Commit Graph

903 Commits (0459d1bcd4a669e42e1e9bf6005fdff131e7eaea)

Author SHA1 Message Date
Stéphane Adjemian (Charybdis) 4bcf081292 Added remark about dates in mod files and the $ escape parameter. 2013-12-03 23:57:53 +01:00
Stéphane Adjemian (Charybdis) c285bee21b Cosmetic (skipline). 2013-12-03 23:57:53 +01:00
Johannes Pfeifer 323bfaf353 Document treatment of parameters in steady state files 2013-12-03 15:04:30 +01:00
Sébastien Villemot 771113f8b9 Merge pull request #548 from JohannesPfeifer/master
Clean up steady state file examples/NK_baseline_steadystate.m to make it...
2013-12-03 05:46:30 -08:00
Johannes Pfeifer c837bce030 Add example files to manuals and describe what they do 2013-12-03 14:42:13 +01:00
Sébastien Villemot ed7f17b06f Rewrite examples/fs2000.mod with a steady_state_model block. Improve the doc. 2013-12-03 13:04:39 +01:00
Sébastien Villemot d212197ecb Fix incorrect usage of @xref 2013-11-28 16:25:40 +01:00
Stéphane Adjemian (Scylla) 01f2dd2ab1 Changed the paths to Dynare's prior and post processing hooks. 2013-11-28 15:21:52 +01:00
Stéphane Adjemian (Scylla) edb4398e28 Merge branch 'master' into fix-mcmc-algorithm 2013-11-27 17:57:36 +01:00
Stéphane Adjemian (Scylla) 0a07cf3c61 Closes #543. 2013-11-27 16:43:00 +01:00
Sébastien Villemot 93416a93da Improvements in load_csv_file_data
* 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
Stéphane Adjemian (Scylla) b8c6e4bb01 Merge branch 'master' into fix-mcmc-algorithm 2013-11-26 16:53:27 +01:00
Stéphane Adjemian (Scylla) 84982652a0 Changed chapter nine. Description of internals command. 2013-11-26 16:51:49 +01:00
Stéphane Adjemian (Scylla) 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
Sébastien Villemot e29990df62 Improve documentation on nonlinear solver algorithms 2013-11-25 17:46:08 +01:00
Johannes Pfeifer 967ade48e5 Remove redundant slashes from manual 2013-11-22 14:55:05 +01:00
Johannes Pfeifer b4b78dbb65 Clarify terminology in Manual
There are no confidence intervals in Bayesian statistics
2013-11-19 08:33:10 +01:00
Sébastien Villemot 539074858e Add ref. manual graphs to distribution tarball 2013-11-18 15:26:47 +01:00
Houtan Bastani 599137746f fix typo 2013-11-18 15:19:37 +01:00
Stéphane Adjemian (Charybdis) 09eb9a256a Added references for DSGE-VAR model. Fixed reference for Abramovitz and Stegun. 2013-11-17 13:26:12 +01:00
Stéphane Adjemian (Scylla) 7cfad8eee0 Merge branch 'master' into remove-dynDate-class 2013-11-15 18:36:10 +01:00
Stéphane Adjemian (Scylla) aa5efbcf0c Added @dseries/plot in the manual. 2013-11-15 16:11:56 +01:00
Houtan Bastani 38ef4c234b preprocessor: support long name for parameters, #478 2013-11-15 11:14:16 +01:00
Houtan Bastani ac2cd6f3dd preprocessor: support long name for exogenous, #478 2013-11-15 11:14:04 +01:00
Houtan Bastani 0f2bb4c56e preprocessor: support long name for endogenous, #478 2013-11-15 10:57:51 +01:00
Stéphane Adjemian (Penelope) 0c00151092 Merge branch 'master' into remove-dynDate-class
Conflicts:
	preprocessor/DynareBison.yy
2013-11-14 16:41:08 +01:00
Stéphane Adjemian (Penelope) a5cb85c04f Added missing escape sequence parameter. 2013-11-14 16:12:54 +01:00
Stéphane Adjemian (Penelope) c07fc7618b Updated manual. Description of the methods for the @dseries class. 2013-11-14 14:32:57 +01:00
Sébastien Villemot 80a2a6b712 Merge remote-tracking branch 'jpfeifer/irf_debug_feedback' 2013-11-13 14:26:58 +01:00
Houtan Bastani de66665264 doc: update wrt change 3b26467998 2013-11-13 11:37:19 +01:00
Houtan Bastani 63eec83efe ms-sbvar: add load_flat_file.m. closes #505 2013-11-12 15:48:15 +01:00
Stéphane Adjemian (Charybdis) 1c604ff59f Added an example of m file used for populating a dseries object. 2013-11-07 15:06:13 +01:00
Stéphane Adjemian (Charybdis) 2ca0a46709 Second input of the last dseries' constructor is also optional. 2013-11-07 15:05:31 +01:00
Stéphane Adjemian (Charybdis) 017fd65bf5 Fixed dimensions of third and fourth arguments of dseries' constructor. 2013-11-07 14:38:32 +01:00
Stéphane Adjemian (Charybdis) 05e06aafbd Rewrote description of dseries' constructors. Added a list of the dseries class' members. 2013-11-07 14:31:46 +01:00
Stéphane Adjemian (Charybdis) 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
Johannes Pfeifer b573218740 Expand explanation of use_calibration optiom 2013-11-07 08:14:10 +01:00
Houtan Bastani 611f4f5d89 preprocessor: add use_calibration option for estimated_params_init block. closes #447, closes #512 2013-11-06 13:59:13 +01:00
Stéphane Adjemian (Scylla) 8429321547 Merge branch 'master' into remove-dynDate-class 2013-11-06 12:43:06 +01:00
Stéphane Adjemian (Scylla) 72df3c2d09 Updated manual (reporting section). 2013-11-06 12:30:46 +01:00
Stéphane Adjemian (Scylla) a2b8aac1a6 Updated manual (dates class section). 2013-11-06 12:29:21 +01:00
Sébastien Villemot 73944a10c4 Finish implementation of mcmc_jumping_covariance option
Closes #112, #514
2013-11-05 17:16:32 +01:00
Sébastien Villemot 7dee2507db Ref. manual: fix reference 2013-11-05 16:52:19 +01:00
Johannes Pfeifer 0d669a73cb Add options for providing the variances, an identity matrix , and user specified matrices as proposal densities
Deals with #507 and #112
Includes a unit test
2013-11-04 19:09:24 +01:00
Houtan Bastani 4da6f10233 ms-sbvar: ms_simulation: add option to save mcmc draws 2013-10-23 17:03:52 +02:00
Sébastien Villemot 84dd46d9e5 Merge pull request #500 from JohannesPfeifer/conditiona_forecast_manual
Fix variable name and document saving of conditional forecasts
2013-10-22 05:06:23 -07:00
Johannes Pfeifer 0d8fce0847 Improve on documentation regarding treatment of predetermined variables 2013-10-22 11:20:05 +02:00
Johannes Pfeifer 13bd1622e2 Fix variable name and document saving of conditional forecasts 2013-10-15 13:31:11 +02:00
Johannes Pfeifer 65a16fd293 Allow users to determine the threshold below which IRFs are suppressed.
- 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
Sébastien Villemot daefec91f2 Ref.manual: fix in latex formula w.r.t. underscores 2013-10-11 14:08:16 +02:00
Stéphane Adjemian (Charybdis) 8997ae8a70 Merge branch 'master' into maxit 2013-10-09 12:19:17 +02:00
Stéphane Adjemian (Charybdis) 137662d5b2 Fixed typo. 2013-10-08 16:26:56 +02:00
Stéphane Adjemian (Charybdis) 0157127d05 Document some of the options for cmaes. 2013-10-08 16:26:49 +02:00
Stéphane Adjemian (Charybdis) 5e63aa10da Added documentation about the options of the simpsa algorithm. 2013-10-08 15:28:26 +02:00
Stéphane Adjemian (Charybdis) 75fb6afa61 Added documentation about the options of the simplex optimization routine (mode_compute=8). 2013-10-08 15:15:58 +02:00
Stéphane Adjemian (Charybdis) 994186797a Document the options of gmhmaxlik (mode_compute=6). 2013-10-04 16:12:43 +02:00
Stéphane Adjemian (Charybdis) 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
Stéphane Adjemian (Charybdis) 49989504ea Cosmetic changes. 2013-10-03 11:06:07 +02:00
Stéphane Adjemian (Charybdis) b00bf26621 Added simpsa optimization algorithm in the manual. 2013-10-02 17:44:47 +02:00
Houtan Bastani d1c012d289 reporting: annualAverages option for addTable 2013-09-26 16:34:36 +02:00
Houtan Bastani 79f03773d7 reporting: add new series option tableSubSectionHeader 2013-09-26 14:43:13 +02:00
Johannes Pfeifer 27b48720dc Clarify manual on different/inconsistent ordering of variables used in description of decision rules
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
Houtan Bastani 79b33ca741 reporting: doc bug fix 2013-09-25 15:28:34 +02:00
Houtan Bastani 6a9e9dfdea reporting: new table option vlineAfterEndOfPeriod 2013-09-25 15:28:34 +02:00
Sébastien Villemot cfea63b4de Merge pull request #474 from houtanb/geweke
Geweke
2013-09-25 05:54:31 -07:00
Houtan Bastani 2fbd75d11c reporting: add series option tableRowColor 2013-09-25 14:11:58 +02:00
Houtan Bastani d369b8ad0e front end for maxit: ref #293, #262 2013-09-24 15:40:13 +02:00
Houtan Bastani 5058e4d00f fix typo 2013-09-23 14:42:57 +02:00
Houtan Bastani 941cda7655 Merge remote-tracking branch 'johannes/geweke_convergence' into geweke 2013-09-23 14:17:58 +02:00
Johannes Pfeifer 768792ea04 Update Johannes's Affiliation 2013-09-21 19:34:08 +02:00
Sébastien Villemot 48ed621152 Update Junior's affiliation 2013-09-20 10:28:08 +02:00
Sébastien Villemot 3015233c2c Add missing dash 2013-09-20 10:18:19 +02:00
Sébastien Villemot 91e06bc27e Update Ferhat's affiliation 2013-09-20 10:16:12 +02:00
Houtan Bastani d8a64df886 nostrict option works for endval too 2013-09-16 17:25:41 -04:00
Houtan Bastani ebd9d9dee7 nostrict command-line option ignores extraneous assignments in initval. closes #1 2013-09-16 16:14:34 -04:00
Johannes Pfeifer 27f1858f17 Adds documentation of Geweke convergence diagnostics 2013-09-16 19:19:06 +02:00
Houtan Bastani 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
Sébastien Villemot 5b87c7ca3f Document that loglinear option is allowed for stoch_simul
Closes #431
2013-08-27 10:04:04 +02:00
Houtan Bastani 201239dbf7 introduce verbatim block closes #437 2013-08-13 17:08:39 -04:00
Sébastien Villemot 87dfa938bb Remove unfinished "shocks" and "labels" options to shock_decomposition
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
Houtan Bastani 85667336a1 macroprocessor: add length command. closes #436 2013-08-12 17:24:47 -04:00
Sébastien Villemot 823a2f96a6 Ref. manual: complete documentation of INITIAL_VALUE in estimated_params 2013-08-12 11:51:32 +02:00
Johannes Pfeifer 9876635d46 Update and correct manual
Add information on the outputs of the static and dynamic model files
2013-07-28 10:55:12 +02:00
Houtan Bastani 5515a8a64a reporting: @series: add zerotol option 2013-07-24 10:40:01 -04:00
Houtan Bastani 82e45f67aa reporting: @graph: new option xTickLabels 2013-07-22 13:17:26 -04:00
Houtan Bastani a961069a66 reporting: @graph: add new option graphSize 2013-07-22 12:41:41 -04:00
Stéphane Adjemian (Charybdis) 3dc372e5bc Added (command line) nointeractive option. 2013-07-10 12:02:12 +02:00
Stéphane Adjemian (Charybdis) dd21816b13 Added (command line) nograph option. 2013-07-10 11:03:48 +02:00
Stéphane Adjemian (Charybdis) 3ecd248fe9 Fixed typo. 2013-06-28 23:53:12 +02:00
Stéphane Adjemian (Charybdis) c230ed53c0 Clarify the issue with the steady state in models with non stationary forcing variables. 2013-06-28 23:52:08 +02:00
Houtan Bastani 3b5d673e5e doc: update default pdf compiler locations 2013-06-28 14:24:51 +02:00
Sébastien Villemot bb5a05c4f9 Update macroprocessor slides 2013-06-27 14:52:04 +02:00
Houtan Bastani d199b4b7d2 doc: fix typo 2013-06-26 10:16:40 +02:00
Sébastien Villemot 5288f2a67a Merge pull request #432 from JohannesPfeifer/osr_crit
Transfer hardcoded osr options to options structure
2013-06-26 00:28:58 -07:00
Houtan Bastani 9bb102f68e doc: sbvar stub, ref #237 2013-06-25 16:28:54 +02:00
Stéphane Adjemian (Charybdis) 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
Johannes Pfeifer c4998f93d3 Transfer hardcoded osr options to options structure
Implements #423. To be done: add preprocessor options for tolf and maxit.
2013-06-24 22:53:28 +02:00
Stéphane Adjemian (Charybdis) 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
Houtan Bastani edb034d244 doc: update manual to reference README.md 2013-06-19 18:03:36 +02:00
Houtan Bastani 5db18090f0 doc: fix typo 2013-06-18 05:51:52 +02:00
Stéphane Adjemian (Charybdis) fa202a8716 Fixed typo. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) 149df874cd Added documentation about pre and post dynare preprocessor hooks. 2013-06-17 17:52:26 +02:00
Stéphane Adjemian (Charybdis) c08c34223d Fixed typo and bug in MCMC diagnostics. 2013-06-13 17:14:04 +02:00
Stéphane Adjemian (Charybdis) 0845fb3720 Added a description of the MCMC diagnostics with a reference to Brooks and Gelman (1998). 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) 5c936cc0a4 Added algorithms section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) d2263de360 Added algorithm section as a macro in the manual. 2013-06-13 12:34:55 +02:00
Stéphane Adjemian (Charybdis) cb2228acad Merge branch 'master' into experimental-mjdgges-threshold 2013-06-12 17:27:25 +02:00
Stéphane Adjemian (Charybdis) d46ba1f209 Added documentatioon for the new option qz_zero_threshold. 2013-06-12 17:24:54 +02:00
Houtan Bastani 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
Sébastien Villemot 42bf69473f Minor cleanups to ref. manual 2013-06-12 14:10:01 +02:00
Houtan Bastani 6ff4d5cce7 doc: fix bug in reporting 2013-06-11 12:57:44 +02:00
Houtan Bastani 17b034584e doc: update reporting 2013-06-11 12:55:42 +02:00
Houtan Bastani c5da6de388 doc: dynDate, dynDates, dynSeries (first draft) 2013-06-11 12:50:12 +02:00
Stéphane Adjemian (Charybdis) b257c1393a Added documentation for the (stochastic) extended path simulation approach. 2013-06-10 14:06:31 +02:00
Johannes Pfeifer fdee69f7b4 Document recursive forecasts
Closes #303
2013-06-09 13:14:03 +02:00
Sébastien Villemot f6f218f828 extended_path: new order and hybrid options (ref #152)
Also add stub in the doc for the new options
2013-06-07 18:18:54 +02:00
Houtan Bastani 01a8e88116 documentation: explain preprocessor error
closes #342
2013-05-31 19:28:07 +02:00
Sébastien Villemot bf94bb3df8 Implement clock option of set_dynare_seed
Also improve documentation of set_dynare_seed.

Closes #362
2013-05-31 16:35:09 +02:00
Sébastien Villemot f48141755c Add new option parallel_local_files to model block
Ref #389
2013-05-31 14:47:38 +02:00
Sébastien Villemot 058a5c5dc4 Remove more stuff related to economic bibtex styles
Ref 1d14ff8060
2013-05-29 17:31:07 +02:00
Sébastien Villemot 320b7a1b59 Fix wording 2013-05-27 18:09:40 +02:00
Sébastien Villemot 7d4be26cbb Fix doc for uninialized values in endval block 2013-05-27 17:34:46 +02:00
Sébastien Villemot bd72848d27 Add interface and doc to use_univariate_filters_if_singularity_is_detected option
Closes #414
2013-05-27 17:07:47 +02:00
Sébastien Villemot eb8ba88ea9 Add mode_check_{neighbourhood_size,symmetric_plots} in preprocessor and manual
Closes #320
2013-05-24 12:13:32 +02:00
Sébastien Villemot 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
Johannes Pfeifer 04691bacaf Document kalman_algo and kalman_tol
Closes #324
2013-05-18 19:43:54 +02:00
Sébastien Villemot 7bbe121769 Possibility of restricting differentiate_forward_vars to some variables
Closes #351
2013-05-17 16:53:15 +02:00
Sébastien Villemot 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
Houtan Bastani 5e00e5f330 reporting: @series: add new option tableMarkerLimit 2013-05-17 14:02:59 +02:00
Houtan Bastani 8d19a322b0 doc: comment example & and spacing to make more legible 2013-05-15 13:05:33 +02:00
Houtan Bastani 1a83647928 reporting: @report: add compiler option to compile() as alternative method to pass compiler information 2013-05-15 13:05:33 +02:00
Houtan Bastani 55a782711a doc: use @ref{} as opposed to @code{} when referring to an option 2013-05-15 11:47:46 +02:00
Houtan Bastani 0dd7a2988b doc: use @math{} 2013-05-15 11:45:05 +02:00
Sébastien Villemot 5a91cdc8e4 Ref. manual: fix incorrect uses of @xref 2013-05-15 10:19:26 +02:00
Sébastien Villemot 1bbbfce2f4 Ref. manual: fix menus 2013-05-15 10:16:15 +02:00
Houtan Bastani 374ec36714 reporting: doc: documentation for reporting features 2013-05-14 18:48:34 +02:00
Houtan Bastani 022ae5bb1a doc: replace TeX with @TeX{} and LaTeX with @LaTeX{} 2013-05-14 15:18:07 +02:00
Houtan Bastani 710fb9e225 doc: fix typo 2013-05-14 13:11:46 +02:00
Sébastien Villemot aacced64cc Merge pull request #397 from JohannesPfeifer/master
Make manual on drop-option more explicit
2013-05-14 02:48:30 -07:00
Johannes Pfeifer 787b361afa Make manual on drop-option more explicit
Closes #396
2013-05-14 11:29:12 +02:00
Houtan Bastani a5194b4f5e doc: update octaverc info for os x 2013-05-13 18:16:51 +02:00
Houtan Bastani b3daefcf03 doc: fix typo 2013-05-13 18:16:51 +02:00
Johannes Pfeifer 29ff66856a Fix typo in Manual 2013-05-07 10:34:18 +02:00
Sébastien Villemot 70ccb1d0b7 Documentation of new differentiate_forward_vars option
Ref #351
2013-04-29 17:56:22 +02:00
Johannes Pfeifer c55d0a3ae4 Remove pruning_forecast_approximation introduced in cdb7b01879 2013-04-25 12:04:44 +02:00
Johannes Pfeifer 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
Sébastien Villemot e2b01dd152 Fix structure error in reference manual 2013-04-12 10:27:27 +02:00
Sébastien Villemot d640546e4f Document markowitz option of steady
Closes #353
2013-04-11 17:23:26 +02:00
Sébastien Villemot 38824dc1e5 Implement tags [static] and [dynamic] for equations
Closes #307
2013-04-11 17:11:35 +02:00
Johannes Pfeifer c071df7f78 Clarify terminology used for filtered variables
Closes #317
2013-04-10 10:44:24 +02:00
Sébastien Villemot f92965b28c CSV datafiles: document it, autodetect extension 2013-03-28 12:50:04 +01:00
Johannes Pfeifer 9e9f882c81 Merge branch 'master' of https://github.com/DynareTeam/dynare 2013-03-27 12:26:43 +01:00
Johannes Pfeifer f995f3da90 Bugfix in correlation_mc_analysis
Closes #290 and makes #314 obsolete as we store both auto- and
cross-correlations
2013-03-27 12:26:08 +01:00
Sébastien Villemot c9a15f0ac5 Mention compatibility with Windows 8 2013-03-26 18:01:43 +01:00
Sébastien Villemot 3c5ce6aab9 Use syntax log_trend_var(log_growth_factor = …) for consistency 2013-03-26 17:10:37 +01:00
Sébastien Villemot a0b7178962 Automatic detrending engine can now handle models written in logs (ref. #309)
- new command `log_trend_var'
 - new option `log_deflator' to `var' command
2013-03-26 16:51:17 +01:00
Johannes Pfeifer 82c6ff3b1b Merge commit '34fb9f1c62c63e7e4ab41656a7690167449e596f' 2013-03-21 21:22:20 +01:00
Johannes Pfeifer 34fb9f1c62 Clarify treatment of measurement error and correlations in manual 2013-03-21 20:51:22 +01:00
Sébastien Villemot db2999d84e Add Frédéric and Johannes to userguide; remove useless spam obsfuscating 2013-03-21 18:26:04 +01:00
Johannes Pfeifer 1883eb092b Clarify theoretical second moments for order=2
Eliminates warning message introduced in
4c8f3a89cc
Adds hint to approximation in table title and adds the information with
a reference to Kim/Kim/Schaumburg/Sims (2008) to manual.
closes #278
2013-03-18 22:58:06 +01:00
Sébastien Villemot ba889e853c Preprocessor interface and documentation for endogenous_prior option
Closes #321
2013-03-18 11:12:49 +01:00
Johannes Pfeifer 98ec0095df Add warning for variance decomposition at order=2
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
Johannes Pfeifer 6390830b4d Store MCMC information recorded in record in oo_
Closes issue #315 (https://github.com/DynareTeam/dynare/issues/315)
2013-03-17 22:49:28 +01:00
Sébastien Villemot 0ffccac659 Fix typo 2013-03-08 16:26:30 +01:00
Sébastien Villemot 17acd4154c oo_.PosteriorTheoreticalMoments.correlation contains autocorrelations 2013-03-08 15:45:35 +01:00
Sébastien Villemot 879b8b8309 Remove obsolete section about smoother on calibrated models.
We now have the `calib_smoother' command.
2013-03-05 11:01:08 +01:00
Sébastien Villemot a64ec3b156 Reorganization of warnings
- 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
Sébastien Villemot 77dbf06af4 Update affiliations 2013-02-13 19:16:57 +01:00
Sébastien Villemot 42c9115131 Userguide: replace obsolete shocks_file by initval_file 2013-01-15 16:39:32 +01:00
Ferhat Mihoubi 4a465f2d07 Correction in the forecasting section 2013-01-11 18:22:15 +01:00
Ferhat Mihoubi 11e151547c Adds conditional forecast using the extended path method 2013-01-11 18:04:46 +01:00
Sébastien Villemot 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
Sébastien Villemot 90c15ec9ef Add ar option to estimation
Closes: #276
2012-11-29 15:44:06 +01:00
Sébastien Villemot 0421387732 Require Octave 3.6, since we use parfor 2012-11-29 14:52:33 +01:00
Sébastien Villemot c121aa14b1 Remove oo_.dr.{nstatic,npred,nboth,nfwrd,nspred,nsfwrd}
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
Sébastien Villemot badeec612f Add interface and documentation to model_diagnostics
Closes: #205
2012-11-16 12:34:49 +01:00
Sébastien Villemot 87d2dbca4d Ref. manual: minor fixes related to @xref 2012-11-16 11:11:09 +01:00
Sébastien Villemot debf4cd293 Ref. manual: document that infinite values are allowed at some places 2012-11-16 11:10:00 +01:00
Houtan Bastani ddddb5ad0f console => nodisplay (Completes ticket #282) 2012-11-12 16:48:44 +01:00
Houtan Bastani f77e0cc59d fix typo in manual 2012-11-08 11:31:19 +01:00
Houtan Bastani e8ec0a37df fix missing optionshead in previous commit 2012-11-06 16:02:05 +01:00
Houtan Bastani 3530417cf2 all_values_required keyword for initval and endval 2012-11-06 15:45:08 +01:00
Sébastien Villemot f8f2c5d8a1 Rename simul.mod and steady.mod to avoid name clashes with Dynare internals 2012-10-31 16:49:22 +01:00
Houtan Bastani 17568ee086 ms-sbvar: update documentation for final_year, final_subperiod defaults 2012-10-29 17:58:54 +01:00
Sébastien Villemot ee9bc3e421 Add missing citations for Frédéric and Johannes 2012-10-22 16:24:11 +02:00
Houtan Bastani 55e8e9c913 update email 2012-10-17 18:51:04 +02:00
Sébastien Villemot ed70ea5183 Update my email address 2012-10-17 18:21:06 +02:00
Stéphane Adjemian (Charybdis) c05f5be331 Changed my email. 2012-10-17 16:41:12 +02:00
Stéphane Adjemian (Charybdis) 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
Sébastien Villemot 2f9e34c5e5 Various fixes related to data-loading
- 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
Sébastien Villemot e75b18f93b Minor fixes to ref. manual 2012-10-06 10:23:39 +02:00
Sébastien Villemot d7a3504b50 Add Johannes to the authors of manual 2012-10-05 10:05:35 +02:00
Sébastien Villemot 78d9cb92d4 Update Octave pointers 2012-10-03 17:22:28 +02:00
Sébastien Villemot c031b463ff Use my @dynare.org address 2012-10-01 16:41:18 +02:00
Sébastien Villemot 7de6be31e6 Upgrade the minimum requirement to MATLAB 7.3 (R2006b) 2012-09-18 11:54:40 +02:00
Sébastien Villemot db48078736 Preprocessor interface for multiple graph formats 2012-09-11 14:26:53 +02:00
Sébastien Villemot 56914e3d4c Require at least Octave 3.4 (linsolve does not compile against 3.2) 2012-08-23 16:40:00 +02:00
Sébastien Villemot ae0f83c365 Mention where the hessian at the posterior mode is saved 2012-08-13 11:43:23 +02:00
Michel Juillard f379d76a11 reference manual: clarify quadratic restriction for objective function
with discretionary_policy
2012-08-10 17:13:40 +02:00
Sébastien Villemot b2c118d45a discretionary_policy needs linear option 2012-08-10 16:54:14 +02:00
Sébastien Villemot a1204b579a bvar_forecast does not provide in-sample forecasting capabilities 2012-08-10 15:18:46 +02:00
Sébastien Villemot 0b1f627ad0 Better sectioning of the estimation section 2012-08-10 14:47:07 +02:00
Sébastien Villemot 10f8c1ca07 Fixed typos 2012-07-13 10:37:35 +02:00
Stéphane Adjemian (Charybdis) c850f03be3 Added the possibility to use the logarithmic reduction algorithm (mainly for testing purpose). 2012-07-11 18:26:22 +02:00
Michel Juillard 50ef5377e4 removed option linear from stoch_simul; clarified use of option linear
in model statement
2012-07-06 13:52:17 +02:00
Sébastien Villemot 61c3145eac Fix category of dynare_version 2012-07-05 16:39:51 +02:00
Houtan Bastani 59ddbb8cb2 document dynare_version 2012-07-05 11:17:25 +02:00
Houtan Bastani b6c35b754f fix mac package name in doc 2012-07-05 11:07:37 +02:00
Sébastien Villemot b593bf2e1e Ref. manual: minor corrections 2012-07-01 18:48:57 +02:00
Ferhat Mihoubi 4488357f59 Adds the cycle reduction algorithm to solve the polynomial equation for retrieving the coefficients
associated to the endogenous variables in the decision rule.
2012-07-01 15:19:10 +02:00
Marco Ratto 87ad577347 fix documentation in line with commit a74f7c0285 2012-06-29 00:55:50 +02:00
Sébastien Villemot aa62568a44 Add Frédéric to authors of ref. manual 2012-06-28 14:24:50 +02:00
Sébastien Villemot 2f43f3a09a Document option solve_maxit of discretionary_policy 2012-06-26 17:10:52 +02:00
Houtan Bastani 20f2c1760b preprocessor: add @#ifndef directive 2012-06-26 15:12:31 +02:00
Houtan Bastani 23ec38b258 doc: provide filename for file created by steady_state_model statement 2012-06-21 09:51:07 +02:00
Marco Ratto 5539910ce4 Update of gsa documentation 2012-06-20 15:13:29 +02:00
Sébastien Villemot b78c64e0b4 Ref. manual: cosmetic changes 2012-06-15 15:01:03 +02:00
Sébastien Villemot 8bbc3b2453 Allow nograph, nodisplay and graph_format in identification 2012-06-15 10:30:53 +02:00
Michel Juillard 3900d2820a further changes to reference manual 2012-06-14 13:04:16 +02:00
Michel Juillard a16cade619 reference manual: clarifying that variables, endogenous and exogenous,
not present in initval or endval are set to zero.
2012-06-14 11:23:12 +02:00
Sébastien Villemot 19f6eca23f Update macroprocessor slides 2012-06-13 18:40:12 +02:00
Sébastien Villemot 8fe2eb23b9 New option simul_replic in preprocessor and documentation 2012-06-11 11:53:55 +02:00
Marco Ratto 2aaa88caa7 Merge from the latest gsa routines for 4.2.5.
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
Sébastien Villemot 02efbd31a8 Convert files to Unix EOL 2012-06-08 19:10:19 +02:00
Sébastien Villemot b21d87966a Document extended_path and oo_.exo_simul in ref manual 2012-06-08 17:36:45 +02:00
Ferhat Mihoubi ea273c6812 documentation on the block decomposed decision rule. 2012-06-08 14:57:04 +02:00
Sébastien Villemot edca74659e Preprocessor iface and doc for nodisplay and graph_format
Closes: #216
2012-06-07 18:29:30 +02:00
Sébastien Villemot 35a2f38d6a Document oo_.PointForecast and oo_.MeanForecast; clarify oo_.forecast
Closes: #199
2012-06-07 17:04:46 +02:00
Sébastien Villemot fb147574f2 Remove duplicate item 2012-06-07 15:36:28 +02:00
Stéphane Adjemian (Charybdis) 2b84951f4e Added an entry in the manual for the particle filter. 2012-06-06 18:25:08 +02:00
Sébastien Villemot 0caaeddb46 Merge remote-tracking branch 'ferhat/master' 2012-06-06 17:09:27 +02:00
Sébastien Villemot b823014657 Fix calib_smoother (enforce order=1) 2012-06-06 17:08:53 +02:00
Sébastien Villemot c666f92d01 Ref. manual: add note about default value of order option of stoch_simul 2012-06-06 17:08:53 +02:00
Ferhat Mihoubi b72dafcb82 Add options static to model_info command and fixes the ticket #134 2012-06-06 16:36:56 +02:00
Houtan Bastani 9a2e4cc6cf config file: support GlobalInitFile option 2012-06-06 16:18:09 +02:00
Sébastien Villemot bd9aeef1d0 Give the references to Dennis (2007) for discretionary_policy 2012-06-06 12:55:36 +02:00
Sébastien Villemot 6be50d5417 Add more info about analytic_derivation option 2012-06-06 11:45:36 +02:00
Sébastien Villemot 2156f67298 New option analytic_derivation for estimation 2012-06-06 11:34:32 +02:00
Sébastien Villemot 05dca0e3ea Change the default algorithm for stack_solve_algo = 0
The old algorithm (LBJ) is now available under stack_stock_algo = 6
2012-06-04 17:23:14 +02:00
Sébastien Villemot 84c37137c1 Minor fixes 2012-05-31 08:22:31 +02:00
Michel Juillard 3c6f449abb fixing typos in documentation 2012-05-31 08:03:17 +02:00
Sébastien Villemot 7044c8da2b Add new command "calib_smoother"
Closes: #233
2012-05-30 16:28:29 +02:00
Sébastien Villemot 312814062f Document oo_.FilteredVariablesKStepAhead 2012-05-30 16:28:29 +02:00
Sébastien Villemot c3b34a8f13 Document oo_.UpdatedVariables 2012-05-30 16:28:29 +02:00
Michel Juillard eab165d3ee added in manual a section on how to use steady_state_model block with
initval and endval for deterministic models. Added test cases for
deterministic models.
2012-05-29 21:31:57 +02:00
Sébastien Villemot 31f6831b09 Improve doc and error handling for shock_decomposition on calibrated model 2012-05-29 16:25:52 +02:00
Sébastien Villemot 9cd790b23e Document oo_.osr.objective_function 2012-05-29 11:46:48 +02:00
Sébastien Villemot 3806813feb Improve description of 3rd/4th prior params
Thanks to J. Pfeifer for suggesting the text
2012-05-21 18:16:19 +02:00
Michel Juillard cad26f60fa update manual to take into account previous commit 2012-05-17 18:08:28 +02:00
Houtan Bastani 4186a431ff parallel: add port option to config file 2012-05-09 12:44:57 +02:00
Sébastien Villemot 17cfb4f93e Describe conditional_variance_decomposition in estimation
Thanks to J. Pfeifer
2012-04-25 13:00:03 +02:00
Michel Juillard 6131e597f3 changed option name discretion_tol -> discretionary_tol, added the option
to the preprocessor, added to documentation
2012-04-21 10:40:24 +02:00
Sébastien Villemot 1b3693c7a4 Ref. manual: various cosmetic changes related to new lyapunov/sylvester options 2012-04-20 21:26:51 +02:00
Sébastien Villemot 15bf19f9cf Ref. manual: revert to UTF-8 encoding
Commit eed54fb0 has incorrectly set the encoding to ISO-8859-1
2012-04-20 21:16:32 +02:00
Sébastien Villemot 1dfba1b99f Merge remote-tracking branch 'ferhat/master' 2012-04-20 21:15:09 +02:00
Ferhat eed54fb08a - Adds new algorithms to solve Lyapunov equations: Doubling algorithm and Square root solver. Their respective names are "doubling" and "square_root_solver".
- 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
Sébastien Villemot 52cc77fe0e New preprocessor option for not creating a logfile
Closes: #241
2012-04-20 18:15:02 +02:00
Sébastien Villemot bc225f5d10 Ref. manual: move chapter on internal doc and unit tests at the end
It is only of interest for developers and power users, not for the average
user.
2012-04-20 17:54:43 +02:00
Sébastien Villemot 9f5513bd03 Ref. manual: update copyright year 2012-04-20 17:52:27 +02:00
Sébastien Villemot 353e1a033c Reference manual: add reference to wiki page on IRF computation
Closes: #117
2012-04-20 17:52:17 +02:00
Michel Juillard 2ca595aa84 documenting option 'instruments' for ramsey_policy 2012-04-20 16:01:58 +02:00
Michel Juillard 41e027aee3 added steady option stop_on_error. stop_on_error = 0 permits to
continue (for example, when chaining homotopy steps), even if the
steady state computation was not successful.
2012-04-16 22:40:50 +02:00
Michel Juillard 5271bad50c added details for option mode_compute=0 with no estimated_params block 2012-04-12 09:30:39 +02:00
Michel Juillard 0fc0a0e6f0 corrected description of option mode_compute=0 in manual 2012-04-11 23:17:23 +02:00
Houtan Bastani e7369c3691 doc: correct option 2012-04-05 09:20:20 +02:00
Houtan Bastani a0a2becf58 bug fix: documentation typo 2012-04-04 16:29:10 +02:00
Sébastien Villemot 2057365143 Require at least Octave 3.2.2 (and therefore drop rcond.m and bicgstab.m)
Octave 3.2 has been around for a long time, and is included in most
distributions.
2012-04-03 17:57:38 +02:00
Sébastien Villemot aaad44e192 Add example from Aguiar and Gopinath (2004) 2012-04-03 12:49:58 +02:00
Sébastien Villemot 7ef87c92a3 Document that mode_compute=5 incompatible with DSGE-VAR/non-linear filters 2012-04-02 10:51:50 +02:00
Sébastien Villemot 4b7c2e9f8d Ref. manual: document how to read XLS files from Octave 2012-03-26 15:36:11 +02:00
Houtan Bastani 402363bab2 MS-SBVAR: rewrite ms_variance_decomposition 2012-03-08 17:54:35 +01:00
Houtan Bastani 5f60f1bd27 MS-SBVAR: rewrite ms_forecast 2012-03-08 17:54:05 +01:00
Houtan Bastani 864e0b7c7e MS-SBVAR: rewrite ms_irf 2012-03-08 17:53:58 +01:00
Sébastien Villemot 357bcbe067 Add Johannes Pfeifer to the list of contributors 2012-03-05 19:14:01 +01:00
Johannes Pfeifer ce40f0ebfc Add CMAES (Ticket #245) for mode optimization 2012-03-04 22:07:26 +01:00
Houtan Bastani 870766f6e1 preprocessor: add lik_init to dynare_sensitivity command 2012-02-09 12:52:33 +01:00
Sébastien Villemot b5c71ed1c8 Add kalman_algo option to identification and dynare_sensitivity
Only in preprocessor and ref. manual for the moment
2012-01-20 12:11:14 -05:00
Sébastien Villemot f13615c922 Put all GSA files under Copyright Dynare Team and GPL-3, and GSA manual under
Copyright Dynare Team and GFDL-1.3, with the consent of Marco Ratto

Closes: #173
2012-01-09 13:12:31 +01:00
Houtan Bastani 143c5f569b macroprocessor: add @#ifdef 2012-01-02 18:27:04 +01:00
Houtan Bastani 72788cf551 doc: fix typo 2012-01-02 18:26:01 +01:00
Houtan Bastani d159dde855 macrodoc: remove unsupported references to @#then 2012-01-02 18:12:19 +01:00
Sébastien Villemot b0afea3204 Fix parallel build problem in "make html" 2011-12-25 10:58:47 +01:00
Sébastien Villemot a8354326b1 Ref. manual: clarify default value for variables undeclared in histval 2011-12-21 18:38:09 +01:00
Sébastien Villemot 75e125771d Ref. manual: fix typo 2011-12-21 11:17:58 +01:00
Michel Juillard edd95a94c8 added options_.sub_draws in estimation for controlling the number of draws used in
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
Sébastien Villemot 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
Sébastien Villemot 447b632723 Ref. manual: add Windows Seven to the list of supported OSes 2011-11-25 16:44:44 +01:00
Sébastien Villemot ce50fc5e57 Ref. manual: fix typo 2011-11-25 16:44:11 +01:00
Michel Juillard 40cc11385a added an error if periods in conditional_variance_decomposition option
are not strictly positive.
2011-11-20 15:13:05 +01:00
Sébastien Villemot 1f88bb2ba7 Give credits to MonFisPol grant 2011-11-18 17:29:49 +01:00
Sébastien Villemot cc79c82392 Ref. manual: fix names of some fields created by "estimation" in oo_ 2011-10-27 16:14:37 +02:00
Houtan Bastani 34d59e6661 fix typo 2011-10-26 11:33:18 +02:00
Michel Juillard f94d4e91f3 allowing for vector of deterministic shocks 2011-10-13 21:55:55 +02:00
Michel Juillard be97d37ce3 updating reference manual 2011-10-13 17:15:22 +02:00
Michel Juillard 03693621dd write Latex model: added automatic line breaks with breqn Latex package 2011-10-09 18:24:39 +02:00
Sébastien Villemot 83e2d47089 Macroprocessor slides: remove "analytical derivator" from slide on Dynare 3 2011-09-22 18:14:54 +02:00
Houtan Bastani 942cefcd19 MS-SBVAR: documentation 2011-09-19 16:48:05 -04:00
Ferhat Mihoubi 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
Houtan Bastani 663aa73a0b manual: aesthetic fix - uniformly declare multiple types in option definitions 2011-09-14 11:53:45 -04:00
Houtan Bastani 176afda1bc fix typos 2011-09-14 11:53:45 -04:00
Sébastien Villemot 2aa7cf373e Ref. manual: fix conflict between two anchors with the same name but different case (closes: #188) 2011-09-14 16:58:33 +02:00
Stéphane Adjemian (Scylla) 71edea7728 Moved matlab's script generating the internal documentation. 2011-09-12 14:21:11 +02:00
Stéphane Adjemian (Scylla) 3dfbead178 Added documentation for the new internals command. 2011-09-12 14:17:08 +02:00
Sébastien Villemot 6dd8e9201b Cosmetic changes to the documentation of BVAR "à la Sims" 2011-09-08 18:09:37 +02:00
Sébastien Villemot ff7792a728 The variance prior for BVAR "à la Sims" with only one lag is inconsistent; the
solution implemented consists of adding one extra observation in the presample
used to compute the prior; as a consequence, the numerical results for all
estimations will be slightly different in future releases (thanks to Marek
Jarociński for spotting this)
2011-09-08 18:09:21 +02:00
Sébastien Villemot 1b4dcdd7f1 Allow non-integer values for hp_filter parameter 2011-09-08 17:29:49 +02:00
Stéphane Adjemian (Charybdis) 8c4e24769b Moved some of the routines for internal documentation. 2011-09-05 18:57:41 +02:00
Stéphane Adjemian (Charybdis) 9b00852e25 Added routines for generating internal documentation. 2011-09-05 18:57:41 +02:00
Sébastien Villemot 8345de43b0 Document oo_.gamma_y, improve description of oo_.autocorr 2011-09-05 15:16:05 +02:00
Stéphane Adjemian (Charybdis) 77311614e2 Fixed typo. 2011-09-05 12:24:27 +02:00
Stéphane Adjemian (Charybdis) 49b286957e Removed trailing whitespaces. 2011-08-30 16:07:02 +02:00
Stéphane Adjemian (Charybdis) 893d2ca2b2 Added comments on plot_conditional_forecast command. 2011-08-30 16:05:15 +02:00
Sébastien Villemot c5ecad8c2e Ref. manual: add a description of oo_.conditional_variance_decomposition 2011-08-23 17:57:50 +02:00
Sébastien Villemot 2914739b6b User guide: update last changed date 2011-08-23 17:06:32 +02:00
Sébastien Villemot bc8f960bbf User guide: fix non stationary example (use diffuse_filter option instead of unit_root_vars) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 19a994afda User guide: increase the prior variance of 2 params for working around Octave bug (see ticket #161) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 79284070ae User guide: synchronise RBC_Est.mod with the text 2011-08-23 17:06:32 +02:00
Sébastien Villemot e4a590e626 User guide: fix error in estimation MOD file (only in the text, not in the accompanying files); with steady/check, it fails because paremeters are not initialized 2011-08-23 17:06:32 +02:00
Sébastien Villemot 62e32a37cb User guide: revert to mode_compute=4 in example (closes #121) 2011-08-23 17:06:32 +02:00
Sébastien Villemot 555c85a3b9 User guide: reflect the fact that "simul_seed" option has been removed 2011-08-23 17:06:32 +02:00
Sébastien Villemot 59dd307ed9 User guide: remove useless file 2011-08-23 17:06:32 +02:00
Sébastien Villemot 8ab889a225 Ref. manual: fix the description of oo_.PosteriorTheoreticalMoments 2011-08-23 11:53:32 +02:00
Sébastien Villemot 7224c889fd Ref. manual: fix case of oo_.PosteriorIRF.dsge 2011-08-23 10:35:44 +02:00
Sébastien Villemot 41a8ff55d7 Reference manual: fix description of EXPECTATION operator (closes #191) 2011-08-19 18:18:57 +02:00
Sébastien Villemot 6bd588520c Reference manual: fixed minor errors in the usage of @xref 2011-08-17 16:44:06 +02:00
Houtan Bastani 0da1aab3a8 preprocessor: add absolute value and signum 2011-08-16 14:52:35 +02:00
Michel Juillard ac93cd0897 added possibility to do conditional forecast with a calibrated model + bug correction + new test file 2011-07-30 20:19:15 +02:00
Houtan Bastani 0ec30956c7 add irf_shocks option to estimation 2011-07-12 16:32:37 +02:00
Houtan Bastani 6bc294aa33 documentation fix 2011-07-12 16:16:11 +02:00
Houtan Bastani 8f1b3bf995 documentation fix 2011-07-12 14:43:10 +02:00
Houtan Bastani 166c9bfa1c dynare_sensitivity: added new options 2011-07-08 11:12:13 +02:00
Sébastien Villemot 87e4536f35 Ref. manual: some clarifications concerning the planner objective 2011-06-24 12:02:19 +02:00
Stéphane Adjemian (Charybdis) 3062617a60 Documents the feature introduced in commit fa9f6ac90b. Added more information about option lik_init=3. 2011-06-23 23:44:17 +02:00
Houtan Bastani d4d25d82d9 preprocessor: add identification option lik_init 2011-06-23 11:13:35 +02:00
Sébastien Villemot 65e0a4c475 Macroprocessor slides update 2011-06-16 16:15:02 +02:00
Marco Ratto 756594fdc4 changed default ar=1 and perform automatic increase of ar if this is not sufficient 2011-06-15 23:47:27 +02:00
Sébastien Villemot 3faf426bdc Ref. manual, partial information: fix citation, add pointer to wiki 2011-06-13 18:28:24 +02:00
Sébastien Villemot ee72680bec Ref. manual: fix syntax of {load,save}_params_and_steady_state 2011-06-13 15:19:23 +02:00
Sébastien Villemot c1d19fae27 Ref. manual: fixed typo 2011-06-13 15:06:58 +02:00
Sébastien Villemot a82ff537bf Build system: fix error in previous commit 2011-06-13 11:55:38 +02:00
Sébastien Villemot 25ef2ea3ec Build system: do not clean doc/guide.bbl which is not autogenerated 2011-06-13 11:41:19 +02:00
Sébastien Villemot af6a330924 Ref. manual: complete the section about parallel computing 2011-06-08 15:29:02 +02:00
Sébastien Villemot ffa566b7ae Build system: add missing clean rules 2011-05-25 17:14:47 +02:00
Sébastien Villemot 6fdadbf138 Ref. manual, model_comparison: add example, fix typo 2011-05-24 12:22:22 +02:00
Houtan Bastani 2cc8e061e6 preprocessor: added dynare_sensitivity option 2011-05-23 11:20:24 +02:00
Sébastien Villemot 65ad78ae30 Ref. manual: cosmetic change 2011-05-10 14:48:06 +02:00
Stéphane Adjemian (Sedna) 1f236dca66 Added new simplex optimization routine (mode_compute=8). 2011-05-10 14:18:23 +02:00
Sébastien Villemot 9c1a26e815 Ref. manual: add full documentation of macro-processor (closes #170) 2011-05-06 19:27:45 +02:00
Houtan Bastani 7a50281c68 manual: fix typo 2011-05-03 10:02:38 +02:00
Houtan Bastani 4b1ea6ae4e identification: add new options 2011-04-29 11:51:18 +02:00
Houtan Bastani 79b1c94a46 manual: add dynare_sensitivity options 2011-04-28 18:10:09 +02:00
Sébastien Villemot dc8a3c9864 Userguide: minor update related to Dynare stable version 2011-04-27 11:58:14 +02:00
Sébastien Villemot 7b67f40a11 Bump MATLAB version requirement to 7.0 2011-04-27 11:57:43 +02:00
Houtan Bastani 89a232465b doc: add placeholders for identification options 2011-04-20 14:33:59 +02:00
Sébastien Villemot 5d7c26d47c Reference manual: point to implementation details of 1st order solution 2011-04-15 18:43:59 +02:00
Sébastien Villemot cc5f415090 Reference manual: explain how to cite Dynare 2011-04-15 18:43:27 +02:00
Sébastien Villemot f23d683663 Build system fix for documentation 2011-04-15 10:54:01 +02:00
Sébastien Villemot c1ce21b50e Updated paper about 1st order 2011-04-12 19:04:07 +02:00
Houtan Bastani d8b91ab0d7 manual: fix typos 2011-04-08 13:36:57 +02:00
Houtan Bastani 865dcb57f8 IRF: add an option to limit the exogenous shocked in the computations (ticket 114) 2011-03-31 17:04:16 +02:00
Houtan Bastani ade0545625 fix typo 2011-03-31 16:36:15 +02:00
Houtan Bastani 131566653e manual: add info for command line defines 2011-03-30 12:44:13 +02:00
Houtan Bastani ff0eb13c5f manual: add info about ramsey_policy auxiliary variables 2011-03-30 12:38:17 +02:00
Houtan Bastani 718be0074c manual: fix typos 2011-03-30 12:36:17 +02:00
Houtan Bastani 3e92f41079 ramsey_policy: allow discount factor to be an expression 2011-03-29 18:18:32 +02:00
Sébastien Villemot 5f04ed9db7 Reference manual: switch to TeXinfo format 2011-03-29 17:50:11 +02:00
Sébastien Villemot ae7494efa6 Remove deprecated 'simul_seed' option from manual and MOD-file grammar 2011-03-21 12:54:25 +01:00
Sébastien Villemot 05ebb51102 GSA: cleanup of doc and inclusion in build system 2011-03-17 15:48:31 +01:00
Sébastien Villemot ebe28543fe GSA: move stuff to the right place 2011-03-17 15:34:40 +01:00
Sébastien Villemot 7782c7dd56 Reference manual: added a stub for discretionary_policy 2011-03-14 11:47:46 +01:00
Sébastien Villemot dc81fc952b Added Junior to the list of Dynare developers 2011-03-14 11:47:46 +01:00
Houtan Bastani 5f4212c4ab ParallelDynare: updated manual 2011-03-14 11:41:28 +01:00
Sébastien Villemot 123294b7b1 Reference manual: improve description for Info format 2011-02-21 18:34:54 +01:00
Sébastien Villemot 967f2f1075 Build system: add rules for creating info file 2011-02-14 14:45:18 +01:00
Sébastien Villemot 7e5da0cc68 Reference manual: remove <synopfragment>: HTML output ugly, and not supported by docbook2x 2011-02-14 14:44:41 +01:00
Sébastien Villemot c65fe414fa Update Michel's email address in documentation and license 2011-02-14 10:45:34 +01:00
Sébastien Villemot 24d109c2cf Reference manual: fix type of 'kalman_tol' option 2011-02-10 19:01:27 +01:00
Sébastien Villemot ca88c39136 Ref. manual: completed syntax for plot_conditional_forecast 2011-02-07 11:52:08 +01:00
Sébastien Villemot fcb12985c1 Bump version number 2011-02-04 17:45:54 +01:00
Sébastien Villemot b00b2fad33 Reindentation of reference manual 2011-02-04 17:39:43 +01:00
Ferhat Mihoubi 2d4edfaf15 print_bytecode_static_model and print_bytecode_dynamic_model commands are documented in the reference manual 2011-01-30 20:16:51 +01:00
Sébastien Villemot 7c65bceb0e Preprocessor: in steady_state_model block, allow MATLAB functions which return several arguments (closes #37) 2011-01-26 13:55:01 -05:00
Michel Juillard 2985413ac6 modified syntax for estimation option plot_priors + addition to manual 2011-01-21 17:04:00 +01:00
Michel Juillard 89c332fdd6 adding cova_compute option for estimation: when cova_compute=0, the covariance matrix of estimated parameters is not computed. 2011-01-18 19:31:59 +01:00
Sébastien Villemot 284e4c2e46 Bump to year 2011 in license file and manual 2011-01-10 16:39:13 +01:00
Michel Juillard dfab8d0e6b internal documentation: updating th_autocovariances.m 2010-12-29 15:38:57 +01:00
Sébastien Villemot 34454ffa8d Reference manual: add a stub for lik_init=3 2010-12-23 11:08:51 +01:00
Sébastien Villemot 88dea171cc Reference manual: update the default value of qz_criterium (see dcc46959b4) 2010-12-23 11:08:22 +01:00
Houtan Bastani a11817cfa4 k-order: added support for m-files, added tests and modified manual 2010-12-22 09:48:05 +01:00
Sébastien Villemot 452e54f838 Reference manual: update for the new shock_decomposition option 2010-12-08 15:00:44 +01:00
Sébastien Villemot ebe69b7cea Reference manual: give the status of the various optimization routines under Octave 2010-12-02 17:43:46 +01:00
Sébastien Villemot 8bb276e603 Reference manual: fix XML error 2010-12-02 17:43:20 +01:00
Michel Juillard a2f1ffa19c internal doc modifications 2010-11-27 09:08:07 +01:00
Michel Juillard e7ef737c84 manual: added a note in ESTIMATION on computing smoother for calibrated model 2010-11-27 09:08:07 +01:00
Sébastien Villemot 76d5d441ea Change the syntax for values of deterministic shocks:
Arbirtrary expressions after the "values" keywords must now be enclosed
within parentheses; consider the following example:
<code>
periods 1:2;
values -1 -2;
</code>

In the previous syntax, this was interpreted by the preprocessor as a shock of
value -1-2 = -3 for periods 1 and 2, which is clearly not the intent of the
user; with the new syntax, this will be rejected (too many values compared to
the number of ranges).

Also note that now commas are no longer required between arbitrary expressions,
since the parentheses are sufficient for separating them.
2010-11-24 18:26:43 +01:00
Sébastien Villemot a03516b988 Reference manual: fix the description of deterministic shocks 2010-11-24 13:40:40 +01:00
Sébastien Villemot 02cc9cbd79 Build system: new configure option "--enable-org-export" for compiling Org files 2010-11-15 12:43:55 +01:00
Sébastien Villemot 8ebc36df00 Build system: added internals documentation 2010-11-12 09:57:25 +01:00
Michel Juillard bf484ed439 internal documentation minor changes 2010-11-11 20:48:34 +01:00
Michel Juillard f3bc4c2564 adding beginning of internal documentation 2010-11-11 16:23:44 +01:00