Commit Graph

1538 Commits (2a25119bb34a39ed42fdff090881585d0c327657)

Author SHA1 Message Date
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.m, it’s been replaced by the driver file 2023-02-17 11:11:08 -05:00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
And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
Sébastien Villemot 2a4f850996
Manual: fix name of shocks(surprise) block
[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)
[skip ci]
2023-02-16 17:06:45 -05:00
Sébastien Villemot 39a9b221b9
Manual: mark “simul” as deprecated
[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
[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
[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
[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
[skip ci]
2023-02-10 16:41:51 -05:00
Sébastien Villemot 4a150efb22
Manual: misc quote fixes
[skip ci]
2023-02-09 13:40:09 -05:00
Sébastien Villemot 05db89cb8c
Manual: fix typo
[skip ci]
2023-02-07 16:29:15 -05:00
Sébastien Villemot 3e6b6c87c3
Manual: fix math formula in “markowitz” option description
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 ef7dc09b8e
Manual: link to the openSUSE package
[skip ci]
2023-01-30 15:59:45 +01:00
Sébastien Villemot 0c06ab1cc1
Block decomposition: make mfs=1 the default 2023-01-25 18:43:59 +01:00
Sébastien Villemot 5093264b8a
Manual: use logo with orange line
Closes: website#3
2023-01-24 13:51:26 +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
Sébastien Villemot f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2118
2023-01-04 10:59:21 +01:00
Sébastien Villemot effc049631
Update copyright years 2023-01-03 16:36:49 +01:00
Johannes Pfeifer 45450651a2 model_info.m: fix display of block decomposition 2023-01-03 16:17:43 +01:00
Johannes Pfeifer a35e114625 Manual: document passing of strings to macro processor
Closes #1877
2022-12-06 19:26:07 +01:00
Johannes Pfeifer 9de0688cfe Make default jscale depend on number of estimated parameters
Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
Sébastien Villemot 6185767f63
Fix typo
[skip ci]
2022-11-30 15:21:49 +01:00
Sébastien Villemot d574705b4a
Design and performance improvement to solve_algo={12,14}
Use the new time-recursive block decomposition computed by the preprocessor
for:
- the simulation of backward models with “simul_backward”
- the perfect foresight simulation of purely backward/forward/static models

Also note that in this case, the preprocessor now defaults to “mfs=3” (i.e. it
minimizes the set of feedback variables and tries to renormalize equations).

This replaces the previous algorithm based on Dulmage-Mendelsohn (dmperm), plus
an ad hoc identification of some equations that can be evaluated (those with a
LHS equal to a variable, the log of a variable, or the diff-log of a variable).

By the way, the block_trust_region MEX has been modified so that it accepts a
boolean argument to decide whether it performs a Dulmage-Mendelsohn
decomposition (if not, then it performs a simple trust region on the whole
nonlinear system).

This provides a significant performance improvement (of almost an order of
magnitude for solve_algo=14 on a 700 equations model).
2022-11-30 14:47:57 +01:00
Sébastien Villemot 3e391347d4
Manual: fix wrong anchor 2022-11-30 14:42:15 +01:00
Johannes Pfeifer 28cf8d1719 Manual: document missing options of calib_smoother 2022-11-24 10:01:45 +01:00
Johannes Pfeifer 169985ae8e Manual: fix typo 2022-11-11 09:42:05 +01:00
Sébastien Villemot b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2095
2022-11-07 16:32:56 +01:00
Sébastien Villemot d4414fd4b3
Manual: document support for Octave 7.3.0 2022-11-07 14:15:17 +01:00
Johannes Pfeifer 272e438c2b OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods 2022-11-04 23:16:21 +01:00
Sébastien Villemot 417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot b38e3a50bc
Manual: no longer claim support for Windows 8.1 2022-09-16 14:26:47 +02:00
Stéphane Adjemian (Charybdis) be76203d0f
Fix typo. 2022-09-15 16:15:17 +02:00
Sébastien Villemot 36a7b019fc
Provisions for MATLAB R2022b 2022-09-15 15:59:32 +02:00
Sébastien Villemot 5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2077
2022-09-14 17:32:40 +02:00
Johannes Pfeifer 9a6ab30a03 Manual: expand documentation of MCP 2022-09-13 17:51:16 +02:00
Johannes Pfeifer 3493b91ead mode_compute=6: document changes in e5102eee 2022-09-13 13:43:33 +02:00
Sébastien Villemot 93ee9485b6
macOS: bump to GCC 12 (for compilation and for use_dll)
The formulas are taken from commit aae5963a69896021466a037f500aa06bef405be4 of
the homebrew-core repository.

The gcc.rb formula was modified by adding “cellar: :any” to all bottles (see
https://github.com/Homebrew/brew/blob/master/docs/Bottles.md).

The preprocessor has been updated accordingly.
2022-09-06 12:05:50 +02:00
Sébastien Villemot 6a3e890833
Manual: document support for Octave 7.2.0
[skip ci]
2022-09-06 11:22:13 +02:00
Sébastien Villemot 13709f6853
Add “fsolve_options” option to “steady” command
Closes: #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot 32cf926ef8
Macro-variables defined without a value are now set to “true”
They were previously set to 1.

Ref. preprocessor#43
2022-06-16 16:52:50 +02:00
Sébastien Villemot ec6ce95efd
Manual: fix return value of “in” macro-operator
It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00
Sébastien Villemot 9323338323
Preprocessor: rename “parallel_slave_open_mode” option to “parallel_follower_open_mode”
Ref. preprocessor#86

Also make more terminology fixes in the manual (master/slave →
leader/follower), in complement to !1976.
2022-06-15 15:47:34 +02:00
Sébastien Villemot 1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
Ref. !1976
2022-06-15 15:42:05 +02:00
Sébastien Villemot 06f665e231
Perfect foresight: LBJ now available under stack_solve_algo=1 (with/without block/bytecode)
Previously, LBJ was available:

– under stack_solve_algo=6 when neither block nor bytecode were present
– under stack_solve_algo=1 with either block or bytecode (but the documentation
  was not making it clear that it was LBJ)

This commit merges the two values for the option, and makes them
interchangeable. LBJ should now be invoked with stack_solve_algo=1 (but
stack_solve_algo=6 is kept for compatibility, and is a synonymous).
2022-06-15 15:06:33 +02:00
Johannes Pfeifer 4fc644c322 dseries: expand documentation on loading Excel files 2022-06-07 17:59:46 +02:00
Sébastien Villemot 594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
Ref. !2040
2022-06-07 15:03:30 +02:00