f6a8473144
estimation: support additional_optimizer_steps
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1573
2023-09-19 18:14:24 +02:00
8032aa6e7e
Manual: correct entry on additional_optimizer_steps supporting strings
2023-09-19 14:34:49 +02:00
649f668dd1
cosmetical: don't use hh for figure/plot/table handles
...
We use it to denote the hessian and even store it in many mat files.
2023-09-19 13:26:33 +02:00
66e7233018
Fix encoding of parallel.tex
2023-09-19 13:26:33 +02:00
80ce86baf8
Manual: clarify location of Geweke convergence diagnostic matrices
2023-09-19 13:26:33 +02:00
8f650a9cca
Put raftery lewis convergence under oo_.convergence
2023-09-19 13:26:33 +02:00
7072776a60
Build system / Manual: use variables for specifying the version number
...
Rather than using a generated file. This will ease the transition to Meson.
2023-09-18 10:41:14 +02:00
63333fe041
Remove unused bibliography files for Collard’s guide
...
Also add a dependency of dr.pdf on dr.bib.
2023-09-16 14:25:41 +02:00
2b313b0308
BVAR: move to subfolder
2023-09-14 12:05:18 +02:00
eb16bb4373
Merge branch 'dynare-osr_analytic'
...
Ref. !2171
2023-09-13 11:19:20 +02:00
885fda0e20
OSR: allow using analytic gradient
2023-09-13 11:19:13 +02:00
8cc5ecf6ec
Manual: fix reference
2023-09-11 17:16:11 +02:00
baf8243fac
generate_trace_plots.m: allow for plotting traces of multiple chains
...
Closes #1904
2023-09-08 22:04:25 +02:00
2e742462b3
Rename McMCDiagnostics and McMCDiagnostics_core
2023-09-08 09:44:43 +02:00
d60a19ce49
Finish implementation of truncated normal distribution
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1593
2023-09-06 12:46:41 +02:00
9e5bd75611
Manual: update Sumudu’s affiliation
...
[skip ci]
2023-09-01 14:52:57 +02:00
14bd989134
Manual: claim compatibility with Octave 8.3.0
2023-08-30 11:27:09 +02:00
801b774bcd
Manual: stochastic simulation with pruning now available at arbitrary order
...
Ref. #1643
[skip ci]
2023-07-24 09:16:28 +02:00
Stéphane Adjemian (Ryûk)
c02e550582
Update dseries submodule.
...
Pass more than one variable name to remove and remove_ methods.
2023-07-19 18:23:08 +02:00
9b2c0fb94d
Add brooks_gelman_plotrows to manual and testsuite
2023-07-06 09:32:19 -04:00
782368eb9b
dseries: document saving of atr log
...
Related to dseries@f2bdd617
2023-06-22 13:56:19 -04:00
b88a779c82
Merge branch 'Johannes' into 'master'
...
Use official English translation of Johannes's affiliation
See merge request Dynare/dynare!2137
2023-06-21 18:21:23 +00:00
ec55e6b7c6
Use official English translation of Johannes's affiliation
2023-06-21 13:15:43 -04:00
d5a3a8e16a
Various improvements to perfect foresight homotopy
...
– 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
ec336e9c95
Manual: homotopy in perfect foresight supported for purely backward/forward/static models
...
Done in fe142b663e
2023-06-19 18:01:47 +02:00
c1b78e26ac
perfect_foresight_with_expectation_errors_{setup,solver}: streamline handling of guess values
...
– 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
5931e3aa46
macOS: bump to GCC 13 (for compilation and for use_dll)
...
The formulas are taken from commit 46401325ed2c4d72adb6f1592cf6096bb844b489 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.
2023-06-07 11:16:21 +02:00
Stéphane Adjemian (Argos)
8e42f6d137
Update dseries submodule (new method returning last observed period for each variable).
2023-06-05 11:21:53 +02:00
37bc08eb5b
Merge branch 'parallel' into 'master'
...
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
Closes #1887
See merge request Dynare/dynare!2133
2023-06-01 08:26:52 +00:00
Stéphane Adjemian (Argos)
399532a201
Remove trailing whitespaces.
2023-05-27 07:22:55 +02:00
5c9f02634c
manual: expand information on x13
2023-05-27 07:22:53 +02:00
ad2d986c5e
masterParallel.m: assign explicit empty window title to allow passing full path in quoted strings
...
Closes https://git.dynare.org/Dynare/dynare/-/issues/1887
2023-05-24 06:45:24 -04:00
Stéphane Adjemian (Guts)
93137310dd
Fix @dates/mtimes description.
2023-05-12 17:22:20 +02:00
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2130
2023-04-26 10:31:20 +02:00
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
...
We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
...
Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
...
Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +02:00
19afc087cc
Manual: give more details for stack_solve_algo=0
...
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
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
82bd6829a6
manual: add guidance on number of draws in slice sampler
2023-03-13 15:34:03 -04:00
Stéphane Adjemian (Ryûk)
cae7feeefb
Fix latex.
2023-03-05 18:10:33 +01:00
Stéphane Adjemian (Ryûk)
a9ee96d441
Document new search matlab command.
2023-03-05 18:08:41 +01:00
Stéphane Adjemian (Ryûk)
ae085b9add
Remove option --info from internals CLI.
...
The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
aee39d54ef
Manual: misc cosmetic fixes
...
[skip ci]
2023-02-17 11:19:17 -05:00
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
fc453a6e2f
Manual: remove spurious dashes
...
And other cosmetic fixes.
2023-02-16 17:13:38 -05:00
2a4f850996
Manual: fix name of shocks(surprise) block
...
[skip ci]
2023-02-16 17:11:56 -05:00
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
39a9b221b9
Manual: mark “simul” as deprecated
...
[skip ci]
2023-02-16 16:50:56 -05:00
def25a1fd3
Manual: explicitly say to which type the suffixes |e, |x and |p correspond
...
[skip ci]
2023-02-13 14:40:35 -05:00
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
659474bd99
Manual: the “expression” option of “var_expectation_model” does not take a string
...
[skip ci]
2023-02-13 14:10:24 -05:00
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
4a150efb22
Manual: misc quote fixes
...
[skip ci]
2023-02-09 13:40:09 -05:00
05db89cb8c
Manual: fix typo
...
[skip ci]
2023-02-07 16:29:15 -05:00
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
65053667cf
New “homotopy_alt_starting_point” option to “perfect_foresight_solver” command
2023-02-07 14:49:00 -05:00
ef7dc09b8e
Manual: link to the openSUSE package
...
[skip ci]
2023-01-30 15:59:45 +01:00
0c06ab1cc1
Block decomposition: make mfs=1 the default
2023-01-25 18:43:59 +01:00
5093264b8a
Manual: use logo with orange line
...
Closes: website#3
2023-01-24 13:51:26 +01:00
e30314e75d
Drop the “Sigma_e” statement
2023-01-16 16:52:42 +01:00
1b47c8a5e5
Drop the “periods” statement
2023-01-16 16:52:40 +01:00
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
f93a7f7192
Merge branch 'disp_aux_4' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2118
2023-01-04 10:59:21 +01:00
effc049631
Update copyright years
2023-01-03 16:36:49 +01:00
45450651a2
model_info.m: fix display of block decomposition
2023-01-03 16:17:43 +01:00
a35e114625
Manual: document passing of strings to macro processor
...
Closes #1877
2022-12-06 19:26:07 +01:00
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
6185767f63
Fix typo
...
[skip ci]
2022-11-30 15:21:49 +01:00
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
3e391347d4
Manual: fix wrong anchor
2022-11-30 14:42:15 +01:00
28cf8d1719
Manual: document missing options of calib_smoother
2022-11-24 10:01:45 +01:00
169985ae8e
Manual: fix typo
2022-11-11 09:42:05 +01:00
b27041af12
Merge branch 'occbin_opt' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2095
2022-11-07 16:32:56 +01:00
d4414fd4b3
Manual: document support for Octave 7.3.0
2022-11-07 14:15:17 +01:00
272e438c2b
OccBin: document simul_reset_check_ahead_periods and simul_max_check_ahead_periods
2022-11-04 23:16:21 +01:00
417108643a
Manual: minor improvements to description of solve_algo={1,2,9}
...
[skip ci]
2022-10-24 18:05:15 +02:00
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
36a7b019fc
Provisions for MATLAB R2022b
2022-09-15 15:59:32 +02:00
5bfcbe57f5
Merge branch 'doc_mcp' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2077
2022-09-14 17:32:40 +02:00
9a6ab30a03
Manual: expand documentation of MCP
2022-09-13 17:51:16 +02:00
3493b91ead
mode_compute=6: document changes in e5102eee
2022-09-13 13:43:33 +02:00
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
6a3e890833
Manual: document support for Octave 7.2.0
...
[skip ci]
2022-09-06 11:22:13 +02:00
13709f6853
Add “fsolve_options” option to “steady” command
...
Closes : #1856
2022-07-22 14:35:19 +02:00
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
ec6ce95efd
Manual: fix return value of “in” macro-operator
...
It returns a boolean, not a logical.
2022-06-16 16:50:01 +02:00
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
1bb87538be
Merge branch 'doc_parallel' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !1976
2022-06-15 15:42:05 +02:00
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
4fc644c322
dseries: expand documentation on loading Excel files
2022-06-07 17:59:46 +02:00
594d847cba
Merge branch 'occ_checks' of git.dynare.org:JohannesPfeifer/dynare
...
Ref. !2040
2022-06-07 15:03:30 +02:00
852d1352da
Expand documentation of markowitz criterion
2022-06-07 15:00:50 +02:00
Johannes Pfeifer
Willi Mutschler
Sébastien Villemot
Stéphane Adjemian (Ryûk)