Houtan Bastani
01d5a13082
preprocessor: submodule update: on-the-fly variable declaration in equation tags
2018-07-09 15:36:49 +02:00
Houtan Bastani
cfee93b080
preprocessor: submodule update: macro functions
2018-07-09 15:36:49 +02:00
Houtan Bastani
ec3e32a12f
update copyright year for doc
2018-07-09 15:36:49 +02:00
Sébastien Villemot
a1b8bd39b2
Move the location of various generated files on the filesystem
...
- M and MEX files are now under +${MODELNAME}/
- bytecode, C source and JSON now under ${MODELNAME}/model/
2018-06-27 17:03:39 +02:00
Johannes Pfeifer
fa363f7e4b
Correct name in manual
2018-06-07 23:15:24 +02:00
Sébastien Villemot
5166b43add
Fix case
2018-05-17 12:06:07 +02:00
Stéphane Adjemian(Charybdis)
f53be721c1
Added new option mh_tune_jscale.
...
Works only with the Random Walk Metropolis Hastings algorithm.
Closes #1598
2018-05-16 16:37:22 +02:00
Sébastien Villemot
a3301777c9
Update my email and affiliation
2018-05-16 10:23:30 +02:00
Stéphane Adjemian(Charybdis)
8f53be2a6f
Impose the consistency of the count of unstable eigenvalues...
...
... Between stoch_simul and check. Added sdim (the number of stable
eigenvalues) and edim (the complementary number of explosive eigenvalues) in dr
structure. The test is always done with sdim (or edim) returned by mjdgges.
2018-05-05 19:53:13 +02:00
Adrian Bunk
9e06eb8e65
Set the input encoding in parallel.tex
...
This fixes compilation with TeX Live 2018.
2018-04-23 17:49:15 +02:00
Houtan Bastani
fdb72bb633
doc: fix warnings
2018-03-20 16:48:57 +01:00
Houtan Bastani
7f3120eb2e
preprocessor: submodule update; introduction of on-the-fly variable declaration
2018-03-20 16:43:06 +01:00
Houtan Bastani
5d1a132374
move preprocessor and macroprocessor documentation to preprocessor submodule
2018-02-19 15:10:07 +01:00
Marco Ratto
e45acc11cc
fix error in documentation of presample in realtime shock decomposition
2018-02-01 19:15:07 +01:00
Johannes Pfeifer
dde1acd18d
Make fast_realtime accept observation as input
2018-01-26 18:23:49 +01:00
Johannes Pfeifer
911ca2a54f
Add preprocessor interface for fast_realtime option of
2018-01-12 09:48:14 +01:00
Houtan
27317d25c5
preprocessor: add option to remove empty lines from macro-expanded mod file. closes #1551
2017-12-07 18:47:21 +01:00
Houtan
4a6fd427e0
preprocessor: add line number to field in structure that macro variables are saved to. #1564
2017-12-07 18:11:00 +01:00
Houtan Bastani
1d1a91239e
preprocessor: support echomacrovars(save). closes #1564
2017-12-04 16:56:43 +01:00
Houtan Bastani
c258bad2ab
dynare command line: be less strict in accepting macros from .mod file
2017-11-14 12:21:48 +01:00
Houtan Bastani
21c8c3e586
doc: add verbatim BibTeX code for citing dynare
2017-10-13 13:50:49 +02:00
Houtan Bastani
87ea953aa7
doc: add Junior to citation in manual
2017-10-13 13:30:11 +02:00
Houtan Bastani
a03834ac3e
doc: update guidelines for citing dynare
2017-10-13 12:36:09 +02:00
Houtan Bastani
372decfe90
doc: update dynare compatibility
2017-10-13 12:18:35 +02:00
Houtan Bastani
6d7ae68e2e
doc: update references to wiki and forum
2017-10-13 12:09:21 +02:00
Houtan Bastani
85dc468f74
doc: remove references to user guide
2017-10-13 12:09:03 +02:00
Johannes Pfeifer
8779b5a603
Document VarianceDecompositionME field
2017-10-05 11:33:17 +02:00
Johannes Pfeifer
a1222a1d1b
Implement variance decomposition with measurement error
2017-10-05 11:33:17 +02:00
Houtan Bastani
5c821b784d
doc: move user guide to https://github.com/DynareTeam/user-guide.git
2017-09-22 11:52:51 +02:00
Houtan Bastani
513abe445f
doc: update for change in 24a03ee290
. #1509
2017-09-08 18:20:56 +02:00
Stéphane Adjemian (Scylla)
591a68bf50
Added option stochastic to Dynare command.
2017-08-31 10:19:43 +02:00
Houtan Bastani
349834eeca
preprocessor: add write_latex_steady_steade_model command. Closes #1496
2017-08-30 14:30:06 +02:00
Houtan Bastani
09d44c89fd
preprocessor: add parameter_set option to evaluate_smoother command. Closes #1477
2017-08-28 18:25:37 +02:00
Houtan Bastani
628c4cf27b
preprocessor: add model_local_variable declaration for declaring model local variables with tex names. Closes #563
2017-08-28 17:24:56 +02:00
Houtan Bastani
a8073a8d31
doc: add documentation for nopreprocessoroutput option. #1390
2017-08-25 17:41:40 +02:00
Houtan Bastani
1551d33e9e
preprocessor: add write_equation_tags option to write_latex_original_model and write_latex_static_model. closes #1431
2017-08-24 16:10:53 +02:00
Johannes Pfeifer
b4a52b8076
conditional_forecasts: Fix errors in manual
2017-08-16 19:45:58 +02:00
Johannes Pfeifer
8e899aa6bc
Fix another typo in manual
2017-07-17 19:33:51 +02:00
Johannes Pfeifer
9f00081310
Fix typos in manual
...
Thanks to Jean-Paul K. Tsasa
2017-07-17 08:39:11 +02:00
Stéphane Adjemian
6a789458f1
Merge pull request #1474 from JohannesPfeifer/mode_compute_6_doc
...
mode_compute=6: Fix mistakes in manual
2017-06-30 12:01:46 +02:00
Johannes Pfeifer
2e06a636cd
mode_compute=6: Fix mistakes in manual
2017-06-30 10:50:49 +02:00
Stéphane Adjemian (Charybdis)
63d6dfccf4
Added the possibility to dynare the dynare command options in the mod file.
2017-06-30 10:16:26 +02:00
Houtan Bastani
5eb66ff1ab
preprocessor: only create one dynamic/static JSON file
2017-06-29 15:11:22 +02:00
Houtan Bastani
9a13adb111
preprocessor: print JSON deriv detail by default; use option to print less-detailed versions of dynamic/static models
2017-06-29 13:08:41 +02:00
Sébastien Villemot
f1ed349d6b
Enfore standard tmp directory when calling latex2html.
2017-06-29 12:32:21 +02:00
Sébastien Villemot
5feea2fc72
Update macro-processor slides (new @#include variant).
2017-06-28 18:19:10 +02:00
Sébastien Villemot
1270f12439
Drop texi2html requirement (obsolete software), use texi2any instead.
2017-06-28 17:24:26 +02:00
Stéphane Adjemian (Charybdis)
684861ce87
Fixed typos.
2017-06-28 15:35:05 +02:00
Houtan Bastani
1c2d116a0f
doc: fix up wording of JSON description
2017-06-28 12:13:23 +02:00
Houtan Bastani
3938381e99
preprocessor: write JSON output for original model when writing after transform pass
2017-06-28 12:04:04 +02:00
Houtan Bastani
170d90bd84
doc: fix bug introduced in 8e0791d05c
2017-06-28 11:08:17 +02:00
Houtan Bastani
8e0791d05c
doc: add info about JSON output
2017-06-28 11:02:16 +02:00
Houtan Bastani
f917869439
doc: macOS related updates
2017-06-15 14:03:59 +02:00
Stéphane Adjemian (Charybdis)
0ed62fb476
Fixed authors ordering.
2017-06-11 02:25:05 +02:00
Johannes Pfeifer
ac15f60ec6
Fix typo in manual and clarify analytic_derivation option
2017-05-27 18:30:40 +02:00
Stéphane Adjemian
502612a5a5
Merge pull request #1451 from JohannesPfeifer/bvar_doc
...
Document how to set options for BVAR Irfs
2017-05-16 12:49:30 +02:00
Johannes Pfeifer
6dde340c1e
Document how to set options for BVAR Irfs
2017-05-14 18:37:34 +02:00
Johannes Pfeifer
660b370fb3
Fix typos in manual (thanks to Daniel Bendel)
2017-05-03 15:06:16 +02:00
Johannes Pfeifer
0361fb29dc
Add documentation of one_sided_hp_filter missing from f7175745ac
2017-05-02 12:27:27 +02:00
Stéphane Adjemian
072246c5ab
Merge pull request #1441 from JohannesPfeifer/ksstat
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Remove redundant ksstat option
2017-04-29 18:00:25 +02:00
Johannes Pfeifer
d7b2e271d7
Update documentation on sensitivity
...
Closes #789
2017-04-27 12:03:02 +02:00
Johannes Pfeifer
451646ff16
Remove redundant ksstat option
...
Closes #1431
2017-04-27 11:08:17 +02:00
Stéphane Adjemian (Charybdis)
d6e1d0baa5
Added option rescale_prediction_error_covariance.
2017-04-26 18:22:03 +02:00
Houtan Bastani
753d8a17f0
preprocessor: move equation tags out of dmath mode, include all equation tags in one set of brackets, allow equation tags to be interpreted as latex, modify manual and test accordingly. #477
2017-04-05 11:01:25 +02:00
Houtan Bastani
14f4544a29
preprocessor: add option to write equation tags in latex output. closes #477
2017-04-04 16:08:30 +02:00
Stéphane Adjemian (Charybdis)
f9a462bf07
Added option nonlinear_filter_initialization.
...
Default value is 1 (initialization with the ergodic variance of the reduced
form solution of the model approximated at order one).
If the model has unit roots, the user must use `nonlinear_filter_initialization=3`,
which select an identity matrix for the initial covariance matrix of the state variables.
A side effect of this option is to temporarily change the value of options_.qz_criterium to
a value above one (ie 1+1e-6) so that the unit roots are not rejected. If the
model has unit roots and if the and if the option
nonlinear_filter_initialization has a value less than 3, the evaluation of the
likelihood will fail, because by default the unit root is counted as an
unstable root.
2017-04-03 11:25:05 +02:00
Stéphane Adjemian (Charybdis)
8eefb6a747
Fixed warning introduced in b5c353f5a3
.
2017-04-03 11:25:05 +02:00
Johannes Pfeifer
b64aa57bc3
Update affiliation of Johannes
2017-04-01 19:59:29 +02:00
Houtan Bastani
6571f7ea68
doc: fix changes merged in ad2e1ffc8d
2017-03-28 11:56:38 +02:00
Johannes Pfeifer
b5f989ccb1
Manual: Define integer_vector
2017-03-28 11:39:44 +02:00
Johannes Pfeifer
368262d5f1
Update manual on realtime_shock_decomposition following Marco's description
2017-03-28 11:35:27 +02:00
Johannes Pfeifer
b5c353f5a3
Prevent Texinfo from replacing straight quotation marks in codes by italic ones
2017-03-27 12:36:18 +02:00
Johannes Pfeifer
14b8604de5
Restructure manual on shock_decomposition
...
- Introduces proper definition of output variables
- Clarifies various options
2017-03-27 12:35:36 +02:00
Johannes Pfeifer
94f09402a2
Manual: Add new subsections for commands not belonging to estimation
2017-03-27 11:43:07 +02:00
Houtan Bastani
b3ecc8c003
preprocessor: add plot_shock_decomposition command. closes #1406
2017-03-24 12:11:36 +01:00
Houtan Bastani
2be17e1ebd
doc: more fixes to documentation
2017-03-24 10:34:59 +01:00
Houtan Bastani
4f432b7e58
doc: update plot_shock_decomposition option names
2017-03-24 10:34:59 +01:00
Stéphane Adjemian
c24ebb6055
Merge pull request #1413 from JohannesPfeifer/manual_fix
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Fix typo in manual
2017-03-22 12:40:08 +01:00
Houtan Bastani
24abebb0b4
doc: correct argumnets to options
2017-03-21 14:35:04 +01:00
Houtan Bastani
4b4ee1cd92
doc: fix typo
2017-03-21 14:27:58 +01:00
Houtan Bastani
30232985ee
doc: fix markups of i.e. and e.g.
2017-03-21 14:15:51 +01:00
Houtan Bastani
2a33cd1bb0
doc: fix doc following recent changes
2017-03-21 12:48:11 +01:00
Johannes Pfeifer
effcd3d12a
Fix typo in manual
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ts does not exist
2017-03-21 09:48:55 +01:00
Johannes Pfeifer
9abac8ccdb
Store indicator whether smoother was used with loglinear
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Required to keep track of whether estimates were logged. Related to #1407
2017-03-20 11:36:10 +01:00
Stéphane Adjemian (Charybdis)
dd02aa4c03
Expand reference manual on loglinear.
...
Partial cherry-pick of 3fc2e2b967d7c779058922e9f7fd9f688118a2f0 by Johannes Pfeifer.
2017-03-20 10:17:32 +01:00
Marco Ratto
f52035a3a0
updated documentation about sub_draws
2017-03-18 00:06:15 +01:00
Marco Ratto
a9732afaf6
document behavior of filtered_vars, filter_covariance and filter_step_ahead
2017-03-17 15:43:00 +01:00
Johannes Pfeifer
5d8d5e90d8
evaluate_smoother.m: pass updated M_.params and oo_ back to base workspace
...
Closes #1373
2017-03-17 13:15:39 +01:00
Stéphane Adjemian (Charybdis)
ef9338bfd6
Fixed bugs in Reference Manual.
2017-03-17 12:42:00 +01:00
Marco Ratto
27f4f81bbd
document save_realtime option of shock decomp
2017-03-17 12:41:59 +01:00
Marco Ratto
0053e7018f
special characters fixed again.
2017-03-17 12:41:59 +01:00
Marco Ratto
ddd25fb817
Improve documentation of shock decomposition commands
2017-03-17 12:41:59 +01:00
Marco Ratto
06176caf64
manual updates
2017-03-17 12:41:59 +01:00
Stéphane Adjemian (Charybdis)
9fbef0c107
Removed penalty_hessian routine.
...
+ Code factorization.
+ Added an option for using the penalized objective when computing numerically
the hessian at the mode.
Previous behaviour (introduced with penalty_hessian routine) was to compute the
hessian matrix at the mode with the penalized objective function (instead of
the original objective function). This behaviour hides problematic situations,
where the computed hessian (using the original objective) would not be full
rank. For instance, if the estimation ends up with a parameter on (or very
close to) the bounds of its possible values (which is often not a desirable
outcome), the estimated posterior variance would be zero for this
parameter (with the original objective) because the hessian is not finite in
this direction, while the posterior variance would be positive if the penalized
objective is used instead. But this estimate would not be reliable by
construction of the penalty which is quite ad-hoc (more fundamentally I do not
think that there exists any rational for approximating the covariance matrix
with the inverse of the hessian matrix if the mode is on the border of the set
of possible values).
This commit restore the behaviour previous to 2446ab02ba
.
An option is available for computing the hessian with the penalized
objective function.
2017-02-08 13:07:25 +00:00
Stéphane Adjemian (Charybdis)
5b73d7d59c
Added new optimization routine (particleswarm).
...
Only available under Matlab if the Global Optimization Toolbox is installed.
2017-02-08 13:07:25 +00:00
Houtan Bastani
e88739a5ea
doc: add preprocessor copyright info
2017-02-01 18:16:51 +01:00
Houtan Bastani
25e9a81b71
doc: update for preprocessor
2017-02-01 18:06:44 +01:00
Houtan Bastani
3776b910a1
preprocessor: remove introduction to C++ programming
2017-01-31 17:11:28 +01:00
Houtan Bastani
f1d607af99
preprocessor: remove extra exogenous variables. closes #841
2017-01-27 22:48:17 +01:00
Houtan Bastani
a6e74ac7af
doc: update manual copyright date
2017-01-23 14:24:30 -05:00
Houtan Bastani
12b8a915e9
submodule update: reporting
2017-01-09 16:20:15 +01:00
MichelJuillard
562b8f7a5c
Merge pull request #1139 from JohannesPfeifer/Ramsey_documentation
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Correct manual on Ramsey
2017-01-08 20:03:59 +01:00
Michel Juillard
1554f15a65
- rephrased description of objective function value when Lagrange multipliers are
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set to 0
- type correction
2017-01-08 17:16:41 +01:00
Stéphane Adjemian
420fb3896b
Merge pull request #1361 from JohannesPfeifer/endogenous_prior_restrictions
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Document irf_calibration and moment_calibration in the context of est…
2017-01-05 09:08:52 +01:00
Stéphane Adjemian
b464226eaa
Merge pull request #1358 from JohannesPfeifer/nograph
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Implement posterior_nograph option
2017-01-05 06:52:08 +01:00
Stéphane Adjemian
90982d5fa0
Merge pull request #1357 from rattoma/parallel
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Provisions for new node option NumberOfThreadsPerJob. Document option
2017-01-04 23:29:24 +01:00
Houtan Bastani
95ac8536ba
doc: update menue for compiler installation
2016-12-28 11:10:02 +01:00
Johannes Pfeifer
ca6cd152f2
Document that ramsey_policy now takes multipliers in the variable list.
...
Related to #1355
2016-12-27 14:36:51 +01:00
Johannes Pfeifer
91abae9ce0
Document graph option
2016-12-26 13:10:45 +01:00
Johannes Pfeifer
452d3cd986
Implement preprocessor interface for posterior_nograph option
2016-12-26 13:07:46 +01:00
Johannes Pfeifer
28d4ed1918
Finish implementation and documentation of nograph option of shock_decomposition.m
2016-12-26 12:52:28 +01:00
Johannes Pfeifer
c7290a5f03
Document irf_calibration and moment_calibration in the context of estimation
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Also adds unit test. Closes #1318
2016-12-23 12:11:10 +01:00
Johannes Pfeifer
5e010f57c0
Document different treatment of mh_recover and load_mh_file under Octave
...
Also adjusts unit tests accordingly. Closes #1332
2016-12-23 10:47:58 +01:00
Marco Ratto
a55cbdd5fe
Provisions for new node option NumberOfThreadsPerJob. Document option
2016-12-19 23:28:46 +01:00
Johannes Pfeifer
352786c2b4
load_mh_file: recompute results by default and load on request
...
Prevents general overwriting of results in oo_ and having stale results
2016-12-19 19:37:34 +01:00
Johannes Pfeifer
5515da191a
Add Raftery/Lewis (1992) convergence diagnostics
2016-12-17 17:22:05 +01:00
Stéphane Adjemian
5334c7433d
Merge pull request #1345 from JohannesPfeifer/robust_lin_solve
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robust_lin_solve: Fix mistakes introduced in 4b83c1bf763fe5029c94b7e5…
2016-12-17 17:18:19 +01:00
Houtan Bastani
de7d239f7c
preprocessor: parallel: change default for singleCompThread. #1349
2016-12-13 11:12:04 +01:00
Houtan Bastani
f1b4d63045
doc: fix endval typo and add @math{} markup
2016-12-08 10:54:03 +01:00
Stéphane Adjemian (Charybdis)
d491b8c1ef
Minor modification of 26baff91c.
...
An exogenous variable appearing in t+1 (as productivity in the expected
return of capital in the Euler equation) is not a forward variable.
2016-12-08 08:53:55 +01:00
Johannes Pfeifer
da113029aa
Correct initval, endval, and histval documentation
2016-12-08 08:53:55 +01:00
Johannes Pfeifer
d5e20752ac
robust_lin_solve: Fix mistakes introduced in 4b83c1bf76
...
Interface was still missing and documentation of option was in wrong place in manual and wrong
2016-12-01 17:31:29 +01:00
Houtan Bastani
392829ef40
doc: fix typo
2016-11-24 15:19:50 +01:00
MichelJuillard
31d2c7e332
Merge pull request #1324 from JohannesPfeifer/kalman
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Three bugfixes for missing_DiffuseKalmanSmootherH1_Z.m that led to wrong results
2016-11-13 19:13:10 +01:00
Johannes Pfeifer
7831dccd2a
Transform save_tmp_file into an option and change defaults
2016-11-04 19:56:55 +01:00
Stéphane Adjemian
4532d13fd3
Merge pull request #1295 from JohannesPfeifer/stochastic_singularity
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Stochastic singularity
2016-11-04 10:56:50 +01:00
Johannes Pfeifer
98cf1bfc1d
Add smoothed state uncertainty to Kalman smoother routines
2016-11-04 09:23:55 +01:00
Stéphane Adjemian
b069241d18
Merge pull request #1217 from JohannesPfeifer/qz_estimation
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Make sure diffuse_filter triggers qz_criterium>1
2016-11-04 06:47:17 +01:00
Stéphane Adjemian
09d374a0be
Merge pull request #1303 from JohannesPfeifer/shock_decomp
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Shock decomposition and posterior moments
2016-11-04 00:41:04 +01:00
Stéphane Adjemian (Charybdis)
a4fc0cb1a6
Fixed typo.
2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis)
f303378f54
Added warnings about the BVAR identification scheme.
2016-11-03 17:22:44 +01:00
Stéphane Adjemian (Charybdis)
9900c05560
Added missing command in list of BVAR commands.
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
fac3348dfe
Add information on bvar_irf to bvar-a-la-sims.tex
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
ef2ee9d2b0
Fix typo in manual
2016-11-03 17:22:44 +01:00
Johannes Pfeifer
d75651a8c7
Correct non-unique nodes in manual that breaks compilation
2016-10-15 11:01:00 +02:00
Johannes Pfeifer
c7b751bd50
Add mingw to dyn_mex.m and document compiler options and installation.
2016-10-14 16:35:05 +02:00
Johannes Pfeifer
fe9d024d9f
Manual: add that if several files differ only by the extension, the filaname must include the extension and be written between quotes
2016-10-09 22:28:29 +02:00
Johannes Pfeifer
209f1b4a7c
Allow first_obs and nobs as options of shock_decomposition
2016-10-06 14:20:04 +02:00
Johannes Pfeifer
2fe73fafdc
Implement and document keep_kalman_algo_if_singularity_is_detected option
2016-10-02 12:56:28 +02:00
Johannes Pfeifer
f553f893c6
Make sure qz_criterium being reset by evaluate_smoother.m does not affect subsequent commands
...
- adds diffuse_filter as option of calib_smoother
- adds test case for calib_smoother with diffuse_filter
2016-10-02 10:51:47 +02:00
Houtan Bastani
245359a7df
doc: remove last reference to java package for octave
2016-09-27 16:03:45 +02:00
Houtan Bastani
8edea5edb0
octave only supports .xlsx Excel extension (no longer supports .xls extension). #1293
2016-09-27 16:00:34 +02:00
Houtan Bastani
3ace574d72
doc: fix typo
2016-09-16 14:57:35 +02:00
Houtan Bastani
804d31e8af
preprocessor: allow shock group names to contain spaces. closes #1280
2016-09-14 14:10:00 +02:00
Houtan Bastani
e31f0a8d0f
macroprocessor: stop with error when division by zero is encountered. closes #1278
2016-09-05 17:36:40 +02:00
Johannes Pfeifer
76e2112df9
Improve manual on lmmcp
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
2751ab08bb
Provide interface to original PATH files and document how to obtain them
2016-08-23 17:28:41 +02:00
Johannes Pfeifer
dd22b9609e
Add function generate_trace_plots.m that plots trace plots for all estimated parameters
2016-08-23 17:22:41 +02:00
Johannes Pfeifer
8341ac33f8
Document treatment of measurement error in forecasts
...
Also removes wrong info on HPDTotalsup/inf
2016-08-23 17:22:41 +02:00
Houtan Bastani
ab35020e97
Merge pull request #1224 from JohannesPfeifer/ms_doc
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Document options of MS code after interface change
2016-08-23 16:57:06 +02:00