Sébastien Villemot
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
Sébastien Villemot
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
Sébastien Villemot
37bc08eb5b
Merge branch 'parallel' into 'master'
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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
Johannes Pfeifer
5c9f02634c
manual: expand information on x13
2023-05-27 07:22:53 +02:00
Johannes Pfeifer
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
Sébastien Villemot
339ba7102e
Merge branch 'linear_approximationm' of git.dynare.org:JohannesPfeifer/dynare
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Ref. !2130
2023-04-26 10:31:20 +02:00
Sébastien Villemot
79477e5ba6
Manual: remove mexw32 from the list of supported MEX extensions
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We no longer support Windows 32-bit.
2023-04-26 10:20:23 +02:00
Willi Mutschler
b8352b251d
macOS: provisions to detect Apple Silicon architecture (maca64 and mexmaca64)
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Works with MATLAB R2022b beta (ARM)
2023-04-26 10:19:14 +02:00
Johannes Pfeifer
be28ab1cbe
Manual: document approximation point of linear_approximation
2023-04-25 13:05:27 -04:00
Johannes Pfeifer
b876cf0259
Manual: add information on psexec rights
2023-04-24 12:44:17 -04:00
Sébastien Villemot
c6ce5856e9
Manual: update URL for sylvester.pdf
2023-04-17 18:10:36 +02:00
Sébastien Villemot
99cd06c9fd
Move relevant Dynare++ files to mex/sources/libkorder/. Delete the others.
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Also move some useful documentation to doc/.
2023-04-17 18:10:35 +02:00
Sébastien Villemot
ebee041d1c
Manual: claim compatibility with Octave 8.2.0
2023-04-17 10:34:05 +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
Sébastien Villemot
13908ee068
Provisions for MATLAB R2023a
2023-03-17 16:32:09 +01:00
Sébastien Villemot
22c1d4a520
Manual: claim compatibility with Octave 8.1.0
2023-03-16 17:24:18 +01:00
Johannes Pfeifer
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.
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The code will be removed later when all texinfo doc headers are rewritten.
2023-03-05 14:46:59 +01:00
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)
...
[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
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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
ef7dc09b8e
Manual: link to the openSUSE package
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[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
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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
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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
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Closes #1877
2022-12-06 19:26:07 +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
...
[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
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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
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
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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
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
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
...
[skip ci]
2022-04-29 17:47:36 +02:00
Sébastien Villemot
be90ca1156
Manual: add perfect foresight with expectation errors
2022-04-29 17:43:35 +02:00
Sébastien Villemot
518ef89268
Manual: fix typo and fonts
2022-04-29 11:23:39 +02:00
Sébastien Villemot
d1488bb55c
Manual: minor wording improvement
...
[skip ci]
2022-04-15 16:22:56 +02:00
Sébastien Villemot
f138685e53
Manual: document support for Octave 7.1.0
...
[skip ci]
2022-04-15 16:20:09 +02:00
Sébastien Villemot
10af04c6d8
Use Unicode copyright symbol (in UTF-8 encoding) in all source files
...
It is now supported by the MATLAB editor (as of R2022a).
The old ASCII notation is left in some files that we copy as-is from other
sources (e.g. in the contrib/ and m4/ subdirectories).
The particles submodule is not updated at this point, because it is in an
inconsistent state.
[skip ci]
2022-04-13 14:54:25 +02:00
Sébastien Villemot
3b4ef0df49
Add new “log” option to “var” statement
...
Ref. #349
2022-03-30 18:01:22 +02:00
Sébastien Villemot
6988f0a3d8
Preprocessor: refactor parsing of symbol lists
...
Incidentally, this change allows a sligthly more flexible syntax in
“svar_identification”, so document it.
2022-03-29 15:11:28 +02:00
Sébastien Villemot
d9feb04503
Manual: remove nonexisting syntax in “svar_identification”
2022-03-29 15:11:25 +02:00
Sébastien Villemot
b31fe76dfd
Provisions for MATLAB R2022a
2022-03-24 17:43:40 +01:00
Johannes Pfeifer
ecbfb7d083
Manual: clarify potential naming issues in steady state files
2022-03-14 20:33:19 +01:00
Sébastien Villemot
3d7299c1e4
New option “non_zero” to the “resid” command
...
When this option is given, the “resid” command only displays non-zero residuals
2022-03-01 14:26:16 +01:00
Stéphane Adjemian (Charybdis)
c9825c803a
Fix description of the conditional_forecast command.
...
Closes #1844
2022-02-24 20:33:47 +01:00
Sébastien Villemot
092203669b
Manual: fix copyright years displayed in Sphinx output
2022-02-15 16:54:41 +01:00
Sébastien Villemot
34b6f54c4a
Ferhat and Houtan have left the team
2022-02-14 15:10:04 +01:00
Sébastien Villemot
9a27735f47
Manual: cosmetics
2022-02-10 17:35:21 +01:00
Sébastien Villemot
685598c6e2
Add interface to “static” and “incidence” options of “model_info”
...
These options were implemented and described in the reference manual, but their
interface was missing.
By the way, make various minor improvements to the description of “model_info”
in the reference manual. In particular, remove the single quotes around the two
aforementioned options (which are a remnant from an older interface).
2022-02-09 14:07:30 +01:00
Stéphane Adjemian (Ryûk)
f5f47cd834
Add new option last_simulation_period to initval_file command.
...
Also adjust the periods in Simulated_time_series (output of the perfect
foresight solver in the workspace). Note that this dseries object contains the
observations for the initial condition (M_.orig_maximum_lag observations) and
for the terminal condition (M_.orig_maximum_lead observations).
See #1838 .
Fix testsuite (wrong file name)
2022-01-21 17:39:47 +01:00
Sébastien Villemot
43d75d0e5c
Update Normann’s affiliation
...
[skip ci]
2022-01-07 16:12:02 +01:00