Sébastien Villemot
3e5591d41f
New “static_mfs” option to the “model” block (and the “model_options” command)
2023-10-16 11:57:02 -04:00
Sébastien Villemot
b4e2a0be48
Manual: fix typo in name of perfect_foresight_with_expectation_errors_solver
2023-10-11 18:50:31 -04:00
Johannes Pfeifer
a00eb5e1de
stoch_simul.m: add nomodelsummary option
2023-10-11 09:31:40 -04:00
Sébastien Villemot
e5b7ddbb33
Manual: fix typos in conditional forecasting section
2023-10-10 14:49:11 -04:00
Sébastien Villemot
2e3fbfc040
New option “from_initval_to_endval” to “homotopy_setup” block
2023-10-10 13:19:12 -04:00
Sébastien Villemot
82ea15e5e7
Manual: steady / document homotopy_mode = 0
2023-10-06 16:15:01 -04:00
Sébastien Villemot
727f925f01
steady: set a more sensible default value for homotopy_steps (10)
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Also document it.
2023-10-06 16:11:53 -04:00
Johannes Pfeifer
32d5bc05a1
Octave: support ofig graph format
2023-10-05 10:28:28 -04:00
Johannes Pfeifer
71b63c6e8e
Remove unused lik_algo-option
2023-09-25 17:17:37 +02:00
Johannes Pfeifer
552e6575cc
Use newrat as default mode-finder
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Tends to perform better than csminwel
2023-09-20 12:55:29 +02:00
Sébastien Villemot
6f5e346bf6
Merge branch 'preparations_irf_matching' of git.dynare.org:wmutschl/dynare
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Ref. !2181
2023-09-20 10:17:14 +02:00
Sébastien Villemot
7f2483ed38
Merge branch 'additional_optimizer_steps_doc' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2184
2023-09-20 10:16:08 +02:00
Johannes Pfeifer
f6a8473144
estimation: support additional_optimizer_steps
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
Johannes Pfeifer
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
Willi Mutschler
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
Willi Mutschler
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
Johannes Pfeifer
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
Sébastien Villemot
eb16bb4373
Merge branch 'dynare-osr_analytic'
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Ref. !2171
2023-09-13 11:19:20 +02:00
Johannes Pfeifer
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
Johannes Pfeifer
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
Johannes Pfeifer
d60a19ce49
Finish implementation of truncated normal distribution
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Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
Sébastien Villemot
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
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Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Johannes Pfeifer
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
Sébastien Villemot
d5a3a8e16a
Various improvements to perfect foresight homotopy
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– new option “endval_steady” to pf_setup command to recompute terminal
steady state in the homotopy loop
– new options “homotopy_linearization_fallback” and
“homotopy_marginal_linearization_fallback” to pf_solver and pfwee_solver
commands, to get an approximate solution when homotopy fails to go to 100%
– new options “homotopy_initial_step_size”, “homotopy_min_step_size”,
“homotopy_step_size_increase_success_count” and “homotopy_max_completion_share”
to pf_solver and pfwee_solver commands to fine tune the homotopy behaviour
– removed option “homotopy_alt_starting_point” to pf_solver command, not really
useful
– new options “steady_solve_algo”, “steady_tolf”, “steady_tolx”,
“steady_maxit”, “steady_markowitz” to pf_solver and pfwee_solver commands, to
control the computation of the terminal steady state (and remove the
equivalent options which previously had different names in pfwee_solver command)
2023-06-21 15:58:23 +02:00
Sébastien Villemot
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
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Done in fe142b663e
.
[skip ci]
2023-06-19 18:01:47 +02:00
Sébastien Villemot
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
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– Remove the terminal_steady_state_as_guess_value option to pfwee_solver
– pfwee_setup now sets the same guess values as pf_setup (i.e. terminal steady
state at all periods)
– With constant_simulation_length option, pfwee_solver uses terminal steady
state as guess values for periods that are added to the simulation
2023-06-15 15:37:48 +02:00
Johannes Pfeifer
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
Sébastien Villemot
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
Sébastien Villemot
19afc087cc
Manual: give more details for stack_solve_algo=0
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Explain that the solver is a direct sparse LU, to differentiate it from
stack_solve_algo={2,3,4} which use the same Newton algorithm but with different
solvers.
2023-04-03 18:31:04 +02:00
Johannes Pfeifer
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Sébastien Villemot
aee39d54ef
Manual: misc cosmetic fixes
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[skip ci]
2023-02-17 11:19:17 -05:00
Sébastien Villemot
2a25119bb3
Manual: the preprocessor no longer generates a <modfile>.m, it’s been replaced by the driver file
2023-02-17 11:11:08 -05:00
Sébastien Villemot
fc453a6e2f
Manual: remove spurious dashes
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And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
Sébastien Villemot
2a4f850996
Manual: fix name of shocks(surprise) block
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[skip ci]
2023-02-16 17:11:56 -05:00
Sébastien Villemot
0da73f6415
Manual: document more precisely the column (resp. row) indices of oo_.endo_simul (resp. oo_.exo_simul)
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[skip ci]
2023-02-16 17:06:45 -05:00
Sébastien Villemot
39a9b221b9
Manual: mark “simul” as deprecated
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[skip ci]
2023-02-16 16:50:56 -05:00
Sébastien Villemot
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
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[skip ci]
2023-02-13 14:40:35 -05:00
Sébastien Villemot
dbcaa2abfa
Manual: it is not possible to declare an exogenous or a parameter within an equation tag
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[skip ci]
2023-02-13 14:40:32 -05:00
Sébastien Villemot
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
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[skip ci]
2023-02-13 14:10:24 -05:00
Sébastien Villemot
a1cdd287e5
Manual: specify that perfect_foresight_with_expectation_errors_setup(datafile=…) wants a CSV file
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[skip ci]
2023-02-10 16:41:51 -05:00
Sébastien Villemot
4a150efb22
Manual: misc quote fixes
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[skip ci]
2023-02-09 13:40:09 -05:00
Sébastien Villemot
05db89cb8c
Manual: fix typo
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[skip ci]
2023-02-07 16:29:15 -05:00
Sébastien Villemot
3e6b6c87c3
Manual: fix math formula in “markowitz” option description
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By the way, add some explanatory words.
[skip ci]
2023-02-07 16:25:16 -05:00
Sébastien Villemot
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
Sébastien Villemot
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
Sébastien Villemot
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
Sébastien Villemot
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
Sébastien Villemot
8f1a4cb363
Drop block-decomposed first-order perturbation solution and kalman filter
2023-01-13 16:57:49 +01:00
Stéphane Adjemian (Guts)
f769420888
Document new option conditional_likelihood.
2023-01-06 15:39:10 +01:00
Johannes Pfeifer
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00