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.m, it’s been replaced by the driver file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
Johannes Pfeifer
9de0688cfe
Make default jscale depend on number of estimated parameters
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1849
2022-12-03 16:00:27 +01:00
Sébastien Villemot
6185767f63
Fix typo
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[skip ci]
2022-11-30 15:21:49 +01:00
Sébastien Villemot
d574705b4a
Design and performance improvement to solve_algo={12,14}
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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
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}
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[skip ci]
2022-10-24 18:05:15 +02:00
Sébastien Villemot
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
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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
13709f6853
Add “fsolve_options” option to “steady” command
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Closes : #1856
2022-07-22 14:35:19 +02:00
Sébastien Villemot
32cf926ef8
Macro-variables defined without a value are now set to “true”
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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
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It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00
Sébastien Villemot
1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
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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)
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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
Sébastien Villemot
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2040
2022-06-07 15:03:30 +02:00
Johannes Pfeifer
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
Johannes Pfeifer
48eae1dd66
Manual: modernizes terminology on master/slave
2022-06-02 14:26:25 +02:00
Johannes Pfeifer
8ac72590da
PKF: document incompatibilities and throw proper errors if triggered
2022-05-31 17:40:03 +02:00
Johannes Pfeifer
e24ff8e91f
Document tolx option of steady
2022-05-31 14:37:11 +02:00
Johannes Pfeifer
aeac54bd15
occbin: clarify concept of baseline regime
2022-05-17 12:25:14 +02:00
Johannes Pfeifer
0685e03ecd
occbin: add warning on spurious regime transitions
2022-05-17 12:25:14 +02:00
Sébastien Villemot
63a116fb28
New += and *= syntaxes in “endval(learnt_in=…)” blocks
2022-05-03 17:46:59 +02:00
Sébastien Villemot
a2fbd6d23c
Manual: fix typo
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[skip ci]
2022-04-29 17:47:36 +02:00