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Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
c9a15f0ac5
Mention compatibility with Windows 8
2013-03-26 18:01:43 +01:00
3c5ce6aab9
Use syntax log_trend_var(log_growth_factor = …) for consistency
2013-03-26 17:10:37 +01:00
a0b7178962
Automatic detrending engine can now handle models written in logs (ref. #309 )
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- new command `log_trend_var'
- new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
82c6ff3b1b
Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f'
2013-03-21 21:22:20 +01:00
34fb9f1c62
Clarify treatment of measurement error and correlations in manual
2013-03-21 20:51:22 +01:00
db2999d84e
Add Frédéric and Johannes to userguide; remove useless spam obsfuscating
2013-03-21 18:26:04 +01:00
1883eb092b
Clarify theoretical second moments for order=2
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Eliminates warning message introduced in
4c8f3a89cccloses #278
2013-03-18 22:58:06 +01:00
ba889e853c
Preprocessor interface and documentation for endogenous_prior option
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Closes #321
2013-03-18 11:12:49 +01:00
98ec0095df
Add warning for variance decomposition at order=2
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At order=2, the variance decomposition is still based on order=1. This
commit introduces a warning. See issue #278
(https://github.com/DynareTeam/dynare/issues/278 ). This information that
the variance decomposition is only triggered at periods=0 has been added
to the manual.
2013-03-17 23:36:43 +01:00
6390830b4d
Store MCMC information recorded in record in oo_
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Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315 )
2013-03-17 22:49:28 +01:00
0ffccac659
Fix typo
2013-03-08 16:26:30 +01:00
17acd4154c
oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations
2013-03-08 15:45:35 +01:00
879b8b8309
Remove obsolete section about smoother on calibrated models.
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We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
a64ec3b156
Reorganization of warnings
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- at the end of the computation, don't display all preprocessor warnings but
only their number
- also display if there has been a MATLAB/Octave warning (counting their
number does not seem feasible). Closes #181
- add new "nowarn" option to disable all warnings. Closes #301
2013-02-26 16:50:05 +01:00
77dbf06af4
Update affiliations
2013-02-13 19:16:57 +01:00
42c9115131
Userguide: replace obsolete shocks_file by initval_file
2013-01-15 16:39:32 +01:00
4a465f2d07
Correction in the forecasting section
2013-01-11 18:22:15 +01:00
11e151547c
Adds conditional forecast using the extended path method
2013-01-11 18:04:46 +01:00
8c7e3d46ed
Document when mode_compute={1,3,7} are available, and error with an informative message if not
2013-01-07 15:40:45 +01:00
90c15ec9ef
Add ar option to estimation
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Closes : #276
2012-11-29 15:44:06 +01:00
0421387732
Require Octave 3.6, since we use parfor
2012-11-29 14:52:33 +01:00
c121aa14b1
Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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Replace them by equivalents in M_ (and an extra one: M_.dynamic).
IMPORTANT POINT: oo_.dr.npred used to count both purely backward and mixed/both
variables. This was the cause of lots of confusion. The new M_.npred only
counts purely backward variables.
We now have the following indentities:
M_.npred + M_.nboth + M_.nfwrd + M_.nstatic = M_.endo_nbr
M_.nspred = M_.npred + M_.nboth
M_.nsfwrd = M_.nfwrd + M_.nboth
M_.ndynamic = M_.npred + M_.nboth + M_.nfwrd
2012-11-16 20:05:13 +01:00
badeec612f
Add interface and documentation to model_diagnostics
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Closes : #205
2012-11-16 12:34:49 +01:00
87d2dbca4d
Ref. manual: minor fixes related to @xref
2012-11-16 11:11:09 +01:00
debf4cd293
Ref. manual: document that infinite values are allowed at some places
2012-11-16 11:10:00 +01:00
ddddb5ad0f
console => nodisplay (Completes ticket #282 )
2012-11-12 16:48:44 +01:00
f77e0cc59d
fix typo in manual
2012-11-08 11:31:19 +01:00
e8ec0a37df
fix missing optionshead in previous commit
2012-11-06 16:02:05 +01:00
3530417cf2
all_values_required keyword for initval and endval
2012-11-06 15:45:08 +01:00
f8f2c5d8a1
Rename simul.mod and steady.mod to avoid name clashes with Dynare internals
2012-10-31 16:49:22 +01:00
17568ee086
ms-sbvar: update documentation for final_year, final_subperiod defaults
2012-10-29 17:58:54 +01:00
ee9bc3e421
Add missing citations for Frédéric and Johannes
2012-10-22 16:24:11 +02:00
55e8e9c913
update email
2012-10-17 18:51:04 +02:00
ed70ea5183
Update my email address
2012-10-17 18:21:06 +02:00
c05f5be331
Changed my email.
2012-10-17 16:41:12 +02:00
449231a2db
Added the possibility to write graph_format=none, in which case the graphs are displayed (provided nograph and nodisplay options are not used) but not saved.
2012-10-17 16:28:36 +02:00
2f9e34c5e5
Various fixes related to data-loading
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- fix support for filenames with extension (.m, .mat, .xls), since the manual
and the bison grammar both support it
- fix support for XLS files under Octave
- add support for XLSX files
- run test for loading XLS files
2012-10-08 13:00:55 +02:00
e75b18f93b
Minor fixes to ref. manual
2012-10-06 10:23:39 +02:00
d7a3504b50
Add Johannes to the authors of manual
2012-10-05 10:05:35 +02:00
78d9cb92d4
Update Octave pointers
2012-10-03 17:22:28 +02:00
c031b463ff
Use my @dynare.org address
2012-10-01 16:41:18 +02:00
7de6be31e6
Upgrade the minimum requirement to MATLAB 7.3 (R2006b)
2012-09-18 11:54:40 +02:00
db48078736
Preprocessor interface for multiple graph formats
2012-09-11 14:26:53 +02:00
56914e3d4c
Require at least Octave 3.4 (linsolve does not compile against 3.2)
2012-08-23 16:40:00 +02:00
ae0f83c365
Mention where the hessian at the posterior mode is saved
2012-08-13 11:43:23 +02:00
f379d76a11
reference manual: clarify quadratic restriction for objective function
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with discretionary_policy
2012-08-10 17:13:40 +02:00
b2c118d45a
discretionary_policy needs linear option
2012-08-10 16:54:14 +02:00
a1204b579a
bvar_forecast does not provide in-sample forecasting capabilities
2012-08-10 15:18:46 +02:00
0b1f627ad0
Better sectioning of the estimation section
2012-08-10 14:47:07 +02:00
10f8c1ca07
Fixed typos
2012-07-13 10:37:35 +02:00
c850f03be3
Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose).
2012-07-11 18:26:22 +02:00
50ef5377e4
removed option linear from stoch_simul; clarified use of option linear
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in model statement
2012-07-06 13:52:17 +02:00
61c3145eac
Fix category of dynare_version
2012-07-05 16:39:51 +02:00
59ddbb8cb2
document dynare_version
2012-07-05 11:17:25 +02:00
b6c35b754f
fix mac package name in doc
2012-07-05 11:07:37 +02:00
b593bf2e1e
Ref. manual: minor corrections
2012-07-01 18:48:57 +02:00
4488357f59
Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
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associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
87ad577347
fix documentation in line with commit a74f7c0285
2012-06-29 00:55:50 +02:00
aa62568a44
Add Frédéric to authors of ref. manual
2012-06-28 14:24:50 +02:00
2f43f3a09a
Document option solve_maxit of discretionary_policy
2012-06-26 17:10:52 +02:00
20f2c1760b
preprocessor: add @#ifndef directive
2012-06-26 15:12:31 +02:00
23ec38b258
doc: provide filename for file created by steady_state_model statement
2012-06-21 09:51:07 +02:00
5539910ce4
Update of gsa documentation
2012-06-20 15:13:29 +02:00
b78c64e0b4
Ref. manual: cosmetic changes
2012-06-15 15:01:03 +02:00
8bbc3b2453
Allow nograph, nodisplay and graph_format in identification
2012-06-15 10:30:53 +02:00
3900d2820a
further changes to reference manual
2012-06-14 13:04:16 +02:00
a16cade619
reference manual: clarifying that variables, endogenous and exogenous,
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not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
19f6eca23f
Update macroprocessor slides
2012-06-13 18:40:12 +02:00
8fe2eb23b9
New option simul_replic in preprocessor and documentation
2012-06-11 11:53:55 +02:00
2aaa88caa7
Merge from the latest gsa routines for 4.2.5.
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1) options_gsa passed as function argument
2) use pvalues always to trigger Smirnov plots and correlation plots;
3) eliminated density plots in rmse analysis;
4) updated tex documentation
2012-06-11 01:33:01 +02:00
02efbd31a8
Convert files to Unix EOL
2012-06-08 19:10:19 +02:00
b21d87966a
Document extended_path and oo_.exo_simul in ref manual
2012-06-08 17:36:45 +02:00
ea273c6812
documentation on the block decomposed decision rule.
2012-06-08 14:57:04 +02:00
edca74659e
Preprocessor iface and doc for nodisplay and graph_format
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Closes : #216
2012-06-07 18:29:30 +02:00
35a2f38d6a
Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
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Closes : #199
2012-06-07 17:04:46 +02:00
fb147574f2
Remove duplicate item
2012-06-07 15:36:28 +02:00
2b84951f4e
Added an entry in the manual for the particle filter.
2012-06-06 18:25:08 +02:00
0caaeddb46
Merge remote-tracking branch 'ferhat/master'
2012-06-06 17:09:27 +02:00
b823014657
Fix calib_smoother (enforce order=1)
2012-06-06 17:08:53 +02:00
c666f92d01
Ref. manual: add note about default value of order option of stoch_simul
2012-06-06 17:08:53 +02:00
b72dafcb82
Add options static to model_info command and fixes the ticket #134
2012-06-06 16:36:56 +02:00
9a2e4cc6cf
config file: support GlobalInitFile option
2012-06-06 16:18:09 +02:00
bd9aeef1d0
Give the references to Dennis (2007) for discretionary_policy
2012-06-06 12:55:36 +02:00
6be50d5417
Add more info about analytic_derivation option
2012-06-06 11:45:36 +02:00
2156f67298
New option analytic_derivation for estimation
2012-06-06 11:34:32 +02:00
05dca0e3ea
Change the default algorithm for stack_solve_algo = 0
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The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
84c37137c1
Minor fixes
2012-05-31 08:22:31 +02:00
3c6f449abb
fixing typos in documentation
2012-05-31 08:03:17 +02:00
7044c8da2b
Add new command "calib_smoother"
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Closes : #233
2012-05-30 16:28:29 +02:00
312814062f
Document oo_.FilteredVariablesKStepAhead
2012-05-30 16:28:29 +02:00
c3b34a8f13
Document oo_.UpdatedVariables
2012-05-30 16:28:29 +02:00
eab165d3ee
added in manual a section on how to use steady_state_model block with
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initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
31f6831b09
Improve doc and error handling for shock_decomposition on calibrated model
2012-05-29 16:25:52 +02:00
9cd790b23e
Document oo_.osr.objective_function
2012-05-29 11:46:48 +02:00
3806813feb
Improve description of 3rd/4th prior params
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Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
cad26f60fa
update manual to take into account previous commit
2012-05-17 18:08:28 +02:00
4186a431ff
parallel: add port option to config file
2012-05-09 12:44:57 +02:00
17cfb4f93e
Describe conditional_variance_decomposition in estimation
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Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
6131e597f3
changed option name discretion_tol -> discretionary_tol, added the option
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to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
1b3693c7a4
Ref. manual: various cosmetic changes related to new lyapunov/sylvester options
2012-04-20 21:26:51 +02:00
15bf19f9cf
Ref. manual: revert to UTF-8 encoding
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Commit eed54fb0
2012-04-20 21:16:32 +02:00
1dfba1b99f
Merge remote-tracking branch 'ferhat/master'
2012-04-20 21:15:09 +02:00
eed54fb08a
- Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
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- Adds the tolerance criteria for the iterative solvers (sylvester_fixed_point_tol, lyapunov_fixed_point_tol and lyapunov_doubling_tol)
- Updates the reference manual
2012-04-20 19:23:00 +02:00
52cc77fe0e
New preprocessor option for not creating a logfile
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Closes : #241
2012-04-20 18:15:02 +02:00
bc225f5d10
Ref. manual: move chapter on internal doc and unit tests at the end
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It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
9f5513bd03
Ref. manual: update copyright year
2012-04-20 17:52:27 +02:00
353e1a033c
Reference manual: add reference to wiki page on IRF computation
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Closes : #117
2012-04-20 17:52:17 +02:00
2ca595aa84
documenting option 'instruments' for ramsey_policy
2012-04-20 16:01:58 +02:00
41e027aee3
added steady option stop_on_error. stop_on_error = 0 permits to
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continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
5271bad50c
added details for option mode_compute=0 with no estimated_params block
2012-04-12 09:30:39 +02:00
0fc0a0e6f0
corrected description of option mode_compute=0 in manual
2012-04-11 23:17:23 +02:00
e7369c3691
doc: correct option
2012-04-05 09:20:20 +02:00
a0a2becf58
bug fix: documentation typo
2012-04-04 16:29:10 +02:00
2057365143
Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
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Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
aaad44e192
Add example from Aguiar and Gopinath (2004)
2012-04-03 12:49:58 +02:00
7ef87c92a3
Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters
2012-04-02 10:51:50 +02:00
4b7c2e9f8d
Ref. manual: document how to read XLS files from Octave
2012-03-26 15:36:11 +02:00
402363bab2
MS-SBVAR: rewrite ms_variance_decomposition
2012-03-08 17:54:35 +01:00
5f60f1bd27
MS-SBVAR: rewrite ms_forecast
2012-03-08 17:54:05 +01:00
864e0b7c7e
MS-SBVAR: rewrite ms_irf
2012-03-08 17:53:58 +01:00
357bcbe067
Add Johannes Pfeifer to the list of contributors
2012-03-05 19:14:01 +01:00
ce40f0ebfc
Add CMAES (Ticket #245 ) for mode optimization
2012-03-04 22:07:26 +01:00
870766f6e1
preprocessor: add lik_init to dynare_sensitivity command
2012-02-09 12:52:33 +01:00
b5c71ed1c8
Add kalman_algo option to identification and dynare_sensitivity
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Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
f13615c922
Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
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Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto
Closes : #173
2012-01-09 13:12:31 +01:00
143c5f569b
macroprocessor: add @#ifdef
2012-01-02 18:27:04 +01:00
72788cf551
doc: fix typo
2012-01-02 18:26:01 +01:00
d159dde855
macrodoc: remove unsupported references to @#then
2012-01-02 18:12:19 +01:00
b0afea3204
Fix parallel build problem in "make html"
2011-12-25 10:58:47 +01:00
a8354326b1
Ref. manual: clarify default value for variables undeclared in histval
2011-12-21 18:38:09 +01:00
75e125771d
Ref. manual: fix typo
2011-12-21 11:17:58 +01:00
edd95a94c8
added options_.sub_draws in estimation for controlling the number of draws used in
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computing the posterior distributions of various objects. Changed
options_.subdraws, used in the code, into options_.sub_draws.
2011-12-15 17:35:26 +01:00
564665da7c
Ref. manual: list in a single place the MATLAB toolboxes and Octave-Forge packages from which Dynare can benefit
2011-11-25 16:48:07 +01:00
447b632723
Ref. manual: add Windows Seven to the list of supported OSes
2011-11-25 16:44:44 +01:00
ce50fc5e57
Ref. manual: fix typo
2011-11-25 16:44:11 +01:00
40cc11385a
added an error if periods in conditional_variance_decomposition option
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are not strictly positive.
2011-11-20 15:13:05 +01:00
1f88bb2ba7
Give credits to MonFisPol grant
2011-11-18 17:29:49 +01:00
cc79c82392
Ref. manual: fix names of some fields created by "estimation" in oo_
2011-10-27 16:14:37 +02:00
34d59e6661
fix typo
2011-10-26 11:33:18 +02:00
f94d4e91f3
allowing for vector of deterministic shocks
2011-10-13 21:55:55 +02:00
be97d37ce3
updating reference manual
2011-10-13 17:15:22 +02:00
03693621dd
write Latex model: added automatic line breaks with breqn Latex package
2011-10-09 18:24:39 +02:00
83e2d47089
Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3
2011-09-22 18:14:54 +02:00
942cefcd19
MS-SBVAR: documentation
2011-09-19 16:48:05 -04:00
b824789d57
Add a new option maxit in steady and simul commands to determine the maximum number of iterations used in the non linear solver.
2011-09-16 16:16:14 +02:00
663aa73a0b
manual: aesthetic fix - uniformly declare multiple types in option definitions
2011-09-14 11:53:45 -04:00
176afda1bc
fix typos
2011-09-14 11:53:45 -04:00
Johannes Pfeifer
Stéphane Adjemian (Scylla)
Sébastien Villemot
Houtan Bastani
ferhat
Sébastien Villemot
Michel Juillard
Johannes Pfeifer
Sébastien Villemot
Houtan Bastani
Marco Ratto
Ferhat
Johannes Pfeifer
Michel Juillard