440a0e460b
Storage of results: use subfolder
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Ref. #1758
2021-07-23 14:12:17 +02:00
3fb41e075f
Matlab implementation of the consider_all_endogenous_and_auxiliary option
2021-07-22 13:12:27 +02:00
9f934bbcf1
Manual: update several links to old Dynare wiki
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In several places, there was only a general link to the old Dynare wiki. This
can be confusing, because we no longer use this wiki. Rather use specific links
to the pages that were not migrated to the new wiki.
[skip ci]
2021-07-08 18:03:25 +02:00
f5c5b05f12
The xls_sheet option now takes a quoted string as value
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Recommend that syntax in the manual, but keep the old one for backward
compatibility.
Ref. preprocessor#67
2021-05-31 18:21:13 +02:00
c7d02a356e
Manual: harmonize and document usage of quoted strings
2021-05-31 18:21:13 +02:00
bbfa145c58
manual: adding option lmmcp to extend_path command
2021-05-28 13:49:58 +02:00
5fa6265944
Implement new option smoother_redux, to allow fast smoother for very large models. It runs smoother only for state variables and computes the remaining ones ex-post
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Contains improvements, in order to recover as much as possible static unobserved (filtered, smoothed, updated, k-step ahead), Variance, State_uncertainty, k-step ahead variances trying to map lagged states onto current ones using pinv(T). This has exceptions (namely lagged shocks which are ONLY used to recover static NON observed variables). this exception is also trapped.
For such extensions we can only recover smoothed variables starting from d+1. Variances CANNOT be recovered for such variables (the smoother gives ZERO.)
2021-05-27 16:59:15 +02:00
1645f38269
Implement heteroskedastic filter and smoother
2021-05-26 18:45:16 +02:00
0d6bc47158
Merge branch 'rattoma/dynare-mh_initialize_from_previous_mcmc'
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Ref. !1841
2021-05-11 18:51:57 +02:00
a0f2b2399b
New option mh_initialize_from_previous_mcmc that allows to pick initial values for a new MCMC from a previous one
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If an additional parameter is estimated, it is initialized using prior_draw.
2021-05-11 18:48:43 +02:00
bdb743eaa7
Merge branch 'rattoma/dynare-fast_realtime_shock_decomp'
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Closes !1842
2021-05-10 15:55:28 +02:00
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
3c7865a950
Merge branch 'rattoma/dynare-initial_estimation_checks_errors'
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Ref. !1839
2021-05-07 17:52:45 +02:00
74121c2aee
New no_init_estimation_check_first_obs option that allows to skip check of singularity in first observation
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(like deficient # of shocks in the presence of stockflow observed)
2021-05-07 17:51:03 +02:00
62aa799d3e
Manual: matrices ghx and ghu are ordered differently if block option is given
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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.
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Also warns about the behavior of macro directives in comments.
2021-04-21 10:59:04 +02:00
919cec4c0f
Manual: linear_approximation option is also available with stack_solve_algo=7
2021-04-20 16:54:39 +02:00
a2c5df956f
Manual: add a short description of how decision rules are stored at order ≥ 4
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Closes : #1764
2021-03-10 14:44:19 +01:00
7c8f486727
Allow setting initial state for Kalman filter
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Supersedes https://git.dynare.org/Dynare/dynare/-/merge_requests/1522
2021-01-28 17:24:27 +01:00
e3cda8c76d
Document optimizers compatible with analytic_derivation
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Related to https://git.dynare.org/Dynare/dynare/-/issues/1770
2021-01-24 17:41:17 +01:00
f553826502
Merge branch 'optim_doc' of git.dynare.org:JohannesPfeifer/dynare
2021-01-22 18:33:41 +01:00
d0bada1fdf
manual: update optim for mode_compute=13
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[skip CI]
2021-01-22 17:08:20 +01:00
0823823068
Preprocessor update
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- 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)
0e1c9312e2
Merge remote-tracking branch 'Dynare/master' into enterprise
2021-01-11 11:06:55 +01:00
5deaca993b
Merge branch 'discretion' of git.dynare.org:JohannesPfeifer/dynare
2020-12-22 12:29:38 +01:00
0e9b8c33f9
Document changes to discretionary_policy
2020-12-20 14:00:13 +01:00
ba71db647e
Merge branch 'Schur_vec_tol' of git.dynare.org:JohannesPfeifer/dynare
2020-12-18 15:40:57 +01:00
f2cde3b6d9
Make schur_vec_tol settable and document it
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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
4cf9f7d1a7
stoch_simul.m: reports second moments based on pruned state space at order=2 when pruning is specified
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Related to https://git.dynare.org/Dynare/dynare/-/merge_requests/1744
2020-12-17 09:45:28 +01:00
18350f680e
manual: clarify that mh_replic is per chain, not the total number of replications
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[skip CI]
2020-11-30 17:32:03 +01:00
b4f293bdf2
Document mode_compute=13
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[skip ci]
2020-11-27 14:22:59 +01:00
fcb52478e4
Preprocessor: replace exogenous with lead/lags by auxiliary variables in deterministic models
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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
f823f1a691
Manual: fix link to (old) Dynare wiki
2020-11-03 16:52:23 +01:00
71e3e0d49e
Fix extended_path with bytecode
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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}.
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Closes #3 .
2020-09-25 23:45:21 +02:00
Stéphane Adjemian (Charybdis)
17e6421ea3
Merged master into enterprise.
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Fixed conflict in
- doc/manual/source/running-dynare.rst
2020-09-23 15:28:19 +02:00
a9fea692e9
Preprocessor: allow 'use_dll' option to be specified on the command line
2020-09-18 15:20:00 +02:00
f6e7c2d061
Manual: remove obsolete requirement for 'use_dll' on Windows
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[skip ci]
2020-09-18 15:05:38 +02:00
Stéphane Adjemian (Odysseus)
248ad18846
Merge remote-tracking branch 'Dynare/master' into enterprise
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Fixed conflicts in:
- .gitlab-ci.yml
- matlab/dynare_config.m
- matlab/dynare_solve.m
- matlab/initvalf.m
- matlab/perfect-foresight-models/make_ex_.m
- matlab/perfect-foresight-models/perfect_foresight_setup.m
- mex/build/matlab/Makefile.am
- mex/build/matlab/configure.ac
- mex/build/octave/Makefile.am
- mex/build/octave/configure.ac
- mex/sources/Makefile.am
- preprocessor
- tests/Makefile.am
2020-09-17 14:53:32 +02:00
b281d682f2
Manual: document default name for “shock_groups” blocks
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By the way, fix the syntax description for the name (it needs *not* be quoted).
[skip ci]
2020-09-14 18:43:08 +02:00
11ef652136
Manual, external functions: when derivatives are not provided, finite difference is used
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[skip ci]
2020-07-09 18:03:35 +02:00
dfc7357636
Add display of theoretical moments at order=3 with pruning
2020-06-30 13:46:54 +02:00
b70d99d1b4
Refactoring of initval_file and histval_file
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initval_file and hisvfal_file are now more flexible and have functionalities
similar to option datafile in estimation.
Closes : #1671
2020-05-14 16:45:54 +02:00
Stéphane Adjemian (Charybdis)
046960c4a8
Merge remote-tracking branch community/master into enterprise
2020-04-03 11:33:46 +02:00
64a2a4388a
🐛 📖 Fixes TaRB with student t proposal distribution
2020-04-01 14:46:22 +02:00
43ed7b2b69
Merge remote-tracking branch 'community/master' into enterprise
2020-03-27 16:28:41 +01:00
625ad3099e
Document options added in dab769c6f4
2020-03-19 14:42:18 +01:00
Stéphane Adjemian (Charybdis)
2083246a35
Add initial condition for mh_tune_jscale.
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Closes #1717 .
2020-02-29 13:25:24 +01:00
2fcd22059b
Add documentation for the mh_tune_jscale_initial_guess option
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Related to https://git.dynare.org/Dynare/preprocessor/-/merge_requests/16
2020-02-29 10:28:50 +01:00
Stéphane Adjemian (Charybdis)
fa95a6347d
Added new nonlinear solvers (solve_algo 12 and 14).
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These algorithms are alternative versions of 2 and 4 specialized for
models where each equation has only one endogenous variable on the
left hand side (only allowed expression on LHS is the log of an
endogenous variable). Univariate recursive blocks are then not solved
with a non linear but by evaluating the RHS expression.
2020-02-20 13:07:54 +01:00
Johannes Pfeifer
Sébastien Villemot
MichelJuillard
Marco Ratto
Willi Mutschler