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219 Commits (0d549bd87ac88534724ccf678c956cf98fdf2f4d)

Author SHA1 Message Date
Sébastien Villemot 0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc' 
Ref. !1841
 2021-05-11 18:51:57 +02:00
Marco Ratto a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one 
If an additional parameter is estimated, it is initialized using prior_draw.
 2021-05-11 18:48:43 +02:00
Sébastien Villemot bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp' 
Closes !1842
 2021-05-10 15:55:28 +02:00
Marco Ratto 2d39991a0a
allow for a more accurate (and more expensive) fast realtime modality, triggered by fast_realtime=INTEGER_VECTOR and where vector fast_realtime controls periods for which the smoother is run. If max(fast_realtime)<nobs, the smoother is also run for the full sample. Manual updated accordingly. 2021-05-10 15:55:03 +02:00
Sébastien Villemot 3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors' 
Ref. !1839
 2021-05-07 17:52:45 +02:00
Marco Ratto 74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation 
(like deficient # of shocks in the presence of stockflow observed)
 2021-05-07 17:51:03 +02:00
Sébastien Villemot 58db4a4c21
Merge branch 'rattoma/dynare-parallel_without_psexec' 
Ref. !1843
 2021-05-06 16:31:15 +02:00
Marco Ratto 9ed9aa5963
For local clusters only, allow using start instead of psexec with windows, to properly allocate affinity when there are more than 32 cores. Manual updated accordingly. 2021-05-06 16:31:06 +02:00
Sébastien Villemot 62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given 
By the way, also specify that columns of ghx are ordered according to
oo_.dr.state_var in all cases.

Ref. #1726
 2021-05-04 17:17:55 +02:00
Stéphane Adjemian (Charybdis) f65a153520
Describe how one an write comments in a mod file. 
Also warns about the behavior of macro directives in comments.
 2021-04-21 10:59:04 +02:00
Stéphane Adjemian (Charybdis) aa020adc7f
Fix highlighting of multiline comments. 2021-04-21 10:59:04 +02:00
Sébastien Villemot 919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7 2021-04-20 16:54:39 +02:00
Willi Mutschler 14ca16cfa3
Change Willi's affiliation 2021-03-30 15:49:31 +02:00
Sébastien Villemot a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4 
Closes: #1764
 2021-03-10 14:44:19 +01:00
Stéphane Adjemian (Charybdis) 688ef1f5bf
Updated dseries section in reference manual. 2021-02-26 09:45:24 +01:00
Sébastien Villemot 0ffce474c2
Update Ferhat’s affiliation 
[skip ci]
 2021-02-04 17:01:23 +01:00
Johannes Pfeifer 7c8f486727 Allow setting initial state for Kalman filter 
Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
 2021-01-28 17:24:27 +01:00
Johannes Pfeifer e3cda8c76d Document optimizers compatible with analytic_derivation 
Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
 2021-01-24 17:41:17 +01:00
Sébastien Villemot f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare 2021-01-22 18:33:41 +01:00
Johannes Pfeifer d0bada1fdf manual: update optim for mode_compute=13 
[skip CI]
 2021-01-22 17:08:20 +01:00
Sébastien Villemot 0823823068
Preprocessor update 
- forbid lead/lags on exogenous deterministic (Closes: #1765)
- fix crash when @#ifdef/@#ifndef is passed something else than a variable name
  (Closes: #1771)
 2021-01-22 14:13:37 +01:00
Stéphane Adjemian (Odysseus) 8fd18fa9ba Merge remote-tracking branch enterprise into master. 2021-01-12 16:45:51 +01:00
Stéphane Adjemian (Odysseus) 0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise 2021-01-11 11:06:55 +01:00
Sébastien Villemot dd6fbfa300
Preprocessor: cleanup the “output” option 
Adapt the manual accordingly.

Closes: #1600
 2021-01-08 19:00:47 +01:00
Stéphane Adjemian (Charybdis) 655cffb4e4
Revert "Fix for new sphinx API (removes a warning)." 
Does not work with the version of Sphinx used on our Gitlab runners.

This reverts commit 60b31b3b0c.
 2021-01-08 09:27:27 +01:00
Stéphane Adjemian (Charybdis) 60b31b3b0c
Fix for new sphinx API (removes a warning). 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) c3084e9aed
Updated dseries documentation. 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 56d603ce5f
Fixed list of members in @dates. 
ndat is no more a member (replaced by a method returning the number of
elements in a dates object).
 2021-01-07 22:00:51 +01:00
Stéphane Adjemian (Charybdis) 717e41765e
Fixed description of the output of comparison operators. 
They return logical arrays, not arrays of 0 and 1.
 2021-01-07 22:00:51 +01:00
Sébastien Villemot 90e493c34c
Update affiliations 2021-01-06 14:29:22 +01:00
Sébastien Villemot 5368d42241
Update copyright years 2021-01-04 17:11:40 +01:00
Sébastien Villemot 5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare 2020-12-22 12:29:38 +01:00
Johannes Pfeifer 0e9b8c33f9 Document changes to discretionary_policy 2020-12-20 14:00:13 +01:00
Sébastien Villemot ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare 2020-12-18 15:40:57 +01:00
Johannes Pfeifer f2cde3b6d9 Make schur_vec_tol settable and document it 
Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/29
Also convert it to lowercase as all other options
 2020-12-17 19:59:22 +01:00
Johannes Pfeifer 4cf9f7d1a7 stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified 
Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
 2020-12-17 09:45:28 +01:00
Johannes Pfeifer 18350f680e manual: clarify that mh_replic is per chain, not the total number of replications 
[skip CI]
 2020-11-30 17:32:03 +01:00
Sébastien Villemot b4f293bdf2
Document mode_compute=13 
[skip ci]
 2020-11-27 14:22:59 +01:00
Johannes Pfeifer acdd02f98b Fix reference given in Dynare manual 2020-11-26 11:09:32 +01:00
Sébastien Villemot 94f7058639
Move Dóra to the list of past contributors 
[skip ci]
 2020-11-24 18:16:51 +01:00
Sébastien Villemot dd25761b31
Merge branch 'steady_file_Ramsey' of git.dynare.org:JohannesPfeifer/dynare 2020-11-13 15:37:59 +01:00
Johannes Pfeifer 1ce2ad22c5 Add example for user-defined steady state file 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1576
 2020-11-13 14:29:36 +01:00
Johannes Pfeifer a0791d981c Document enabling of v73-save option 
Closes https://git.dynare.org/Dynare/dynare/-/issues/1730
 2020-11-13 13:21:35 +01:00
Sébastien Villemot fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models 
Several tests need to be adapted, because they were implicitly making the
assumption that there is no auxiliary variable.

Incidentally, this closes #1731. This commit therefore also removes the
workaround introduced in 0391dbbeb1.
 2020-11-09 16:34:12 +01:00
Sébastien Villemot f823f1a691
Manual: fix link to (old) Dynare wiki 2020-11-03 16:52:23 +01:00
Sébastien Villemot 71e3e0d49e
Fix extended_path with bytecode 
By the way, document and enforce the fact that stochastic extended_path (i.e.
order > 0) is not compatible with either bytecode or block.

Closes: #1742
 2020-10-14 17:25:58 +02:00
Stéphane Adjemian (Charybdis) 511908e011
Factorized initialization of fields required by solve_algo={12,14}. 
Closes #3.
 2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis) 3a692f8ab1
Fixed indentation. 
(cherry picked from commit 4d8c8c407d)

[skip ci]
 2020-09-23 15:35:56 +02:00
Stéphane Adjemian (Charybdis) 4d8c8c407d
Fixed indentation. 2020-09-23 15:32:46 +02:00
Stéphane Adjemian (Charybdis) 17e6421ea3
Merged master into enterprise. 
Fixed conflict in
 - doc/manual/source/running-dynare.rst
 2020-09-23 15:28:19 +02:00